Abstract: Extended Kalman Filter (EKF) is probably the most
widely used estimation algorithm for nonlinear systems. However,
not only it has difficulties arising from linearization but also many
times it becomes numerically unstable because of computer round off
errors that occur in the process of its implementation. To overcome
linearization limitations, the unscented transformation (UT) was
developed as a method to propagate mean and covariance
information through nonlinear transformations. Kalman filter that
uses UT for calculation of the first two statistical moments is called
Unscented Kalman Filter (UKF). Square-root form of UKF (SRUKF)
developed by Rudolph van der Merwe and Eric Wan to
achieve numerical stability and guarantee positive semi-definiteness
of the Kalman filter covariances. This paper develops another
implementation of SR-UKF for sequential update measurement
equation, and also derives a new UD covariance factorization filter
for the implementation of UKF. This filter is equivalent to UKF but
is computationally more efficient.
Abstract: Robust nonlinear integrated navigation of GPS and
low cost MEMS is a hot topic of research these days. A robust filter
is required to cope up with the problem of unpredictable
discontinuities and colored noises associated with low cost sensors.
H∞ filter is previously used in Extended Kalman filter and Unscented
Kalman filter frame. Unscented Kalman filter has a problem of
Cholesky matrix factorization at each step which is a very unstable
operation. To avoid this problem in this research H∞ filter is
designed in Square root Unscented filter framework and found 50%
more robust towards increased level of colored noises.
Abstract: In this paper, we consider the problem of tracking
multiple maneuvering targets using switching multiple target motion
models. With this paper, we aim to contribute in solving the problem
of model-based body motion estimation by using data coming from
visual sensors. The Interacting Multiple Model (IMM) algorithm is
specially designed to track accurately targets whose state and/or
measurement (assumed to be linear) models changes during motion
transition. However, when these models are nonlinear, the IMM
algorithm must be modified in order to guarantee an accurate track.
In this paper we propose to avoid the Extended Kalman filter because
of its limitations and substitute it with the Unscented Kalman filter
which seems to be more efficient especially according to the
simulation results obtained with the nonlinear IMM algorithm (IMMUKF).
To resolve the problem of data association, the JPDA
approach is combined with the IMM-UKF algorithm, the derived
algorithm is noted JPDA-IMM-UKF.
Abstract: The neural network's performance can be measured by efficiency and accuracy. The major disadvantages of neural network approach are that the generalization capability of neural networks is often significantly low, and it may take a very long time to tune the weights in the net to generate an accurate model for a highly complex and nonlinear systems. This paper presents a novel Neuro-fuzzy architecture based on Extended Kalman filter. To test the performance and applicability of the proposed neuro-fuzzy model, simulation study of nonlinear complex dynamic system is carried out. The proposed method can be applied to an on-line incremental adaptive learning for the prediction of financial time series. A benchmark case studie is used to demonstrate that the proposed model is a superior neuro-fuzzy modeling technique.
Abstract: A new observer based fault detection and diagnosis
scheme for predicting induction motors- faults is proposed in this
paper. Prediction of incipient faults, using different variants of
Kalman filter and their relative performance are evaluated. Only soft
faults are considered for this work. The data generation, filter
convergence issues, hypothesis testing and residue estimates are
addressed. Simulink model is used for data generation and various
types of faults are considered. A comparative assessment of the
estimates of different observers associated with these faults is
included.
Abstract: Traffic density, an indicator of traffic
conditions, is one of the most critical characteristics to
Intelligent Transport Systems (ITS). This paper investigates
recursive traffic density estimation using the information
provided from inductive loop detectors. On the basis of the
phenomenological relationship between speed and density, the
existing studies incorporate a state space model and update the
density estimate using vehicular speed observations via the
extended Kalman filter, where an approximation is made
because of the linearization of the nonlinear observation
equation. In practice, this may lead to substantial estimation
errors. This paper incorporates a suitable transformation to
deal with the nonlinear observation equation so that the
approximation is avoided when using Kalman filter to
estimate the traffic density. A numerical study is conducted. It
is shown that the developed method outperforms the existing
methods for traffic density estimation.