Search results for: uncertainty estimation

Authors: Mohammed Farag, Mina Attari, S. Andrew Gadsden, Saeid R. Habibi

Abstract:

Battery state of charge (SOC) estimation is an important parameter as it measures the total amount of electrical energy stored at a current time. The SOC percentage acts as a fuel gauge if it is compared with a conventional vehicle. Estimating the SOC is, therefore, essential for monitoring the amount of useful life remaining in the battery system. This paper looks at the implementation of three nonlinear estimation strategies for Li-Ion battery SOC estimation. One of the most common behavioral battery models is the one state hysteresis (OSH) model. The extended Kalman filter (EKF), the smooth variable structure filter (SVSF), and the time-varying smoothing boundary layer SVSF are applied on this model, and the results are compared.

Keywords: State of charge estimation, battery modeling, one-state hysteresis, filtering and estimation.

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Authors: M. Safaei, M. Seifert, K. D. Thoben

Abstract:

Supply network management adopts a systematic and integrative approach to managing the operations and relationships of various parties in a supply network. The objective of the manufactures in their supply network is to reduce inventory costs and increase customer satisfaction levels. One way of doing that is to synchronize delivery performance. A supply network can be described by nodes representing the companies and the links (relationships) between these nodes. Uncertainty in delivery time depends on type of network relationship between suppliers. The problem is to understand how the individual uncertainties influence the total uncertainty of the network and identify those parts of the network, which has the highest potential for improving the total delivery time uncertainty.

Keywords: Delivery time uncertainty, Distribution function, Statistical method, Supply Network.

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Authors: Keunhong Chae, Seokho Yoon

Abstract:

In this paper, frequency offset (FO) estimation schemes robust to the non-Gaussian noise environments are proposed for orthogonal frequency division multiplexing (OFDM) systems. First, a maximum-likelihood (ML) estimation scheme in non-Gaussian noise environments is proposed, and then, the complexity of the ML estimation scheme is reduced by employing a reduced set of candidate values. In numerical results, it is demonstrated that the proposed schemes provide a significant performance improvement over the conventional estimation scheme in non-Gaussian noise environments while maintaining the performance similar to the estimation performance in Gaussian noise environments.

Keywords: Frequency offset estimation, maximum-likelihood, non-Gaussian noise environment, OFDM, training symbol.

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Authors: Sergey Sorokin, Irina Sorokina, Alexander Yazenin

Abstract:

We present a solution to the Maxmin u/E parameters estimation problem of possibility distributions in m-dimensional case. Our method is based on geometrical approach, where minimal area enclosing ellipsoid is constructed around the sample. Also we demonstrate that one can improve results of well-known algorithms in fuzzy model identification task using Maxmin u/E parameters estimation.

Keywords: Possibility distribution, parameters estimation, Maxmin u/E estimator, fuzzy model identification.

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Authors: Okay Gunes

Abstract:

In this article, a new method is proposed for the measuring of well-being inequality through a model composed of superimposing satisfaction waves. The displacement of households’ satisfactory state (i.e. satisfaction) is defined in a satisfaction string. The duration of the satisfactory state for a given period is measured in order to determine the relationship between utility and total satisfactory time, itself dependent on the density and tension of each satisfaction string. Thus, individual cardinal total satisfaction values are computed by way of a one-dimensional form for scalar sinusoidal (harmonic) moving wave function, using satisfaction waves with varying amplitudes and frequencies which allow us to measure wellbeing inequality. One advantage to using satisfaction waves is the ability to show that individual utility and consumption amounts would probably not commute; hence, it is impossible to measure or to know simultaneously the values of these observables from the dataset. Thus, we crystallize the problem by using a Heisenberg-type uncertainty resolution for self-adjoint economic operators. We propose to eliminate any estimation bias by correlating the standard deviations of selected economic operators; this is achieved by replacing the aforementioned observed uncertainties with households’ perceived uncertainties (i.e. corrected standard deviations) obtained through the logarithmic psychophysical law proposed by Weber and Fechner.

Keywords: Heisenberg Uncertainty Principle, superimposing satisfaction waves, Weber–Fechner law, well-being inequality.

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Authors: Zoran D. Banjac, Branko D. Kovacevic

Abstract:

The problem of FIR system parameter estimation has been considered in the paper. A new robust recursive algorithm for simultaneously estimation of parameters and scale factor of prediction residuals in non-stationary environment corrupted by impulsive noise has been proposed. The performance of derived algorithm has been tested by simulations.

Keywords: Adaptive filtering, Non-Gaussian filtering, Robustestimation, Scale factor estimation.

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Authors: M. Arja, G. Sauce, B. Souyri

Abstract:

Overall cost is a significant consideration in any decision-making process. Although many studies were carried out on overall cost in construction, little has treated the uncertainties of real life cycle development. On the basis of several case studies, a feedback process was performed on the historical data of studied buildings. This process enabled to identify some factors causing uncertainty during the operational period. As a result, the research proposes a new method for assessing the overall cost during a part of the building-s life cycle taking account of the building actual value, its end-of-life value and the influence of the identified life cycle uncertainty factors. The findings are a step towards a higher level of reliability in overall cost evaluation taking account of some usually unexpected uncertainty factors.

Keywords: Asset management, building life cycle uncertainty, building value, overall cost.

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Authors: Refaat M Mohamed, Ayman El-Baz, Aly A. Farag

Abstract:

This paper presents a new approach for the prob-ability density function estimation using the Support Vector Ma-chines (SVM) and the Expectation Maximization (EM) algorithms.In the proposed approach, an advanced algorithm for the SVM den-sity estimation which incorporates the Mean Field theory in the learning process is used. Instead of using ad-hoc values for the para-meters of the kernel function which is used by the SVM algorithm,the proposed approach uses the EM algorithm for an automatic optimization of the kernel. Experimental evaluation using simulated data set shows encouraging results.

Keywords: Density Estimation, SVM, Learning Algorithms, Parameters Estimation.

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Authors: A. T. Boum, L. Bitjoka, N. N. Léandre, S. Bennet

Abstract:

This paper presents the estimation of the key parameters of a double fed induction machine (DFIM) by the use of the moving horizon estimator (MHE) for control and monitoring purpose. A study was conducted on the behavior of this observer in the presence of some faults which can occur during the operation of the machine. In the first case a stator phase has been suppressed. In the second case the rotor resistance has been multiplied by a factor. The results show a good estimation of different parameters such as rotor flux, rotor speed, stator current with a very small estimation error. The robustness of the observer was also tested in the practical case of DFIM by using another model different from the real one at a constant close. The very small estimation error makes the MHE a good software sensor candidate for monitoring purpose for the DFIM. 

Keywords: Doubly fed induction machine, moving horizon estimator parameters’ estimation.

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Authors: Balasundaram Prasaant, Ploix Stephane, Delinchant Benoit, Muresan Cristian

Abstract:

Hardware in Loop (HIL) testing is done to test and validate a particular product especially in building technology. When it comes to building technology, it is more important to test the products for their efficiency. The test rig in the HIL simulator may contribute to some uncertainties on measured efficiency. The uncertainties include physical uncertainties and scenario-based uncertainties. In this paper, a simple uncertainty analysis framework for an HIL setup is shown considering only the physical uncertainties. The entire modeling of the HIL setup is done in Dymola. The uncertain sources are considered based on available knowledge of the components and also on expert knowledge. For the propagation of uncertainty, Monte Carlo Simulation is used since it is the most reliable and easy to use. In this article it is shown how an HIL setup can be modeled and how uncertainty propagation can be performed on it. Such an approach is not common in building energy analysis.

Keywords: Energy in Buildings, Hardware in Loop, Modelica (Dymola), Monte Carlo Simulation, Uncertainty Propagation.

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Authors: Ahmet Faruk Akyuz, Hasan Sakir Bilge

Abstract:

Depth estimation using stereo images is a challenging problem in computer vision. Many different studies have been carried out to solve this problem. With advancing machine learning, tackling this problem is often done with neural network-based solutions. The images used in these studies are mostly in the visible spectrum. However, the need to use the Infrared (IR) spectrum for depth estimation has emerged because it gives better results than visible spectra in some conditions. At this point, we recommend using thermal-thermal (IR) image pairs for depth estimation. In this study, we used two well-known networks (PSMNet, FADNet) with minor modifications to demonstrate the viability of this idea.

Keywords: thermal stereo matching, depth estimation, deep neural networks, CNN

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Authors: Cheng Fang, Lingwei Quan, Cunyue Lu

Abstract:

Human pose estimation and tracking are to accurately identify and locate the positions of human joints in the video. It is a computer vision task which is of great significance for human motion recognition, behavior understanding and scene analysis. There has been remarkable progress on human pose estimation in recent years. However, more researches are needed for human pose tracking especially for online tracking. In this paper, a framework, called PoseSRPN, is proposed for online single-person pose estimation and tracking. We use Siamese network attaching a pose estimation branch to incorporate Single-person Pose Tracking (SPT) and Visual Object Tracking (VOT) into one framework. The pose estimation branch has a simple network structure that replaces the complex upsampling and convolution network structure with deconvolution. By augmenting the loss of fully convolutional Siamese network with the pose estimation task, pose estimation and tracking can be trained in one stage. Once trained, PoseSRPN only relies on a single bounding box initialization and producing human joints location. The experimental results show that while maintaining the good accuracy of pose estimation on COCO and PoseTrack datasets, the proposed method achieves a speed of 59 frame/s, which is superior to other pose tracking frameworks.

Keywords: Computer vision, Siamese network, pose estimation, pose tracking.

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Authors: C. V. Pietreanu, S. E. Zaharia, C. Dinu

Abstract:

Hazard assessment and risks quantification are key components for estimating the impact of existing regulations. But since regulatory compliance cannot cover all risks in aviation, the authors point out that by studying causal factors and eliminating uncertainty, an accurate analysis can be outlined. The research debuts by making delimitations on notions, as confusion on the terms over time has reflected in less rigorous analysis. Throughout this paper, it will be emphasized the fact that the variation in human performance and organizational factors represent the biggest threat from an operational perspective. Therefore, advanced risk assessment methods analyzed by the authors aim to understand vulnerabilities of the system given by a nonlinear behavior. Ultimately, the mathematical modeling of existing hazards and risks by eliminating uncertainty implies establishing an optimal solution (i.e. risk minimization).

Keywords: Control, human factor, optimization, risk management, uncertainty.

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Authors: Yin Yin Pey, Leok Poh Chua, Wei Long Siauw

Abstract:

Linear stochastic estimation and quadratic stochastic estimation techniques were applied to estimate the entire velocity flow-field of an open cavity with a length to depth ratio of 2. The estimations were done through the use of instantaneous velocity magnitude as estimators. These measurements were obtained by Particle Image Velocimetry. The predicted flow was compared against the original flow-field in terms of the Reynolds stresses and turbulent kinetic energy. Quadratic stochastic estimation proved to be more superior than linear stochastic estimation in resolving the shear layer flow. When the velocity fluctuations were scaled up in the quadratic estimate, both the time-averaged quantities and the instantaneous cavity flow can be predicted to a rather accurate extent.

Keywords: Open cavity, Particle Image Velocimetry, Stochastic estimation, Turbulent kinetic energy.

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Authors: Vladimir S. Timofeev

Abstract:

In this article the problem of distributional moments estimation is considered. The new approach of moments estimation based on usage of the characteristic function is proposed. By statistical simulation technique author shows that new approach has some robust properties. For calculation of the derivatives of characteristic function there is used numerical differentiation. Obtained results confirmed that author’s idea has a certain working efficiency and it can be recommended for any statistical applications.

Keywords: Characteristic function, distributional moments, robustness, outlier, statistical estimation problem, statistical simulation.

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Authors: Taro Matsuno, Yuta Otani, Ryo Tanaka, Kaori Ikezaki, Hitoshi Yamamoto, Masaru Fujieda, Yoshihisa Ishida

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This paper presents an improvement method of the multiple pitch estimation algorithm using comb filters. Conventionally the pitch was estimated by using parallel -connected comb filters method (PCF). However, PCF has problems which often fail in the pitch estimation when there is the fundamental frequency of higher tone near harmonics of lower tone. Therefore the estimation is assigned to a wrong note when shared frequencies happen. This issue often occurs in estimating octave 3 or more. Proposed method, for solving the problem, estimates the pitch with every harmonic instead of every octave. As a result, our method reaches the accuracy of more than 80%.

Keywords: music transcription, pitch estimation, comb filter, fractional delay

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Authors: Sergei Aleinik, Mikhail Stolbov

Abstract:

In this work, a method of time delay estimation for  dual-channel acoustic signals (speech, music, etc.) recorded under  reverberant conditions is investigated. Standard methods based on  cross-correlation of the signals show poor results in cases involving  strong reverberation, large distances between microphones and  asynchronous recordings. Under similar conditions, a method based  on cross-correlation of temporal envelopes of the signals delivers a  delay estimation of acceptable quality. This method and its properties  are described and investigated in detail, including its limits of  applicability. The method’s optimal parameter estimation and a  comparison with other known methods of time delay estimation are  also provided.

 

Keywords: Cross-correlation, delay estimation, signal envelope, signal processing.

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Authors: Nasim Ullah, Shaoping Wang

Abstract:

ELS is an important ground based hardware in the loop simulator used for aerodynamics torque loading experiments of the actuators under test. This work focuses on improvement of the transient response of torque controller with parameters uncertainty of Electrical Load Simulator (ELS).The parameters of load simulator are estimated online and the model is updated, eliminating the model error and improving the steady state torque tracking response of torque controller. To improve the Transient control performance the gain of robust term of SMC is updated online using fuzzy logic system based on the amount of uncertainty in parameters of load simulator. The states of load simulator which cannot be measured directly are estimated using luenberger observer with update of new estimated parameters. The stability of the control scheme is verified using Lyapunov theorem. The validity of proposed control scheme is verified using simulations.

Keywords: ELS, Observer, Transient Performance, SMC, Extra Torque, Fuzzy Logic.

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Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte, V. Grincas

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This paper deals with advanced state estimation algorithms for estimation of biomass concentration and specific growth rate in a typical fed-batch biotechnological process. This biotechnological process was represented by a nonlinear mass-balance based process model. Extended Kalman Filter (EKF) and Particle Filter (PF) was used to estimate the unmeasured state variables from oxygen uptake rate (OUR) and base consumption (BC) measurements. To obtain more general results, a simplified process model was involved in EKF and PF estimation algorithms. This model doesn’t require any special growth kinetic equations and could be applied for state estimation in various bioprocesses. The focus of this investigation was concentrated on the comparison of the estimation quality of the EKF and PF estimators by applying different measurement noises. The simulation results show that Particle Filter algorithm requires significantly more computation time for state estimation but gives lower estimation errors both for biomass concentration and specific growth rate. Also the tuning procedure for Particle Filter is simpler than for EKF. Consequently, Particle Filter should be preferred in real applications, especially for monitoring of industrial bioprocesses where the simplified implementation procedures are always desirable.

Keywords: Biomass concentration, Extended Kalman Filter, Particle Filter, State estimation, Specific growth rate.

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Authors: N. Promsuwanna, P. Uthansakul, M. Uthansakul

Abstract:

The Carrier Frequency Offset (CFO) due to timevarying fading channel is the main cause of the loss of orthogonality among OFDM subcarriers which is linked to inter-carrier interference (ICI). Hence, it is necessary to precisely estimate and compensate the CFO. Especially for mobile broadband communications, CFO and channel gain also have to be estimated and tracked to maintain the system performance. Thus, synchronization pilots are embedded in every OFDM symbol to track the variations. In this paper, we present the pilot scheme for both channel and CFO estimation where channel estimation process can be carried out with only one OFDM symbol. Additional, the proposed pilot scheme also provides better performance in CFO estimation comparing with the conventional orthogonal pilot scheme due to the increasing of signal-tointerference ratio.

Keywords: MIMO, OFDM, carrier frequency offset, channel, estimation.

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Authors: Keunhong Chae, Seokho Yoon

Abstract:

This paper proposes frequency offset (FO) estimation schemes robust to the non-Gaussian noise for orthogonal frequency division multiplexing (OFDM) systems. A maximum-likelihood (ML) scheme and a low-complexity estimation scheme are proposed by applying the probability density function of the cyclic prefix of OFDM symbols to the ML criterion. From simulation results, it is confirmed that the proposed schemes offer a significant FO estimation performance improvement over the conventional estimation scheme in non-Gaussian noise environments.

Keywords: Frequency offset, cyclic prefix, maximum-likelihood, non-Gaussian noise, OFDM.

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Authors: Pulak Swain, A. K. Ojha

Abstract:

Portfolio optimization is based on dealing with the problems of efficient asset allocation. Risk and Expected return are two conflicting criteria in such problems, where the investor prefers the return to be high and the risk to be low. Using multi-objective approach we can solve those type of problems. However the information which we have for the input parameters are generally ambiguous and the input values can fluctuate around some nominal values. We can not ignore the uncertainty in input values, as they can affect the asset allocation drastically. So we use Robust Optimization approach to the problems where the input parameters comes under box uncertainty. In this paper, we solve the multi criteria robust problem with the help of  E- constraint method.

Keywords: Portfolio optimization, multi-objective optimization, E-constraint method, box uncertainty, robust optimization.

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Authors: Yiming Nie, Tao Wu, Xiangjing An, Hangen He

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Fast depth estimation from binocular vision is often desired for autonomous vehicles, but, most algorithms could not easily be put into practice because of the much time cost. We present an image-processing technique that can fast estimate depth image from binocular vision images. By finding out the lines which present the best matched area in the disparity space image, the depth can be estimated. When detecting these lines, an edge-emphasizing filter is used. The final depth estimation will be presented after the smooth filter. Our method is a compromise between local methods and global optimization.

Keywords: Depth estimation, image filters, stereo match.

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Authors: Keunhong Chae, Seokho Yoon

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We address a new integer frequency offset (IFO) estimation scheme with an aid of a pilot for orthogonal frequency division multiplexing systems. After correlating each continual pilot with a predetermined scattered pilot, the correlation value is again correlated to alleviate the influence of the timing offset. From numerical results, it is demonstrated that the influence of the timing offset on the IFO estimation is significantly decreased.

Keywords: Estimation, integer frequency offset, OFDM, timing offset.

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Authors: Olesya Bolkhovskaya, Alexey Davydov, Alexander Maltsev

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In this paper two approaches to joint signal detection, time of arrival (ToA) and angle of arrival (AoA) estimation in multi-element antenna array are investigated. Two scenarios were considered: first one, when the waveform of the useful signal is known a priori and, second one, when the waveform of the desired signal is unknown. For first scenario, the antenna array signal processing based on multi-element matched filtering (MF) with the following non-coherent detection scheme and maximum likelihood (ML) parameter estimation blocks is exploited. For second scenario, the signal processing based on the antenna array elements covariance matrix estimation with the following eigenvector analysis and ML parameter estimation blocks is applied. The performance characteristics of both signal processing schemes are thoroughly investigated and compared for different useful signals and noise parameters.

Keywords: Antenna array, signal detection, ToA, AoA estimation.

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Authors: Manisha Rathi, Thierry Chaussalet

Abstract:

Hospital staff and managers are under pressure and concerned for effective use and management of scarce resources. The hospital admissions require many decisions that have complex and uncertain consequences for hospital resource utilization and patient flow. It is challenging to predict risk of admissions and length of stay of a patient due to their vague nature. There is no method to capture the vague definition of admission of a patient. Also, current methods and tools used to predict patients at risk of admission fail to deal with uncertainty in unplanned admission, LOS, patients- characteristics. The main objective of this paper is to deal with uncertainty in health system variables, and handles uncertain relationship among variables. An introduction of machine learning techniques along with statistical methods like Regression methods can be a proposed solution approach to handle uncertainty in health system variables. A model that adapts fuzzy methods to handle uncertain data and uncertain relationships can be an efficient solution to capture the vague definition of admission of a patient.

Keywords: Admission, Fuzzy, Regression, Uncertainty

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Authors: Yoshimoto Kurihara, Tad Gonsalves

Abstract:

Currently, in the field of object posture estimation, there is research on estimating the position and angle of an object by storing a 3D model of the object to be estimated in advance in a computer and matching it with the model. However, in this research, we have succeeded in creating a module that is much simpler, smaller in scale, and faster in operation. Our 6D pose estimation model consists of two different networks – a classification network and a regression network. From a single RGB image, the trained model estimates the class of the object in the image, the coordinates of the object, and its rotation angle in 3D space. In addition, we compared the estimation accuracy of each camera position, i.e., the angle from which the object was captured. The highest accuracy was recorded when the camera position was 75°, the accuracy of the classification was about 87.3%, and that of regression was about 98.9%.

Keywords: AlexNet, Deep learning, image recognition, 6D posture estimation.

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Authors: Y. Q. Lv, C.K.M. Lee

Abstract:

This paper develops a quality estimation method with the application of fuzzy hierarchical clustering. Quality estimation is essential to quality control and quality improvement as a precise estimation can promote a right decision-making in order to help better quality control. Normally the quality of finished products in manufacturing system can be differentiated by quality standards. In the real life situation, the collected data may be vague which is not easy to be classified and they are usually represented in term of fuzzy number. To estimate the quality of product presented by fuzzy number is not easy. In this research, the trapezoidal fuzzy numbers are collected in manufacturing process and classify the collected data into different clusters so as to get the estimation. Since normal hierarchical clustering methods can only be applied for real numbers, fuzzy hierarchical clustering is selected to handle this problem based on quality standards.

Keywords: Quality Estimation, Fuzzy Quality Mean, Fuzzy Hierarchical Clustering, Fuzzy Number, Manufacturing system

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Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

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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.

Keywords: Noise, signal-to-noise ratio, stochastic signals, variance estimation.

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Authors: Chukiat Chaiboonsri, Satawat Wannapan

Abstract:

This paper used an asymmetric informative concept to apply in the macroeconomic model estimation of the tourism sector in Thailand. The variables used to statistically analyze are Thailand international and domestic tourism revenues, the expenditures of foreign and domestic tourists, service investments by private sectors, service investments by the government of Thailand, Thailand service imports and exports, and net service income transfers. All of data is a time-series index which was observed between 2002 and 2015. Empirically, the tourism multiplier and accelerator were estimated by two statistical approaches. The first was the result of the Generalized Method of Moments model (GMM) based on the assumption which the tourism market in Thailand had perfect information (Symmetrical data). The second was the result of the Maximum Entropy Bootstrapping approach (MEboot) based on the process that attempted to deal with imperfect information and reduced uncertainty in data observations (Asymmetrical data). In addition, the tourism leakages were investigated by a simple model based on the injections and leakages concept. The empirical findings represented the parameters computed from the MEboot approach which is different from the GMM method. However, both of the MEboot estimation and GMM model suggests that Thailand’s tourism sectors are in a period capable of stimulating the economy.

Keywords: Thailand tourism, maximum entropy bootstrapping approach, macroeconomic model, asymmetric information.

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