Support Vector Regression-Based Adaptive Divided Difference Filter for Nonlinear State Estimation Problems

We present a support vector regression-based adaptive divided difference filter (SVRADDF) algorithm for improving the low state estimation accuracy of nonlinear systems, which are typically affected by large initial estimation errors and imprecise prior knowledge of process and measurement noises. The derivative-free SVRADDF algorithm is significantly simpler to compute than other methods and is implemented using only functional evaluations. The SVRADDF algorithm involves the use of the theoretical and actual covariance of the innovation sequence. Support vector regression (SVR) is employed to generate the adaptive factor to tune the noise covariance at each sampling instant when the measurement update step executes, which improves the algorithm’s robustness. The performance of the proposed algorithm is evaluated by estimating states for (i) an underwater nonmaneuvering target bearing-only tracking system and (ii) maneuvering target bearing-only tracking in an air-traffic control system. The simulation results show that the proposed SVRADDF algorithm exhibits better performance when compared with a traditional DDF algorithm

Techniques d’Estimation de Canal et de Décalage de Fréquence Porteuse pour Systèmes Sans-fil Multiporteuses en Liaison Montante

Multicarrier modulation is the common feature of high-data rate mobile wireless systems. In that case, two phenomena disturb the symbol detection. Firstly, due to the relative transmitter-receiver motion and a difference between the local oscillator (LO) frequency at the transmitter and the receiver, a carrier frequency offset (CFO) affects the received signal. This leads to an intercarrier interference (ICI). Secondly, several versions of the transmitted signal are received due to the wireless propagation channel. These unwanted phenomena must be taken into account when designing a receiver. As estimating the multipath channel and the CFO is essential, this PhD deals with several CFO and channel estimation methods based on optimal filtering. Firstly, as the estimation issue is nonlinear, we suggest using the extended Kalman filter (EKF). It is based on a local linearization of the equations around the last state estimate. However, this approach requires a linearization based on calculations of Jacobians and Hessians matrices and may not be a sufficient description of the nonlinearity. For these reasons, we can consider the sigma-point Kalman filter (SPKF), namely the unscented Kalman Filter (UKF) and the central difference Kalman filter (CDKF). The UKF is based on the unscented transformation whereas the CDKF is based on the second order Sterling polynomial interpolation formula. Nevertheless, the above methods require an exact and accurate a priori system model as well as perfect knowledge of the additive measurementnoise statistics. Therefore, we propose to use the H∞ filtering, which is known to be more robust to uncertainties than Kalman filtering. As the state-space representation of the system is non-linear, we first evaluate the “extended H∞ filter”, which is based on a linearization of the state-space equations like the EKF. As an alternative, the “unscented H∞ filter”, which has been recently proposed in the literature, is implemented by embedding the unscented transformation into the “extended H∞ filter” and carrying out the filtering by using the statistical linear error propagation approach.Multicarrier modulation is the common feature of high-data rate mobile wireless systems. In that case, two phenomena disturb the symbol detection. Firstly, due to the relative transmitter-receiver motion and a difference between the local oscillator (LO) frequency at the transmitter and the receiver, a carrier frequency offset (CFO) affects the received signal. This leads to an intercarrier interference (ICI). Secondly, several versions of the transmitted signal are received due to the wireless propagation channel. These unwanted phenomena must be taken into account when designing a receiver. As estimating the multipath channel and the CFO is essential, this PhD deals with several CFO and channel estimation methods based on optimal filtering. Firstly, as the estimation issue is nonlinear, we suggest using the extended Kalman filter (EKF). It is based on a local linearization of the equations around the last state estimate. However, this approach requires a linearization based on calculations of Jacobians and Hessians matrices and may not be a sufficient description of the nonlinearity. For these reasons, we can consider the sigma-point Kalman filter (SPKF), namely the unscented Kalman Filter (UKF) and the central difference Kalman filter (CDKF). The UKF is based on the unscented transformation whereas the CDKF is based on the second order Sterling polynomial interpolation formula. Nevertheless, the above methods require an exact and accurate a priori system model as well as perfect knowledge of the additive measurementnoise statistics. Therefore, we propose to use the H∞ filtering, which is known to be more robust to uncertainties than Kalman filtering. As the state-space representation of the system is non-linear, we first evaluate the “extended H∞ filter”, which is based on a linearization of the state-space equations like the EKF. As an alternative, the “unscented H∞ filter”, which has been recently proposed in the literature, is implemented by embedding the unscented transformation into the “extended H∞ filter” and carrying out the filtering by using the statistical linear error propagation approach

Performance analysis of filtering based chaotic synchronization and development of chaotic digital communication schemes

Ph.DDOCTOR OF PHILOSOPH

Stochastic Signal Processing and Power Control for Wireless Communication Systems

This dissertation is concerned with dynamical modeling, estimation and identification of wireless channels from received signal measurements. Optimal power control algorithms, mobile location and velocity estimation methods are developed based on the proposed models. The ultimate performance limits of any communication system are determined by the channel it operates in. In this dissertation, we propose new stochastic wireless channel models which capture both the space and time variations of wireless systems. The proposed channel models are based on stochastic differential equations (SDEs) driven by Brownian motions. These models are more realistic than the time invariant models encountered in the literature which do not capture and track the time varying characteristics of the propagation environment. The statistics of the proposed models are shown to be time varying, and converge in steady state to their static counterparts. Cellular and ad hoc wireless channel models are developed. In urban propagation environment, the parameters of the channel models can be determined from approximating the band-limited Doppler power spectral density (DPSD) by rational transfer functions. However, since the DPSD is not available on-line, a filterbased expectation maximization algorithm and Kalman filter to estimate the channel parameters and states, respectively, are proposed. The algorithm is recursive allowing the inphase and quadrature components and parameters to be estimated on-line from received signal measurements. The algorithms are tested using experimental data, and the results demonstrate the method’s viability for both cellular and ad hoc networks. Power control increases system capacity and quality of communications, and reduces battery power consumption. A stochastic power control algorithm is developed using the so-called predictable power control strategies. An iterative distributed algorithm is then deduced using stochastic approximations. The latter only requires each mobile to know its received signal to interference ratio at the receiver

Continuous-time analog circuits for statistical signal processing

Thesis (Ph. D.)--Massachusetts Institute of Technology, School of Architecture and Planning, Program in Media Arts and Sciences, 2003.Vita.Includes bibliographical references (p. 205-209).This thesis proposes an alternate paradigm for designing computers using continuous-time analog circuits. Digital computation sacrifices continuous degrees of freedom. A principled approach to recovering them is to view analog circuits as propagating probabilities in a message passing algorithm. Within this framework, analog continuous-time circuits can perform robust, programmable, high-speed, low-power, cost-effective, statistical signal processing. This methodology will have broad application to systems which can benefit from low-power, high-speed signal processing and offers the possibility of adaptable/programmable high-speed circuitry at frequencies where digital circuitry would be cost and power prohibitive. Many problems must be solved before the new design methodology can be shown to be useful in practice: Continuous-time signal processing is not well understood. Analog computational circuits known as "soft-gates" have been previously proposed, but a complementary set of analog memory circuits is still lacking. Analog circuits are usually tunable, rarely reconfigurable, but never programmable. The thesis develops an understanding of the convergence and synchronization of statistical signal processing algorithms in continuous time, and explores the use of linear and nonlinear circuits for analog memory. An exemplary embodiment called the Noise Lock Loop (NLL) using these design primitives is demonstrated to perform direct-sequence spread-spectrum acquisition and tracking functionality and promises order-of-magnitude wins over digital implementations. A building block for the construction of programmable analog gate arrays, the "soft-multiplexer" is also proposed.by Benjamin Vigoda.Ph.D

Applications of MATLAB in Science and Engineering

The book consists of 24 chapters illustrating a wide range of areas where MATLAB tools are applied. These areas include mathematics, physics, chemistry and chemical engineering, mechanical engineering, biological (molecular biology) and medical sciences, communication and control systems, digital signal, image and video processing, system modeling and simulation. Many interesting problems have been included throughout the book, and its contents will be beneficial for students and professionals in wide areas of interest

Infrared ranging in multipath environments for indoor localization of mobile targets

Esta tesis aborda el problema de la medida de diferencias de distancia mediante señales ópticas afectadas por multicamino, aplicada a la localización de agentes móviles en espacios interiores. Los avances en robótica, entornos inteligentes y vehículos autónomos han creado un campo de aplicación específico para la localización en interiores, cuyos requerimientos de precisión (en el rango de los cm) son muy superiores a los demandados por las aplicaciones de localización orientadas a personas, en cuyo contexto se han desarrollado la mayor parte de las alternativas tecnológicas. La investigación con métodos de geometría proyectiva basados en cámaras y de multilateración basados en medida de distancia con señales de radiofrecuencia de banda ancha, de ultrasonido y ópticas han demostrado un rendimiento potencial adecuado para cubrir estos requerimientos. Sin embargo, todas estas alternativas, aún en fase de investigación, presentan dificultades que limitan su aplicación práctica. En el caso de los sistemas ópticos, escasamente estudiados en este contexto, los trabajos previos se han basado en medidas de diferencia de fase de llegada de señales infrarrojas moduladas sinusoidalmente en intensidad. Una infraestructura centralizada computa medidas diferenciales, entre receptores fijos, de la señal emitida desde el móvil a posicionar, y calcula la posición del móvil mediante trilateración hiperbólica a partir de éstas. Estas investigaciones demostraron que se pueden alcanzar precisiones de pocos centímetros; sin embargo, las interferencias por multicamino debidas a la reflexión de la señal óptica en superficies del entorno pueden degradar esta precisión hasta las decenas de centímetros dependiendo de las características del espacio. Así pues, el efecto del multicamino es actualmente la principal fuente de error en esta tecnología, y por tanto, la principal barrera a superar para su implementación en situaciones reales. En esta tesis se propone y analiza un sistema de medida con señales ópticas que permite obtener estimaciones de diferencias de distancia precisas reduciendo el efecto crítico del multicamino. El sistema propuesto introduce una modulación con secuencias de ruido pseudoaleatorio sobre la modulación sinusoidal típicamente usada para medida de fase por onda continua, y aprovecha las propiedades de ensanchamiento en frecuencia de estas secuencias para reducir el efecto del multicamino. El sistema, que realiza una doble estimación de tiempo y fase de llegada, está compuesto por una etapa de sincronización que posibilita la demodulación parcialmente coherente de la señal recibida, seguida de un medidor diferencial de fase sobre las componentes desensanchadas tras la demodulación. Las condiciones de multicamino óptico típicas en espacios interiores, con una componente de camino directo claramente dominante, permiten que el proceso de demodulación recupere más potencia del camino directo que del resto de contribuciones, reduciendo el efecto del multicamino en la estimación final. Los resultados obtenidos demuestran que la aplicación del método propuesto permitiría realizar posicionamiento a partir de señales ópticas con el rendimiento adecuando para aplicaciones de robótica y guiado de vehículos en espacios interiores; además, el progresivo aumento de la potencia y el ancho de banda de los dispositivos optoelectrónicos disponibles permite esperar un incremento considerable de las prestaciones de la propuesta en los próximos años