Generally in most of the applications of estimation theory using the Method of Maximum Likelihood Estimation (MMLE) to dynamical systems one deals with a situation where only the measurement noise alone is present. However in many present day applications where modeling errors and random state noise input conditions occur it has become necessary for MMLE to handle measurement noise as well as process noise. The numerical algorithms accounting for both measurement and process noise require significantly an order of magnitude higher computer time and memory. Further more, implementation difficulties and convergence problems are often encountered. Here one has to estimate the quantities namely, the initial state error covariance matrix Po, measurement noise covariance matrix R, the process noise covariance matrix Q and the system parameter 0 and the present work deals with the above. Since the above problem is fairly involved we need to have a good reference solution. For this purpose we utilize the approach and results of Gemson who considered the above problem via the extended Kalman filter (EKF) route to compare the present results from the MMLE route. The EKF uses the unknown parameters as additional states unlike in MMLE which uses only the system states. Chapter 1 provides a brief historical perspective followed by parameter identification in the presence of process and measurement noises. The earlier formulations such as natural, innovation, combined, and adaptive approaches are discussed. Chapter 2 deals with the heuristic adaptive tuning of the Kalman filter parameters for the matrices Q and R by Myers and Tapley originally developed for state estimation problems involving satellite orbit estimation. It turns out that for parameter estimation problems apart from the above matrices even the choice of the initial covariance matrix Po is crucial for obtaining proper parameter estimates with a finite amount of data and for this purpose the inverse of the information matrix for Po is used. This is followed by a description of the original Controlled Random Search (CRS) of Price and its variant as implemented and used in the present work to estimate or tune Q, R, and 0 which is the aim of the present work. The above help the reader to appreciate the setting under which the present study has been carried out. Chapter 3 presents the results and the analysis of the estimation procedure adopted with respect to a specific case study of the lateral dynamics of an aircraft involving 15 unknown parameters. The reference results for the present work are the ones based on the approach of Gemson and Ananthasayanam (1998). The present work proceeds in two phases. In the first case (i) the EKF estimates for Po, Q, and R are used to obtain 0 and in the second case (ii) the estimate of Po and Q together with a reasonable choice of R are utilized to obtain 0 from the CRS algorithm. Thus one is able to assess the capability of the CRS to estimate only the unknown parameters. The next Chapter 4 presents the results of utilizing the CRS algorithm with R based on a reasonable choice and for Po from the inverse of the information matrix to estimate both Q and 0. This brings out the efficiency of MMLE with CRS algorithm in the estimation of unknown process noise characteristics and unknown parameters. Thus it demonstratesthofcdifficult Q can be estimated using CRS technique without the attendant difficulties of the earlier MMLE formulations in dealing with process noise. Chapter 5 discusses the - implementation of CRS to estimate the unknown measurement noise covariance matrix R together with the unknown 0 by utilizing the values of Po and Q obtained through EKF route. The effect of variation of R in the parameter estimation procedure is also highlighted in This Chapter. This Chapter explores the importance of Po in the estimation procedure. It establishes the importance of Po though most of the earlier works do not appear to have recognized such a feature. It turned out that the CRS algorithm does not converge when some arbitrary value of Po is chosen. It has to be necessarily obtained from a scouting pass of the EKF. Some sensitivity studies based on variations of Po shows its importance. Further studies shows the sequence of updates, the random nature of process and measurement noise effects, the deterministic nature of the parameter, play a critical role in the convergence of the algorithm. The last Chapter 6 presents the conclusions from the present work and suggestions for further work.

The thesis outlines the development and application of a few novel dynamic state estimation based methods for estimation of parameters of vibrating engineering structures. The study investigates strategies for data fusion from multiple tests of possibly different types and different sensor quantities through the introduction of a common pseudo-time parameter. These strategies have been developed within the framework of Kalman and particle filtering techniques. The proposed methods are applied to a suite of problems that includes laboratory and field studies with a primary focus on finite element model updating of bridge structures and vehicle structure interaction problems. The study also describes how finite element models residing in commercially available softwares can be made to communicate with database of measurements via a particle filtering algorithm developed on the Matlab platform. The thesis is divided into six chapters and an appendix. A review of literature on problems of structural system identification with emphasis on methods on dynamic state estimation techniques is presented in Chapter 1. The problem of system parameter idenfification when measurements originate from multiple tests and multiple sensors is considered in Chapter 2. and solution based on Neumann expansion of the structural static/dynamic stiffness matrix and Kalman filtering is proposed to tackle this problem. The question of decoupling the problem of parameter estimation from state estimation is also discussed. The avoidance of linearization of the stiffness matrix and solution of the parameter problems by using Monte Carlo filters is examined in Chapter 3. This also enables treatment of nonlinear structural mechanics problems. The proposed method is assessed using synthetic and laboratory measurement data. The problem of interfacing structural models residing in professional finite element analysis software with measured data via particle filtering algorithm developed on Matlab platform is considered in Chapter 4. Illustrative examples now cover laboratory studies on a beam structure and also filed studies on an existing multi-span masonry railway arch bridge. Identification of parameters of systems with strong nonlinearities, such, as a rectangular rubber sheet with a concentric hole, is also investigated. Studies on parameter identification in beam moving oscillator problem are reported in Chapter 5. The efficacy of particle filtering strategy in identifying parameters of this class of time varying system is demonstrated. A resume of contributions made and a few suggestions for further research are provided in Chapter 6. The appendix contains details of development of interfaces among finite element software(NISA), data base of measurements and particle filtering algorithm (developed on Matlab platform).

Kamerabasierte Verfahren zur Steuerung autonomer mobiler Roboter wurden in den letzten Jahren immer populärer. In dieser Arbeit wird der Einsatz eines Stereokamerasystems und eines Mono-Kamera-SLAM Verfahrens hinsichtlich der Unterstützung der Navigation eines autonomen Luftschiffes untersucht. Mit Hilfe von Sensordaten aus IMU, GPS und Kamera wird eine Positionsschätzung über eine Sensorfusion mit Hilfe des Extended und des Unscented Kalman Filters durchgeführt.

Modeling, fault assessment, and diagnostics of rolling element bearings and induction motors were studied. Dynamic model of rolling element bearings with faults were developed using vector bond graphs. The model incorporates gyroscopic and centrifugal effects, contact deflections and forces, contact slip and separations, and localized faults. Dents and pits on inner race, outer race and balls were modeled through surface profile changes. Experiments with healthy and faulty bearings validated the model. Bearing load zones under various radial loads and clearances were simulated. The model was used to study dynamics of faulty bearings. Effects of type, size and shape of faults on the vibration response and on dynamics of contacts in presence of localized faults were studied. A signal processing algorithm, called feature plot, based on variable window averaging and time feature extraction was proposed for diagnostics of rolling element bearings. Conducting experiments, faults such as dents, pits, and rough surfaces on inner race, balls, and outer race were detected and isolated using the feature plot technique. Time features such as shape factor, skewness, Kurtosis, peak value, crest factor, impulse factor and mean absolute deviation were used in feature plots. Performance of feature plots in bearing fault detection when finite numbers of samples are available was shown. Results suggest that the feature plot technique can detect and isolate localized faults and rough surface defects in rolling element bearings. The proposed diagnostic algorithm has the potential for other applications such as gearbox. A model-based diagnostic framework consisting of modeling, non-linear observability analysis, and parameter tuning was developed for three-phase induction motors. A bond graph model was developed and verified with experiments. Nonlinear observability based on Lie derivatives identified the most observable configuration of sensors and parameters. Continuous-discrete Extended Kalman Filter (EKF) technique was used for parameter tuning to detect stator and rotor faults, bearing friction, and mechanical loads from currents and speed signals. A dynamic process noise technique based on the validation index was implemented for EKF. Complex step Jacobian technique improved computational performance of EKF and observability analysis. Results suggest that motor faults, bearing rotational friction, and mechanical load of induction motors can be detected using model-based diagnostics as long as the configuration of sensors and parameters is observable. / text

Les entraîneurs en sports acrobatiques disposent de peu d’outils permettant d’améliorer leur compréhension des saltos vrillés et la performance des athlètes. L’objectif de ce mémoire était de développer un environnement graphique de simulation numérique réaliste et utile des acrobaties aériennes. Un modèle composé de 17 segments et de 42 degrés de liberté a été développé et personnalisé à une athlète de plongeon. Un système optoélectronique échantillonné à 300 Hz a permis l’acquisition de huit plongeons en situation réelle d’entraînement. La cinématique articulaire reconstruite avec un filtre de Kalman étendu a été utilisée comme entrée du modèle. Des erreurs quadratiques moyennes de 20° (salto) et de 9° (vrille) entre les performances simulées et réelles ont permis de valider le modèle. Enfin, une formation basée sur le simulateur a été offerte à 14 entraîneurs en sports acrobatiques. Une augmentation moyenne de 11 % des résultats aux questionnaires post-test a permis de constater le potentiel pédagogique de l’outil pour la formation. / Coaches need tools to better understand the mechanics of twisting somersaults and improve their knowledge and their athletes’ performance. The aim of this thesis was to provide them with a computer simulation model of aerial movements. An elite diver was modelled as a 17-segment 42-degree of freedom angle-driven model. The model was personalised to the diver so that simulation outputs could be compared with her actual performance. Input data were recorded by a 17-camera motion capture system sampled at 300 Hz. The joint angle time histories were reconstructed using an extended Kalman filter. The model was successfully evaluated and shown to produce realistic movements, with overall root-mean-square error of 20° (somersault) and 9° (twist) between reconstructed body kinematics and the corresponding simulations for eight dives. Finally, a workshop based on the simulation was offered to coaches and showed potential to improve their knowledge since the mean post-test result was increased by 11 %.

One of the main tasks for an industrial robot is to move the end-effector in a predefined path with a specified velocity and acceleration. Different applications have different requirements of the performance. For some applications it is essential that the tracking error is extremely small, whereas other applications require a time optimal tracking. Independent of the application, the controller is a crucial part of the robot system. The most common controller configuration uses only measurements of the motor angular positions and velocities, instead of the position and velocity of the end-effector. The development of new cost optimised robots has introduced unwanted flexibilities in the joints and the links. The consequence is that it is no longer possible to get the desired performance and robustness by only measuring the motor angular positions.  This thesis investigates if it is possible to estimate the end-effector position using Bayesian estimation methods for state estimation, here represented by the extended Kalman filter and the particle filter. The arm-side information is provided by an accelerometer mounted at the end-effector. The measurements consist of the motor angular positions and the acceleration of the end-effector. In a simulation study on a realistic flexible industrial robot, the angular position performance is shown to be close to the fundamental Cramér-Rao lower bound. The methods are also verified in experiments on an ABB IRB4600 robot, where the dynamic performance of the position for the end-effector is significantly improved. There is no significant difference in performance between the different methods. Instead, execution time, model complexities and implementation issues have to be considered when choosing the method. The estimation performance depends strongly on the tuning of the filters and the accuracy of the models that are used. Therefore, a method for estimating the process noise covariance matrix is proposed. Moreover, sampling methods are analysed and a low-complexity analytical solution for the continuous-time update in the Kalman filter, that does not involve oversampling, is proposed.  The thesis also investigates two types of control problems. First, the norm-optimal iterative learning control (ILC) algorithm for linear systems is extended to an estimation-based norm-optimal ILC algorithm where the controlled variables are not directly available as measurements. The algorithm can also be applied to non-linear systems. The objective function in the optimisation problem is modified to incorporate not only the mean value of the estimated variable, but also information about the uncertainty of the estimate. Second, H∞ controllers are designed and analysed on a linear four-mass flexible joint model. It is shown that the control performance can be increased, without adding new measurements, compared to previous controllers. Measuring the end-effector acceleration increases the control performance even more. A non-linear model has to be used to describe the behaviour of a real flexible joint. An H∞-synthesis method for control of a flexible joint, with non-linear spring characteristic, is therefore proposed. / En av de viktigaste uppgifterna för en industrirobot är att förflytta verktyget i en fördefinierad bana med en specificerad hastighet och acceleration. Exempel på användningsområden för en industrirobot är bland annat bågsvetsning eller limning. För dessa typer av applikationer är det viktigt att banföljningsfelet är extremt litet, men även hastighetsprofilen måste följas så att det till exempel inte appliceras för mycket eller för lite lim. Andra användningsområden kan vara punktsvetsning av bilkarosser och paketering av olika varor. För dess applikationer är banföljningen inte det viktiga, istället kan till exempel en tidsoptimal banföljning krävas eller att svängningarna vid en inbromsning minimeras. Oberoende av applikationen är regulatorn en avgörande del av robotsystemet. Den vanligaste regulatorkonfigurationen använder bara mätningar av motorernas vinkelpositioner och -hastigheter, istället för positionen och hastigheten för verktyget, som är det man egentligen vill styra.  En del av utvecklingsarbetet för nya generationers robotar är att reducera kostnaden men samtidigt förbättra prestandan. Ett sätt att minska kostnaden kan till exempel vara att minska dimensionerna på länkarna eller köpa in billigare växellådor. Den här utvecklingen av kostnadsoptimerade robotar har infört oönskade flexibiliteter i leder och länkar. Det är därför inte längre möjligt att få den önskade prestandan och robustheten genom att bara mäta motorernas vinkelpositioner och -hastigheter. Istället krävs det omfattande matematiska modeller som beskriver dessa oönskade flexibiliteter. Dessa modeller kräver mycket arbete att dels ta fram men även för att identifiera parametrarna. Det finns automatiska metoder för att beräkna modellparametrarna men oftast krävs det en manuell justering för att få bra prestanda.  Den här avhandlingen undersöker möjligheterna att beräkna verktygspositionen med hjälp av bayesianska metoder för tillståndsskattning. De bayesianska skattningsmetoderna beräknar tillstånden för ett system iterativt. Med hjälp av en matematisk modell över systemet predikteras vad tillståndet ska vara vid nästa tidpunkt. Efter att mätningar av systemet vid den nya tidpunkten har genomförts justeras skattningen med hjälp av dessa mätningar. De metoder som har använts i avhandlingen är det så kallade extended Kalman filtret samt partikelfiltret.  Informationen på armsidan av växellådan ges av en accelerometer som är monterad på verktyget. Med hjälp av accelerationen för verktyget och motorernas vinkelpositioner kan en skattning av verktygspositionen beräknas. I en simuleringsstudie för en realistisk vek robot har det visats att skattningsprestandan ligger nära den teoretiska undre gränsen, känd som Raooch mätstörningar som påverkar roboten. För att underlätta trimningen så har en metod för att skatta processbrusets kovariansmatris föreslagits. En annan viktig del som påverkar prestandan är modellerna som används i filtren. Modellerna för en industrirobot är vanligtvis framtagna i kontinuerlig tid medan filtren använder modeller i diskret tid. För att minska felen som uppkommer då de tidskontinuerliga modellerna överförs till diskret tid har olika samplingsmetoder studerats. Vanligtvis används enkla metoder för att diskretisera vilket innebär problem med prestanda och stabilitet. För att hantera dessa problem införs översampling vilket innebär att tidsuppdateringen sker med en mycket kortare sampeltid än vad mätuppdateringen gör. För att undvika översampling kan det motsvarande tidskontinuerliga filtret användas för att prediktera tillstånden vid nästa diskreta tidpunkt. En analytisk lösning med låg beräkningskomplexitet till detta problem har föreslagits.  Vidare innehåller avhandlingen två typer av reglerproblem relaterade till industrirobotar. För det första har den så kallade norm-optimala iterative learning control styrlagen utökats till att hantera fallet då en skattning av den önskade reglerstorheten används istället för en mätning. Med hjälp av skattningen av systemets tillståndsvektor kan metoden nu även användas till olinjära system vilket inte är fallet med standardformuleringen. Den föreslagna metoden utökar målfunktionen i optimeringsproblemet till att innehålla inte bara väntevärdet av den skattade reglerstorheten utan även skattningsfelets kovariansmatris. Det innebär att om skattningsfelet är stort vid en viss tidpunkt ska den skattade reglerstorheten vid den tidpunkten inte påverka resultatet mycket eftersom det finns en stor osäkerhet i var den sanna reglerstorheten befinner sig.  För det andra har design och analys av H∞-regulatorer för en linjär modell av en vek robotled, som beskrivs med fyra massor, genomförts. Det visar sig att reglerprestandan kan förbättras, utan att lägga till fler mätningar än motorns vinkelposition, jämfört med tidigare utvärderade regulatorer. Genom att mäta verktygets acceleration kan prestandan förbättras ännu mer. Modellen över leden är i själva verket olinjär. För att hantera detta har en H∞-syntesmetod föreslagits som kan hantera olinjäriteten i modellen. / Vinnova Excellence Center LINK-SIC

A technique for real time object tracking in a mobile computing environment and its application to video see-through Augmented Reality (AR) has been designed, verified through simulation, and implemented and validated on a mobile computing device. Using position based visual position and orientation (POSE) methods and the Extended Kalman Filter (EKF), it is shown how this technique lends itself to be flexible to tracking multiple objects and multiple object models using a single monocular camera on different mobile computing devices. Using the monocular camera of the mobile computing device, feature points of the object(s) are located through image processing on the display. The relative position and orientation between the device and the object(s) is determined recursively by an EKF process. Once the relative position and orientation is determined for each object, three dimensional AR image(s) are rendered onto the display as if the device is looking at the virtual object(s) in the real world. This application and the framework presented could be used in the future to overlay additional informational onto displays in mobile computing devices. Example applications include robotic aided surgery where animations could be overlaid to assist the surgeon, in training applications that could aid in operation of equipment or in search and rescue operations where critical information such as floor plans and directions could be virtually placed onto the display. Current approaches in the field of real time object tracking are discussed along with the methods used for video see-through AR applications on mobile computing devices. The mathematical framework for the real time object tracking and video see-through AR rendering is discussed in detail along with some consideration to extension to the handling of multiple AR objects. A physical implementation for a mobile computing device is proposed detailing the algorithmic approach along with design decisions. The real time object tracking and video see-through AR system proposed is verified through simulation and details around the accuracy, robustness, constraints, and an extension to multiple object tracking are presented. The system is then validated using a ground truth measurement system and the accuracy, robustness, and its limitations are reviewed. A detailed validation analysis is also presented showing the feasibility of extending this approach to multiple objects. Finally conclusions from this research are presented based on the findings of this work and further areas of study are proposed.

This thesis presents the design of an attitude determination system for small satellites that automatically corrects for attitude drift. Existing attitude determination systems suffer from attitude drift due to the integration of noisy rate gyro sensors used to measure the change in attitude. This attitude drift leads to a gradual loss in attitude knowledge, as error between the estimated attitude and the actual attitude increases. In this thesis a Kalman filter is used to complete sensor fusion which combines sensor observations with a projected attitude based on the dynamics of the satellite. The system proposed in this thesis also utilizes a novel sensor called the stellar gyro to correct for the drift. The stellar gyro compares star field images taken at different times to determine orientation, and works in the presence of the sun and during eclipse. This device provides a relative attitude fix that can be used to update the attitude estimate provided by the Kalman filter, effectively compensating for drift. Simulink models are developed of the hardware and algorithms to model the effectiveness of the system. The Simulink models show that the attitude determination system is highly accurate, with steady state errors of less than 1 degree.

In mobile robot applications, it is an important issue for a robot to know where it is. Accurate localization becomes crucial for navigation and map building applications because both route to follow and positions of the objects to be inserted into the map highly depend on the position of the robot in the environment. For localization, the robot uses the measurements that it takes by various devices such as laser rangefinders, sonars, odometry devices and vision. Generally these devices give the distances of the objects in the environment to the robot and proceesing these distance information, the robot finds its location in the environment. In this thesis, two vision-based robot localization algorithms are implemented. The first algorithm uses artificial landmarks as the objects around the robot and by measuring the positions of these landmarks with respect to the camera system, the robot locates itself in the environment. Locations of these landmarks are known. The second algorithm instead of using artificial landmarks, estimates its location by measuring the positions of the objects that naturally exist in the environment. These objects are treated as natural landmarks and locations of these landmarks are not known initially. A three-wheeled robot base on which a stereo camera system is mounted is used as the mobile robot unit. Processing and control tasks of the system is performed by a stationary PC. Experiments are performed on this robot system. The stereo camera system is the measurement device for this robot.

This thesis considers the filtering and prediction problems of nonlinear noisy econometric systems. As a filter/predictor, the standard tool Extended Kalman Filter and new approaches Discrete Quantization Filter and Sequential Importance Resampling Filter are used. The algorithms are compared by using Monte Carlo Simulation technique. The advantages of the new algorithms over Extended Kalman Filter are shown.