RLS Wiener Fixed-Point Smoother and Filter with Randomly Delayed or Uncertain Observations in Linear Discrete-Time Stochastic Descriptor Systems

The purpose of this paper is to design the recursive least-squares (RLS) Wiener fixed-point smoother and filter in linear discrete-time descriptor systems. The signal process is observed with additional observation noise. The observed value is randomly delayed by multiple sampling intervals or has the possibility of uncertainty that the observed value does not include the signal and contains the observation noise only. It is assumed that the probability of the observation delay and the probability that the observation does not contain the signal are known. The delayed or uncertain measurements are characterized by the Bernoulli random variables. The characteristic of this paper is that the RLS Wiener estimators are proposed from the randomly delayed, by multiple sampling intervals, or uncertain observations particularly for the descriptor systems in linear discrete-time stochastic systems

RLS Filter Using Covariance Information and RLS Wiener Type Filter based on Innovation Theory for Linear Discrete-Time Stochastic Descriptor Systems

It is known that the stochastic descriptor systems are transformed into the conventional state equation, the observation equation and the other equation, by using the singular value decomposition. Based on the preliminary problem formulation for the linear discrete-time stochastic descriptor systems in section 2, this paper, in Theorem 1, based on the innovation theory, proposes the recursive least-squares (RLS) filter using the covariance information of the state vector in the state equation and the covariance information of the observation noise in the observation equation. The state equation and the observation equation are transformed from the descriptor systems. Secondly, in Theorem 2, based on the innovation theory, this paper proposes the RLS Wiener type filter for the descriptor systems. It might be advantageous that these filtering algorithms in this paper are derived based on the innovation theory in a unified manner. A numerical simulation example is demonstrated to show the estimation characteristics of the proposed RLS Wiener type filtering algorithm for the descriptor systems

A review on analysis and synthesis of nonlinear stochastic systems with randomly occurring incomplete information

Copyright q 2012 Hongli Dong et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.In the context of systems and control, incomplete information refers to a dynamical system in which knowledge about the system states is limited due to the difficulties in modeling complexity in a quantitative way. The well-known types of incomplete information include parameter uncertainties and norm-bounded nonlinearities. Recently, in response to the development of network technologies, the phenomenon of randomly occurring incomplete information has become more and more prevalent. Such a phenomenon typically appears in a networked environment. Examples include, but are not limited to, randomly occurring uncertainties, randomly occurring nonlinearities, randomly occurring saturation, randomly missing measurements and randomly occurring quantization. Randomly occurring incomplete information, if not properly handled, would seriously deteriorate the performance of a control system. In this paper, we aim to survey some recent advances on the analysis and synthesis problems for nonlinear stochastic systems with randomly occurring incomplete information. The developments of the filtering, control and fault detection problems are systematically reviewed. Latest results on analysis and synthesis of nonlinear stochastic systems are discussed in great detail. In addition, various distributed filtering technologies over sensor networks are highlighted. Finally, some concluding remarks are given and some possible future research directions are pointed out. © 2012 Hongli Dong et al.This work was supported in part by the National Natural Science Foundation of China under Grants 61273156, 61134009, 61273201, 61021002, and 61004067, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Royal Society of the UK, the National Science Foundation of the USA under Grant No. HRD-1137732, and the Alexander von Humboldt Foundation of German

Analysis, filtering, and control for Takagi-Sugeno fuzzy models in networked systems

Copyright © 2015 Sunjie Zhang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.The fuzzy logic theory has been proven to be effective in dealing with various nonlinear systems and has a great success in industry applications. Among different kinds of models for fuzzy systems, the so-called Takagi-Sugeno (T-S) fuzzy model has been quite popular due to its convenient and simple dynamic structure as well as its capability of approximating any smooth nonlinear function to any specified accuracy within any compact set. In terms of such a model, the performance analysis and the design of controllers and filters play important roles in the research of fuzzy systems. In this paper, we aim to survey some recent advances on the T-S fuzzy control and filtering problems with various network-induced phenomena. The network-induced phenomena under consideration mainly include communication delays, packet dropouts, signal quantization, and randomly occurring uncertainties (ROUs). With such network-induced phenomena, the developments on T-S fuzzy control and filtering issues are reviewed in detail. In addition, some latest results on this topic are highlighted. In the end, conclusions are drawn and some possible future research directions are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grants 61134009, 61329301, 11301118 and 61174136, the Natural Science Foundation of Jiangsu Province of China under Grant BK20130017, the Fundamental Research Funds for the Central Universities of China under Grant CUSF-DH-D-2013061, the Royal Society of the U.K., and the Alexander von Humboldt Foundation of Germany

Deeply-Integrated Feature Tracking for Embedded Navigation

The Air Force Institute of Technology (AFIT) is investigating techniques to improve aircraft navigation using low-cost imaging and inertial sensors. Stationary features tracked within the image are used to improve the inertial navigation estimate. These features are tracked using a correspondence search between frames. Previous research investigated aiding these correspondence searches using inertial measurements (i.e., stochastic projection). While this research demonstrated the benefits of further sensor integration, it still relied on robust feature descriptors (e.g., SIFT or SURF) to obtain a reliable correspondence match in the presence of rotation and scale changes. Unfortunately, these robust feature extraction algorithms are computationally intensive and require significant resources for real-time operation. Simpler feature extraction algorithms are much more efficient, but their feature descriptors are not invariant to scale, rotation, or affine warping which limits matching performance during arbitrary motion. This research uses inertial measurements to predict not only the location of the feature in the next image but also the feature descriptor, resulting in robust correspondence matching with low computational overhead. This novel technique, called deeply-integrated feature tracking, is exercised using real imagery. The term deep integration is derived from the fact inertial information is used to aid the image processing. The navigation experiments presented demonstrate the performance of the new algorithm in relation to the previous work. Further experiments also investigate a monocular camera setup necessary for actual flight testing. Results show that the new algorithm is 12 times faster than its predecessor while still producing an accurate trajectory. Thirty-percent more features were initialized using the new tracker over the previous algorithm. However, low-level aiding techniques successfully reduced the number of features initialized indicating a more robust tracking solution through deep integration

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

Computational intelligence approaches to robotics, automation, and control [Volume guest editors]

No abstract available

Efficient Simulations of Early Structure Formation and Reionization

We present a method to construct semi-numerical ``simulations'', which can efficiently generate realizations of halo distributions and ionization maps at high redshifts. Our procedure combines an excursion-set approach with first-order Lagrangian perturbation theory and operates directly on the linear density and velocity fields. As such, the achievable dynamic range with our algorithm surpasses the current practical limit of N-body codes by orders of magnitude. This is particularly significant in studies of reionization, where the dynamic range is the principal limiting factor. We test our halo-finding and HII bubble-finding algorithms independently against N-body simulations with radiative transfer and obtain excellent agreement. We compute the size distributions of ionized and neutral regions in our maps. We find even larger ionized bubbles than do purely analytic models at the same volume-weighted mean hydrogen neutral fraction. We also generate maps and power spectra of 21-cm brightness temperature fluctuations, which for the first time include corrections due to gas bulk velocities. We find that velocities widen the tails of the temperature distributions and increase small-scale power, though these effects quickly diminish as reionization progresses. We also include some preliminary results from a simulation run with the largest dynamic range to date: a 250 Mpc box that resolves halos with masses M >~ 2.2 x10^8 M_sun. We show that accurately modeling the late stages of reionization requires such large scales. The speed and dynamic range provided by our semi-numerical approach will be extremely useful in the modeling of early structure formation and reionization.Comment: 13 pages, 10 figures; ApJ submitte

Fuzzy logic-based approximate event notification in sparse MANETs

Mobile Ad-Hoc Networks (MANETs) are an important communication infrastructure to support emergency and rescue operations. To address the frequent disconnections and network partitions that might occur, we have developed a distributed event notification service (DENS) for sparse MANETs. In most event notification solutions, subscriptions are formed with crisp values or crisp value ranges. However, in emergency and rescue operations subscribers may not always have time to give crisp values or crisp value ranges. Moreover, subscriber's interests in queries have gradual nature and subjective measure that calls for computing by words. Therefore, we design and implement a simple fuzzy concept based subscription language allowing more expressive subscriptions and more sophisticated event-filtering. It is built on two new ideas: using features as multi-attribute indexes of the subscription and predicate patterns for processing subscriptions with arbitrary Boolean operators. However, requiring more computational efforts, fuzzy logic introduces performance penalties in the whole network. The proposed services have been evaluated for run-time, space and scalability efficiency. The proposed design framework is extensible to the user- and application-semantics and configurable to the dynamics in data that publish/subscribe paradigm imposes at runtime