Bibliographic Review on Distributed Kalman Filtering

In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

Information Fusion Identification Method for the Multidimension ARMA Signal with Sensor Bias and Common Disturbance Noise

AbstractFor the multisensor multi-dimension autoregressive moving average(ARMA) signal system with a common disturbance measurement noise and sensor bias, when the model parameters, sensor bias and noise variances are all unknown, their consistent estimates are obtained by the multistage information fusion identification method. Firstly, by multi-dimension recursive extended least squares (RELS) algorithm, the estimates of the autoregressive parameters and sensor bias are obtained. Secondly, applying the correlation method, the estimates of the measurement noise variances are obtained. Finally, the fused estimates of the moving average(MA) parameters and the process noise variances are obtained by the Gevers-Wouters algorithm with a dead band. A simulation example verifies the consistency of unknown parameters estimates

Glottal source parametrisation by multi-estimate fusion

Glottal source information has been proven useful in many applications such as speech synthesis, speaker characterisation, voice transformation and pathological speech diagnosis. However, currently no single algorithm can extract reliable glottal source estimates across a wide range of speech signals. This thesis describes an investigation into glottal source parametrisation, including studies, proposals and evaluations on glottal waveform extraction, glottal source modelling by Liljencrants-Fant (LF) model fitting and a new multi-estimate fusion framework. As one of the critical steps in voice source parametrisation, glottal waveform extraction techniques are reviewed. A performance study is carried out on three existing glottal inverse filtering approaches and results confirm that no single algorithm consistently outperforms others and provide a reliable and accurate estimate for different speech signals. The next step is modelling the extracted glottal flow. To more accurately estimate the glottal source parameters, a new time-domain LF-model fitting algorithm by extended Kalman filter is proposed. The algorithm is evaluated by comparing it with a standard time-domain method and a spectral approach. Results show the proposed fitting method is superior to existing fitting methods. To obtain accurate glottal source estimates for different speech signals, a multi-estimate (ME) fusion framework is proposed. In the framework different algorithms are applied in parallel to extract multiple sets of LF-model estimates which are then combined by quantitative data fusion. The ME fusion approach is implemented and tested in several ways. The novel fusion framework is shown to be able to give more reliable glottal LF-model estimates than any single algorithm

Cram\'er-Rao Bounds for Polynomial Signal Estimation using Sensors with AR(1) Drift

We seek to characterize the estimation performance of a sensor network where the individual sensors exhibit the phenomenon of drift, i.e., a gradual change of the bias. Though estimation in the presence of random errors has been extensively studied in the literature, the loss of estimation performance due to systematic errors like drift have rarely been looked into. In this paper, we derive closed-form Fisher Information matrix and subsequently Cram\'er-Rao bounds (upto reasonable approximation) for the estimation accuracy of drift-corrupted signals. We assume a polynomial time-series as the representative signal and an autoregressive process model for the drift. When the Markov parameter for drift \rho<1, we show that the first-order effect of drift is asymptotically equivalent to scaling the measurement noise by an appropriate factor. For \rho=1, i.e., when the drift is non-stationary, we show that the constant part of a signal can only be estimated inconsistently (non-zero asymptotic variance). Practical usage of the results are demonstrated through the analysis of 1) networks with multiple sensors and 2) bandwidth limited networks communicating only quantized observations.Comment: 14 pages, 6 figures, This paper will appear in the Oct/Nov 2012 issue of IEEE Transactions on Signal Processin

Modeling and estimation of multiresolution stochastic processes

Includes bibliographical references (p. 47-51).Caption title.Research supported in part by the National Science Foundation. ECS-8700903 Research supported in part by the Air Force Office of Scientific Research. AFOSR-88-0032 Research supported in part by the US Army Research Office. DAAL03-86-K-0171 Research supported in part by INRIA.Michele Basseville ... [et al.]

Optimized Filter Design for Non-Differential GPS/IMU Integrated Navigation

The endeavours in improving the performance of a conventional non-differential GPS/MEMS IMU tightly-coupled navigation system through filter design, involving nonlinear filtering methods, inertial sensors' stochastic error modelling and the carrier phase implementation, are described and introduced in this thesis. The main work is summarised as follows. Firstly, the performance evaluation of a recently developed nonlinear filtering method, the Cubature Kalman filter (CKF), is analysed based on the Taylor expansion. The theoretical analysis indicates that the nonlinear filtering method CKF shows its benefits only when implemented in a nonlinear system. Accordingly, a nonlinear attitude expression with direction cosine matrix (DCM) is introduced to tightly-coupled navigation system in order to describe the misalignment between the true and the estimated navigation frames. The simulation and experiment results show that the CKF performs better than the extended Kalman filter (EKF) in the unobservable, large misalignment and GPS outage cases when attitude errors accumulate quickly, rendering the psi-angle expression invalid and subsequently showing certain nonlinearity. Secondly, the use of shaping filter theory to model the inertial sensors' stochastic errors in a navigation Kalman filter is also introduced. The coefficients of the inertial sensors' noises are determined from the Allan variance plot. The shaping filter transfer function is deduced from the power spectral density (PSD) of the noises for both stationary and non-stationary processes. All the coloured noises are modelled together in the navigation Kalman filter according to equivalence theory. The coasting performance shows that the shaping filter based modelling method has a similar and even smaller maximum position drift than the conventional 1st-order Markovian process modelling method during GPS outages, thus indicating its effectiveness. Thirdly, according to the methods of dealing with carrier phase ambiguities, tightly-coupled navigation systems with time differenced carrier phase (TDCP) and total carrier phase (TCP) as Kalman filter measurements are deduced. The simulation and experiment results show that the TDCP can improve the velocity estimation accuracy and smooth trajectories, but position accuracy can only achieve the single point positioning (SPP) level if the TDCP is augmented with the pseudo-range, while the TCP based method's position accuracy can reach the sub-meter level. In order to further improve the position accuracy of the TDCP based method, a particle filter (PF) with modified TDCP observation is implemented in the TDCP/IMU tightly-coupled navigation system. The modified TDCP is defined as the carrier phase difference between the reference and observation epochs. The absolute position accuracy is determined by the reference position accuracy. If the reference position is taken from DGPS, the absolute position accuracy can reach the sub-meter level. For TCP/IMU tightly-coupled navigation systems, because the implementation of TCP in the navigation Kalman filter introduces additional states to the state vector, a hybrid CKF+EKF filtering method with the CKF estimating nonlinear states and the EKF estimating linear states, is proposed to maintain the CKF's benefits while reducing the computational load. The navigation results indicate the effectiveness of the method. After applying the improvements, the performance of a non-differential GPS/MEMS IMU tightly-coupled navigation system can be greatly improved

Multi-sensor data fusion in mobile devices for the identification of Activities of Daily Living

Following the recent advances in technology and the growing use of mobile devices such as smartphones, several solutions may be developed to improve the quality of life of users in the context of Ambient Assisted Living (AAL). Mobile devices have different available sensors, e.g., accelerometer, gyroscope, magnetometer, microphone and Global Positioning System (GPS) receiver, which allow the acquisition of physical and physiological parameters for the recognition of different Activities of Daily Living (ADL) and the environments in which they are performed. The definition of ADL includes a well-known set of tasks, which include basic selfcare tasks, based on the types of skills that people usually learn in early childhood, including feeding, bathing, dressing, grooming, walking, running, jumping, climbing stairs, sleeping, watching TV, working, listening to music, cooking, eating and others. On the context of AAL, some individuals (henceforth called user or users) need particular assistance, either because the user has some sort of impairment, or because the user is old, or simply because users need/want to monitor their lifestyle. The research and development of systems that provide a particular assistance to people is increasing in many areas of application. In particular, in the future, the recognition of ADL will be an important element for the development of a personal digital life coach, providing assistance to different types of users. To support the recognition of ADL, the surrounding environments should be also recognized to increase the reliability of these systems. The main focus of this Thesis is the research on methods for the fusion and classification of the data acquired by the sensors available in off-the-shelf mobile devices in order to recognize ADL in almost real-time, taking into account the large diversity of the capabilities and characteristics of the mobile devices available in the market. In order to achieve this objective, this Thesis started with the review of the existing methods and technologies to define the architecture and modules of the method for the identification of ADL. With this review and based on the knowledge acquired about the sensors available in off-the-shelf mobile devices, a set of tasks that may be reliably identified was defined as a basis for the remaining research and development to be carried out in this Thesis. This review also identified the main stages for the development of a new method for the identification of the ADL using the sensors available in off-the-shelf mobile devices; these stages are data acquisition, data processing, data cleaning, data imputation, feature extraction, data fusion and artificial intelligence. One of the challenges is related to the different types of data acquired from the different sensors, but other challenges were found, including the presence of environmental noise, the positioning of the mobile device during the daily activities, the limited capabilities of the mobile devices and others. Based on the acquired data, the processing was performed, implementing data cleaning and feature extraction methods, in order to define a new framework for the recognition of ADL. The data imputation methods were not applied, because at this stage of the research their implementation does not have influence in the results of the identification of the ADL and environments, as the features are extracted from a set of data acquired during a defined time interval and there are no missing values during this stage. The joint selection of the set of usable sensors and the identifiable set of tasks will then allow the development of a framework that, considering multi-sensor data fusion technologies and context awareness, in coordination with other information available from the user context, such as his/her agenda and the time of the day, will allow to establish a profile of the tasks that the user performs in a regular activity day. The classification method and the algorithm for the fusion of the features for the recognition of ADL and its environments needs to be deployed in a machine with some computational power, while the mobile device that will use the created framework, can perform the identification of the ADL using a much less computational power. Based on the results reported in the literature, the method chosen for the recognition of the ADL is composed by three variants of Artificial Neural Networks (ANN), including simple Multilayer Perceptron (MLP) networks, Feedforward Neural Networks (FNN) with Backpropagation, and Deep Neural Networks (DNN). Data acquisition can be performed with standard methods. After the acquisition, the data must be processed at the data processing stage, which includes data cleaning and feature extraction methods. The data cleaning method used for motion and magnetic sensors is the low pass filter, in order to reduce the noise acquired; but for the acoustic data, the Fast Fourier Transform (FFT) was applied to extract the different frequencies. When the data is clean, several features are then extracted based on the types of sensors used, including the mean, standard deviation, variance, maximum value, minimum value and median of raw data acquired from the motion and magnetic sensors; the mean, standard deviation, variance and median of the maximum peaks calculated with the raw data acquired from the motion and magnetic sensors; the five greatest distances between the maximum peaks calculated with the raw data acquired from the motion and magnetic sensors; the mean, standard deviation, variance, median and 26 Mel- Frequency Cepstral Coefficients (MFCC) of the frequencies obtained with FFT based on the raw data acquired from the microphone data; and the distance travelled calculated with the data acquired from the GPS receiver. After the extraction of the features, these will be grouped in different datasets for the application of the ANN methods and to discover the method and dataset that reports better results. The classification stage was incrementally developed, starting with the identification of the most common ADL (i.e., walking, running, going upstairs, going downstairs and standing activities) with motion and magnetic sensors. Next, the environments were identified with acoustic data, i.e., bedroom, bar, classroom, gym, kitchen, living room, hall, street and library. After the environments are recognized, and based on the different sets of sensors commonly available in the mobile devices, the data acquired from the motion and magnetic sensors were combined with the recognized environment in order to differentiate some activities without motion, i.e., sleeping and watching TV. The number of recognized activities in this stage was increased with the use of the distance travelled, extracted from the GPS receiver data, allowing also to recognize the driving activity. After the implementation of the three classification methods with different numbers of iterations, datasets and remaining configurations in a machine with high processing capabilities, the reported results proved that the best method for the recognition of the most common ADL and activities without motion is the DNN method, but the best method for the recognition of environments is the FNN method with Backpropagation. Depending on the number of sensors used, this implementation reports a mean accuracy between 85.89% and 89.51% for the recognition of the most common ADL, equals to 86.50% for the recognition of environments, and equals to 100% for the recognition of activities without motion, reporting an overall accuracy between 85.89% and 92.00%. The last stage of this research work was the implementation of the structured framework for the mobile devices, verifying that the FNN method requires a high processing power for the recognition of environments and the results reported with the mobile application are lower than the results reported with the machine with high processing capabilities used. Thus, the DNN method was also implemented for the recognition of the environments with the mobile devices. Finally, the results reported with the mobile devices show an accuracy between 86.39% and 89.15% for the recognition of the most common ADL, equal to 45.68% for the recognition of environments, and equal to 100% for the recognition of activities without motion, reporting an overall accuracy between 58.02% and 89.15%. Compared with the literature, the results returned by the implemented framework show only a residual improvement. However, the results reported in this research work comprehend the identification of more ADL than the ones described in other studies. The improvement in the recognition of ADL based on the mean of the accuracies is equal to 2.93%, but the maximum number of ADL and environments previously recognized was 13, while the number of ADL and environments recognized with the framework resulting from this research is 16. In conclusion, the framework developed has a mean improvement of 2.93% in the accuracy of the recognition for a larger number of ADL and environments than previously reported. In the future, the achievements reported by this PhD research may be considered as a start point of the development of a personal digital life coach, but the number of ADL and environments recognized by the framework should be increased and the experiments should be performed with different types of devices (i.e., smartphones and smartwatches), and the data imputation and other machine learning methods should be explored in order to attempt to increase the reliability of the framework for the recognition of ADL and its environments.Após os recentes avanços tecnológicos e o crescente uso dos dispositivos móveis, como por exemplo os smartphones, várias soluções podem ser desenvolvidas para melhorar a qualidade de vida dos utilizadores no contexto de Ambientes de Vida Assistida (AVA) ou Ambient Assisted Living (AAL). Os dispositivos móveis integram vários sensores, tais como acelerómetro, giroscópio, magnetómetro, microfone e recetor de Sistema de Posicionamento Global (GPS), que permitem a aquisição de vários parâmetros físicos e fisiológicos para o reconhecimento de diferentes Atividades da Vida Diária (AVD) e os seus ambientes. A definição de AVD inclui um conjunto bem conhecido de tarefas que são tarefas básicas de autocuidado, baseadas nos tipos de habilidades que as pessoas geralmente aprendem na infância. Essas tarefas incluem alimentar-se, tomar banho, vestir-se, fazer os cuidados pessoais, caminhar, correr, pular, subir escadas, dormir, ver televisão, trabalhar, ouvir música, cozinhar, comer, entre outras. No contexto de AVA, alguns indivíduos (comumente chamados de utilizadores) precisam de assistência particular, seja porque o utilizador tem algum tipo de deficiência, seja porque é idoso, ou simplesmente porque o utilizador precisa/quer monitorizar e treinar o seu estilo de vida. A investigação e desenvolvimento de sistemas que fornecem algum tipo de assistência particular está em crescente em muitas áreas de aplicação. Em particular, no futuro, o reconhecimento das AVD é uma parte importante para o desenvolvimento de um assistente pessoal digital, fornecendo uma assistência pessoal de baixo custo aos diferentes tipos de pessoas. pessoas. Para ajudar no reconhecimento das AVD, os ambientes em que estas se desenrolam devem ser reconhecidos para aumentar a fiabilidade destes sistemas. O foco principal desta Tese é o desenvolvimento de métodos para a fusão e classificação dos dados adquiridos a partir dos sensores disponíveis nos dispositivos móveis, para o reconhecimento quase em tempo real das AVD, tendo em consideração a grande diversidade das características dos dispositivos móveis disponíveis no mercado. Para atingir este objetivo, esta Tese iniciou-se com a revisão dos métodos e tecnologias existentes para definir a arquitetura e os módulos do novo método de identificação das AVD. Com esta revisão da literatura e com base no conhecimento adquirido sobre os sensores disponíveis nos dispositivos móveis disponíveis no mercado, um conjunto de tarefas que podem ser identificadas foi definido para as pesquisas e desenvolvimentos desta Tese. Esta revisão também identifica os principais conceitos para o desenvolvimento do novo método de identificação das AVD, utilizando os sensores, são eles: aquisição de dados, processamento de dados, correção de dados, imputação de dados, extração de características, fusão de dados e extração de resultados recorrendo a métodos de inteligência artificial. Um dos desafios está relacionado aos diferentes tipos de dados adquiridos pelos diferentes sensores, mas outros desafios foram encontrados, sendo os mais relevantes o ruído ambiental, o posicionamento do dispositivo durante a realização das atividades diárias, as capacidades limitadas dos dispositivos móveis. As diferentes características das pessoas podem igualmente influenciar a criação dos métodos, escolhendo pessoas com diferentes estilos de vida e características físicas para a aquisição e identificação dos dados adquiridos a partir de sensores. Com base nos dados adquiridos, realizou-se o processamento dos dados, implementando-se métodos de correção dos dados e a extração de características, para iniciar a criação do novo método para o reconhecimento das AVD. Os métodos de imputação de dados foram excluídos da implementação, pois não iriam influenciar os resultados da identificação das AVD e dos ambientes, na medida em que são utilizadas as características extraídas de um conjunto de dados adquiridos durante um intervalo de tempo definido. A seleção dos sensores utilizáveis, bem como das AVD identificáveis, permitirá o desenvolvimento de um método que, considerando o uso de tecnologias para a fusão de dados adquiridos com múltiplos sensores em coordenação com outras informações relativas ao contexto do utilizador, tais como a agenda do utilizador, permitindo estabelecer um perfil de tarefas que o utilizador realiza diariamente. Com base nos resultados obtidos na literatura, o método escolhido para o reconhecimento das AVD são as diferentes variantes das Redes Neuronais Artificiais (RNA), incluindo Multilayer Perceptron (MLP), Feedforward Neural Networks (FNN) with Backpropagation and Deep Neural Networks (DNN). No final, após a criação dos métodos para cada fase do método para o reconhecimento das AVD e ambientes, a implementação sequencial dos diferentes métodos foi realizada num dispositivo móvel para testes adicionais. Após a definição da estrutura do método para o reconhecimento de AVD e ambientes usando dispositivos móveis, verificou-se que a aquisição de dados pode ser realizada com os métodos comuns. Após a aquisição de dados, os mesmos devem ser processados no módulo de processamento de dados, que inclui os métodos de correção de dados e de extração de características. O método de correção de dados utilizado para sensores de movimento e magnéticos é o filtro passa-baixo de modo a reduzir o ruído, mas para os dados acústicos, a Transformada Rápida de Fourier (FFT) foi aplicada para extrair as diferentes frequências. Após a correção dos dados, as diferentes características foram extraídas com base nos tipos de sensores usados, sendo a média, desvio padrão, variância, valor máximo, valor mínimo e mediana de dados adquiridos pelos sensores magnéticos e de movimento, a média, desvio padrão, variância e mediana dos picos máximos calculados com base nos dados adquiridos pelos sensores magnéticos e de movimento, as cinco maiores distâncias entre os picos máximos calculados com os dados adquiridos dos sensores de movimento e magnéticos, a média, desvio padrão, variância e 26 Mel-Frequency Cepstral Coefficients (MFCC) das frequências obtidas com FFT com base nos dados obtidos a partir do microfone, e a distância calculada com os dados adquiridos pelo recetor de GPS. Após a extração das características, as mesmas são agrupadas em diferentes conjuntos de dados para a aplicação dos métodos de RNA de modo a descobrir o método e o conjunto de características que reporta melhores resultados. O módulo de classificação de dados foi incrementalmente desenvolvido, começando com a identificação das AVD comuns com sensores magnéticos e de movimento, i.e., andar, correr, subir escadas, descer escadas e parado. Em seguida, os ambientes são identificados com dados de sensores acústicos, i.e., quarto, bar, sala de aula, ginásio, cozinha, sala de estar, hall, rua e biblioteca. Com base nos ambientes reconhecidos e os restantes sensores disponíveis nos dispositivos móveis, os dados adquiridos dos sensores magnéticos e de movimento foram combinados com o ambiente reconhecido para diferenciar algumas atividades sem movimento (i.e., dormir e ver televisão), onde o número de atividades reconhecidas nesta fase aumenta com a fusão da distância percorrida, extraída a partir dos dados do recetor GPS, permitindo também reconhecer a atividade de conduzir. Após a implementação dos três métodos de classificação com diferentes números de iterações, conjuntos de dados e configurações numa máquina com alta capacidade de processamento, os resultados relatados provaram que o melhor método para o reconhecimento das atividades comuns de AVD e atividades sem movimento é o método DNN, mas o melhor método para o reconhecimento de ambientes é o método FNN with Backpropagation. Dependendo do número de sensores utilizados, esta implementação reporta uma exatidão média entre 85,89% e 89,51% para o reconhecimento das AVD comuns, igual a 86,50% para o reconhecimento de ambientes, e igual a 100% para o reconhecimento de atividades sem movimento, reportando uma exatidão global entre 85,89% e 92,00%. A última etapa desta Tese foi a implementação do método nos dispositivos móveis, verificando que o método FNN requer um alto poder de processamento para o reconhecimento de ambientes e os resultados reportados com estes dispositivos são inferiores aos resultados reportados com a máquina com alta capacidade de processamento utilizada no desenvolvimento do método. Assim, o método DNN foi igualmente implementado para o reconhecimento dos ambientes com os dispositivos móveis. Finalmente, os resultados relatados com os dispositivos móveis reportam uma exatidão entre 86,39% e 89,15% para o reconhecimento das AVD comuns, igual a 45,68% para o reconhecimento de ambientes, e igual a 100% para o reconhecimento de atividades sem movimento, reportando uma exatidão geral entre 58,02% e 89,15%. Com base nos resultados relatados na literatura, os resultados do método desenvolvido mostram uma melhoria residual, mas os resultados desta Tese identificam mais AVD que os demais estudos disponíveis na literatura. A melhoria no reconhecimento das AVD com base na média das exatidões é igual a 2,93%, mas o número máximo de AVD e ambientes reconhecidos pelos estudos disponíveis na literatura é 13, enquanto o número de AVD e ambientes reconhecidos com o método implementado é 16. Assim, o método desenvolvido tem uma melhoria de 2,93% na exatidão do reconhecimento num maior número de AVD e ambientes. Como trabalho futuro, os resultados reportados nesta Tese podem ser considerados um ponto de partida para o desenvolvimento de um assistente digital pessoal, mas o número de ADL e ambientes reconhecidos pelo método deve ser aumentado e as experiências devem ser repetidas com diferentes tipos de dispositivos móveis (i.e., smartphones e smartwatches), e os métodos de imputação e outros métodos de classificação de dados devem ser explorados de modo a tentar aumentar a confiabilidade do método para o reconhecimento das AVD e ambientes

Novel Approaches for Structural Health Monitoring

The thirty-plus years of progress in the field of structural health monitoring (SHM) have left a paramount impact on our everyday lives. Be it for the monitoring of fixed- and rotary-wing aircrafts, for the preservation of the cultural and architectural heritage, or for the predictive maintenance of long-span bridges or wind farms, SHM has shaped the framework of many engineering fields. Given the current state of quantitative and principled methodologies, it is nowadays possible to rapidly and consistently evaluate the structural safety of industrial machines, modern concrete buildings, historical masonry complexes, etc., to test their capability and to serve their intended purpose. However, old unsolved problematics as well as new challenges exist. Furthermore, unprecedented conditions, such as stricter safety requirements and ageing civil infrastructure, pose new challenges for confrontation. Therefore, this Special Issue gathers the main contributions of academics and practitioners in civil, aerospace, and mechanical engineering to provide a common ground for structural health monitoring in dealing with old and new aspects of this ever-growing research field