State Estimation with Sets of Densities considering Stochastic and Systematic Errors

In practical applications, state estimation requires the consideration of stochastic and systematic errors. If both error types are present, an exact probabilistic description of the state estimate is not possible, so that common Bayesian estimators have to be questioned. This paper introduces a theoretical concept, which allows for incorporating unknown but bounded errors into a Bayesian inference scheme by utilizing sets of densities. In order to derive a tractable estimator, the Kalman filter is applied to ellipsoidal sets of means, which are used to bound additive systematic errors. Also, an extension to nonlinear system and observation models with ellipsoidal error bounds is presented. The derived estimator is motivated by means of two example applications

The fusion and integration of virtual sensors

There are numerous sensors from which to choose when designing a mobile robot: ultrasonic, infrared, radar, or laser range finders, video, collision detectors, or beacon based systems such as the Global Positioning System. In order to meet the need for reliability, accuracy, and fault tolerance, mobile robot designers often place multiple sensors on the same platform, or combine sensor data from multiple platforms. The combination of the data from multiple sensors to improve reliability, accuracy, and fault tolerance is termed Sensor Fusion.;The types of robotic sensors are as varied as the properties of the environment that need to be sensed. to reduce the complexity of system software, Roboticists have found it highly desirable to adopt a common interface between each type of sensor and the system responsible for fusing the information. The process of abstracting the essential properties of a sensor is called Sensor Virtualization.;Sensor virtualization to date has focused on abstracting the properties shared by sensors of the same type. The approach taken by T. Henderson is simply to expose to the fusion system only the data from the sensor, along with a textual label describing the sensor. We extend Henderson\u27s work in the following manner. First, we encapsulate both the fusion algorithm and the interface layer in the virtual sensor. This allows us to build multi-tiered virtual sensor hierarchies. Secondly, we show how common fusion algorithms can be encapsulated in the virtual sensor, facilitating the integration and replacement of both physical and virtual sensors. Finally, we provide a physical proof of concept using monostatic sonars, vector sonars, and a laser range-finder

Bayesian inversion for finite fault earthquake source models I—theory and algorithm

The estimation of finite fault earthquake source models is an inherently underdetermined problem: there is no unique solution to the inverse problem of determining the rupture history at depth as a function of time and space when our data are limited to observations at the Earth’s surface. Bayesian methods allow us to determine the set of all plausible source model parameters that are consistent with the observations, our a priori assumptions about the physics of the earthquake source and wave propagation, and models for the observation errors and the errors due to the limitations in our forward model. Because our inversion approach does not require inverting any matrices other than covariance matrices, we can restrict our ensemble of solutions to only those models that are physically defensible while avoiding the need to restrict our class of models based on considerations of numerical invertibility. We only use prior information that is consistent with the physics of the problem rather than some artefice (such as smoothing) needed to produce a unique optimal model estimate. Bayesian inference can also be used to estimate model-dependent and internally consistent effective errors due to shortcomings in the forward model or data interpretation, such as poor Green’s functions or extraneous signals recorded by our instruments. Until recently, Bayesian techniques have been of limited utility for earthquake source inversions because they are computationally intractable for problems with as many free parameters as typically used in kinematic finite fault models. Our algorithm, called cascading adaptive transitional metropolis in parallel (CATMIP), allows sampling of high-dimensional problems in a parallel computing framework. CATMIP combines the Metropolis algorithm with elements of simulated annealing and genetic algorithms to dynamically optimize the algorithm’s efficiency as it runs. The algorithm is a generic Bayesian Markov Chain Monte Carlo sampler; it works independently of the model design, a priori constraints and data under consideration, and so can be used for a wide variety of scientific problems. We compare CATMIP’s efficiency relative to several existing sampling algorithms and then present synthetic performance tests of finite fault earthquake rupture models computed using CATMIP

State Estimation for Distributed Systems with Stochastic and Set-membership Uncertainties

State estimation techniques for centralized, distributed, and decentralized systems are studied. An easy-to-implement state estimation concept is introduced that generalizes and combines basic principles of Kalman filter theory and ellipsoidal calculus. By means of this method, stochastic and set-membership uncertainties can be taken into consideration simultaneously. Different solutions for implementing these estimation algorithms in distributed networked systems are presented

Using Predictive Rendering as a Vision-Aided Technique for Autonomous Aerial Refueling

This research effort seeks to characterize a vision-aided approach for an Unmanned Aerial System (UAS) to autonomously determine relative position to another aircraft in a formation, specifically to address the autonomous aerial refueling problem. A system consisting of a monocular digital camera coupled with inertial sensors onboard the UAS is analyzed for feasibility of using this vision-aided approach. A three-dimensional rendering of the tanker aircraft is used to generate predicted images of the tanker as seen by the receiver aircraft. A rigorous error model is developed to model the relative dynamics between an INS-equipped receiver and the tanker aircraft. A thorough image processing analysis is performed to determine error observability between the predicted and true images using sum-squared difference and gradient techniques. To quantify the errors between the predicted and true images, an image update function is developed using perturbation techniques. Based on this residual measurement and the inertial/dynamics propagation, an Extended Kalman Filter (EKF) is used to predict the relative position and orientation of the tanker from the receiver aircraft. The EKF is simulated through various formation positions during typical aerial refueling operations. Various grades of inertial sensors are simulated during different trajectories to analyze the system\u27s ability to accurately and robustly track the relative position between the two aircraft

Robust convex optimisation techniques for autonomous vehicle vision-based navigation

This thesis investigates new convex optimisation techniques for motion and pose estimation. Numerous computer vision problems can be formulated as optimisation problems. These optimisation problems are generally solved via linear techniques using the singular value decomposition or iterative methods under an L2 norm minimisation. Linear techniques have the advantage of offering a closed-form solution that is simple to implement. The quantity being minimised is, however, not geometrically or statistically meaningful. Conversely, L2 algorithms rely on iterative estimation, where a cost function is minimised using algorithms such as Levenberg-Marquardt, Gauss-Newton, gradient descent or conjugate gradient. The cost functions involved are geometrically interpretable and can statistically be optimal under an assumption of Gaussian noise. However, in addition to their sensitivity to initial conditions, these algorithms are often slow and bear a high probability of getting trapped in a local minimum or producing infeasible solutions, even for small noise levels. In light of the above, in this thesis we focus on developing new techniques for finding solutions via a convex optimisation framework that are globally optimal. Presently convex optimisation techniques in motion estimation have revealed enormous advantages. Indeed, convex optimisation ensures getting a global minimum, and the cost function is geometrically meaningful. Moreover, robust optimisation is a recent approach for optimisation under uncertain data. In recent years the need to cope with uncertain data has become especially acute, particularly where real-world applications are concerned. In such circumstances, robust optimisation aims to recover an optimal solution whose feasibility must be guaranteed for any realisation of the uncertain data. Although many researchers avoid uncertainty due to the added complexity in constructing a robust optimisation model and to lack of knowledge as to the nature of these uncertainties, and especially their propagation, in this thesis robust convex optimisation, while estimating the uncertainties at every step is investigated for the motion estimation problem. First, a solution using convex optimisation coupled to the recursive least squares (RLS) algorithm and the robust H filter is developed for motion estimation. In another solution, uncertainties and their propagation are incorporated in a robust L convex optimisation framework for monocular visual motion estimation. In this solution, robust least squares is combined with a second order cone program (SOCP). A technique to improve the accuracy and the robustness of the fundamental matrix is also investigated in this thesis. This technique uses the covariance intersection approach to fuse feature location uncertainties, which leads to more consistent motion estimates. Loop-closure detection is crucial in improving the robustness of navigation algorithms. In practice, after long navigation in an unknown environment, detecting that a vehicle is in a location it has previously visited gives the opportunity to increase the accuracy and consistency of the estimate. In this context, we have developed an efficient appearance-based method for visual loop-closure detection based on the combination of a Gaussian mixture model with the KD-tree data structure. Deploying this technique for loop-closure detection, a robust L convex posegraph optimisation solution for unmanned aerial vehicle (UAVs) monocular motion estimation is introduced as well. In the literature, most proposed solutions formulate the pose-graph optimisation as a least-squares problem by minimising a cost function using iterative methods. In this work, robust convex optimisation under the L norm is adopted, which efficiently corrects the UAV’s pose after loop-closure detection. To round out the work in this thesis, a system for cooperative monocular visual motion estimation with multiple aerial vehicles is proposed. The cooperative motion estimation employs state-of-the-art approaches for optimisation, individual motion estimation and registration. Three-view geometry algorithms in a convex optimisation framework are deployed on board the monocular vision system for each vehicle. In addition, vehicle-to-vehicle relative pose estimation is performed with a novel robust registration solution in a global optimisation framework. In parallel, and as a complementary solution for the relative pose, a robust non-linear H solution is designed as well to fuse measurements from the UAVs’ on-board inertial sensors with the visual estimates. The suggested contributions have been exhaustively evaluated over a number of real-image data experiments in the laboratory using monocular vision systems and range imaging devices. In this thesis, we propose several solutions towards the goal of robust visual motion estimation using convex optimisation. We show that the convex optimisation framework may be extended to include uncertainty information, to achieve robust and optimal solutions. We observed that convex optimisation is a practical and very appealing alternative to linear techniques and iterative methods