Inference of nonlinear state-space models for sandwich-type lateral flow immunoassay using extended Kalman filtering

Copyright [2011] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, a mathematical model for sandwichtype lateral flow immunoassay is developed via short available time series. A nonlinear dynamic stochastic model is considered that consists of the biochemical reaction system equations and the observation equation. After specifying the model structure, we apply the extend Kalman filter (EKF) algorithm for identifying both the states and parameters of the nonlinear state-space model. It is shown that the EKF algorithm can accurately identify the parameters and also predict the system states in the nonlinear dynamic stochastic model through an iterative procedure by using a small number of observations. The identified mathematical model provides a powerful tool for testing the system hypotheses and also inspecting the effects from various design parameters in a both rapid and inexpensive way. Furthermore, by means of the established model, the dynamic changes of the concentration of antigens and antibodies can be predicted, thereby making it possible for us to analyze, optimize and design the properties of lateral flow immunoassay devices.This work was supported in part by the International Science and Technology Cooperation Project of China under Grant 2009DFA32050, Natural Science Foundation of Fujian Province of China under Grants 2009J01280 and 2009J01281

Identification of nonlinear lateral flow immunoassay state-space models via particle filter approach

This is the post-print of the Article. The official published version can be accessed from the link below - Copyright @ 2012 IEEEIn this paper, the particle filtering approach is used, together with the kernel smoothing method, to identify the state-space model for the lateral flow immunoassay through available but short time-series measurement. The lateral flow immunoassay model is viewed as a nonlinear dynamic stochastic model consisting of the equations for the biochemical reaction system as well as the measurement output. The renowned extended Kalman filter is chosen as the importance density of the particle filter for the purpose of modeling the nonlinear lateral flow immunoassay. By using the developed particle filter, both the states and parameters of the nonlinear state-space model can be identified simultaneously. The identified model is of fundamental significance for the development of lateral flow immunoassay quantification. It is shown that the proposed particle filtering approach works well for modeling the lateral flow immunoassay.This work was supported in part by the International Science and Technology Cooperation Project of China under Grant 2009DFA32050, Natural Science Foundation of China under Grants 61104041, International Science and Technology Cooperation Project of Fujian Province of China under Grant 2009I0016

A hybrid EKF and switching PSO algorithm for joint state and parameter estimation of lateral flow immunoassay models

This is the post-print version of the Article. The official published can be accessed from the link below - Copyright @ 2012 IEEEIn this paper, a hybrid extended Kalman filter (EKF) and switching particle swarm optimization (SPSO) algorithm is proposed for jointly estimating both the parameters and states of the lateral flow immunoassay model through available short time-series measurement. Our proposed method generalizes the well-known EKF algorithm by imposing physical constraints on the system states. Note that the state constraints are encountered very often in practice that give rise to considerable difficulties in system analysis and design. The main purpose of this paper is to handle the dynamic modeling problem with state constraints by combining the extended Kalman filtering and constrained optimization algorithms via the maximization probability method. More specifically, a recently developed SPSO algorithm is used to cope with the constrained optimization problem by converting it into an unconstrained optimization one through adding a penalty term to the objective function. The proposed algorithm is then employed to simultaneously identify the parameters and states of a lateral flow immunoassay model. It is shown that the proposed algorithm gives much improved performance over the traditional EKF method.This work was supported in part by the International Science and Technology Cooperation Project of China under Grant 2009DFA32050, Natural Science Foundation of China under Grants 61104041, International Science and Technology Cooperation Project of Fujian Province of China under Grant 2009I0016

Comparisons of nonlinear estimators for wastewater treatment plants

This paper deals with five existing nonlinear estimators (filters), which include Extended Kalman Filter (EKF), Extended H-infinity Filter (EHF), State Dependent Filter (SDF), State Dependent H-Infinity Filter (SDHF) and Unscented Kalman Filter (UKF) that are formulated and implemented to estimate unmeasured states of a typical biological wastewater system. The performance of these five estimators of different complexities, behaviour and advantages are demonstrated and compared via nonlinear simulations. This study shows promising application of UKF for monitoring and control of the process variables, which are not directly measurable

The Ensemble Kalman Filter: A Signal Processing Perspective

The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the order of millions has made the EnKF a popular algorithm in different geoscientific disciplines. Despite a similarly vital need for scalable algorithms in signal processing, e.g., to make sense of the ever increasing amount of sensor data, the EnKF is hardly discussed in our field. This self-contained review paper is aimed at signal processing researchers and provides all the knowledge to get started with the EnKF. The algorithm is derived in a KF framework, without the often encountered geoscientific terminology. Algorithmic challenges and required extensions of the EnKF are provided, as well as relations to sigma-point KF and particle filters. The relevant EnKF literature is summarized in an extensive survey and unique simulation examples, including popular benchmark problems, complement the theory with practical insights. The signal processing perspective highlights new directions of research and facilitates the exchange of potentially beneficial ideas, both for the EnKF and high-dimensional nonlinear and non-Gaussian filtering in general

Geometrically Intrinsic Nonlinear Recursive Filters I: Algorithms

The Geometrically Intrinsic Nonlinear Recursive Filter, or GI Filter, is designed to estimate an arbitrary continuous-time Markov diffusion process X subject to nonlinear discrete-time observations. The GI Filter is fundamentally different from the much-used Extended Kalman Filter (EKF), and its second-order variants, even in the simplest nonlinear case, in that: (i) It uses a quadratic function of a vector observation to update the state, instead of the linear function used by the EKF. (ii) It is based on deeper geometric principles, which make the GI Filter coordinate-invariant. This implies, for example, that if a linear system were subjected to a nonlinear transformation f of the state-space and analyzed using the GI Filter, the resulting state estimates and conditional variances would be the push-forward under f of the Kalman Filter estimates for the untransformed system - a property which is not shared by the EKF or its second-order variants. The noise covariance of X and the observation covariance themselves induce geometries on state space and observation space, respectively, and associated canonical connections. A sequel to this paper develops stochastic differential geometry results - based on "intrinsic location parameters", a notion derived from the heat flow of harmonic mappings - from which we derive the coordinate-free filter update formula. The present article presents the algorithm with reference to a specific example - the problem of tracking and intercepting a target, using sensors based on a moving missile. Computational experiments show that, when the observation function is highly nonlinear, there exist choices of the noise parameters at which the GI Filter significantly outperforms the EKF.Comment: 22 pages, 4 figure

New methods for the estimation of Takagi-Sugeno model based extended Kalman filter and its applications to optimal control for nonlinear systems

This paper describes new approaches to improve the local and global approximation (matching) and modeling capability of Takagi–Sugeno (T-S) fuzzy model. The main aim is obtaining high function approximation accuracy and fast convergence. The main problem encountered is that T-S identification method cannot be applied when the membership functions are overlapped by pairs. This restricts the application of the T-S method because this type of membership function has been widely used during the last 2 decades in the stability, controller design of fuzzy systems and is popular in industrial control applications. The approach developed here can be considered as a generalized version of T-S identification method with optimized performance in approximating nonlinear functions. We propose a noniterative method through weighting of parameters approach and an iterative algorithm by applying the extended Kalman filter, based on the same idea of parameters’ weighting. We show that the Kalman filter is an effective tool in the identification of T-S fuzzy model. A fuzzy controller based linear quadratic regulator is proposed in order to show the effectiveness of the estimation method developed here in control applications. An illustrative example of an inverted pendulum is chosen to evaluate the robustness and remarkable performance of the proposed method locally and globally in comparison with the original T-S model. Simulation results indicate the potential, simplicity, and generality of the algorithm. An illustrative example is chosen to evaluate the robustness. In this paper, we prove that these algorithms converge very fast, thereby making them very practical to use

A Nonparametric Adaptive Nonlinear Statistical Filter

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty. We propose that these uncertainties can be estimated from (conditioned on) past observed data, and without making any assumptions of the system's prior distribution. The system's prior distribution at each time step is constructed from an ensemble of least-squares estimates on sub-sampled sets of the data via jackknife sampling. As new data is acquired, the state estimates, process uncertainty, and measurement uncertainty are updated accordingly, as described in this manuscript.Comment: Accepted at the 2014 IEEE Conference on Decision and Contro