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Due to the escalating demand for traffic information and management, the significance of traffic state estimation, which involves the assessment of traffic conditions on road segments with limited measurement data, is increasing. Two primary estimation methods are model-driven and data-driven. The former uses traffic flow models, while the latter relies on extensive historical data to explore relationships between traffic states. Due to the uninterrupted nature of highway traffic flow, conventional model-driven approach is adopted in the study to estimate traffic information from sensing data. Data-driven approach is applied to enhance the estimation results. The project mainly focuses on comparing the estimation performance between the Particle Filter and the commonly used Extended Kalman Filter. These two methods are implemented in combination with two typical traffic flow models: Cell Transmission Model and METANET. Moreover, the project investigates the potential of using vehicle-to-everything (V2X) data in traffic state estimation, either alone or combined with traditional inductive loop detector (ILD) data. Being an emerging traffic data source, V2X communication has been recently installed and tested on the motorways near Stockholm. This study provides essential insights into how V2X data can benefit existing traffic information estimation and its performance. To evaluate the models mentioned above, the estimation algorithms and traffic flow models are implemented in a self-developed platform, which may be useful for further work. Results from simulation experiments show that Particle Filter can carry out traffic state estimation with comparable accuracy to Extended Kalman Filter. While standalone V2X speed data falls short, effective fusion methods are implemented to combine both data types, ultimately achieving the desired accuracy. These fusion methods encompass direct filtering, weighted averaging, and linear regression. Future investigations could broaden their scope to include new data sources, such as unmanned aerial vehicles (UAVs), and delve into advanced data fusion techniques, such as deep learning. / På grund av den ökande efterfrågan på trafikinformation och trafikhantering ökar betydelsen av trafiklägesuppskattning, vilket innebär bedömning av trafikförhållandena på vägsegment med begränsade mätningsdata. Två primära uppskattningsmetoder är modellbaserade och datadrivna metoder. Den förra använder trafikflödesmodeller, medan den senare förlitar sig på omfattande historiska data för att utforska samband mellan trafiklägen. På grund av det oavbrutna vägtrafikflödet antas en konventionell modellbaserad metod i studien för att uppskatta trafikinformation från sensordata. Den datadrivna metoden används för att förbättra estimatresultaten. Projektet fokuserar främst på att jämföra prestandan i uppskattningen mellan Partikelfiltret och den vanligtvis använda Extended Kalman Filter. Dessa två metoder implementeras i kombination med två typiska trafikflödesmodeller: Cell Transmission Model och METANET. Dessutom undersöker projektet möjligheterna att använda fordons-till-allt (V2X) data i trafiklägesuppskattning, antingen ensamt eller i kombination med data från traditionella induktiva slingdetektorer (ILD). Som en framväxande källa till trafikdata har V2X-kommunikation nyligen installerats och testats på motorvägarna nära Stockholm. Denna studie ger väsentlig inblick i hur V2X-data kan gynna befintlig uppskattning av trafikinformation och dess prestanda. För att utvärdera ovan nämnda modeller implementeras uppskattningsalgoritmerna och trafikflödesmodellerna i en självutvecklad plattform, vilket kan vara användbart för framtida arbete. Resultaten från simuleringsexperiment visar att Partikelfiltret kan utföra trafiklägesuppskattning med jämförbar noggrannhet jämfört med Extended Kalman Filter. Medan fristående V2X-hastighetsdata inte når hela vägen fram implementeras effektiva sammanslagningsmetoder för att kombinera båda datatyperna och slutligen uppnå önskad noggrannhet. Dessa sammanslagningsmetoder omfattar direkt filtrering, viktad medelvärdesbildning och linjär regression. Framtida undersökningar kan utvidga deras omfattning för att inkludera nya datakällor, såsom obemannade flygfordon (UAV:er), och utforska avancerade tekniker för datafusion, såsom djupinlärning.

Around 40 million people around the world have amputated parts of their bodies. Prostheses are widely used to support their daily behavior. However, about 35% of amputees refuse to use the prostheses due to comfort problems. SocketSense is an EU research project that aims to improve the situation. The Stewart platform (SP) is used as the model of the prototype. The SP could reproduce the comparing forces and torques interior the socket-to-stump interface, given prerecorded movement information of an amputee’s walk cycle. However, previous work controls SP based on inputting some simple reference trajectories ,or for radar, satellite and vehicle use-cases. This  thesis is committed to designing and implementing a control algorithm for the SP to control the socket. The task is divided into two main parts: simulation on Matlab/Simulink and implementation on Linux/ROS, and each part is split into several steps. Firstly, the PID control algorithm is selected and developed for the SP. Secondly, the simulation model is designed and built on Matlab/Simulink. Based on the simulation model, the control algorithm is implemented into the model. Then, the results of simulation are obtained. After that, the SP model is built on Linux/ROS. Then, the model is connected and communicated with the real platform. Finally, the output data and system performance are analysed in terms of control performance, real-time performance, anti-noise performance, etc. The results show that both the simulation and the actual platform system can follow the reference trajectory well. Although there is noise in the results of the actual platform, the noise is suppressed to a great extent by Kalman filter. / Runt 40 miljoner människor runtom i världen har amputerat delar av sina kroppar. Proteser används ofta för att stödja deras dagliga beteende. Emellertid vägrar cirka 35% av amputerade att använda proteserna på grund av komfort problem. SocketSense är ett EU-forsknings projekt som syftar till att förbättra situationen. SP används som modell för prototypen. SP skulle kunna återskapa de jämförande krafterna och vridmomenten inuti gränssnittet uttag-till-stump, givet förinspelad rörelseinformation om en amputerads gångcykel. Tidigare arbete styr dock SP baserat på att ange några enkla referensbanor, eller för radar-, satellit-och fordonsanvändningsfall. Detta examensarbete syftar till att designa och implementera en kontroll algoritmför SP för att styra socket. Uppgiften är uppdelad i två huvuddelar: simulering på Matlab/ Simulink och implementering på Linux/ROS, och varje del är uppdelad i flera steg. Först väljs och utvecklas PID-kontrollalgoritmen för SP. För det andra är simuleringsmodellen designad och byggd på Matlab/ Simulink. Baserat på simuleringsmodellen implementeras styralgoritmen i modellen. Därefter erhålls resultaten av simuleringen. Därefter är SP-modellen byggd på Linux/ROS. Sedan kopplas modellen ihop och kommuniceras med den verkliga plattformen. Slutligen analyseras utdata och systemprestanda i termer av kontrollprestanda, realtidsprestanda, anti-brusprestanda, etc. Result visar att både simuleringen och det faktiska plattformssystemet kan följa referensbanan väl. Även om det finns brus i resultaten av själva plattformen, dämpas bruset i hög grad av Kalman-filter.

ITC/USA 2006 Conference Proceedings / The Forty-Second Annual International Telemetering Conference and Technical Exhibition / October 23-26, 2006 / Town and Country Resort & Convention Center, San Diego, California / In this paper we describe a new method that is applicable to mitigating both multipath interference and adjacent channel interference (ACI) in aeronautical telemetry applications using ARTM Tier-1 waveforms. The proposed method uses a linear equalizer that is derived using Kalman filtering theory, which has been used for channel equalization for high-speed communication systems. We illustrate the proposed method with numerical examples obtained from simulations that show the bit error rate performance (BER) for different modulation schemes.

This research will investigate the problem of position estimation for planetary rovers. Diverse algorithmic filters are available for collecting input data and transforming that data to useful information for the purpose of position estimation process. The terrain has sandy soil which might cause slipping of the robot, and small stones and pebbles which can affect trajectory. The Kalman Filter, a state estimation algorithm was used for fusing the sensor data to improve the position measurement of the rover. For the rover application the locomotion and errors accumulated by the rover is compensated by the Kalman Filter. The movement of a rover in a rough terrain is challenging especially with limited sensors to tackle the problem. Thus, an initiative was taken to test drive the rover during the field trial and expose the mobile platform to hard ground and soft ground(sand). It was found that the LSV system produced speckle image and values which proved invaluable for further research and for the implementation of data fusion. During the field trial,It was also discovered that in a at hard surface the problem of the steering rover is minimal. However, when the rover was under the influence of soft sand the rover tended to drift away and struggled to navigate. This research introduced the laser speckle velocimetry as an alternative for odometric measurement. LSV data was gathered during the field trial to further simulate under MATLAB, which is a computational/mathematical programming software used for the simulation of the rover trajectory. The wheel encoders came with associated errors during the position measurement process. This was observed during the earlier field trials too. It was also discovered that the Laser Speckle Velocimetry measurement was able to measure accurately the position measurement but at the same time sensitivity of the optics produced noise which needed to be addressed as error problem. Though the rough terrain is found in Mars, this paper is applicable to a terrestrial robot on Earth. There are regions in Earth which have rough terrains and regions which are hard to measure with encoders. This is especially true concerning icy places like Antarctica, Greenland and others. The proposed implementation for the development of the locomotion system is to model a system for the position estimation through the use of simulation and collecting data using the LSV. Two simulations are performed, one is the differential drive of a two wheel robot and the second involves the fusion of the differential drive robot data and the LSV data collected from the rover testbed. The results have been positive. The expected contributions from the research work includes a design of a LSV system to aid the locomotion measurement system. Simulation results show the effect of different sensors and velocity of the robot. The kalman filter improves the position estimation process.

The aim of this thesis is a development of a new class of financial models with random parameters, which are computationally efficient and have the same level of performance as existing ones. In particular, this research is threefold. I have studied the evolution of storable commodity and commodity futures prices in time using a new random parameter model coupled with a Kalman filter. Such a combination allows one to forecast arbitrage-free futures prices and commodity spot prices one step ahead. Another direction of my research is a new volatility model, where the volatility is a random variable. The main advantage of this model is high calibration speed compared to the existing stochastic volatility models such as the Bates model or the Heston model. However, the performance of the new model is comparable to the latter. Comprehensive numerical studies demonstrate that the new model is a very competitive alternative to the Heston or the Bates model in terms of accuracy of matching option prices or computing hedging parameters. Finally, a new futures pricing model for electricity futures prices was developed. The new model has a random volatility parameter in its underlying process. The new model has less parameters, as compared to two-factor models for electricity commodity pricing with and without jumps. Numerical experiments with real data illustrate that it is quite competitive with the existing two-factor models in terms of pricing one step ahead futures prices, while being far simpler to calibrate. Further, a new heuristic for calibrating two-factor models was proposed. The new calibration procedure has two stages, offline and online. The offline stage calibrates parameters under a physical measure, while the online stage is used to calibrate the risk-neutrality parameters on each iteration of the particle filter. A particle filter was used to estimate the values of the underlying stochastic processes and to forecast futures prices one step ahead. The contributory material from two chapters of this thesis have been submitted to peer reviewed journals in terms of two papers: • Chapter 4: “A fast calibrating volatility model” has been submitted to the European Journal of Operational Research. • Chapter 5: “Electricity futures price models : calibration and forecasting” has been submitted to the European Journal of Operational Research.

The reliance of unmanned aerial vehicles (UAVs) on GPS and other external navigation aids has become a limiting factor for many missions. UAVs are now physically able to fly in many enclosed or obstructed environments, due to the shrinking size and weight of electronics and other systems. These environments, such as urban canyons or enclosed areas, often degrade or deny external signals. Furthermore, many of the most valuable potential missions for UAVs are in hostile or disaster areas, where navigation infrastructure could be damaged, denied, or actively used against the vehicle. It is clear that developing alternative, independent, navigation techniques will increase the operating envelope of UAVs and make them more useful. This thesis presents work in the development of reliable monocular vision-aided inertial navigation for UAVs. The work focuses on developing a stable and accurate navigation solution in a variety of realistic conditions. First, a vision-aided inertial navigation algorithm is developed which assumes uncorrelated feature and vehicle states. Flight test results on a 80 kg UAV are presented, which demonstrate that it is possible to bound the horizontal drift with vision aiding. Additionally, a novel implementation method is developed for integration with a variety of navigation systems. Finally, a vision-aided navigation algorithm is derived within a Bierman-Thornton factored extended Kalman Filter (BTEKF) framework, using fully correlated vehicle and feature states. This algorithm shows improved consistency and accuracy by 2 to 3 orders of magnitude over the previous implementation, both in simulation and flight testing. Flight test results of the BTEKF on large (80 kg) and small (600 g) vehicles show accurate navigation over numerous tests.

International Telemetering Conference Proceedings / October 25-28, 1999 / Riviera Hotel and Convention Center, Las Vegas, Nevada / In this paper, a devising scheme of Autonomous Vehicle Location and Navigation System is introduced firstly. Then, several key technologies used in the devising scheme are presented, which includes a data fusion method based on extended decentralized kalman filter technology, a map-matching method used to compensate the positioning error, and a digital map data processing method used to realize route planning algorithm. By this time, a sample machine based on the devising scheme introduced in this paper has already been worked out successfully. The availability and the advantages of these technologies have been demonstrated.

Thesis (MSc)--Stellenbosch University, 2014. / ENGLISH ABSTRACT: Monocular structure from motion (SfM) is a widely researched problem, however many of the existing approaches prove to be too computationally expensive for use on mobile devices. In this thesis we investigate how inertial sensors can be used to increase the performance of SfM algorithms on mobile devices. Making use of the low cost inertial sensors found on most mobile devices we design and implement an extended Kalman filter (EKF) to exploit their complementary nature, in order to produce an accurate estimate of the attitude of the device. We make use of a quaternion based system model in order to linearise the measurement stage of the EKF, thus reducing its computational complexity. We use this attitude estimate to enhance the feature tracking and camera localisation stages in our SfM pipeline. In order to perform feature tracking we implement a hybrid tracking algorithm which makes use of Harris corners and an approximate nearest neighbour search to reduce the search space for possible correspondences. We increase the robustness of this approach by using inertial information to compensate for inter-frame camera rotation. We further develop an efficient bundle adjustment algorithm which only optimises the pose of the previous three key frames and the 3D map points common between at least two of these frames. We implement an optimisation based localisation algorithm which makes use of our EKF attitude estimate and the tracked features, in order to estimate the pose of the device relative to the 3D map points. This optimisation is performed in two steps, the first of which optimises only the translation and the second optimises the full pose. We integrate the aforementioned three sub-systems into an inertial assisted pose estimation pipeline. We evaluate our algorithms with the use of datasets captured on the iPhone 5 in the presence of a Vicon motion capture system for ground truth data. We find that our EKF can estimate the device’s attitude with an average dynamic accuracy of ±5°. Furthermore, we find that the inclusion of sensors into the visual pose estimation pipeline can lead to improvements in terms of robustness and computational efficiency of the algorithms and are unlikely to negatively affect the accuracy of such a system. Even though we managed to reduce execution time dramatically, compared to typical existing techniques, our full system is found to still be too computationally expensive for real-time performance and currently runs at 3 frames per second, however the ever improving computational power of mobile devices and our described future work will lead to improved performance. From this study we conclude that inertial sensors make a valuable addition into a visual pose estimation pipeline implemented on a mobile device. / AFRIKAANSE OPSOMMING: Enkel-kamera struktuur-vanaf-beweging (structure from motion, SfM) is ’n bekende navorsingsprobleem, maar baie van die bestaande benaderings is te berekeningsintensief vir gebruik op mobiele toestelle. In hierdie tesis ondersoek ons hoe traagheidsensors gebruik kan word om die prestasie van SfM algoritmes op mobiele toestelle te verbeter. Om van die lae-koste traagheidsensors wat op meeste mobiele toestelle gevind word gebruik te maak, ontwerp en implementeer ons ’n uitgebreide Kalman filter (extended Kalman filter, EKF) om hul komplementêre geaardhede te ontgin, en sodoende ’n akkurate skatting van die toestel se postuur te verkry. Ons maak van ’n kwaternioon-gebaseerde stelselmodel gebruik om die meetstadium van die EKF te lineariseer, en so die berekeningskompleksiteit te verminder. Hierdie afskatting van die toestel se postuur word gebruik om die fases van kenmerkvolging en kameralokalisering in ons SfM proses te verbeter. Vir kenmerkvolging implementeer ons ’n hibriede volgingsalgoritme wat gebruik maak van Harris-hoekpunte en ’n benaderde naaste-buurpunt-soektog om die soekruimte vir moontlike ooreenstemmings te verklein. Ons verhoog die robuustheid van hierdie benadering, deur traagheidsinligting te gebruik om vir kamerarotasies tussen raampies te kompenseer. Verder ontwikkel ons ’n doeltreffende bondelaanpassingsalgoritme wat slegs optimeer oor die vorige drie sleutelraampies, en die 3D punte gemeenskaplik tussen minstens twee van hierdie raampies. Ons implementeer ’n optimeringsgebaseerde lokaliseringsalgoritme, wat gebruik maak van ons EKF se postuurafskatting en die gevolgde kenmerke, om die posisie en oriëntasie van die toestel relatief tot die 3D punte in die kaart af te skat. Die optimering word in twee stappe uitgevoer: eerstens net oor die kamera se translasie, en tweedens oor beide die translasie en rotasie. Ons integreer die bogenoemde drie sub-stelsels in ’n pyplyn vir postuurafskatting met behulp van traagheidsensors. Ons evalueer ons algoritmes met die gebruik van datastelle wat met ’n iPhone 5 opgeneem is, terwyl dit in die teenwoordigheid van ’n Vicon bewegingsvasleggingstelsel was (vir die gelyktydige opneming van korrekte postuurdata). Ons vind dat die EKF die toestel se postuur kan afskat met ’n gemiddelde dinamiese akkuraatheid van ±5°. Verder vind ons dat die insluiting van sensors in die visuele postuurafskattingspyplyn kan lei tot verbeterings in terme van die robuustheid en berekeningsdoeltreffendheid van die algoritmes, en dat dit waarskynlik nie die akkuraatheid van so ’n stelsel negatief beïnvloed nie. Al het ons die uitvoertyd drasties verminder (in vergelyking met tipiese bestaande tegnieke) is ons volledige stelsel steeds te berekeningsintensief vir intydse verwerking op ’n mobiele toestel en hardloop tans teen 3 raampies per sekonde. Die voortdurende verbetering van mobiele toestelle se berekeningskrag en die toekomstige werk wat ons beskryf sal egter lei tot ’n verbetering in prestasie. Uit hierdie studie kan ons aflei dat traagheidsensors ’n waardevolle toevoeging tot ’n visuele postuurafskattingspyplyn kan maak.

This thesis addressed the problem of recognizing 3-D objects, using shape information extracted from range images, and parameterized volumetric models. The domains of the geometric shapes explored is that of complex curved objects with articulated parts, and a great deal of similarity between some of the parts. These objects are exemplified by animal shapes, however the general characteristics and complexity of these shapes are present in a wide range of other natural and man-made objects. In model-based object recognition three main issues constrain the design of a complete solution: representation, feature extraction, and interpretation. this thesis develops an integrated approach that addresses these three issues in the context of the above mentioned domain of objects. For representation I propose a composite description using globally deformable superquadratics and a set of volumetric primitives called geons: this description is shown to have representational and discriminative properties suitable for recognition. Feature extraction comprises a segmentation process which develops a method to extract a parts-based description of the objects as assemblies of defoemable superquadratics. Discontinuity points detected from the images are linked using 'active contour' minimization technique, and deformable superquadratic models are fitted to the resulting regions afterwards. Interpretation is split into three components: classification of parts, matching, and pose estimation. A Radical Basis Function [RBF] classifier algoritm is presented in order to classify the superquadratics shapes derived from the segmentation into one of twelve geon classes. The matching component is decomposed into two stages: first, an indexing scheme which makes effective use of the output of the [RBF] classifier in order to direct the search to the models which contain the parts identified. this makes the search more efficient, and with a model library that is organised in a meaningful and robust way, permits growth without compromising performance. Second, a method is proposed where the hypotheses picked from the index are searched using an Interpretation Tree algorithm combined with a quality measure to evaluate the bindings and the final valid hypotheses based on Possibility Theory, or Theory of Fuzzy Sets. The valid hypotheses ranked by the matching process are then passed to the pose estimation module. This module uses a Kalman Filter technique that includes the constraints on the articulations as perfect measurements, and as such provides a robust and generic way to estimate pose in object domains such as the one approached here. These techniques are then combined to produce an integrated approach to the object recognition task. The thesis develops such an integrated approach, and evaluates its perfomance inthe sample domain. Future extensions of each technique and the overall integration strategy are discussed.