Robust Filtering and Smoothing with Gaussian Processes

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP) models. GPs are gaining increasing importance in signal processing, machine learning, robotics, and control for representing unknown system functions by posterior probability distributions. This modern way of "system identification" is more robust than finding point estimates of a parametric function representation. In this article, we present a principled algorithm for robust analytic smoothing in GP dynamic systems, which are increasingly used in robotics and control. Our numerical evaluations demonstrate the robustness of the proposed approach in situations where other state-of-the-art Gaussian filters and smoothers can fail.Comment: 7 pages, 1 figure, draft version of paper accepted at IEEE Transactions on Automatic Contro

The influence of model and measurement uncertainties on damage detection of experimental structures through recursive algorithms

In this work, we developed a framework for identifying frame-type structures regarding the measurement uncertainty and the uncertainty involved in inherent and structural parameters. The identification process is illustrated and examined on a one-eight-scale four-story moment-resisting steel frame under seismic excitation using two well-known recursive schemes: the Extended Kalman filter (EKF) and Unscented Kalman Filter (UKF) methods. The nonlinear system equations were assessed by applying a first-order instantaneous linearization approach through the EKF method. In contrast, the UKF algorithm employs several sample points to estimate moments of random variables’ nonlinear transformations. A nonlinear transformation is applied to distribute sample points to derive the precise mean and covariance up to the second order of any nonlinearity. Accordingly, it is theoretically expected that the UKF algorithm is more capable of identifying the nonlinear systems and determining the unknown parameters than the EKF algorithm. The capability of the EKF and UKF algorithms was assessed by considering a 4-story moment-resisting steel frame with several inherent uncertainties, including the material behavior model, boundary conditions, and constraints. In addition to these uncertainties, the combination of acceleration and displacement responses of different structural levels is employed to evaluate the capability of the algorithms. The information entropy measure is used to investigate further the uncertainty of a group of established model parameters. As highlighted, a good agreement is observed between the results using the information entropy measure criterion and those using the UKF and EKF algorithms. The results illustrate that using the responses of fewer levels placed in the proper positions may lead to improved outcomes than those of more improperly positioned levels

Sensitivity-Based Adaptive SRUKF for State, Parameter, and Covariance Estimation on Mechatronic Systems

Since the initial developments in the state-space theory in the 1950s and 1960s, the state estimation has become an extensively researched and applied discipline. All systems that can be modelled mathematically are candidates for state estimators. The state estimators reconstruct the states that represent internal conditions and status of a system at a specific instant of time using a mathematical model and the information received from the system sensors. Moreover, the estimator can be extended for system parameter estimation. The resulting Kalman filter (KF) derivatives for state and parameter estimation also require knowledge about the noise statistics of measurements and the uncertainties of the system model. These are often unknown, and an inaccurate parameterization may lead to decreased filter performance or even divergence. Additionally, insufficient system excitation can cause parameter estimation drifts. In this chapter, a sensitivity-based adaptive square-root unscented KF (SRUKF) is presented. This filter combines a SRUKF and the recursive prediction-error method to estimate system states, parameters and covariances online. Moreover, local sensitivity analysis is performed to prevent parameter estimation drifts, while the system is not sufficiently excited. The filter is evaluated on two testbeds based on an axis serial mechanism and compared with the joint state and parameter UKF

GPS/INS Integration Accuracy Enhancement Using the Interacting Multiple Model Nonlinear Filters

In this paper, performance evaluation for various single model nonlinear filters and nonlinear filters with interactingmultiple model (IMM) framework is carried out. A high gain (high bandwidth) filter is needed to response fast enoughto the platform maneuvers while a low gain filter is necessary to reduce the estimation errors during the uniformmotion periods. Based on a soft-switching framework, the IMM algorithm allows the possibility of using highly dynamicmodels just when required, diminishing unrealistic noise considerations in non-maneuvering situations. The IMMestimator obtains its estimate as a weighted sum of the individual estimates from a number of parallel filters matchedto different motion modes of the platform. The use of an IMM allows exploiting the benefits of high dynamic models inthe problem of vehicle navigation. Simulation and experimental results presented in this paper confirm theeffectiveness of the method

Unscented Kalman Filter for State and Parameter Estimation in Vehicle Dynamics

Automotive research and development passed through a vast evolution during past decades. Many passive and active driver assistance systems were developed, increasing the passengers’ safety and comfort. This ongoing process is a main focus in current research and offers great potential for further systems, especially focusing on the task of autonomous and cooperative driving in the future. For that reason, information about the current stability in terms of dynamic behavior and vehicle environment are necessary for the systems to perform properly. Thus, model-based online state and parameter estimation have become important throughout the last years using a detailed vehicle model and standard sensors, gathering this information. In this chapter, state and parameter estimation in vehicle dynamics utilizing the unscented Kalman filter is presented. The estimation runs in real time based on a detailed vehicle model and standard measurements taken within the car. The results are validated using a Volkswagen Golf GTE Plug-In Hybrid for various dynamic test maneuvers and a Genesys Automotive Dynamic Motion Analyzer (ADMA) measurement unit for high-precision measurements of the vehicle’s states. Online parameter estimation is shown for friction coefficient estimation performing maneuvers on different road surfaces