Nonlinear Gaussian Filtering : Theory, Algorithms, and Applications

By restricting to Gaussian distributions, the optimal Bayesian filtering problem can be transformed into an algebraically simple form, which allows for computationally efficient algorithms. Three problem settings are discussed in this thesis: (1) filtering with Gaussians only, (2) Gaussian mixture filtering for strong nonlinearities, (3) Gaussian process filtering for purely data-driven scenarios. For each setting, efficient algorithms are derived and applied to real-world problems

Underwater Acoustic Localization with Applications to Multiuser Communications

Multiuser underwater acoustic communications (UACs) have gained attention because of a number of applications. To assess the performance of multiuser UACs and reduce the cost of experiments, simulations of the signal transmission are used. However, the existing underwater signal transmission simulators suffer from complexity and signal length limitation when investigating multiuser UACs. Therefore, it is useful to develop a signal transmission simulator for UACs. To improve the performance and bandwidth efficiency of multi-user systems, arrays can be used at the transmitter with transmit beamforming, which require the channel state information (CSI) available at the receiver to be sent as a feedback message to the transmitter. A long feedback message in UAC is a waste of the throughput and sometimes impractical. Therefore, it is important to develop an advanced transmit beamforming method for the multiple transmit sensor array systems. In this thesis, an underwater channel simulator based on acoustic field computation is proposed. We pre-compute and store the acoustic field in the investigation area, thus speeding up the computation whilst maintaining the performance. Based on this, an underwater receiver localization method is then proposed. In the localization, the CSIs at specific points in the investigation area are pre-computed and compared with the CSI measured at the receiver, thus the position of the receiver is estimated as the point with the best match. It offers a more practical solution to the underwater localization problem. A receiver trajectory estimation technique combining the proposed localization and smoothing approach is also proposed to reduce the cost of infrastructure, and it can be applied in a two-dimensional plane and a three-dimensional space. An advanced beamforming technique is introduced in the transmitter design based on the proposed localization technique. It offers accurate detection performance and the length of the feedback message is reduced significantly

Extraction and Detection of Fetal Electrocardiograms from Abdominal Recordings

The non-invasive fetal ECG (NIFECG), derived from abdominal surface electrodes, offers novel diagnostic possibilities for prenatal medicine. Despite its straightforward applicability, NIFECG signals are usually corrupted by many interfering sources. Most significantly, by the maternal ECG (MECG), whose amplitude usually exceeds that of the fetal ECG (FECG) by multiple times. The presence of additional noise sources (e.g. muscular/uterine noise, electrode motion, etc.) further affects the signal-to-noise ratio (SNR) of the FECG. These interfering sources, which typically show a strong non-stationary behavior, render the FECG extraction and fetal QRS (FQRS) detection demanding signal processing tasks. In this thesis, several of the challenges regarding NIFECG signal analysis were addressed. In order to improve NIFECG extraction, the dynamic model of a Kalman filter approach was extended, thus, providing a more adequate representation of the mixture of FECG, MECG, and noise. In addition, aiming at the FECG signal quality assessment, novel metrics were proposed and evaluated. Further, these quality metrics were applied in improving FQRS detection and fetal heart rate estimation based on an innovative evolutionary algorithm and Kalman filtering signal fusion, respectively. The elaborated methods were characterized in depth using both simulated and clinical data, produced throughout this thesis. To stress-test extraction algorithms under ideal circumstances, a comprehensive benchmark protocol was created and contributed to an extensively improved NIFECG simulation toolbox. The developed toolbox and a large simulated dataset were released under an open-source license, allowing researchers to compare results in a reproducible manner. Furthermore, to validate the developed approaches under more realistic and challenging situations, a clinical trial was performed in collaboration with the University Hospital of Leipzig. Aside from serving as a test set for the developed algorithms, the clinical trial enabled an exploratory research. This enables a better understanding about the pathophysiological variables and measurement setup configurations that lead to changes in the abdominal signal's SNR. With such broad scope, this dissertation addresses many of the current aspects of NIFECG analysis and provides future suggestions to establish NIFECG in clinical settings.:Abstract Acknowledgment Contents List of Figures List of Tables List of Abbreviations List of Symbols (1)Introduction 1.1)Background and Motivation 1.2)Aim of this Work 1.3)Dissertation Outline 1.4)Collaborators and Conflicts of Interest (2)Clinical Background 2.1)Physiology 2.1.1)Changes in the maternal circulatory system 2.1.2)Intrauterine structures and feto-maternal connection 2.1.3)Fetal growth and presentation 2.1.4)Fetal circulatory system 2.1.5)Fetal autonomic nervous system 2.1.6)Fetal heart activity and underlying factors 2.2)Pathology 2.2.1)Premature rupture of membrane 2.2.2)Intrauterine growth restriction 2.2.3)Fetal anemia 2.3)Interpretation of Fetal Heart Activity 2.3.1)Summary of clinical studies on FHR/FHRV 2.3.2)Summary of studies on heart conduction 2.4)Chapter Summary (3)Technical State of the Art 3.1)Prenatal Diagnostic and Measuring Technique 3.1.1)Fetal heart monitoring 3.1.2)Related metrics 3.2)Non-Invasive Fetal ECG Acquisition 3.2.1)Overview 3.2.2)Commercial equipment 3.2.3)Electrode configurations 3.2.4)Available NIFECG databases 3.2.5)Validity and usability of the non-invasive fetal ECG 3.3)Non-Invasive Fetal ECG Extraction Methods 3.3.1)Overview on the non-invasive fetal ECG extraction methods 3.3.2)Kalman filtering basics 3.3.3)Nonlinear Kalman filtering 3.3.4)Extended Kalman filter for FECG estimation 3.4)Fetal QRS Detection 3.4.1)Merging multichannel fetal QRS detections 3.4.2)Detection performance 3.5)Fetal Heart Rate Estimation 3.5.1)Preprocessing the fetal heart rate 3.5.2)Fetal heart rate statistics 3.6)Fetal ECG Morphological Analysis 3.7)Problem Description 3.8)Chapter Summary (4)Novel Approaches for Fetal ECG Analysis 4.1)Preliminary Considerations 4.2)Fetal ECG Extraction by means of Kalman Filtering 4.2.1)Optimized Gaussian approximation 4.2.2)Time-varying covariance matrices 4.2.3)Extended Kalman filter with unknown inputs 4.2.4)Filter calibration 4.3)Accurate Fetal QRS and Heart Rate Detection 4.3.1)Multichannel evolutionary QRS correction 4.3.2)Multichannel fetal heart rate estimation using Kalman filters 4.4)Chapter Summary (5)Data Material 5.1)Simulated Data 5.1.1)The FECG Synthetic Generator (FECGSYN) 5.1.2)The FECG Synthetic Database (FECGSYNDB) 5.2)Clinical Data 5.2.1)Clinical NIFECG recording 5.2.2)Scope and limitations of this study 5.2.3)Data annotation: signal quality and fetal amplitude 5.2.4)Data annotation: fetal QRS annotation 5.3)Chapter Summary (6)Results for Data Analysis 6.1)Simulated Data 6.1.1)Fetal QRS detection 6.1.2)Morphological analysis 6.2)Own Clinical Data 6.2.1)FQRS correction using the evolutionary algorithm 6.2.2)FHR correction by means of Kalman filtering (7)Discussion and Prospective 7.1)Data Availability 7.1.1)New measurement protocol 7.2)Signal Quality 7.3)Extraction Methods 7.4)FQRS and FHR Correction Algorithms (8)Conclusion References (A)Appendix A - Signal Quality Annotation (B)Appendix B - Fetal QRS Annotation (C)Appendix C - Data Recording GU

Research reports: 1991 NASA/ASEE Summer Faculty Fellowship Program

The basic objectives of the programs, which are in the 28th year of operation nationally, are: (1) to further the professional knowledge of qualified engineering and science faculty members; (2) to stimulate an exchange of ideas between participants and NASA; (3) to enrich and refresh the research and teaching activities of the participants' institutions; and (4) to contribute to the research objectives of the NASA Centers. The faculty fellows spent 10 weeks at MSFC engaged in a research project compatible with their interests and background and worked in collaboration with a NASA/MSFC colleague. This is a compilation of their research reports for summer 1991

Aplicacion de modelos matematicos para el mantenimiento predictivo

149 p.La presente memoria de tesis presenta una revisión sobre la actividad de investigación aplicada que se ha realizado mediante varios proyectos relacionados con el mantenimiento predictivo asociado a procesos industriales. Uno de los resultados principales es la realización de una herramienta web que permite al operador consultar el tiempo estimado hasta el fallo en un proceso de mecanizado y junto a ello un histórico de datos del sistema. Se han obtenido otros resultados que generan una evolución en el mantenimiento de los sistemas estudiados, lo que reduce el coste y aumenta la productividad de estos. Para ello se han aplicado metodologías híbridas donde el objetivo principal radicaba en la creación de una metodología de mantenimiento predictivo para cada uno de los procesos y en algún caso la posibilidad de generalización de esta a procesos similares

Proceedings of the 7th Sound and Music Computing Conference

Proceedings of the SMC2010 - 7th Sound and Music Computing Conference, July 21st - July 24th 2010

DoA and ToA Estimation, Device Positioning and Network Synchronization in 5G New Radio : Algorithms and Performance Analysis

Location information plays a significant role not only in our everyday life through various location-based services, but also in emerging technologies such as virtual reality, robotics, and autonomous driving. In contrast to the existing and earlier cellular generations, positioning has been considered as a key element in future cellular networks from the very beginning of the fifth generation (5G) standardization process. Even though the earlier generations are capably of providing coarse location estimates, the achieved accuracy is far from the expected even sub-meter positioning accuracy envisioned in the context of 5G networks. In general, 5G new radio (NR) networks provide a convenient infrastructure for positioning by means of wider bandwidths, larger antenna arrays, and even more densely deployed networks especially at high millimeter wave (mmWave) frequencies. Building on dense 5G NR networks, this thesis focuses on the development of novel network-centric positioning frameworks by exploiting the existing NR reference signals. The contributions in this thesis can be grouped into topics based on the considered frequency ranges and the employed beamforming (BF) schemes therein. First, novel cascaded algorithms for sequential device positioning are proposed assuming 5G NR networks operating at the lower sub-6 GHz frequency range and equipped with digital BF capabilities. In the first stage of the cascaded solution, two sequential estimators are proposed for joint direction of arrival (DoA) and time of arrival (ToA) estimation facilitating the received reference signals. Thereafter, the second-stage sequential estimators employing the obtained DoA and ToA estimates are proposed for joint positioning and network synchronization resulting in not only device location estimates, but also clock parameter estimates that are obtained as a valuable by-product. Such a choice stems from the fact that the ToA estimates are not feasible for positioning as such due to the clock instabilities in low-cost devices and the insufficient level of synchronization in the cellular networks. Second, a similar cascaded algorithm for joint positioning and network synchronization is proposed in the context of dense mmWave 5G networks and fundamentally different analog BFs. In particular, a novel joint DoA and ToA estimator is proposed by fusing information from multiple received beams based on a novel beam-selection method. In addition, the theoretical performance limits are derived and compared to those obtained using the digital BFs. The cascaded framework is completed with the second-stage positioning solution in a similar manner as in the case of digital BFs. The performance of both frameworks is evaluated and analyzed in various scenarios using extensive computer simulations relying on the latest 5G NR numerology and a ray-tracing tool. Overall, this thesis provides valuable insights into practical positioning algorithms and their performance when relying solely on the 5G NR networks and available signalling therein. The obtained results in this thesis indicate that the envisioned sub-meter positioning accuracy is technically feasible using NR-based solutions

Context Exploitation in Data Fusion

Complex and dynamic environments constitute a challenge for existing tracking algorithms. For this reason, modern solutions are trying to utilize any available information which could help to constrain, improve or explain the measurements. So called Context Information (CI) is understood as information that surrounds an element of interest, whose knowledge may help understanding the (estimated) situation and also in reacting to that situation. However, context discovery and exploitation are still largely unexplored research topics. Until now, the context has been extensively exploited as a parameter in system and measurement models which led to the development of numerous approaches for the linear or non-linear constrained estimation and target tracking. More specifically, the spatial or static context is the most common source of the ambient information, i.e. features, utilized for recursive enhancement of the state variables either in the prediction or the measurement update of the filters. In the case of multiple model estimators, context can not only be related to the state but also to a certain mode of the filter. Common practice for multiple model scenarios is to represent states and context as a joint distribution of Gaussian mixtures. These approaches are commonly referred as the join tracking and classification. Alternatively, the usefulness of context was also demonstrated in aiding the measurement data association. Process of formulating a hypothesis, which assigns a particular measurement to the track, is traditionally governed by the empirical knowledge of the noise characteristics of sensors and operating environment, i.e. probability of detection, false alarm, clutter noise, which can be further enhanced by conditioning on context. We believe that interactions between the environment and the object could be classified into actions, activities and intents, and formed into structured graphs with contextual links translated into arcs. By learning the environment model we will be able to make prediction on the target\u2019s future actions based on its past observation. Probability of target future action could be utilized in the fusion process to adjust tracker confidence on measurements. By incorporating contextual knowledge of the environment, in the form of a likelihood function, in the filter measurement update step, we have been able to reduce uncertainties of the tracking solution and improve the consistency of the track. The promising results demonstrate that the fusion of CI brings a significant performance improvement in comparison to the regular tracking approaches