The Sparse-grid based Nonlinear Filter: Theory and Applications

Filtering or estimation is of great importance to virtually all disciplines of engineering and science that need inference, learning, information fusion, and knowledge discovery of dynamical systems. The filtering problem is to recursively determine the states and/or parameters of a dynamical system from a sequence of noisy measurements made on the system. The theory and practice of optimal estimation of linear Gaussian dynamical systems have been well established and successful, but optimal estimation of nonlinear and non-Gaussian dynamical systems is much more challenging and in general requires solving partial differential equations and intractable high-dimensional integrations. Hence, Gaussian approximation filters are widely used. In this dissertation, three innovative point-based Gaussian approximation filters including sparse Gauss-Hermite quadrature filter, sparse-grid quadrature filter, and the anisotropic sparse-grid quadrature filter are proposed. The relationship between the proposed filters and conventional Gaussian approximation filters is analyzed. In particular, it is proven that the popular unscented Kalman filter and the cubature Kalman filter are subset of the proposed sparse-grid filters. The sparse-grid filters are employed in three aerospace applications including spacecraft attitude estimation, orbit determination, and relative navigation. The results show that the proposed filters can achieve better estimation accuracy than the conventional Gaussian approximation filters, such as the extended Kalman filter, the cubature Kalman filter, the unscented Kalman filter, and is computationally more efficient than the Gauss-Hermite quadrature filter

Stage of Charge Estimation of Lithium-ion Battery Packs Based on Improved Cubature Kalman Filter with Long Short-Term Memory Model

Accurate estimation of state of charge (SOC) of lithium-ion battery packs remains challenging due to inconsistencies among battery cells. To achieve precise SOC estimation of battery packs, firstly, a long short-term memory (LSTM) recurrent neural network (RNN)-based model is constructed to characterize the battery electrical performance, and a rolling learning method is proposed to update the model parameters for improving the model accuracy. Then, an improved square root-cubature Kalman filter (SRCKF) is designed together with the multi-innovation technique to estimate battery cell’s SOC. Next, to cope with inconsistencies among battery cells, the SOC estimation value from the maximum and minimum cells are combined with a smoothing method to estimate the pack SOC. The robustness and accuracy of the proposed battery model and cell SOC estimation method are verified by exerting the experimental validation under time-varying temperature conditions. Finally, real operation data are collected from an electric-scooter (ES) monitoring platform to further validate the generalization of the designed pack SOC estimation algorithm. The experimental results manifest that the SOC estimation error can be limited within 2% after convergence

Electric field simulations and electric dipole investigations at the KATRIN main spectrometer

This thesis deals with the development of high-accuracy electric field simulation methods and experimental background investigations with the electric dipole method for the KATRIN experiment. Both fields of work are of crucial importance to obtain the targeted background level of 10 mcps for the investigation of the absolute neutrino mass scale with a sensitivity of 200 meV/c² at 90% C.L

Distributed estimation over a low-cost sensor network: a review of state-of-the-art

Proliferation of low-cost, lightweight, and power efficient sensors and advances in networked systems enable the employment of multiple sensors. Distributed estimation provides a scalable and fault-robust fusion framework with a peer-to-peer communication architecture. For this reason, there seems to be a real need for a critical review of existing and, more importantly, recent advances in the domain of distributed estimation over a low-cost sensor network. This paper presents a comprehensive review of the state-of-the-art solutions in this research area, exploring their characteristics, advantages, and challenging issues. Additionally, several open problems and future avenues of research are highlighted

Computationally-efficient visual inertial odometry for autonomous vehicle

This thesis presents the design, implementation, and validation of a novel nonlinearfiltering based Visual Inertial Odometry (VIO) framework for robotic navigation in GPSdenied environments. The system attempts to track the vehicle’s ego-motion at each time instant while capturing the benefits of both the camera information and the Inertial Measurement Unit (IMU). VIO demands considerable computational resources and processing time, and this makes the hardware implementation quite challenging for micro- and nanorobotic systems. In many cases, the VIO process selects a small subset of tracked features to reduce the computational cost. VIO estimation also suffers from the inevitable accumulation of error. This limitation makes the estimation gradually diverge and even fail to track the vehicle trajectory over long-term operation. Deploying optimization for the entire trajectory helps to minimize the accumulative errors, but increases the computational cost significantly. The VIO hardware implementation can utilize a more powerful processor and specialized hardware computing platforms, such as Field Programmable Gate Arrays, Graphics Processing Units and Application-Specific Integrated Circuits, to accelerate the execution. However, the computation still needs to perform identical computational steps with similar complexity. Processing data at a higher frequency increases energy consumption significantly. The development of advanced hardware systems is also expensive and time-consuming. Consequently, the approach of developing an efficient algorithm will be beneficial with or without hardware acceleration. The research described in this thesis proposes multiple solutions to accelerate the visual inertial odometry computation while maintaining a comparative estimation accuracy over long-term operation among state-ofthe- art algorithms. This research has resulted in three significant contributions. First, this research involved the design and validation of a novel nonlinear filtering sensor-fusion algorithm using trifocal tensor geometry and a cubature Kalman filter. The combination has handled the system nonlinearity effectively, while reducing the computational cost and system complexity significantly. Second, this research develops two solutions to address the error accumulation issue. For standalone self-localization projects, the first solution applies a local optimization procedure for the measurement update, which performs multiple corrections on a single measurement to optimize the latest filter state and covariance. For larger navigation projects, the second solution integrates VIO with additional pseudo-ranging measurements between the vehicle and multiple beacons in order to bound the accumulative errors. Third, this research develops a novel parallel-processing VIO algorithm to speed up the execution using a multi-core CPU. This allows the distribution of the filtering computation on each core to process and optimize each feature measurement update independently. The performance of the proposed visual inertial odometry framework is evaluated using publicly-available self-localization datasets, for comparison with some other open-source algorithms. The results illustrate that a proposed VIO framework is able to improve the VIO’s computational efficiency without the installation of specialized hardware computing platforms and advanced software libraries