4,134 research outputs found
Trajectory Synthesis for Fisher Information Maximization
Estimation of model parameters in a dynamic system can be significantly
improved with the choice of experimental trajectory. For general, nonlinear
dynamic systems, finding globally "best" trajectories is typically not
feasible; however, given an initial estimate of the model parameters and an
initial trajectory, we present a continuous-time optimization method that
produces a locally optimal trajectory for parameter estimation in the presence
of measurement noise. The optimization algorithm is formulated to find system
trajectories that improve a norm on the Fisher information matrix. A
double-pendulum cart apparatus is used to numerically and experimentally
validate this technique. In simulation, the optimized trajectory increases the
minimum eigenvalue of the Fisher information matrix by three orders of
magnitude compared to the initial trajectory. Experimental results show that
this optimized trajectory translates to an order of magnitude improvement in
the parameter estimate error in practice.Comment: 12 page
Spectral unmixing of Multispectral Lidar signals
In this paper, we present a Bayesian approach for spectral unmixing of
multispectral Lidar (MSL) data associated with surface reflection from targeted
surfaces composed of several known materials. The problem addressed is the
estimation of the positions and area distribution of each material. In the
Bayesian framework, appropriate prior distributions are assigned to the unknown
model parameters and a Markov chain Monte Carlo method is used to sample the
resulting posterior distribution. The performance of the proposed algorithm is
evaluated using synthetic MSL signals, for which single and multi-layered
models are derived. To evaluate the expected estimation performance associated
with MSL signal analysis, a Cramer-Rao lower bound associated with model
considered is also derived, and compared with the experimental data. Both the
theoretical lower bound and the experimental analysis will be of primary
assistance in future instrument design
A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems
An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates
Space-Time diversity for NLOS mitigation in TDOA-based positioning systems
This paper studies the potential impact of using space-Time information in the mitigation of the Non-LineOf-Sight condition in mobile subscriber's positioning systems. First of all, this work discusses the positioning problem based on measures of Time Differences Of Arrival departing from a more exact characterization of the signal statistics and including some geometrical restrictions to achieve an improved accurate. Furthermore, a novel approach that integrates signal propagation characteristics to information provided by a suitable timing estimation model based on Cramer Rao Bound for a Rayleigh-fading channel, when antenna arrays are used at the receiver and when a set ofchannel vector estimates are available, has been introduced to study the positive benefits of space-Time diversity. These approaches are evaluated within a realistic simulation scenario.Peer ReviewedPostprint (published version
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