scholarly journals Nonlinear Filtering of Oscillatory Measurements in Cardiovascular Applications

2010 ◽  
Vol 2010 ◽  
pp. 1-18
Author(s):  
Ranjan Vepa
Keyword(s):  
Kalman Filter ◽  
Kalman Filtering ◽  
Nonlinear Filtering ◽  
Process Model ◽  
Neuron Model ◽  
Unscented Kalman Filter ◽  
Low Noise ◽  
Model Based ◽  
Biological Neuron ◽  
Influence Of Noise

An array of nonidentical and locally connected chaotic biological neurons is modelled by a single representative chaotic neuron model based on an extension of the Hindmarsh-Rose neuron. This model is then employed in conjunction with the unscented Kalman filter to study the associated state estimation problem. The archetypal system, which was deliberately chosen to be chaotic, was corrupted with noise. The influence of noise seemed to annihilate the chaotic behaviour. Consequently it was observed that the filter performs quite well in reconstructing the states of the system although the introduction of relatively low noise had a profound effect on the system. Neither the noise-corrupted process model nor the filter gave any indications of chaos. We believe that this behaviour can be generalised and expect that unscented Kalman filtering of the states of a biological neuron is completely feasible even when the uncorrupted process model exhibits chaos. Finally the methodology of the unscented Kalman filter is applied to filter a typical simulated ECG signal using a synthetic model-based approach.

Spherical Simplex Unscented Kalman Filter-Based Jumping and Static Interacting Multiple Model

2017 ◽  
Vol 32 (04) ◽  
pp. 1850010
Author(s):  
Yi Pan ◽  
Hui Ye ◽  
Keke He
Keyword(s):  
Kalman Filter ◽  
Nonlinear Filtering ◽  
System Parameter ◽  
Unscented Kalman Filter ◽  
Continuous System ◽  
The State ◽  
Interacting Multiple Model ◽  
Multiple Model ◽  
Real Time System ◽  
Spherical Simplex

A modified interacting multiple model (IMM) method called spherical simplex unscented Kalman filter-based jumping and static IMM (SSUKF-JSIMM) is proposed to solve the problem of nonlinear filtering with unknown continuous system parameter. SSUKF-JSIMM regards the continuous system parameter space as a union of disjoint regions, and each region is assigned to a model. For each model, under the assumption that the parameter belongs to the corresponding region, one sub-filter is used to estimate the parameter and the state when the parameter is presumed to be jumping, and another sub-filter is used to estimate the parameter and the state when the parameter is presumed to be static. Considering that spherical simplex unscented Kalman filter (SSUKF) is more suitable for a real-time system than the unscented Kalman filter (UKF), SSUKFs are adopted as the sub-filters of SSUKF-JSIMM. Results of the two SSUKFs are fused as the estimation output of the model. Experimental results show that SSUKF-JSIMM achieves higher performance than IMM, SIR, and UKF in bearings-only tracking problem.

scholarly journals A New Linear Regression Kalman Filter with Symmetric Samples

Symmetry ◽  
2021 ◽  
Vol 13 (11) ◽  
pp. 2139
Author(s):  
Xiuqiong Chen ◽  
Jiayi Kang ◽  
Mina Teicher ◽  
Stephen S.-T. Yau
Keyword(s):  
Kalman Filter ◽  
Linear Regression ◽  
Particle Filter ◽  
Normal Distribution ◽  
Extended Kalman Filter ◽  
Nonlinear Filtering ◽  
Unscented Kalman Filter ◽  
Standard Normal Distribution ◽  
Leibler Divergence ◽  
Standard Normal

Nonlinear filtering is of great significance in industries. In this work, we develop a new linear regression Kalman filter for discrete nonlinear filtering problems. Under the framework of linear regression Kalman filter, the key step is minimizing the Kullback–Leibler divergence between standard normal distribution and its Dirac mixture approximation formed by symmetric samples so that we can obtain a set of samples which can capture the information of reference density. The samples representing the conditional densities evolve in a deterministic way, and therefore we need less samples compared with particle filter, as there is less variance in our method. The numerical results show that the new algorithm is more efficient compared with the widely used extended Kalman filter, unscented Kalman filter and particle filter.

scholarly journals Model-Based Autonomous Navigation with Moment of Inertia Estimation for Unmanned Aerial Vehicles

Sensors ◽  
2019 ◽  
Vol 19 (11) ◽  
pp. 2467 ◽  
Author(s):  
Hery Mwenegoha ◽  
Terry Moore ◽  
James Pinchin ◽  
Mark Jabbal
Keyword(s):  
Unmanned Aerial Vehicles ◽  
Navigation System ◽  
Process Model ◽  
Unscented Kalman Filter ◽  
Low Cost ◽  
Moment Of Inertia ◽  
Model Parameters ◽  
Main Process ◽  
Model Based ◽  
Aerial Vehicles

The dominant navigation system for low-cost, mass-market Unmanned Aerial Vehicles (UAVs) is based on an Inertial Navigation System (INS) coupled with a Global Navigation Satellite System (GNSS). However, problems tend to arise during periods of GNSS outage where the navigation solution degrades rapidly. Therefore, this paper details a model-based integration approach for fixed wing UAVs, using the Vehicle Dynamics Model (VDM) as the main process model aided by low-cost Micro-Electro-Mechanical Systems (MEMS) inertial sensors and GNSS measurements with moment of inertia calibration using an Unscented Kalman Filter (UKF). Results show that the position error does not exceed 14.5 m in all directions after 140 s of GNSS outage. Roll and pitch errors are bounded to 0.06 degrees and the error in yaw grows slowly to 0.65 degrees after 140 s of GNSS outage. The filter is able to estimate model parameters and even the moment of inertia terms even with significant coupling between them. Pitch and yaw moment coefficient terms present significant cross coupling while roll moment terms seem to be decorrelated from all of the other terms, whilst more dynamic manoeuvres could help to improve the overall observability of the parameters.

IMM-UKF-TFS Model-based Approach for Intelligent Navigation

2013 ◽  
Vol 66 (6) ◽  
pp. 859-877 ◽  
Author(s):  
M. Malleswaran ◽  
V. Vaidehi ◽  
S. Irwin ◽  
B. Robin
Keyword(s):  
Kalman Filter ◽  
Constant Velocity ◽  
Unscented Kalman Filter ◽  
Interacting Multiple Model ◽  
Multiple Model ◽  
State Variables ◽  
Constant Acceleration ◽  
Positional Accuracy ◽  
Model Based ◽  
Novel Approach

This paper aims to introduce a novel approach named IMM-UKF-TFS (Interacting Multiple Model-Unscented Kalman Filter-Two Filter Smoother) to attain positional accuracy in the intelligent navigation of a manoeuvring vehicle. Here, the navigation filter is designed with an Unscented Kalman Filter (UKF), together with an Interacting Multiple Model algorithm (IMM), which estimates the state variables and handles the noise uncertainty of the manoeuvring vehicle. A model-based estimator named Two Filter Smoothing (TFS) is implemented along with the UKF-based IMM to improve positional accuracy. The performance of the proposed IMM-UKF-TFS method is verified by modelling the vehicle motion into Constant Velocity-Coordinated Turn (CV-CT), Constant Velocity – Constant Acceleration (CV-CA) and Constant Acceleration-Coordinated Turn (CA-CT) models. The simulation results proved that the proposed IMM-UKF-TFS gives better positional accuracy than the existing conventional estimators such as UKF and IMM-UKF.

A new metaheuristic unscented Kalman filter for state vector estimation of the induction motor based on Ant Lion optimizer

2018 ◽  
Vol 37 (3) ◽  
pp. 1054-1068 ◽  
Author(s):  
Marouane Rayyam ◽  
Malika Zazi ◽  
Youssef Barradi
Keyword(s):  
Kalman Filter ◽  
Induction Motor ◽  
Kalman Filtering ◽  
Unscented Kalman Filter ◽  
Dynamic Performance ◽  
Optimization Technique ◽  
Optimal Solution ◽  
Content Type ◽  
Ant Lion Optimization ◽  
Ant Lion

PurposeTo improve sensorless control of induction motor using Kalman filtering family, this paper aims to introduce a new metaheuristic optimizer algorithm for online rotor speed and flux estimation.Design/methodology/approachThe main problem with unscented Kalman filter (UKF) observer is its sensibility to the initial values of Q and R. To solve the optimal solution of these matrices, a novel alternative called ant lion optimization (ALO)-UKF is introduced. It is based on the combination of the classical UKF observer and a nature-inspired metaheuristic algorithm, ALO.FindingsSynthesized ALO-UKF has given good results over the famous extended Kalman filter and the classical UKF observer in terms of accuracy and dynamic performance. A comparison between ALO and particle swarm optimization (PSO) was established. Simulations illustrate that ALO recovers rapidly and accurately while PSO has a slower convergence.Originality/valueUsing the proposed approach, tuning the design matrices Q and R in Kalman filtering becomes an easy task with a high degree of accuracy and the constraints of time cost are surmounted. Also, ALO-UKF is an efficient tool to improve estimation performance of states and parameters’ uncertainties of the induction motor. Related optimization technique can be extended to faults monitoring by online identification of their corresponding signatures.

Nonlinear Kalman Filtering With Expensive Forward Models Via Measure Change

2019 ◽  
Vol 142 (2) ◽  
Author(s):  
Brian J. Burrows ◽  
Douglas Allaire
Keyword(s):  
Kalman Filter ◽  
Kalman Filtering ◽  
High Speed ◽  
Unscented Kalman Filter ◽  
Computational Cost ◽  
Test Problems ◽  
Model Approximation ◽  
Forward Models ◽  
Estimation Scheme ◽  
Increase In Accuracy

Abstract Filtering is a subset of a more general probabilistic estimation scheme for estimating the unobserved parameters from the observed measurements. For nonlinear, high speed applications, the extended Kalman filter (EKF) and the unscented Kalman filter (UKF) are common estimators; however, expensive and strongly nonlinear forward models remain a challenge. In this paper, a novel Kalman filtering algorithm for nonlinear systems is developed, where the numerical approximation is achieved via a change of measure. The accuracy is identical in the linear case and superior in two nonlinear test problems: a challenging 1D benchmarking problem and a 4D structural health monitoring problem. This increase in accuracy is achieved without the need for tuning parameters, rather relying on a more complete approximation of the underlying distributions than the Unscented Transform. In addition, when expensive forward models are used, we achieve a significant reduction in computational cost without resorting to model approximation.

scholarly journals Model Based Fault Diagnosis of Low Earth Orbiting (LEO) Satellite using Spherical Unscented Kalman Filter

2016 ◽  
Vol 49 (1) ◽  
pp. 635-638 ◽  
Author(s):  
P.V. Sunil Nag ◽  
Gowtham kumar Silla ◽  
Venkata Harsha Vardhan Gummadi ◽  
C B Harishankar ◽  
Venkatesh Kumar Ray ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Fault Diagnosis ◽  
Unscented Kalman Filter ◽  
Model Based ◽  
Leo Satellite
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