Simultaneous diagonalisation of the covariance and complementary covariance matrices in quaternion widely linear signal processing

Recent developments in quaternion-valued widely linear processing have established that the exploitation of complete second-order statistics requires consideration of both the standard covariance and the three complementary covariance matrices. Although such matrices have a tremendous amount of structure and their decomposition is a powerful tool in a variety of applications, the non-commutative nature of the quaternion product has been prohibitive to the development of quaternion uncorrelating transforms. To this end, we introduce novel techniques for a simultaneous decomposition of the covariance and complementary covariance matrices in the quaternion domain, whereby the quaternion version of the Takagi factorisation is explored to diagonalise symmetric quaternion-valued matrices. This gives new insights into the quaternion uncorrelating transform (QUT) and forms a basis for the proposed quaternion approximate uncorrelating transform (QAUT) which simultaneously diagonalises all four covariance matrices associated with improper quaternion signals. The effectiveness of the proposed uncorrelating transforms is validated by simulations on both synthetic and real-world quaternion-valued signals.Comment: 41 pages, single column, 10 figure

Dual Quaternion Sample Reduction for SE(2) Estimation

We present a novel sample reduction scheme for random variables belonging to the SE(2) group by means of Dirac mixture approximation. For this, dual quaternions are employed to represent uncertain planar transformations. The Cramér–von Mises distance is modified as a smooth metric to measure the statistical distance between Dirac mixtures on the manifold of planar dual quaternions. Samples of reduced size are then obtained by minimizing the probability divergence via Riemannian optimization while interpreting the correlation between rotation and translation. We further deploy the proposed scheme for nonparametric modeling of estimates for nonlinear SE(2) estimation. Simulations show superior tracking performance of the sample reduction-based filter compared with Monte Carlo-based as well as parametric model-based planar dual quaternion filters

SO(3)-invariant asymptotic observers for dense depth field estimation based on visual data and known camera motion

In this paper, we use known camera motion associated to a video sequence of a static scene in order to estimate and incrementally refine the surrounding depth field. We exploit the SO(3)-invariance of brightness and depth fields dynamics to customize standard image processing techniques. Inspired by the Horn-Schunck method, we propose a SO(3)-invariant cost to estimate the depth field. At each time step, this provides a diffusion equation on the unit Riemannian sphere that is numerically solved to obtain a real time depth field estimation of the entire field of view. Two asymptotic observers are derived from the governing equations of dynamics, respectively based on optical flow and depth estimations: implemented on noisy sequences of synthetic images as well as on real data, they perform a more robust and accurate depth estimation. This approach is complementary to most methods employing state observers for range estimation, which uniquely concern single or isolated feature points.Comment: Submitte

A Sounding Rocket Attitude Determination Algorithm Suitable For Implementation Using Low Cost Sensors

Thesis (Ph.D.) University of Alaska Fairbanks, 2003The development of low-cost sensors has generated a corresponding movement to integrate them into many different applications. One such application is determining the rotational attitude of an object. Since many of these low-cost sensors are less accurate than their more expensive counterparts, their noisy measurements must be filtered to obtain optimum results. This work describes the development, testing, and evaluation of four filtering algorithms for the nonlinear sounding rocket attitude determination problem. Sun sensor, magnetometer, and rate sensor measurements are simulated. A quatenion formulation is used to avoid singularity problems associated with Euler angles and other three-parameter approaches. Prior to filtering, Gauss-Newton error minimization is used to reduce the six reference vector components to four quaternion components that minimize a quadratic error function. Two of the algorithms are based on the traditional extended Kalman filter (EKF) and two are based on the recently developed unscented Kalman filter (UKF). One of each incorporates rate measurements, while the others rely on differencing quaternions. All incorporate a simplified process model for state propagation allowing the algorithms to be applied to rockets with different physical characteristics, or even to other platforms. Simulated data are used to develop and test the algorithms, and each successfully estimates the attitude motion of the rocket, to varying degrees of accuracy. The UKF-based filter that incorporates rate sensor measurements demonstrates a clear performance advantage over both EKFs and the UKF without rate measurements. This is due to its superior mean and covariance propagation characteristics and the fact that differencing generates noisier rates than measuring. For one sample case, the "pointing accuracy" of the rocket spin axis is improved by approximately 39 percent over the EKF that uses rate measurements and by 40 percent over the UKF without rates. The performance of this UKF-based algorithm is evaluated under other-than-nominal conditions and proves robust with respect to data dropouts, motion other than predicted and over a wide range of sensor accuracies. This UKF-based algorithm provides a viable low cost alternative to the expensive attitude determination systems currently employed on sounding rockets

Adaptive filtering algorithms for quaternion-valued signals

Advances in sensor technology have made possible the recoding of three and four-dimensional signals which afford a better representation of our actual three-dimensional world than the ``flat view'' one and two-dimensional approaches. Although it is straightforward to model such signals as real-valued vectors, many applications require unambiguous modeling of orientation and rotation, where the division algebra of quaternions provides crucial advantages over real-valued vector approaches. The focus of this thesis is on the use of recent advances in quaternion-valued signal processing, such as the quaternion augmented statistics, widely-linear modeling, and the HR-calculus, in order to develop practical adaptive signal processing algorithms in the quaternion domain which deal with the notion of phase and frequency in a compact and physically meaningful way. To this end, first a real-time tracker of quaternion impropriety is developed, which allows for choosing between strictly linear and widely-linear quaternion-valued signal processing algorithms in real-time, in order to reduce computational complexity where appropriate. This is followed by the strictly linear and widely-linear quaternion least mean phase algorithms that are developed for phase-only estimation in the quaternion domain, which is accompanied by both quantitative performance assessment and physical interpretation of operations. Next, the practical application of state space modeling of three-phase power signals in smart grid management and control systems is considered, and a robust complex-valued state space model for frequency estimation in three-phase systems is presented. Its advantages over other available estimators are demonstrated both in an analytical sense and through simulations. The concept is then expanded to the quaternion setting in order to make possible the simultaneous estimation of the system frequency and its voltage phasors. Furthermore, a distributed quaternion Kalman filtering algorithm is developed for frequency estimation over power distribution networks and collaborative target tracking. Finally, statistics of stable quaternion-valued random variables, that include quaternion-valued Gaussian random variables as a special case, is investigated in order to develop a framework for the modeling and processing of heavy-tailed quaternion-valued signals.Open Acces

A Surrogate Model of Gravitational Waveforms from Numerical Relativity Simulations of Precessing Binary Black Hole Mergers

We present the first surrogate model for gravitational waveforms from the coalescence of precessing binary black holes. We call this surrogate model NRSur4d2s. Our methodology significantly extends recently introduced reduced-order and surrogate modeling techniques, and is capable of directly modeling numerical relativity waveforms without introducing phenomenological assumptions or approximations to general relativity. Motivated by GW150914, LIGO's first detection of gravitational waves from merging black holes, the model is built from a set of $276$ numerical relativity (NR) simulations with mass ratios $q \leq 2$, dimensionless spin magnitudes up to $0.8$, and the restriction that the initial spin of the smaller black hole lies along the axis of orbital angular momentum. It produces waveforms which begin $\sim 30$ gravitational wave cycles before merger and continue through ringdown, and which contain the effects of precession as well as all $\ell \in \{2, 3\}$ spin-weighted spherical-harmonic modes. We perform cross-validation studies to compare the model to NR waveforms \emph{not} used to build the model, and find a better agreement within the parameter range of the model than other, state-of-the-art precessing waveform models, with typical mismatches of $10^{-3}$. We also construct a frequency domain surrogate model (called NRSur4d2s_FDROM) which can be evaluated in $50\, \mathrm{ms}$ and is suitable for performing parameter estimation studies on gravitational wave detections similar to GW150914.Comment: 34 pages, 26 figure