ARTICLE | doi:10.20944/preprints201901.0243.v1
Subject: Earth Sciences, Space Science Keywords: inter-satellite link; whole-constellation centralized extended Kalman filter; distributed orbit determination; iterative cascade extended Kalman filter; increased measurement covariance extended Kalman filter; balanced extended Kalman filter
Online: 24 January 2019 (08:01:25 CET)
To keep the global navigation satellite system functional during extreme conditions, it is a trend to employ autonomous navigation technology with inter-satellite link. As in the newly built BeiDou system (BDS-3) equipped with Ka-band inter-satellite links, every individual satellite has the ability of communicating and measuring distances among each other. The system also has less dependence on the ground stations and improved navigation performance. Because of the huge amount of measurement data, centralized data processing algorithm for orbit determination is suggested to be replaced by a distributed one in which each satellite in the constellation is required to finish a partial computation task. In current paper, the balanced extended Kalman filter algorithm for distributed orbit determination is proposed and compared with whole-constellation centralized extended Kalman filter, iterative cascade extended Kalman filter, and increasing measurement covariance extended Kalman filter. The proposed method demands a lower computation power however yields results with a relatively good accuracy.
REVIEW | doi:10.20944/preprints201909.0217.v1
Subject: Engineering, Control & Systems Engineering Keywords: leak detection; Kalman filter; pipelines
Online: 19 September 2019 (04:21:08 CEST)
The purpose of this paper is to provide a structural review of the progress made on detection and localization of leaks in pipelines by using approaches based on the Kalman filter. This is, to the best of our knowledge, the first review on the t opic. In particular, it is the first to try to draw the attention of the leak detection community to the important contributions that use the Kalman filter as the core of a computational pipeline monitoring system. Without being exhaustive, we try to gather the results from different research groups and present them in a unified fashion. For this reason, we propose a classification of the current approaches based on the Kalman filter. For each of the existing approaches within this classification, the basic concepts, fundamental results, and relations with the other approaches are discussed in detail. The review starts from a short summary of basic concepts about state observers. Then, a brief history of the use of the Kalman filter for diagnosing leaks is described by mentioning the most outstanding approaches. At last, we briefly discuss some emerging research problems, such as the leak detection in pipelines transporting heavy oils, and we discuss the main challenges and some open problems.
ARTICLE | doi:10.20944/preprints202111.0151.v1
Online: 8 November 2021 (14:37:44 CET)
Subglottal Impedance-Based Inverse Filtering (IBIF) allows for the continuous, non-invasive estimation of glottal airflow from a surface accelerometer placed over the anterior neck skin below the larynx, which has been shown to be advantageous for the ambulatory monitoring of vocal function. However, during long-term ambulatory recordings over several days, conditions may drift from the laboratory environment where the IBIF parameters were initially estimated due to sensor positioning, skin attachment, and temperature, among other factors. Observation uncertainties and model mismatch may result in significant deviations in the glottal airflow estimates, but are very difficult to quantify in ambulatory conditions due to a lack of a reference signal. To address this issue, we propose a Kalman filter implementation of the IBIF filter, which allows for both estimating the model uncertainty and adapting the airflow estimates to correct for signal deviations. One-way ANOVA results from laboratory experiments using the Rainbow Passage indicate a an improvement on amplitude-based measures for PVH subjects compared to IBIF which shows a statistically difference with respect to the reference oral airflow (p=0.02,F=4.1). MFDR from PVH subjects is slightly different to the oral airflow when compared to IBIF (p=0.04, F=3.3). Other measures did not have significant differences with either Kalman or IBIF, with the exception of H1H2, whose performance deteriorates for both methods. Overall, both methods show similar flottal airflow measures, with the advantage of Kalman by improving amplitude estimation. Moreover, Kalman filter deviations from the IBIF output airflow might suggest a better representation of some fine details in the ground-truth glottal airflow signal. Other applications may take more advantage from the adaptation offered by the Kalman filter implementation.
ARTICLE | doi:10.20944/preprints202104.0523.v1
Subject: Mathematics & Computer Science, Artificial Intelligence & Robotics Keywords: Backpropagation Algorithm; Kalman Filter; Neural Networks
Online: 20 April 2021 (08:49:55 CEST)
This work describes and compares the backpropagation algorithm with the Extended Kalman filter, a second-order training method which can be applied to the problem of learning neural network parameters and is known to converge in only a few iterations. The algorithms are compared with respect to their effectiveness and speed of convergence using simulated data for both, a regression and a classification task.
ARTICLE | doi:10.20944/preprints202103.0221.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: Speech enhancement; Kalman filter; Kalman gain; robustness metric; sensitivity metric; LPC, whitening filter; real-life noise
Online: 8 March 2021 (13:39:44 CET)
The inaccurate estimates of linear prediction coefficient (LPC) and noise variance introduce bias in Kalman filter (KF) gain and degrades speech enhancement performance. The existing methods proposed a tuning of the biased Kalman gain particularly in stationary noise condition. This paper introduces a tuning of the KF gain for speech enhancement in real-life noise conditions. First, we estimate noise from each noisy speech frame using a speech presence probability (SPP) method to compute the noise variance. Then construct a whitening filter (with its coefficients computed from the estimated noise) and employed to the noisy speech, yielding a pre-whitened speech, from where the speech LPC parameters are computed. Then construct KF with the estimated parameters, where the robustness metric offsets the bias in Kalman gain during speech absence to that of the sensitivity metric during speech presence to achieve better noise reduction. Where the noise variance and the speech model parameters are adopted as a speech activity detector. The reduced-biased Kalman gain enables the KF to minimize the noise effect significantly, yielding the enhanced speech. Objective and subjective scores on NOIZEUS corpus demonstrates that the enhanced speech produced by the proposed method exhibits higher quality and intelligibility than some benchmark methods.
ARTICLE | doi:10.20944/preprints202112.0321.v2
Subject: Social Sciences, Finance Keywords: cobweb cycle; money creation; inflation; Kalman filter; scenarios
Online: 22 December 2021 (14:42:02 CET)
The paper proposes a mechanism for the impact of changes in the key rate on the volume of newly issued loans. The volume depends on the price (interest rates on loans), and the price depends on the key rate and the actual consumption of loans in the previous period (generalized cobweb cycle). The model was estimated by a Kalman filter, adequacy was confirmed by simulation. It is possible to forecast the average rate on loans for a month in advance according to the information published by the Central Bank of the Russian Federation (CB). By playing various scenarios for changing the key rate, it was found that in quiet periods of economic development, the usual laws of supply and demand operate in the loan market and by raising the key rate, you can reduce inflation. In the turbulent (overheated) state of the economy, an increase in the key rate can, on the contrary, provoke an increase in the issuance of loans and unconventional manipulations with the key rate are required.
ARTICLE | doi:10.20944/preprints202011.0048.v1
Subject: Engineering, Automotive Engineering Keywords: Construction safety; worker safety; Doppler radar tracking; Doppler Bearing tracking; Localization; Amplitude of returned signal; Kalman Filters; Unscented Kalman Filter; Filter initialization
Online: 2 November 2020 (14:22:18 CET)
Accidents and mishaps in industrial environments like construction, mining, and transport are rampant - mainly due to human negligence and improper monitoring of the workplace. In this paper, we address the safety of workers operating in dangerous environments by improving their situational awareness. According to Occupational health and safety rules, everyone must wear hard hats while on site. Our main idea is to make the hard hats smart by incorporating miniature-sized Doppler radars sensing the users’ surroundings. These Doppler radars are lightweight, rugged, and consume low-power compared to vision-based solutions. This paper discusses the observability of range from Doppler frequency measurements and the magnitude of estimation errors introduced by the human head, walking, and working motions. We present the framework to estimate the position of walls and targets surrounding the worker. For testing, we simulated an indoor environment with randomly moving workers. Experiments showed that once observability conditions are met, human head and walking movements can be handled through added noise in the system. We also present an innovative idea of using two Doppler radars to obtain the estimators’ initial estimates, reducing the estimation error to less than 5cm and convergence time by more than 80
ARTICLE | doi:10.20944/preprints202104.0284.v1
Subject: Social Sciences, Accounting Keywords: government debt, escape of capital, money creation, Kalman filter, simulation
Online: 12 April 2021 (12:15:49 CEST)
The work proposes a model of funds formation in current and fixed-term (ruble and currency) accounts and transfers of funds between them. The sources of money are loans issued by commercial banks, placement of government domestic debt, the positive balance of foreign trade. The financial parameters and characteristics of the system are estimated using the Kalman filter. The adequacy of the model is confirmed by simulation modeling. It was found that the rate of creation of rubles in current accounts increased from ≈ 8% per annum in 2015-16 ≈ to 12% in 2017-18 and to 29% in 2019-20. The leakage of foreign currency from accounts (in addition to the official outflow of capital) was ≈ 12, 50, 35 billion dollars per annum during the same periods.
ARTICLE | doi:10.20944/preprints202101.0344.v1
Subject: Mathematics & Computer Science, Algebra & Number Theory Keywords: attitude estimation; autoencoders; deep learning; denoising; Kalman filter; underwater environment
Online: 18 January 2021 (14:22:52 CET)
One of the main issues for underwater robots navigation is represented by the accurate vehicle positioning, which heavily depends on the orientation estimation phase. The systems employed to this scope are affected by different noise typologies, mainly related to the sensors and to the irregular noise of the underwater environment. Filtering algorithms can reduce their effect if opportunely configured, but this process usually requires fine techniques and time. This paper presents DANAE++, an improved denoising autoencoder based on DANAE, which is able to recover Kalman Filter IMU/AHRS orientation estimations from any kind of noise, independently of its nature. This deep learning-based architecture already proved to be robust and reliable, but in its enhanced implementation significant improvements are obtained both in terms of results and performance. In fact, DANAE++is able to denoise the three angles describing the attitude at the same time, and that is verified also on the estimations provided by the more performing Extended KF. Further tests could make this method suitable for real-time applications on navigation tasks.
ARTICLE | doi:10.20944/preprints201904.0199.v1
Subject: Social Sciences, Finance Keywords: monetary liquidity; exchange rates; Granger causality; Kalman filter; adequacy error
Online: 17 April 2019 (11:20:13 CEST)
The influence of both the absolute values of the dollar/ruble exchange rate (rate) and its changes per day on the balance of the Bank of Russia operations for ruble liquidity provision and absorption (saldo) was investigated. Daily data were used from January 2015 to April 2018. It was found that the change in the rate 6 days ago is the cause (according to Granger) of the saldo value. For the saldo dynamics, an oscillatory model with an external force - a change in the rate - is proposed. Using the Kalman filter, the model parameters were estimated and saldo forecasted. Found period of self-oscillation is 4.218 days and attenuation of the amplitude for a day in 2.179 times. The rate growth of 1 RUB, after 6 days, causes saldo increase of approximately 20 billion rubles. In fact, the changes in rate cause the variability of the saldo not more than for found coefficient of determination (26.7%), but the "change in the rate-liquidity saldo" system during the crisis-free period has a high "Q-factor," and changes in the rate, repeated with a period close to self-one, can cause large-amplitude fluctuations in saldo.
ARTICLE | doi:10.20944/preprints201704.0091.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: radar; polynomial phase signal; least squares unwrapping; extended Kalman filter
Online: 17 April 2017 (05:26:33 CEST)
The parameter estimation problem for polynomial phase signals (PPSs) arises in a number of fields, including radar, sonar, biology, etc. In this paper, a fast algorithm of parameter estimation for monocomponent PPS is considered. We propose the so-called LSU-EKF estimator, which combines the least squares unwrapping (LSU) estimator and the extended Kalman filter (EKF). First, the coarse estimates of the parameters of PPS are obtained by the LSU estimator using a small number of samples. Subsequently, these coarse estimates are used to initial the EKF. Monte-Carlo simulations show that the computation complexity of the LSU-EKF estimator is much less than that of the LSU estimator, with little performance loss. Similar to the LSU estimator, the proposed algorithm is able to work over the entire identifiable region. Moreover, in the EKF stage, the accurate estimated results can be output point-by-point, which is useful in real applications.
ARTICLE | doi:10.20944/preprints201610.0018.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: residual generation filter; finite memory structure; Kalman filter; fast detection
Online: 7 October 2016 (12:29:33 CEST)
In the current paper, a residual generation filter with finite memory structure is proposed for sensor fault detection. The proposed finite memory residual generation filter provides the residual by real-time filtering of fault vector using only the most recent finite observations and inputs on the window. It is shown that the residual given by the proposed residual generation filter provides the exact fault for noise-free systems. The proposed residual generation filter is specified to the digital filter structure for the amenability to hardware implementation. Finally, to illustrate the capability of the proposed residual generation filter, numerical examples are performed for the discretized DC motor system having the multiple sensor faults.
Subject: Engineering, Control & Systems Engineering Keywords: UAV; Object Detection; Object Tracking; Deep Learning; Kalman Filter; Autonomous Surveillance
Online: 28 September 2021 (11:27:07 CEST)
The ever-burgeoning growth of autonomous unmanned aerial vehicles (UAVs) has demonstrated a promising platform for utilization in real-world applications. In particular, UAV equipped with a vision system could be leveraged for surveillance applications. This paper proposes a learning-based UAV system for achieving autonomous surveillance, in which the UAV can be of assistance in autonomously detecting, tracking, and following a target object without human intervention. Specifically, we adopted the YOLOv4-Tiny algorithm for semantic object detection and then consolidated it with a 3D object pose estimation method and Kalman Filter to enhance the perception performance. In addition, a back-end UAV path planning for surveillance maneuver is integrated to complete the fully autonomous system. The perception module is assessed on a quadrotor UAV, while the whole system is validated through flight experiments. The experiment results verified the robustness, effectiveness, and reliability of the autonomous object tracking UAV system in performing surveillance tasks. The source code is released to the research community for future reference.
ARTICLE | doi:10.20944/preprints202003.0086.v2
Subject: Keywords: broad money supply; currency outflow; money creation; exchange rate; Kalman filter
Online: 20 September 2021 (10:36:27 CEST)
The paper explains the dynamics of monetary aggregates in Russia with the help of country's trade balance, the creation of deposits by commercial banks and cross-border flows of rubles and (foreign) currency. The volumes of deposits and flows, in turn, depend on changes in the currency/ruble exchange rate and favorable external economic conditions. The model was estimated by the Kalman filter, the adequacy was confirmed by stimulation. Monthly money supply forecasts have an accuracy of ~ 1%. It was found that the volume of additional deposits created per month is ~ 300 billion RUB (this leads to real inflation of 9.5% per annum), money flows that are not related to payments for goods: rubles inflow from abroad ~ 100 billion RUB, currency goes abroad ~ 15 billion USD. With the growth / fall of the dollar exchange rate by 1 RUB per month, during the same month, the creation of additional ruble deposits and the arrival of rubles from outside decreases / increases by 0.114 billion USD. The increase of the Currency Reserve Assets of Russia is accompanied by going abroad ~ 5% of the increase.
ARTICLE | doi:10.20944/preprints201810.0609.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: positioning; ultra-wide band; filtration; Kalman filter; smart city; industry 4.0
Online: 25 October 2018 (14:04:47 CEST)
As a part of the proposed article, the authors presented comprehensive data analysis for movement data that comes from a positioning system based on ultra-wide band (UWB) technology. For purpose of this article, a test was carried out during which the car equipped with cruise control overcame the given path at a speed from 10 km/h to 60 km/h. The obtained motion models (information about position) have been filtered through a series of filters - from fundamentals filters with a variable window (median, moving average, Savitzky-Golay filter), through more complex ones like the Wiener or Kalman filter. As a result, the authors proposed a form of data analysis and filtration depending on the speed of the moving object. In addition, the maximum accuracy that can be obtained for a given traffic model was also determined. The whole research proves that it is possible to use a system based on UWB technology in positioning objects for urban applications - smart city, in industry 4.0 applications as well as for positioning autonomous vehicles in urban applications, such as well as on highways to maintain cohesion of convoys vehicles.
ARTICLE | doi:10.20944/preprints201703.0127.v1
Subject: Engineering, Control & Systems Engineering Keywords: hybrid adaptive; unscented kalman filtering; maximum a posteriori; maximum likelihood criterion
Online: 17 March 2017 (01:49:42 CET)
In order to overcome the limitation of the traditional adaptive Unscented Kalman Filtering (UKF) algorithm in noise covariance estimation for statement and measurement, we propose a hybrid adaptive UKF algorithm based on combining Maximum a posteriori (MAP) criterion and Maximum likelihood (ML) criterion, in this paper. First, to prevent the actual noise covariance deviating from the true value which can lead to the state estimation error and arouse the filtering divergence, a real-time covariance matrices estimation algorithm based on hybrid MAP and ML is proposed for obtaining the statement and measurement noises covariance, respectively; and then, a balance equation the two kinds of covariance matrix is structured in this proposed to minimize the statement estimation error. Compared with the UFK based MAP and based ML, the proposed algorithm provides better convergence and stability.
ARTICLE | doi:10.20944/preprints201811.0329.v1
Subject: Social Sciences, Econometrics & Statistics Keywords: gross domestic product; Leontief dynamic model; investments in production capital; Kalman filter
Online: 14 November 2018 (09:52:29 CET)
This paper based on systems - theoretic approach to the definition of a country's GDP as not directly observable characteristic of system state. Leontief dynamic model is generalized to take into account the stimulating effect of consumption on GDP growth. In consumption, apart from final consumption, terms are considered: balance of foreign trade, fictitious investments and hidden costs. The Kalman filter uses Rosstat's gross output (for system output) and final consumption (for system control) data from 1995 to 2015. It is concluded that if in the years 2014, 2015 it was possible to increase consumption by 5% by, say, price cuts or some increase in money supply, then GDP would be greater by about 2.5%. GDP real values in recent years are most likely greater than official values. Fictitious investments and hidden costs are found in the amount of up to third the value of final consumption. The accuracy of one-year forecasts of true GDP by the methodology of this article is approximately 1.5%.
ARTICLE | doi:10.20944/preprints201711.0087.v3
Subject: Engineering, Biomedical & Chemical Engineering Keywords: triaxial accelerometer; wearable devices; fall detection; mobile health-care; SisFall; Kalman filter
Online: 6 February 2018 (05:37:13 CET)
The consequences of a fall on an elderly person can be reduced if the accident is attended by medical personnel within the first hour. Independent elderly people use to stay alone for long periods of time, being in more risk if they suffer a fall. The literature offers several approaches for detecting falls with embedded devices or smartphones using a triaxial accelerometer. Most of these approaches were not tested with the target population, or are not feasible to be implemented in real-life conditions. In this work, we propose a fall detection methodology based on a non-linear classification feature and a Kalman filter with a periodicity detector to reduce the false positive rate. This methodology requires a sampling rate of only 25 Hz; it does not require large computations or memory and it is robust among devices. We test our approach with the SisFall dataset achieving 99.4% of accuracy. Then, we validate it with a new round of simulated activities with young adults and an elderly person. Finally, we give the devices to three elderly persons for full-day validations. They continued with their normal life and the devices behaved as expected.
ARTICLE | doi:10.20944/preprints202001.0253.v1
Subject: Engineering, Civil Engineering Keywords: structural health monitoring; sensor fusion; adaptive Kalman Filter; displacement estimation; reference-free displacement
Online: 22 January 2020 (03:08:35 CET)
Structural displacement is an important metric for assessing structural conditions because it has a direct relationship with the structural stiffness. Many bridge displacement measurement techniques have been developed, but most methods require fixed reference points in the vicinity of the target structure which limits field implementations. A promising alternative is to use reference-free measurement techniques that indirectly estimate the displacement by using measurements such as acceleration, and strain. This paper proposes novel reference-free bridge displacement estimation by the fusion of single acceleration with pseudo-static displacement derived from co-located strain measurements. First, we propose a conversion of the strain at the center of a beam into displacement based on the geometric relationship between strain and deflection curves with reference-free calibration. Second, an adaptive Kalman filter is proposed to fuse the displacement generated by strain with acceleration by recursively estimate the noise covariance of displacement from strain measurements which is vulnerable to measurement condition. Both numerical and experimental validations are presented to demonstrate the efficiency and robustness of the proposed approach.
ARTICLE | doi:10.20944/preprints201903.0048.v1
Subject: Engineering, Other Keywords: mine wind speed; Laser doppler velocimetry; Kalman filter; expectation maximization algorithm; online monitoring.
Online: 4 March 2019 (15:45:24 CET)
The underground complicated testing environment and the fan operation instability cause large random errors and outliers of the wind speed signals. The outliers and large random errors result in distortion of mine wind speed monitoring, which possesses safety hazards in mine ventilation system. Application of Kalman filter in velocity monitoring can improve the accuracy of velocity measurement and eliminate the outliers. Adaptive Kalman Filter was built by automatically adjusting process noise covariance and measurement noise covariance depending on the differences between measured and expected speed signals. We analyzed the fluctuation of airflow flow using data of wind speed flow and distribution characteristics of the tunnel obtained by the Laser Doppler Velocimetry system (LDV) studies. A state-space model was built based on the tunnel airflow fluctuations and wind speed signal distribution. The adaptive Kalman Filter was calculated according to the actual measurement data and the Expectation Maximization (EM) algorithm. The adaptive Kalman filter was used to shield fluid pulsation while preserving system-induced fluctuations. Using the Kalman filter to treat offline wind speed signal acquired by LDV, the reliability of Kalman filter wind speed state model and the characteristics of adaptive Kalman Filter were investigated. Results showed that the adaptive Kalman filter effectively eliminated the outliers and reduced the root-mean-squares error (RMSE), and the adaptive Kalman filter had better performance than the traditional Kalman filter in eliminating outliers and reducing RMSE. Field experiments in online wind speed monitoring were conducted using the optimized adaptive Kalman Filter. Results showed that adaptive Kalman filter treatment could monitor the wind speed with smaller RMSE compared with LVD monitor. The study data demonstrated that the adaptive Kalman filter is reliable and suitable for online signal processing of mine wind speed monitor.
ARTICLE | doi:10.20944/preprints202210.0112.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: ARIMA; convolutional neural network; Kalman filter; passenger flow; transportation; short-term prediction; stochastic model
Online: 10 October 2022 (03:05:34 CEST)
The passenger prediction flow is very significant to transportation sustainability. This is due to some chaos of traffic jams encountered by the road users during their movement to the offices, schools, or markets at earlier of the days and during closing periods. This problem is peculiar to the transportation system of the Federal University of Technology Minna, Nigeria. However, the prevailing technique of passenger flow estimation is non-parametric which depends on the fixed planning and is easily affected by noise. In this research, we proposed the development of a hybrid intelligent passenger frequency prediction model using the Auto-Regressive Integrated Moving Average (ARIMA) linear model, Convolutional Neural Network (CNN), and Kalman Filter Algorithm (KFA). The passengers’ frequency of arrival at the bus terminals is obtained and enumerated through the closed-circuit television (CCTV) and demonstrated using the Markovian Queueing Systems Model (MQSM). The ARIMA model was used for learning and prediction and compared the result with the combined techniques of using CNN-KFA. The autocorrelation coefficient functions (ACF) and partial autocorrelation coefficient functions (PACF) are used to examine the stationary data with different features. The performance of the models was analyzed and evaluated in describing the short-term passenger flow frequency at each terminal using the Mean Absolute Percentage Error (MAPE) and Mean Squared Error (MSE) values. The CNN-Kalman-filter model was fitted into the short-term series and the MAPE values are below 10%. The Mean Square Error (MSE) shows that the CNN-Kalman Filter model has the overall best performance with 83.33% of the time better than the ARIMA model and provides high accuracy in forecasting.
ARTICLE | doi:10.20944/preprints202112.0012.v1
Subject: Engineering, Control & Systems Engineering Keywords: UAV; VTOL; Object Tracking; Deep Learning; Sensor fusion; Kalman Filter; Autonomous Landing; Optimal Trajectory
Online: 1 December 2021 (11:58:13 CET)
This work aims to develop an autonomous system for the unmanned aerial vehicle (UAV) to land on a moving platform such as the automobile or marine vessels, providing a promising solution for a long-endurance flight operation, a large mission coverage range, and a convenient recharging ground station. Different from most state-of-the-art UAV landing frameworks which rely on UAV’s onboard computers and sensors, the proposed system fully depends on the computation unit situated on the ground vehicle/marine vessel to serve as a landing guidance system. Such novel configuration can therefore lighten the burden of the UAV and computation power on the ground vehicle/marine vessel could be enhanced. In particular, we exploit a sensor fusion-based algorithm for the guidance system to perform UAV localization, whilst a control method based upon trajectory optimization is integrated. Indoor and outdoor experiments are conducted and the result shows that a precise autonomous landing on a 43 X 43 cm platform could be performed.
ARTICLE | doi:10.20944/preprints202009.0311.v1
Subject: Engineering, Control & Systems Engineering Keywords: Control Systems; Power Systems; Linear and Nonlinear Control; PID; LQR; LQG; SMIB; Kalman Filter
Online: 14 September 2020 (00:18:10 CEST)
In this manuscript, we present a high-fidelity physics-based truth model of a Single Machine Infinite Bus (SMIB) system. We also present reduced-order control-oriented nonlinear and linear models of a synchronous generator-turbine system connected to a power grid. The reduced-order control-oriented models are next used to design various control strategies such as: proportional-integral-derivative (PID), linear-quadratic regulator (LQR), pole placement-based state feedback, observer-based output feedback, loop transfer recovery (LTR)-based linear-quadratic-Gaussian (LQG), and nonlinear feedback-linearizing control for the SMIB system. The controllers developed are then validated on the high-fidelity physics-based truth model of the SMIB system. Finally, a comparison is made of the performance of the controllers at different operating points of the SMIB system.
REVIEW | doi:10.20944/preprints202107.0164.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: electric vehicles; machine learning; Kalman filter; thermal modelling; online prediction; electromagnetic impedance spectroscopy; computational cost
Online: 6 July 2021 (17:34:49 CEST)
Highly nonlinear characteristics of lithium-ion batteries (LIBs) are significantly influenced by the external and internal temperature of the LIB cell. Moreover, cell temperature beyond the manufacturer’s specified safe operating limit could lead to thermal runaway and even fire hazards and safety concerns to operating personnel. Therefore, accurate information of cell internal and surface temperature of LIB is highly crucial for effective thermal management and proper operation of a battery management system (BMS). Accurate temperature information is also essential to BMS for the accurate estimation of various important states of LIB such as state of charge, state of health and so on. High capacity LIB pack, used in electric vehicles and grid-tied stationary energy storage system essentially consists of thousands of individual LIB cells. Therefore, installing a physical sensor at each cell especially at the cell core is not practically feasible from the solution cost, space and weight point of view. A solution is to develop a suitable estimation strategy which led scholars to propose different temperature estimation schemes aiming to establish a balance among accuracy, adaptability, modelling complexity and computational cost. This article presented an exhaustive review of these estimation strategies covering recent developments, current issues, major challenges, and future research recommendations. The prime intention is to provide a detailed guideline to the researchers and industries towards developing a highly accurate, intelligent, adaptive, easy to implement and compute efficient online temperature estimation strategy applicable to health-conscious fast charging and smart onboard BMS.
ARTICLE | doi:10.20944/preprints202012.0338.v1
Subject: Engineering, Other Keywords: Earth-Centered Earth-Fixed Frame; multiplicative quaternion-error approach; GPS navigation solutions; extended Kalman filter
Online: 14 December 2020 (13:30:13 CET)
This paper presents an extended Kalman filter derivation for loosely coupled GPS (Global Positioning System)/INS (Inertial Navigation System) integration based on quaternion attitude representation using the Earth-Centered Earth (ECEF) Frame. In this loosely coupling integration, both the position and velocity estimates from GPS receiver are used as the measurements to extended Kalman filter, and then they are integrated with inertial measurements from inertial measurement units (IMU) to estimate the attitude, position and velocity of an air vehicle. The velocity estimates which have centimeter level estimation error from the GPS receiver are used to improve the filter performance. For attitude estimation, the global attitude parameterization is given by a quaternion and a multiplicative quaternion-error approach is used to guarantee a normalization constraint of quaternion in the filter. Simulation results are shown to obtain the estimation of the attitude, position, velocity, biases and scale factors and to evaluate the performance of the EKF with the measurement combination composed of the two different t
ARTICLE | doi:10.20944/preprints201901.0010.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: PID tuning; LQR; LQG; sensors data fusion; quadrotor mathematical model; Kalman filter; MARG; robustness analysis
Online: 3 January 2019 (11:14:05 CET)
In this work a new pre-tuning multivariable PID controllers method for quadrotors is put forward. A procedure based on LQR/LQG theory is proposed for attitude and altitude control. With the aim of analyzing performance and robustness of the proposed method, a non-linear mathematical model of the DJI-F450 quadrotor is employed, where rotors dynamics, togheter with sensors drift/bias properties and noise characteristics of low-cost comercial sensors typically used in this type of applications (such as MARG with MEMS technology and LIDAR) are considered. In order to estimate the state vector and compensate bias/drift effects on rate gyros of the MARG, a combination of filtering and data fusion algorithms (Kalman filter and Madgwick algorithm for attitude estimation) are proposed and implemented. Performance and robutsness analysis of the control system is carried out by means of numerical simulations, which take into account the presence of uncertainty in the plant model and external disturbances. The obtained results show that the proposed pre-tuning method for multivariable PID controller is robust with respect to: a) parametric uncertainty in the plant model, b) disturbances acting at the plant input, c) sensors measurement and estimation errors.
ARTICLE | doi:10.20944/preprints201810.0222.v1
Subject: Engineering, Energy & Fuel Technology Keywords: Lithium ion battery pack; state of charge; square root; unscented Kalman filter; adaptive covariance matching
Online: 10 October 2018 (14:45:10 CEST)
The state of charge estimation is an important part of the battery management system, the estimation accuracy of which seriously affects the working performance of the lithium ion battery pack. The unscented Kalman filter algorithm has been developed and applied to the iterative calculation process. When it is used to estimate the SOC value, there is a rounding error in the numerical calculation. When the sigma point is sampled in the next round, an imaginary number appears, resulting in the estimation failure. In order to improve the estimation accuracy, an improved adaptive square root - unscented Kalman filter method is introduced which combines the QR decomposition in the calculation process. Meanwhile, an adaptive noise covariance matching method is implied. Experiments show that the proposed method can guarantee the semi-positive and numerical stability of the state covariance, and the estimation accuracy can reach the third-order precision. The error remains about 1.60% under the condition of drastic voltage and current changes. The conclusion of this experiment can provide a theoretical basis of the state of charge estimation in the battery management of the lithium ion battery pack.
ARTICLE | doi:10.20944/preprints202209.0109.v1
Subject: Mathematics & Computer Science, Information Technology & Data Management Keywords: Kalman filter; median filter; impulse noise; estimate prediction; object distance determination; lidar; value calibration; point cloud.
Online: 7 September 2022 (10:20:49 CEST)
The task of determining the distance from one object to another is one of the important tasks solved in robotics systems. Conventional algorithms rely on an iterative process of predicting distance estimates, which results in an increased computational burden. Algorithms used in robotic systems should require minimal time costs, as well as be resistant to the presence of noise. To solve these problems, the paper proposes an algorithm for Kalman combination filtering with a Goldschmidt divisor and a median filter. Software simulation showed an increase in the accuracy of predicting the estimate of the developed algorithm in comparison with the traditional filtering algorithm, as well as an increase in the speed of the algorithm. The results obtained can be effectively applied in various computer vision systems.
ARTICLE | doi:10.20944/preprints202106.0143.v1
Subject: Earth Sciences, Atmospheric Science Keywords: Data assimilation; TROPOMI; Air Quality modelling; NOx Emissions; Ensemble Kalman Filter; LOTOS-EUROS; power plant; anthropogenic
Online: 4 June 2021 (12:59:09 CEST)
In this work, we investigate the ability of a data assimilation technique and space-borne observations to quantify and monitor changes in nitrogen oxides (NOx) emissions over North-Western Greece for the summers of 2018 and 2019. In this region, four lignite-burning power plants are located. The data assimilation technique, based on the Ensemble Kalman Filter method, is employed to combine space-borne atmospheric observations from the high spatial resolution Sentinel-5 Precursor (S5P) Tropospheric Monitoring Instrument (TROPOMI) and simulations using the LOTOS-EUROS Chemical Transport model. The Copernicus Atmosphere Monitoring Service-Regional European emissions (CAMS-REG, version 4.2) inventory based on year 2015 is used as the a priori in the simulations. Surface measurements of nitrogen dioxide (NO2) from air quality stations operating in the region are compared with the model surface NO2 output using either the a priori (base run) or the a posteriori (assimilated run) NOx emissions. The high biases found between the in situ NO2 measurements and the base run surface NO2 decrease in the assimilated run in most cases. The bias in the station near the largest power plant decreases to 2.0 μg/m3 (2.83 μg/m3) from 10.5 μg/m3 (8.46 μg/m3) in 2019 (2018 respectively). Concerning the estimated annual a posteriori NOx emissions it was found that, for the pixels hosting the two largest power plants, the assimilated run results in emissions decreased by ~40-50% for 2018 compared to 2015, whereas a larger decrease, of ~70% for both power plants, was found for 2019, after assimilating the space-born observations. For the same power plants, the European Pollutant Release and Transfer Register (E-PRTR) reports decreased emissions in 2018 and 2019 compared to 2015 (-35% and -38% in 2018, -62% and -72% in 2019), in good agreement with the estimated emissions. We further compare the a posteriori emissions to the reported energy production of the power plants during the summer of 2018 and 2019. Mean decreases of about -35% and-63% in NOx emissions are estimated for the two larger power plants in summer of 2018 and 2019, respectively, which are supported by similar decreases in the reported energy production of the power plants (~-30% and -70%, respectively).
ARTICLE | doi:10.20944/preprints202001.0036.v2
Subject: Mathematics & Computer Science, Applied Mathematics Keywords: Riccati Difference equations; Power System Stability; Interacting Multiple Model Kalman Filter; Load frequency controller; Time Delays
Online: 14 February 2020 (03:47:50 CET)
In this paper, initially a mathematical model is formulated for transient frequency of power system considering time delays which occur while transmitting the control signals in open communication infrastructure. Time delay negligence in a power system leads to improper measurement of frequency variation in power system. The study of impact of time delays on the stability of power system is performed by estimating the decay rate of frequency wave form using Kalman Filter (KF). In power system, there is a possibility of multiple time delays. This paper also focusses on developing Interacting Multiple Model (IMM) Algorithm with multiple model space using Kalman Filter (KF) as state estimator tool. The multiple time delays in power system is considered as multiple model space. The result shows that KF provides better estimate of correct model for a particular input-set. The qualitative properties of Riccati difference equation (RDE) in terms of state error covariance of IMMKF are also analyzed and presented.
ARTICLE | doi:10.20944/preprints201710.0103.v1
Subject: Mathematics & Computer Science, Information Technology & Data Management Keywords: reduced sigma set Square-Root Unscented Kalman Filter; pseudo-satellite; UAV; GPS/INS tightly-coupled system
Online: 16 October 2017 (06:35:24 CEST)
In this paper, firstly, some questionable formulas and conceptual oversights of previous reduced sigma set unscented transformation (UT) methods are revised through theoretical analysis. Then the revised UT methods based Kalman filters are used in a GPS/INS tightly-coupled system. The Kalman filter flows are the kind of square-root, since the square-root unscented Kalman filters (SRUKFs) can guarantee the stability of the system. By using the reduced sigma set SRUKFs (which contain simplex sigma set square-root unscented Kalman filter (S-SRUKF), spherical simplex sigma set square-root unscented Kalman filter (SS-SRUKF) and minimum sigma set square-root unscented Kalman filter (M-SRUKF)), the computation cost is greatly saved compared with the standard SRUKF, while the accuracy of the GPS/INS tightly-coupled system still maintained. The structure of the GPS/INS tightly-coupled system is in the form of error state, and the time updates of the state and the state covariance of SRUKFs are directly estimated without using UT, thus the computational time is also greatly saved. The pseudo-satellite is introduced to aid the system when the observation information is deficient, for example, when the GPS signal is deficient in the maneuver environment. By using the pseudo-satellite, the optimal performance of the system is guaranteed. Experiment of unmanned aerial vehicle (UAV) showed that the pseudo-satellite aided mechanism worked well.
ARTICLE | doi:10.20944/preprints202011.0166.v1
Subject: Engineering, Automotive Engineering Keywords: Lie group; Constrained extended Kalman filter; Gait analysis; Motion capture; Pose estimation; Wearable devices; IMU; Distance measurement
Online: 3 November 2020 (15:24:43 CET)
Tracking the kinematics of human movement usually requires the use of equipment that constrains the user within a room (e.g., optical motion capture systems), or requires the use of a conspicuous body-worn measurement system (e.g., inertial measurement units (IMUs) attached to each body segment). This paper presents a novel Lie group constrained extended Kalman filter to estimate lower limb kinematics using IMU and inter-IMU distance measurements in a reduced sensor count configuration. The algorithm iterates through the prediction (kinematic equations), measurement (pelvis height assumption/inter-IMU distance measurements, zero velocity update for feet/ankles, flat-floor assumption for feet/ankles, and covariance limiter), and constraint update (formulation of hinged knee joints and ball-and-socket hip joints). The knee and hip joint angle root-mean-square errors in the sagittal plane for straight walking were 7.6±2.6∘ and 6.6±2.7∘, respectively, while the correlation coefficients were 0.95±0.03 and 0.87±0.16, respectively. Furthermore, experiments using simulated inter-IMU distance measurements show that performance improved substantially for dynamic movements, even at large noise levels (σ=0.2 m). However, further validation is recommended with actual distance measurement sensors, such as ultra-wideband ranging sensors.
ARTICLE | doi:10.20944/preprints201803.0121.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: deep Kalman filter; simultaneous sensor integration and modelling (SSIM); GNSS/IMU integration; recurrent neural network; deep learning; long-short term memory (LSTM)
Online: 15 March 2018 (07:10:32 CET)
The Bayes filters, such as Kalman and particle filters, have been used in sensor fusion to integrate two sources of information and obtain the best estimate of the unknowns. Efficient integration of multiple sensors requires deep knowledge of their error sources and it is not trivial for complicated sensors, such as Inertial Measurement Unit (IMU). Therefore, IMU error modelling and efficient integration of IMU and Global Navigation Satellite System (GNSS) observations has remained a challenge. In this paper, we develop deep Kalman filter to model and remove IMU errors and consequently, improve the accuracy of IMU positioning. In other words, we add modelling step to the prediction and update steps of Kalman filter and the IMU error model is learned during integration. Therefore, our deep Kalman filter outperforms Kalman filter and reaches higher accuracy.
ARTICLE | doi:10.20944/preprints202107.0087.v1
Subject: Engineering, Electrical & Electronic Engineering Keywords: Electric Vehicles; Stationary Battery Energy Storage System; Battery Automated System; Online State Estimation; Thermal Modeling; First-order model; Second-order Model; Kalman Filtering
Online: 5 July 2021 (10:11:31 CEST)
Estimation of core and surface temperature is one of the crucial functionalities of the lithium-ion Battery Management System (BMS) towards providing effective thermal management, fault detection and operational safety. While, it is impractical to measure core temperature using physical sensors, implementing a complex estimation strategy in on-board low-cost BMS is challenging due to high computational cost and the cost of implementation. Typically, a temperature estimation scheme consists of a heat generation model and a heat transfer model. Several researchers have already proposed ranges of thermal models having different levels of accuracy and complexity. Broadly, there are first-order and second-order heat capacitor-resistor-based thermal models of lithium-ion batteries (LIBs) for core and surface temperature estimation. This paper deals with a detailed comparative study between these two models using extensive laboratory test data and simulation study to access suitability in online prediction and onboard BMS. The aim is to guide whether it’s worth investing towards developing a second-order model instead of a first-order model with respect to prediction accuracy considering modelling complexity, experiments required and the computational cost. Both the thermal models along with the parameter estimation scheme are modelled and simulated using MATLAB/Simulink environment. Models are validated using laboratory test data of a cylindrical 18650 LIB cell. Further, a Kalman Filter with appropriate process and measurement noise levels are used to estimate the core temperature in terms of measured surface and ambient temperatures. Results from the first-order model and second-order models are analyzed for comparison purposes.
ARTICLE | doi:10.20944/preprints202302.0031.v1
Subject: Physical Sciences, Applied Physics Keywords: chaotic systems; Van der Pol oscillator; drive-response; synchronization of chaotic systems; global chaos synchronization; deterministic artificial intelligence; feedforward; feedback; non-linear adaptive control; online estimation; recursive least squares (RLS); exponential forgetting; Kalman filter; least mean squares (LMS).
Online: 2 February 2023 (06:17:48 CET)
The Van der Pol oscillator is a chaotic non-linear system. Small perturbations in initial conditions may result in wildly different trajectories. Because of its chaotic nature, controlling, or forcing, the behavior of a Van der Pol oscillator is difficult to achieve through traditional adaptive control methods. Connecting two Van der Pol oscillators together where the output of one oscillator, the driver, drives the behavior of its partner, the responder, is a proven technique for controlling the Van der Pol oscillator. Deterministic AI (DAI) is an adaptive feedback control method that leverages the known physics of the Van der Pol system to learn optimal system parameters for the forcing function. We assessed the performance of DAI employing three different online parameter estimation algorithms. Our evaluation criteria include mean absolute error (MAE) between the target trajectory and the response oscillator trajectory over time. RLS with exponential forgetting (RLS-EF) had the lowest MAE overall, with a 2.46% reduction in error. However, another method was notable. Least Mean Squares with normalized gradient adaptation (LMS-NG) had worse initial error in the first 10% of the simulation, but after that point had consistently better performance. We found that over the last 90% of the simulation, DAI with LMS-NG had a 48.7% reduction in MAE compared to feedforward alone.