Commenced in January 2007
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Edition: International
Paper Count: 14

Search results for: unscented Kalman filter

14 State Estimation Based on Unscented Kalman Filter for Burgers’ Equation

Authors: Takashi Shimizu, Tomoaki Hashimoto

Abstract:

Controlling the flow of fluids is a challenging problem that arises in many fields. Burgers’ equation is a fundamental equation for several flow phenomena such as traffic, shock waves, and turbulence. The optimal feedback control method, so-called model predictive control, has been proposed for Burgers’ equation. However, the model predictive control method is inapplicable to systems whose all state variables are not exactly known. In practical point of view, it is unusual that all the state variables of systems are exactly known, because the state variables of systems are measured through output sensors and limited parts of them can be only available. In fact, it is usual that flow velocities of fluid systems cannot be measured for all spatial domains. Hence, any practical feedback controller for fluid systems must incorporate some type of state estimator. To apply the model predictive control to the fluid systems described by Burgers’ equation, it is needed to establish a state estimation method for Burgers’ equation with limited measurable state variables. To this purpose, we apply unscented Kalman filter for estimating the state variables of fluid systems described by Burgers’ equation. The objective of this study is to establish a state estimation method based on unscented Kalman filter for Burgers’ equation. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: State estimation, fluid systems, observer systems, unscented Kalman filter.

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13 Model Predictive Control with Unscented Kalman Filter for Nonlinear Implicit Systems

Authors: Takashi Shimizu, Tomoaki Hashimoto

Abstract:

A class of implicit systems is known as a more generalized class of systems than a class of explicit systems. To establish a control method for such a generalized class of systems, we adopt model predictive control method which is a kind of optimal feedback control with a performance index that has a moving initial time and terminal time. However, model predictive control method is inapplicable to systems whose all state variables are not exactly known. In other words, model predictive control method is inapplicable to systems with limited measurable states. In fact, it is usual that the state variables of systems are measured through outputs, hence, only limited parts of them can be used directly. It is also usual that output signals are disturbed by process and sensor noises. Hence, it is important to establish a state estimation method for nonlinear implicit systems with taking the process noise and sensor noise into consideration. To this purpose, we apply the model predictive control method and unscented Kalman filter for solving the optimization and estimation problems of nonlinear implicit systems, respectively. The objective of this study is to establish a model predictive control with unscented Kalman filter for nonlinear implicit systems.

Keywords: Model predictive control, unscented Kalman filter, nonlinear systems, implicit systems.

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12 Relative Navigation with Laser-Based Intermittent Measurement for Formation Flying Satellites

Authors: Jongwoo Lee, Dae-Eun Kang, Sang-Young Park

Abstract:

This study presents a precise relative navigational method for satellites flying in formation using laser-based intermittent measurement data. The measurement data for the relative navigation between two satellites consist of a relative distance measured by a laser instrument and relative attitude angles measured by attitude determination. The relative navigation solutions are estimated by both the Extended Kalman filter (EKF) and unscented Kalman filter (UKF). The solutions estimated by the EKF may become inaccurate or even diverge as measurement outage time gets longer because the EKF utilizes a linearization approach. However, this study shows that the UKF with the appropriate scaling parameters provides a stable and accurate relative navigation solutions despite the long measurement outage time and large initial error as compared to the relative navigation solutions of the EKF. Various navigation results have been analyzed by adjusting the scaling parameters of the UKF.

Keywords: Satellite relative navigation, laser-based measurement, intermittent measurement, unscented kalman filter.

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11 The Enhancement of Target Localization Using Ship-Borne Electro-Optical Stabilized Platform

Authors: Jaehoon Ha, Byungmo Kang, Kilho Hong, Jungsoo Park

Abstract:

Electro-optical (EO) stabilized platforms have been widely used for surveillance and reconnaissance on various types of vehicles, from surface ships to unmanned air vehicles (UAVs). EO stabilized platforms usually consist of an assembly of structure, bearings, and motors called gimbals in which a gyroscope is installed. EO elements such as a CCD camera and IR camera, are mounted to a gimbal, which has a range of motion in elevation and azimuth and can designate and track a target. In addition, a laser range finder (LRF) can be added to the gimbal in order to acquire the precise slant range from the platform to the target. Recently, a versatile functionality of target localization is needed in order to cooperate with the weapon systems that are mounted on the same platform. The target information, such as its location or velocity, needed to be more accurate. The accuracy of the target information depends on diverse component errors and alignment errors of each component. Specially, the type of moving platform can affect the accuracy of the target information. In the case of flying platforms, or UAVs, the target location error can be increased with altitude so it is important to measure altitude as precisely as possible. In the case of surface ships, target location error can be increased with obliqueness of the elevation angle of the gimbal since the altitude of the EO stabilized platform is supposed to be relatively low. The farther the slant ranges from the surface ship to the target, the more extreme the obliqueness of the elevation angle. This can hamper the precise acquisition of the target information. So far, there have been many studies on EO stabilized platforms of flying vehicles. However, few researchers have focused on ship-borne EO stabilized platforms of the surface ship. In this paper, we deal with a target localization method when an EO stabilized platform is located on the mast of a surface ship. Especially, we need to overcome the limitation caused by the obliqueness of the elevation angle of the gimbal. We introduce a well-known approach for target localization using Unscented Kalman Filter (UKF) and present the problem definition showing the above-mentioned limitation. Finally, we want to show the effectiveness of the approach that will be demonstrated through computer simulations.

Keywords: Target localization, ship-borne electro-optical stabilized platform, unscented Kalman filter.

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10 Optimal Distribution of Lift Gas in Gas Lifted Oil Field Using MPC and Unscented Kalman Filter

Authors: Roshan Sharma, Bjørn Glemmestad

Abstract:

In gas lifted oil fields, the lift gas should be distributed optimally among the wells which share gas from a common source to maximize total oil production. One of the objectives of the paper is to show that a linear MPC consisting of a control objective and an economic objective can be used both as an optimizer and a controller for gas lifted systems. The MPC is based on linearized model of the oil field developed from first principles modeling. Simulation results show that the total oil production is increased by 3.4%. Difficulties in accurately measuring the bottom hole pressure using sensors in harsh operating conditions can be resolved by using an Unscented Kalman Filter (UKF) for estimation. In oil fields where input disturbance (total supply of gas) is not measured, UKF can also be used for disturbance estimation. Increased total oil production due to optimization leads to increased profit.

Keywords: gas lift, MPC, oil production, optimization, Unscented Kalman filter.

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9 Robust Integrated Navigation of a Low Cost System

Authors: Saman M. Siddiqui, Fang Jiancheng

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.

Keywords: H∞ filter, MEMS, GPS, Nonlinear system, robust system, Square root unscented filter.

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8 Low-Cost and Highly Accurate Motion Models for Three-Dimensional Local Landmark-based Autonomous Navigation

Authors: Gheorghe Galben, Daniel N. Aloi

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.

Keywords: Autonomous navigation, extended kalman filter, unscented kalman filter, localization algorithms.

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7 Robust UKF Insensitive to Measurement Faults for Pico Satellite Attitude Estimation

Authors: Halil Ersin Soken, Chingiz Hajiyev

Abstract:

In the normal operation conditions of a pico satellite, conventional Unscented Kalman Filter (UKF) gives sufficiently good estimation results. However, if the measurements are not reliable because of any kind of malfunction in the estimation system, UKF gives inaccurate results and diverges by time. This study, introduces Robust Unscented Kalman Filter (RUKF) algorithms with the filter gain correction for the case of measurement malfunctions. By the use of defined variables named as measurement noise scale factor, the faulty measurements are taken into the consideration with a small weight and the estimations are corrected without affecting the characteristic of the accurate ones. Two different RUKF algorithms, one with single scale factor and one with multiple scale factors, are proposed and applied for the attitude estimation process of a pico satellite. The results of these algorithms are compared for different types of measurement faults in different estimation scenarios and recommendations about their applications are given.

Keywords: attitude algorithms, Kalman filters, robustestimation.

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6 An Investigative Study into Observer based Non-Invasive Fault Detection and Diagnosis in Induction Motors

Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

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.

Keywords: Extended Kalman Filter, Fault detection and diagnosis, Induction motor model, Unscented Kalman Filter

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5 A Comparative Study into Observer based Fault Detection and Diagnosis in DC Motors: Part-I

Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

Abstract:

A model based fault detection and diagnosis technique for DC motor is proposed in this paper. Fault detection using Kalman filter and its different variants are compared. Only incipient faults are considered for the study. The Kalman Filter iterations and all the related computations required for fault detection and fault confirmation are presented. A second order linear state space model of DC motor is used for this work. A comparative assessment of the estimates computed from four different observers and their relative performance is evaluated.

Keywords: DC motor model, Fault detection and diagnosis Kalman Filter, Unscented Kalman Filter

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4 Novel Rao-Blackwellized Particle Filter for Mobile Robot SLAM Using Monocular Vision

Authors: Maohai Li, Bingrong Hong, Zesu Cai, Ronghua Luo

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.

Keywords: Mobile robot, simultaneous localization and mapping, Rao-Blackwellised particle filter, evolution strategies, scale invariant feature transform.

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3 Multiple Sensors and JPDA-IMM-UKF Algorithm for Tracking Multiple Maneuvering Targets

Authors: Wissem Saidani, Yacine Morsly, Mohand Saïd Djouadi

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.

Keywords: Estimation, Kalman filtering, Multi-Target Tracking, Visual servoing, data association.

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2 UD Covariance Factorization for Unscented Kalman Filter using Sequential Measurements Update

Authors: H. Ghanbarpour Asl, S. H. Pourtakdoust

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.

Keywords: Unscented Kalman filter, Square-root unscentedKalman filter, UD covariance factorization, Target tracking.

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1 A New Version of Unscented Kalman Filter

Authors: S. A. Banani, M. A. Masnadi-Shirazi

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.

Keywords: Extended Kalman Filter, Iterated EKF, Nonlinearstate estimator, Unscented Kalman Filter.

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