Optimal multisensor data fusion for linear systems with missing measurements

Multisensor data fusion has attracted a lot of research in recent years. It has been widely used in many applications especially military applications for target tracking and identification. In this paper, we will handle the multisensor data fusion problem for systems suffering from the possibility of missing measurements. We present the optimal recursive fusion filter for measurements obtained from two sensors subject to random intermittent measurements. The noise covariance in the observation process is allowed to be singular which requires the use of generalized inverse. Illustration example shows the effectiveness of the proposed filter in the measurements loss case compared to the available optimal linear fusion methods.<br /

Visualization on colour based flow vector of thermal image for movement detection during interactive session

Recently thermal imaging is exploited in applications such as motion and face detection. It has drawn attention many researchers to build such technology to improve lifestyle. This work proposed a technique to detect and identify a motion in sequence images for the application in security monitoring system or outdoor surveillance. Conventional system might cause false information with the present of shadow. Thus, methods employed in this work are Canny edge detector method, Lucas Kanade and Horn Shunck algorithms, to overcome the major problem when using thresholding method, which is only intensity or pixel magnitude is considered instead of relationships between the pixels. The results obtained could be observed in flow vector parameter and the segmentation colour based image for the time frame from 1 to 10 seconds. The visualization of both the parameters clarified the movement and changes of pixel intensity between two frames by the supportive colour segmentation, either in smooth or rough motion. Thus, this technique may contribute to others application such as biometrics, military system, and surveillance machine

A Kalman Filter Approach for Biomolecular Systems with Noise Covariance Updating

An important part of system modeling is determining parameter values, particularly for biomolecular systems, where direct measurements of individual parameters are typically hard. While Extended Kalman Filters have been used for this purpose, the choice of the process noise covariance is generally unclear. In this chapter, we address this issue for biomolecular systems using a combination of Monte Carlo simulations and experimental data, exploiting the dependence of the process noise covariance on the states and parameters, as given in the Langevin framework. We adapt a Hybrid Extended Kalman Filtering technique by updating the process noise covariance at each time step based on estimates. We compare the performance of this framework with different fixed values of process noise covariance in biomolecular system models, including an oscillator model, as well as in experimentally measured data for a negative transcriptional feedback circuit. We find that the Extended Kalman Filter with such process noise covariance update is closer to the optimality condition in the sense that the innovation sequence becomes white and in achieving a balance between the mean square estimation error and parameter convergence time. The results of this chapter may help in the use of Extended Kalman Filters for systems where process noise covariance depends on states and/or parameters.Comment: 23 pages, 9 figure

Online Drift Compensation for Chemical Sensors Using Estimation Theory

Sensor drift from slowly changing environmental conditions and other instabilities can greatly degrade a chemical sensor\u27s performance, resulting in poor identification and analyte quantification. In the present work, estimation theory (i.e., various forms of the Kalman filter) is used for online compensation of baseline drift in the response of chemical sensors. Two different cases, which depend on the knowledge of the characteristics of the sensor system, are studied. First, an unknown input is considered, which represents the practical case of analyte detection and quantification. Then, the more general case, in which the sensor parameters and the input are both unknown, is studied. The techniques are applied to simulated sensor data, for which the true baseline and response are known, and to actual liquid-phase SH-SAW sensor data measured during the detection of organophosphates. It is shown that the technique is capable of estimating the baseline signal and recovering the true sensor signal due only to the presence of the analyte. This is true even when the baseline drift changes rate or direction during the detection process or when the analyte is not completely flushed from the system

A partially linearized sigma point filter for latent state estimation in nonlinear time series models

A new technique for the latent state estimation of a wide class of nonlinear time series models is proposed. In particular, we develop a partially linearized sigma point filter in which random samples of possible state values are generated at the prediction step using an exact moment matching algorithm and then a linear programming-based procedure is used in the update step of the state estimation. The effectiveness of the new ¯ltering procedure is assessed via a simulation example that deals with a highly nonlinear, multivariate time series representing an interest rate process

Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: A survey

The multiobjective control and filtering problems for nonlinear stochastic systems with variance constraints are surveyed. First, the concepts of nonlinear stochastic systems are recalled along with the introduction of some recent advances. Then, the covariance control theory, which serves as a practical method for multi-objective control design as well as a foundation for linear system theory, is reviewed comprehensively. The multiple design requirements frequently applied in engineering practice for the use of evaluating system performances are introduced, including robustness, reliability, and dissipativity. Several design techniques suitable for the multi-objective variance-constrained control and filtering problems for nonlinear stochastic systems are discussed. In particular, as a special case for the multi-objective design problems, the mixed H 2 / H ∞ control and filtering problems are reviewed in great detail. Subsequently, some latest results on the variance-constrained multi-objective control and filtering problems for the nonlinear stochastic systems are summarized. Finally, conclusions are drawn, and several possible future research directions are pointed out

Linear theory for filtering nonlinear multiscale systems with model error

We study filtering of multiscale dynamical systems with model error arising from unresolved smaller scale processes. The analysis assumes continuous-time noisy observations of all components of the slow variables alone. For a linear model with Gaussian noise, we prove existence of a unique choice of parameters in a linear reduced model for the slow variables. The linear theory extends to to a non-Gaussian, nonlinear test problem, where we assume we know the optimal stochastic parameterization and the correct observation model. We show that when the parameterization is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa. Given the correct parameterization, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that parameters estimated online, as part of a filtering procedure, produce accurate filtering and equilibrium statistical prediction. In contrast, a linear regression based offline method, which fits the parameters to a given training data set independently from the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed