Abstract: Bayesian approach can be used for parameter identification and extraction in state space models and its ability for analyzing sequence of data in dynamical system is proved in different literatures. In this paper, adaptive Kalman filter with Bayesian approach for identification of variances in measurement parameter noise is developed. Next, it is applied for estimation of the dynamical state and measurement data in discrete linear dynamical system. This algorithm at each step time estimates noise variance in measurement noise and state of system with Kalman filter. Next, approximation is designed at each step separately and consequently sufficient statistics of the state and noise variances are computed with a fixed-point iteration of an adaptive Kalman filter. Different simulations are applied for showing the influence of noise variance in measurement data on algorithm. Firstly, the effect of noise variance and its distribution on detection and identification performance is simulated in Kalman filter without Bayesian formulation. Then, simulation is applied to adaptive Kalman filter with the ability of noise variance tracking in measurement data. In these simulations, the influence of noise distribution of measurement data in each step is estimated, and true variance of data is obtained by algorithm and is compared in different scenarios. Afterwards, one typical modeling of nonlinear state space model with inducing noise measurement is simulated by this approach. Finally, the performance and the important limitations of this algorithm in these simulations are explained.
Abstract: This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.
Abstract: Performance of different filtering approaches depends
on modeling of dynamical system and algorithm structure. For
modeling and smoothing the data the evaluation of posterior
distribution in different filtering approach should be chosen carefully.
In this paper different filtering approaches like filter KALMAN,
EKF, UKF, EKS and smoother RTS is simulated in some trajectory
tracking of path and accuracy and limitation of these approaches are
explained. Then probability of model with different filters is
compered and finally the effect of the noise variance to estimation is
described with simulations results.
Abstract: In this paper, a novel approach is presented
for designing multiplier-free state-space digital filters. The
multiplier-free design is obtained by finding power-of-2 coefficients
and also quantizing the state variables to power-of-2
numbers. Expressions for the noise variance are derived for the
quantized state vector and the output of the filter. A “structuretransformation
matrix" is incorporated in these expressions. It
is shown that quantization effects can be minimized by properly
designing the structure-transformation matrix. Simulation
results are very promising and illustrate the design algorithm.
Abstract: In this paper we consider the problem of distributed adaptive estimation in wireless sensor networks for two different observation noise conditions. In the first case, we assume that there are some sensors with high observation noise variance (noisy sensors) in the network. In the second case, different variance for observation noise is assumed among the sensors which is more close to real scenario. In both cases, an initial estimate of each sensor-s observation noise is obtained. For the first case, we show that when there are such sensors in the network, the performance of conventional distributed adaptive estimation algorithms such as incremental distributed least mean square (IDLMS) algorithm drastically decreases. In addition, detecting and ignoring these sensors leads to a better performance in a sense of estimation. In the next step, we propose a simple algorithm to detect theses noisy sensors and modify the IDLMS algorithm to deal with noisy sensors. For the second case, we propose a new algorithm in which the step-size parameter is adjusted for each sensor according to its observation noise variance. As the simulation results show, the proposed methods outperforms the IDLMS algorithm in the same condition.
Abstract: In this paper the problem of estimating the time delay
between two spatially separated noisy sinusoidal signals by system
identification modeling is addressed. The system is assumed to be
perturbed by both input and output additive white Gaussian noise. The
presence of input noise introduces bias in the time delay estimates.
Normally the solution requires a priori knowledge of the input-output
noise variance ratio. We utilize the cascade of a self-tuned filter with
the time delay estimator, thus making the delay estimates robust to
input noise. Simulation results are presented to confirm the superiority
of the proposed approach at low input signal-to-noise ratios.
Abstract: In this paper we consider the issue of distributed adaptive estimation over sensor networks. To deal with more realistic scenario, different variance for observation noise is assumed for sensors in the network. To solve the problem of different variance of observation noise, the proposed method is divided into two phases: I) Estimating each sensor-s observation noise variance and II) using the estimated variances to obtain the desired parameter. Our proposed algorithm is based on a diffusion least mean square (LMS) implementation with linear combiner model. In the proposed algorithm, the step-size parameter the coefficients of linear combiner are adjusted according to estimated observation noise variances. As the simulation results show, the proposed algorithm considerably improves the diffusion LMS algorithm given in literature.
Abstract: In this paper, we propose a novel adaptive
spatiotemporal filter that utilizes image sequences in order to remove
noise. The consecutive frames include: current, previous and next
noisy frames. The filter proposed in this paper is based upon the
weighted averaging pixels intensity and noise variance in image
sequences. It utilizes the Appropriate Number of Consecutive Frames
(ANCF) based on the noisy pixels intensity among the frames. The
number of consecutive frames is adaptively calculated for each
region in image and its value may change from one region to another
region depending on the pixels intensity within the region. The
weights are determined by a well-defined mathematical criterion,
which is adaptive to the feature of spatiotemporal pixels of the
consecutive frames. It is experimentally shown that the proposed
filter can preserve image structures and edges under motion while
suppressing noise, and thus can be effectively used in image
sequences filtering. In addition, the AWA filter using ANCF is
particularly well suited for filtering sequences that contain segments
with abruptly changing scene content due to, for example, rapid
zooming and changes in the view of the camera.