Abstract: In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.
Abstract: This paper investigates a method for the state estimation of nonlinear systems described by a class of differential-algebraic equation (DAE) models using the extended Kalman filter. The method involves the use of a transformation from a DAE to ordinary differential equation (ODE). A relevant dynamic power system model using decoupled techniques will be proposed. The estimation technique consists of a state estimator based on the EKF technique as well as the local stability analysis. High performances are illustrated through a simulation study applied on IEEE 13 buses test system.
Abstract: Land vehicle navigation system technology is a subject of great interest today. Global Positioning System (GPS) is a common choice for positioning in such systems. However, GPS alone is incapable of providing continuous and reliable positioning, because of its inherent dependency on external electromagnetic signals. Inertial Navigation is the implementation of inertial sensors to determine the position and orientation of a vehicle. As such, inertial navigation has unbounded error growth since the error accumulates at each step. Thus in order to contain these errors some form of external aiding is required. The availability of low cost Micro-Electro-Mechanical-System (MEMS) inertial sensors is now making it feasible to develop Inertial Navigation System (INS) using an inertial measurement unit (IMU), in conjunction with GPS to fulfill the demands of such systems. Typically IMU’s are very expensive systems; however this INS will use “low cost” components. Unfortunately with low cost also comes low performance and is the main reason for the inclusion of GPS and Kalman filtering into the system. The aim of this paper is to develop a GPS/MEMS INS integrated system, which is able to provide a navigation solution with accuracy levels appropriate for land vehicle navigation. The primary piece of equipment used was a MEMS-based Crista IMU (from Cloud Cap Technology Inc.) and a Garmin GPS 18 PC (which is both a receiver and antenna). The integration of GPS with INS can be implemented using a Kalman filter in loosely coupled mode. In this integration mode the INS error states, together with any navigation state (position, velocity, and attitude) and other unknown parameters of interest, are estimated using GPS measurements. All important equations regarding navigation are presented along with discussion.
Abstract: Recent experimental evidences have shown that because
of a fast convergence and a nice accuracy, neural networks training
via extended kalman filter (EKF) method is widely applied. However,
as to an uncertainty of the system dynamics or modeling error, the
performance of the method is unreliable. In order to overcome this
problem in this paper, a new finite impulse response (FIR) filter based
learning algorithm is proposed to train radial basis function neural
networks (RBFN) for nonlinear function approximation. Compared
to the EKF training method, the proposed FIR filter training method
is more robust to those environmental conditions. Furthermore , the
number of centers will be considered since it affects the performance
of approximation.
Abstract: In this paper a comprehensive algorithm is presented to alleviate the undesired simultaneous effects of target maneuvering, observed glint noise distribution, and colored noise spectrum using online colored glint noise parameter estimation. The simulation results illustrate a significant reduction in the root mean square error (RMSE) produced by the proposed algorithm compared to the algorithms that do not compensate all the above effects simultaneously.
Abstract: Recently, the Spherical Motion Models (SMM-s) have been introduced [1]. These new models have been developed for 3D local landmark-base Autonomous Navigation (AN). This paper is revealing new arguments and experimental results to support the SMM-s characteristics. The accuracy and the robustness in performing a specific task are the main concerns of the new investigations. To analyze their performances of the SMM-s, the most powerful tools of estimation theory, the extended Kalman filter (EKF) and unscented Kalman filter (UKF), which give the best estimations in noisy environments, have been employed. The Monte Carlo validation implementations used to test the stability and robustness of the models have been employed as well.
Abstract: Speech enhancement is the process of eliminating
noise and increasing the quality of a speech signal, which is
contaminated with other kinds of distortions. This paper is on
developing an optimum cascaded system for speech enhancement.
This aim is attained without diminishing any relevant speech
information and without much computational and time complexity.
LMS algorithm, Spectral Subtraction and Kalman filter have been
deployed as the main de-noising algorithms in this work. Since these
algorithms suffer from respective shortcomings, this work has been
undertaken to design cascaded systems in different combinations and
the evaluation of such cascades by qualitative (listening) and
quantitative (SNR) tests.
Abstract: This paper presents the novel Rao-Blackwellised
particle filter (RBPF) for mobile robot simultaneous localization and
mapping (SLAM) using monocular vision. The particle filter is
combined with unscented Kalman filter (UKF) to extending the path
posterior by sampling new poses that integrate the current observation
which drastically reduces the uncertainty about the robot pose. The
landmark position estimation and update is also implemented through
UKF. Furthermore, the number of resampling steps is determined
adaptively, which seriously reduces the particle depletion problem,
and introducing the evolution strategies (ES) for avoiding particle
impoverishment. The 3D natural point landmarks are structured with
matching Scale Invariant Feature Transform (SIFT) feature pairs. The
matching for multi-dimension SIFT features is implemented with a
KD-Tree in the time cost of O(log2
N). Experiment results on real robot
in our indoor environment show the advantages of our methods over
previous approaches.
Abstract: This paper presents a new algorithm which yields a nonlinear state estimator called iterated unscented Kalman filter. This state estimator makes use of both statistical and analytical linearization techniques in different parts of the filtering process. It outperforms the other three nonlinear state estimators: unscented Kalman filter (UKF), extended Kalman filter (EKF) and iterated extended Kalman filter (IEKF) when there is severe nonlinearity in system equation and less nonlinearity in measurement equation. The algorithm performance has been verified by illustrating some simulation results.
Abstract: This paper presents a implementation of an object tracking system in a video sequence. This object tracking is an important task in many vision applications. The main steps in video analysis are two: detection of interesting moving objects and tracking of such objects from frame to frame. In a similar vein, most tracking algorithms use pre-specified methods for preprocessing. In our work, we have implemented several object tracking algorithms (Meanshift, Camshift, Kalman filter) with different preprocessing methods. Then, we have evaluated the performance of these algorithms for different video sequences. The obtained results have shown good performances according to the degree of applicability and evaluation criteria.
Abstract: This article discusses the problem of estimating the
orientation of inclined ground on which a human subject stands based
on information provided by the vestibular system consisting of the
otolith and semicircular canals. It is assumed that body segments are
not necessarily aligned and thus forming an open kinematic chain.
The semicircular canals analogues to a technical gyrometer provide a
measure of the angular velocity whereas the otolith analogues to a
technical accelerometer provide a measure of the translational
acceleration. Two solutions are proposed and discussed. The first is
based on a stand-alone Kalman filter that optimally fuses the two
measurements based on their dynamic characteristics and their noise
properties. In this case, no body dynamic model is needed. In the
second solution, a central extended disturbance observer that
incorporates a body dynamic model (internal model) is employed.
The merits of both solutions are discussed and demonstrated by
experimental and simulation results.
Abstract: For decades, the defense business has been plagued by
not having a reliable, deterministic method to know when the Kalman
filter solution for passive ranging application is reliable for use by the
fighter pilot. This has made it hard to accurately assess when the
ranging solution can be used for situation awareness and weapons
use. To date, we have used ad hoc rules-of-thumb to assess when we
think the estimate of the Kalman filter standard deviation on range is
reliable. A reliable algorithm has been developed at BAE Systems
Electronics & Integrated Solutions that monitors the Kalman gain
matrix elements – and a patent is pending. The “settling" of the gain
matrix elements relates directly to when we can assess the time when
the passive ranging solution is within the 10 percent-of-truth value.
The focus of the paper is on surface-based passive ranging – but the
method is applicable to airborne targets as well.
Abstract: Polynomial maps offer analytical properties used to obtain better performances in the scope of chaos synchronization under noisy channels. This paper presents a new method to simplify equations of the Exact Polynomial Kalman Filter (ExPKF) given in [1]. This faster algorithm is compared to other estimators showing that performances of all considered observers vanish rapidly with the channel noise making application of chaos synchronization intractable. Simulation of ExPKF shows that saturation drawn on the emitter to keep it stable impacts badly performances for low channel noise. Then we propose a particle filter that outperforms all other Kalman structured observers in the case of noisy channels.
Abstract: This paper introduces a low cost INS/GPS algorithm for
land vehicle navigation application. The data fusion process is done
with an extended Kalman filter in cascade configuration mode. In
order to perform numerical simulations, MATLAB software has been
developed. Loosely coupled configuration is considered. The results
obtained in this work demonstrate that a low-cost INS/GPS navigation
system is partially capable of meeting the performance requirements
for land vehicle navigation. The relative effectiveness of the kalman
filter implementation in integrated GPS/INS navigation algorithm is
highlighted. The paper also provides experimental results; field test
using a car is carried out.
Abstract: This paper discusses the implementation of the Kalman
Filter along with the Global Positioning System (GPS) for indoor
robot navigation. Two dimensional coordinates is used for the map
building, and refers to the global coordinate which is attached to the
reference landmark for position and direction information the robot
gets. The Discrete Kalman Filter is used to estimate the robot position,
project the estimated current state ahead in time through time update
and adjust the projected estimated state by an actual measurement at
that time via the measurement update. The navigation test has been
performed and has been found to be robust.
Abstract: This paper presents an optimized algorithm for robot localization which increases the correctness and accuracy of the estimating position of mobile robot to more than 150% of the past methods [1] in the uncertain and noisy environment. In this method the odometry and vision sensors are combined by an adapted well-known discrete kalman filter [2]. This technique also decreased the computation process of the algorithm by DKF simple implementation. The experimental trial of the algorithm is performed on the robocup middle size soccer robot; the system can be used in more general environments.
Abstract: Ultra-wide band (UWB) communication is one of
the most promising technologies for high data rate wireless networks
for short range applications. This paper proposes a blind channel
estimation method namely IMM (Interactive Multiple Model) Based
Kalman algorithm for UWB OFDM systems. IMM based Kalman
filter is proposed to estimate frequency selective time varying
channel. In the proposed method, two Kalman filters are concurrently
estimate the channel parameters. The first Kalman filter namely
Static Model Filter (SMF) gives accurate result when the user is static
while the second Kalman filter namely the Dynamic Model Filter
(DMF) gives accurate result when the receiver is in moving state. The
static transition matrix in SMF is assumed as an Identity matrix
where as in DMF, it is computed using Yule-Walker equations. The
resultant filter estimate is computed as a weighted sum of individual
filter estimates. The proposed method is compared with other existing
channel estimation methods.
Abstract: An optimal mean-square fusion formulas with scalar
and matrix weights are presented. The relationship between them is
established. The fusion formulas are compared on the continuous-time
filtering problem. The basic differential equation for cross-covariance
of the local errors being the key quantity for distributed fusion is
derived. It is shown that the fusion filters are effective for multi-sensor
systems containing different types of sensors. An example
demonstrating the reasonable good accuracy of the proposed filters is
given.
Abstract: The purpose of this paper is to provide a practical
example to the Linear Quadratic Gaussian (LQG) controller. This
method includes a description and some discussion of the discrete
Kalman state estimator. One aspect of this optimality is that the
estimator incorporates all information that can be provided to it. It
processes all available measurements, regardless of their precision, to
estimate the current value of the variables of interest, with use of
knowledge of the system and measurement device dynamics, the
statistical description of the system noises, measurement errors, and
uncertainty in the dynamics models.
Since the time of its introduction, the Kalman filter has been the
subject of extensive research and application, particularly in the area
of autonomous or assisted navigation. For example, to determine the
velocity of an aircraft or sideslip angle, one could use a Doppler
radar, the velocity indications of an inertial navigation system, or the
relative wind information in the air data system. Rather than ignore
any of these outputs, a Kalman filter could be built to combine all of
this data and knowledge of the various systems- dynamics to
generate an overall best estimate of velocity and sideslip angle.
Abstract: This paper presents an Extended Kaman Filter
implementation of a single-camera Visual Simultaneous Localization
and Mapping algorithm, a novel algorithm for simultaneous
localization and mapping problem widely studied in mobile robotics
field. The algorithm is vision and odometry-based, The odometry
data is incremental, and therefore it will accumulate error over time,
since the robot may slip or may be lifted, consequently if the
odometry is used alone we can not accurately estimate the robot
position, in this paper we show that a combination of odometry and
visual landmark via the extended Kalman filter can improve the robot
position estimate. We use a Pioneer II robot and motorized pan tilt
camera models to implement the algorithm.