This thesis demonstrates that any individual can provide relevant observational data to further research efforts within the Aerospace community, through the use of amateur telescopes. A Meade LX200 12 in. telescope and Lumenera Skynyx 2.0 camera were utilized to observe small LEO satellites, using a well-documented point-and-wait staring method. Over a period of three months, a total of 186 observation attempts were made resulting in 97 successful captures. From the gathered data, three possible aerospace applications were analyzed: validation of a satellite brightness prediction model, angles-only orbit determination including extended Kalman filtering, and temporal error growth in TLE-based orbit propagation. Further investigations include a preliminary optimization using MATLAB's fmincon function (informed by the previous analyses) to determine an optimal telescope size for performing LEO observations.

The complementary advantages of GPS and INS have been the principle driving factor to integrate these two navigation systems as an integrated GPS/INS system in various architectural forms to provide robust positioning. Although the loosely coupled and tightly coupled GPS/INS systems have been in existence for over a decade or two and performed reasonably well, nevertheless, the tracking performance was still a concern in non-benign environments such as dynamic scenarios, indoor environments, urban areas, under foliages etc., where the GPS tracking loops lose lock due to the signals being weak, subjected to excessive dynamics or completely blocked. The motivation of this research, therefore, was to address these limitations with an integrated GPS/Pseudolite/INS system using ultra-tight integration architecture. The main research contributions are summarised as below: (a) The performance of the tracking loops in dynamic scenarios were analysed in detail with both conventional and ultra-tight software receivers. The stochastic modelling of the INS-derived Doppler is of utmost importantance in enhancing the benefits of ultra-tight integration, and therefore, two popular stochastic techniques??? Gauss Markov (GM) and Autoregressive (AR), were investigated to model the Doppler signal. The simulation results demonstrate that the AR method is capable of producing better accuracies and is more efficient. The algorithms to determine the AR parameters (order and coefficients) were also provided. (b) The various mathematical relationships that elicit the understanding of the ultra-tightly integrated system were derived in detail. The Kalman filter design and its implementation were also provided. Various simulation and real-time experiments were conducted to study the performance of the filter, and the results confirm the underlying assumptions in the theoretical analyses and the mathematical derivations. Covariance analysis was also performed to study the convergence and stability effects of the filter. (c) Interpolator design using signal processing techniques were proposed to increase the sampling rate of the INS-derived Doppler. To efficiently realise the interpolator transfer function, two optimal techniques were investigated ??? Polyphase and Cascaded Integrator Comb (CIC), and our results show that CIC was more efficient than polyphase in accuracy and real-time implementations. (d) The integration of Pseudolites (PL) with INS in ultra-tight configuration was analysed for an indoor environment. The acquisition and tracking performances of ???Pseudolites-only??? and ???Pseudolite/INS??? modes were compared to study the impact of the inertial signals aiding. The results demonstrate that aiding of the inertial signals with the baseband loops (acquisition and tracking) improve the overall tracking performance. An overview on the effects of the pseudolite signal propagation is also given. (e) Simulation and real-time experiments have been conducted to evaluate the proposed algorithms and the overall design of the ultra-tightly integrated system. A comparison was also done between GPS/PL/INS and GPS/INS integrated systems to study the potential advantages of the pseudolite integration. The details of the field experiment are provided. The data from a real-time experiment was processed to further evaluate the robustness of the system. The results confirm that the developed mathematical models and algorithms are correct.

Zugl.: Saarbrücken, Univ., Diss., 2007

<p>This thesis aims the problem of underwater vehicle positioning. The vehicle usedwas a Saab Seaeye Falcon which was equipped with a Doppler Velocity Log(DVL)manufactured by RD Instruments and an inertial measurement unit (IMU) fromXsense. During the work several different Extended Kalman Filter (EKF) havebeen tested both with a hydrodynamic model of the vehicle and a model withconstant acceleration and constant angular velocity. The filters were tested withdata from test runs in lake Vättern. The EKF with constant acceleration andconstant angular velocity appeared to be the better one. The misalignment of thesensors were also tried to be estimated but with poor result.</p>

<p>With an increasing traffic intensity the demands on vehicular safety is higher than ever before. Active safety systems that have been developed recent years are a response to that. In this master thesis Sensor Fusion is used to combine information from a laser scanner and a microwave radar in order to get more information about the surroundings in front of a vehicle. The Extended Kalman Filter method has been used to fuse the information from the sensors. The process model consists partly of a Constant Turn model to describe the motion of the ego vehicle as well as a tracked object. These individual motions are then put together in a framework for spatial relationships to describe the relationship between them. Two measurement models have been used to describe the two sensors. They have been derived from a general sensor model. This filter approach has been used to estimate the position and orientation of an object relative the ego vehicle. Also velocity, yaw rate and the width of the object have been estimated. The filter has been implemented and simulated in Matlab. The data that has been recorded and used in this work is coming from a scenario where the ego vehicle is following an object in a quite straight line. Where the ego vehicle is a truck and the object is a bus. One important conclusion from this work is that the filter is sensitive to the number of laser beams that hits the object of interest. No qualitative validation has been made though.</p>

In this paper we show how the theory of dynamical systems can be employed to solve problems in motion vision. In particular we develop algorithms for the recovery of dense depth maps and motion parameters using state space observers or filters. Four different dynamical models of the imaging situation are investigated and corresponding filters/ observers derived. The most powerful of these algorithms recovers depth and motion of general nature using a brightness change constraint assumption. No feature-matching preprocessor is required.

This thesis investigates the problem of estimating the three-dimensional structure of a scene from a sequence of images. Structure information is recovered from images continuously using shading, motion or other visual mechanisms. A Kalman filter represents structure in a dense depth map. With each new image, the filter first updates the current depth map by a minimum variance estimate that best fits the new image data and the previous estimate. Then the structure estimate is predicted for the next time step by a transformation that accounts for relative camera motion. Experimental evaluation shows the significant improvement in quality and computation time that can be achieved using this technique.

This dissertation presents an experimental and analytical study of the Vision Based Navigation system (VisNav). VisNav is a novel intelligent optical sensor system invented by Texas A&M University recently for autonomous proximity operations. This dissertation is focused on system calibration techniques and navigation algorithms. This dissertation is composed of four parts. First, the fundamental hardware and software design configuration of the VisNav system is introduced. Second, system calibration techniques are discussed that should enable an accurate VisNav system application, as well as characterization of errors. Third, a new six degree-of-freedom navigation algorithm based on the Gaussian Least Squares Differential Correction is presented that provides a geometrical best position and attitude estimates through batch iterations. Finally, a dynamic state estimation algorithm utilizing the Extended Kalman Filter (EKF) is developed that recursively estimates position, attitude, linear velocities, and angular rates. Moreover, an approach for integration of VisNav measurements with those made by an Inertial Measuring Unit (IMU) is derived. This novel VisNav/IMU integration technique is shown to significantly improve the navigation accuracy and guarantee the robustness of the navigation system in the event of occasional dropout of VisNav data.

Résumé : Le travail réalisé au cours de cette thèse traite de la mise au point de méthodes d’estimation d’état robuste, avec deux domaines d’application en ligne de mire. Le premier concerne le positionnement sécuritaire en transport. L’objectif est de fournir la position et la vitesse du véhicule sous la forme d’intervalles avec un grand degré de confiance. Le second concerne la synthèse de capteurs logiciels pour les bioprocédés, et en particulier la reconstruction des concentrations de composants réactionnels à partir d’un nombre limité de mesures et d’un modèle mathématique interprétant le comportement dynamique de ces composants. L’objectif principal est de concevoir des algorithmes qui puissent fournir des estimations acceptables en dépit des incertitudes provenant de la mauvaise connaissance du système comme les incertitudes sur les paramètres du modèle ou les incertitudes de mesures. Dans ce contexte, plusieurs algorithmes ont été étudiés et mis au point. Ainsi, dans le cadre du positionnement de véhicule, la recherche s’est dirigée vers les méthodes robustes Hinfini et les méthodes par intervalles. Les méthodes Hinfini sont des méthodes linéaires prenant en compte une incertitude dans la modélisation et réalisant une optimisation min-max, c’est-à-dire minimisant une fonction de coût qui représente la pire situation compte tenu des incertitudes paramétriques. La contribution de ce travail concerne l’extension à des modèles faiblement non linéaires et l’utilisation d’une fenêtre glissante pour faire face à des mesures asynchrones. Les méthodes par intervalles développées ont pour but de calculer les couloirs de confiance des variables position et vitesse en se basant sur la combinaison d’intervalles issus des capteurs d’une part et sur l’utilisation conjointe d’un modèle dynamique et cinématique du véhicule d’autre part. Dans le cadre des capteurs logiciels pour bioprocédés, trois familles de méthodes ont été étudiées: le filtrage particulaire, les méthodes par intervalles et le filtrage par horizon glissant. Le filtrage particulaire est basé sur des méthodes de Monte-Carlo pour estimer la densité de probabilité conditionnelle de l’état connaissant les mesures. Un de ses principaux inconvénients est sa sensibilité aux erreurs paramétriques. La méthode développée s’applique aux bioprocédés et profite de la structure particulière des modèles pour proposer une version du filtrage particulaire robuste aux incertitudes des paramètres cinétiques. Des méthodes d’estimation par intervalles sont adaptées à la situation où les mesures sont disponibles à des instants discrets, avec une faible fréquence d’échantillonnage, en développant des prédicteurs appropriés. L’utilisation d’un faisceau de prédicteurs grâce à des transformations d’état et le couplage entre les prédicteurs avec des réinitialisations fréquentes permettent d’améliorer les résultats d’estimation. Enfin, une méthode basée sur le filtre à horizon glissant est étudiée en effectuant une optimisation min-max : la meilleure condition initiale est reconstruite pour le plus mauvais modèle. Des solutions sont aussi proposées pour minimiser la quantité de calculs. Pour conclure, les méthodes et résultats obtenus constituent un ensemble d’améliorations dans le cadre de la mise au point d’algorithmes robustes vis-à-vis des incertitudes. Selon les applications et les objectifs fixés, telle ou telle famille de méthodes sera privilégiée. Cependant, dans un souci de robustesse, il est souvent utile de fournir les estimations sous forme d’intervalles auxquels est associé un niveau de confiance lié aux conditions de l’estimation. C’est pourquoi, une des méthodes les plus adaptées aux objectifs de robustesse est représentée par les méthodes par intervalles de confiance et leur développement constituera un point de recherche futur. __________________________________________ Abstract : This thesis work is about the synthesis of robust state estimation methods applied to two different domains. The first area is dedicated to the safe positioning in transport. The objective is to compute the vehicle position and velocity by intervals with a great confidence level. The second area is devoted to the software sensor design in bioprocess applications. The component concentrations are estimated from a limited number of measurements and a mathematical model describing the dynamical behavior of the system. The main interest is to design algorithms which achieve estimation performance and take uncertainties into account coming from the model parameters and the measurement errors. In this context, several algorithms have been studied and designed. Concerning the vehicle positioning, the research activities have led to robust Hinfinity methods and interval estimation methods. The robust Hinfinity methods use a linear model taking model uncertainty into account and perform a min-max optimization, minimizing a cost function which describes the worst-case configuration. The contribution in this domain is an extension to some systems with a nonlinear model and the use of a receding time window facing with asynchronous data. The developed interval algorithms compute confidence intervals of the vehicle velocity and position. They use interval combinations by union and intersection operations obtained from sensors along with kinematic and dynamic models. In the context of bioprocesses, three families of state estimation methods have been investigated: particle filtering, interval methods and moving-horizon filtering. The particle filtering is based on Monte-Carlo drawings to estimate the posterior probability density function of the state variables knowing the measurements. A major drawback is its sensitivity to model uncertainties. The proposed algorithm is dedicated to bioprocess applications and takes advantage of the characteristic structure of the models to design an alternative version of the particle filter which is robust to uncertainties in the kinetic terms. Moreover, interval observers are designed in the context of bioprocesses. The objective is to extend the existing methods to discrete-time measurements by developing interval predictors. The use of a bundle of interval predictors thanks to state transformations and the use of the predictor coupling with reinitializations improve significantly the estimation performance. Finally, a moving-horizon filter is designed, based on a min-max optimization problem. The best initial conditions are generated from the model using the worst parameter configuration. Furthermore, additional solutions have been provided to reduce the computational cost. To conclude, the developed algorithms and related results can be seen as improvements in the design of estimation methods which are robust to uncertainties. According to the application and the objectives, a family may be favored. However, in order to satisfy some robustness criteria, an interval is preferred along with a measure of the confidence level describing the conditions of the estimation. That is why, the development of confidence interval observers represents an important topic in the future fields of investigation.

In marine environments, acoustic wave propagation is determined by sound-speed variations in the water column (related to salinity, temperature and pressure) , and seafloor properties in shallow environments. The refraction index variations and the boundary conditions guide the wave propagation so that an important amount of acoustic energy can propagate over long distances. Measurements of acoustic transmissions coupled with propagation models can be inverted to infer the water column properties (tomography) and the seafloor and subseafloor properties (geoacoustics). In this thesis a new method for shallow water inversion based on the sequential assimilation of acoustic measurements in Kalman filters is developed. Filtering algorithms for nonlinear systems, as the ensemble Kalman filter (EnKF), enable the integration of complex acoustic propagation models in the measurement model. The inverse problem is here reformulated into a state-space model to track sequentially the parameters (temperature, receiver positions, etc.) and their uncertainty by filtering regularly new acoustic data. Different applications are proposed to demonstrate the sequential acoustic filtering approach. First, the problem of characterizing horizontal inhomogeneities in the sound-speed field between an acoustic source and a vertical array of receivers is addressed. Starting from a range-averaged sound-speed profile, the filtering of complex multifrequency data enables the estimate and tracking of the range-dependence of the sound-speed field. The second application deals with the geoacoustic inversion problem based on a mobile source-receiver setup. The filtering approach is shown to provide more stable results than conventional inversion methods with a reduced computational burden. The last application is dedicated to the tracking of specific oceanic structures affecting the sound-speed field, here thermal fronts. An original parameterization scheme which is specific to the tracked feature is developed and enables to monitor the principal characteristics of the sound-speed field by filtering multifrequency acoustic data. This work shows that the sequential filtering approach of transmitted acoustic data can lead to environmental estimates on spatial and temporal scale of interest for regional or coastal oceanographic models and can supplement the dataset assimilated nowadays for forecasting purposes./Dans les environnements marins, la propagation des ondes acoustiques est directement conditionnée par les variations de vitesse de propagation dans l'eau (liée à la température, la salinité et la pression hydrostatique), ainsi que les propriétés du fond, lorsque le milieu est peu profond. La propagation de ces ondes, typiquement guidée par les variations d'indice de réfraction et les conditions aux limites, permet de transmettre une quantité d'énergie acoustique importante sur de longues distances. Associées à des modèles de propagation, des mesures de transmission acoustique peuvent être inversées afin de déterminer les propriétés de l'environnement sondé, que ce soit de la colonne d'eau (tomographie) ou du fond marin (géoacoustique). Dans cette thèse, une nouvelle méthode d'inversion en milieu peu profond, basée sur l'assimilation séquentielle de mesures acoustiques dans des filtres de Kalman, est développée. Les algorithmes de filtrage développés pour les systèmes non linéaires, tel que l'ensemble Kalman filter (EnKF), permettent d'intégrer des modèles de propagation acoustique complexes au sein du modèle de mesure. Le problème inverse est reformulé de façon séquentielle, en un modèle d'espace d'états, de sorte que l'évolution des paramètres (température, positions des récepteurs, etc.) et de leur incertitude est suivie au fur et à mesure de l'assimilation de nouvelles mesures. Différentes applications sont proposées pour démontrer les performances du filtrage séquentiel. Le premier problème abordé est celui de l'inversion et du suivi des inhomogénéités horizontales du champ de vitesse entre une source acoustique et une antenne verticale de récepteurs. A partir d'un profil de vitesse moyen sur la distance source-récepteurs, le filtrage de mesures complexes multi-fréquences permet d'estimer la dépendance horizontale du champ de vitesse et son évolution au cours du temps. La nature séquentielle de l'algorithme de filtrage motive la seconde application, dédiée à l'estimation des paramètres géoacoustiques d'un environnement à partir d'une configuration source-récepteur mobile. Les résultats démontrent que l'approche par filtrage permet d'obtenir des estimations géoacoustiques plus stables que celles obtenues par les méthodes d'inversion conventionnelles avec un coût de calcul réduit. La troisième et dernière application est dédiée au suivi de structures océaniques marquées, tels que les fronts thermiques. Une paramétrisation originale spécifique à la structure inversée est proposée et permet d'estimer et de suivre les caractéristiques principales du champ de température par filtrage de données acoustiques multi-fréquences. Ce travail montre que l'approche séquentielle de l'inversion des données acoustiques peut mener à des estimations environnementales sur des échelles spatiales et temporelles d'intérêt pour les modèles océanographiques côtiers et régionaux, de façon à compléter les données assimilées quotidiennement pour les prédictions.