State estimation and tracking (also known as filtering) is an integral part of any system performing inference in a partially observable environment, whether it is a robot that is gauging an environment through noisy sensors or a natural language processing system that is trying to model a sequence of characters without full knowledge of the syntactic or semantic state of the text. In this work, we develop a framework for constructing state estimators. The framework consists of a model class, referred to as predictive state models, and a learning algorithm, referred to as two-stage regression. Our framework is based on two key concepts: (1) predictive state: where our belief about the latent state of the environment is represented as a prediction of future observation features and (2) instrumental regression: where features of previous observations are used to remove sampling noise from future observation statistics, allowing for unbiased estimation of system dynamics. These two concepts allow us to develop efficient and tractable learning methods that reduce the unsupervised problem of learning an environment model to a supervised regression problem: first, a regressor is used to remove noise from future observation statistics. Then another regressor uses the denoised observation features to estimate the dynamics of the environment. We show that our proposed framework enjoys a number of theoretical and practical advantages over existing methods, and we demonstrate its efficacy in a prediction setting, where the task is to predict future observations, as well as a control setting, where the task is to optimize a control policy via reinforcement learning.

Nowadays, Global Positioning System (GPS) which provide global coverage, continuous tracking capability and high accuracy has been preferred as the primary tracking system for onboard real-time precision orbit determination of Low Earth Orbiters (LEO). In this work, real-time orbit determination algorithms are established on the basis of extended Kalman, unscented Kalman, regularized particle, extended Kalman particle and extended H-infinity filters. Particularly, particle filters which have not been applied to the real time orbit determination until now are also performed in this study and H-infinity filter is presented using all kinds of real GPS observations. Additionally, performance of unscented Kalman filter using GRAPHIC (Group and Phase Ionospheric Correction) measurements is investigated. To evaluate performances of all algorithms, comparisons are carried out using different types of GPS observations concerning C/A (Coarse/Acquisition) code pseudorange, GRAPHIC and navigation solutions. A software package for real time orbit determination is developed using recursive filters mentioned above. The software is implemented and tested in MATLAB&copy / R2010 programming language environment on the basis of the object oriented programming schema.

A complete chain of analysis and synthesis system identification tools for detectability assessment and adaptive identification of parameters with physical interpretation that can be found commonly in control-oriented powertrain models is presented. This research is motivated from the fact that future powertrain control and monitoring systems will depend increasingly on physically oriented system models to reduce the complexity of existing control strategies and open the road to new environmentally friendly technologies. At the outset of this study a physics-based control-oriented dynamic model of a complete transient engine testing facility, consisting of a single cylinder engine, an alternating current dynamometer and a coupling shaft unit, is developed to investigate the functional relationships of the inputs, outputs and parameters of the system. Having understood these, algorithms for identifiability analysis and adaptive identification of parameters with physical interpretation are proposed. The efficacy of the recommended algorithms is illustrated with three novel practical applications. These are, the development of an on-line health monitoring system for engine dynamometer coupling shafts based on recursive estimation of shaft’s physical parameters, the sensitivity analysis and adaptive identification of engine friction parameters, and the non-linear recursive parameter estimation with parameter estimability analysis of physical and semi-physical cyclic engine torque model parameters. The findings of this research suggest that the combination of physics-based control oriented models with adaptive identification algorithms can lead to the development of component-based diagnosis and control strategies. Ultimately, this work contributes in the area of on-line fault diagnosis, fault tolerant and adaptive control for vehicular systems.

A complete chain of analysis and synthesis system identification tools for detectability assessment and adaptive identification of parameters with physical interpretation that can be found commonly in control-oriented powertrain models is presented. This research is motivated from the fact that future powertrain control and monitoring systems will depend increasingly on physically oriented system models to reduce the complexity of existing control strategies and open the road to new environmentally friendly technologies. At the outset of this study a physics-based control-oriented dynamic model of a complete transient engine testing facility, consisting of a single cylinder engine, an alternating current dynamometer and a coupling shaft unit, is developed to investigate the functional relationships of the inputs, outputs and parameters of the system. Having understood these, algorithms for identifiability analysis and adaptive identification of parameters with physical interpretation are proposed. The efficacy of the recommended algorithms is illustrated with three novel practical applications. These are, the development of an on-line health monitoring system for engine dynamometer coupling shafts based on recursive estimation of shaft’s physical parameters, the sensitivity analysis and adaptive identification of engine friction parameters, and the non-linear recursive parameter estimation with parameter estimability analysis of physical and semi-physical cyclic engine torque model parameters. The findings of this research suggest that the combination of physics-based control oriented models with adaptive identification algorithms can lead to the development of component-based diagnosis and control strategies. Ultimately, this work contributes in the area of on-line fault diagnosis, fault tolerant and adaptive control for vehicular systems.

Muitos pesquisadores têm se interessado em explorar o vasto poder computacional das recentes unidades de processamento gráfico (GPUs) em aplicações fora do domínio gráfico. Essa tendência ao desenvolvimento de propósitos gerais com a GPU (GPGPU) foi intensificada com a produção de APIs não-gráficas, tais como a Compute Unified Device Architecture (CUDA), da NVIDIA. Com elas, estudou-se a solução na GPU de muitos problemas de processamento de sinal 2D e 3D envolvendo álgebra linear e equações diferenciais parciais, mas pouca atenção tem sido dada ao processamento de sinais 1D, que também podem exigir recursos computacionais significativos. Já havia sido demonstrado que a GPU pode ser usada para processamento de sinais em tempo-real, mas alguns processos não se adequavam bem à arquitetura da GPU. Neste trabalho, apresento uma nova técnica para implementar um filtro digital linear recursivo usando a GPU. Até onde eu sei, a solução aqui apresentada é a primeira na literatura. Uma comparação entre esta abordagem e uma implementação equivalente baseada na CPU demonstra que, quando usada em um sistema de processamento de áudio em temporeal, esta técnica permite o processamento de duas a quatro vezes mais coeficientes do que era possível anteriormente. A técnica também elimina a necessidade de processar o filtro na CPU - evitando transferências de memória adicionais entre CPU e GPU - quando se deseja usar o filtro junto a outros processos, tais como síntese de som. A recursividade estabelecida pela equação do filtro torna difícil obter uma implementação eficiente em uma arquitetura paralela como a da GPU. Já que cada amostra de saída é computada em paralelo, os valores necessários de amostras de saída anteriores não estão disponíveis no momento do cômputo. Poder-se-ia forçar a GPU a executar o filtro sequencialmente usando sincronização, mas isso seria um uso ineficiente da GPU. Este problema foi resolvido desdobrando-se a equação e "trocando-se" as dependências de amostras próximas à saída atual por outras precedentes, assim exigindo apenas o armazenamento de um certo número de amostras de saída. A equação resultante contém convoluções que então são eficientemente computadas usando a FFT. A implementação da técnica é geral e funciona para qualquer filtro recursivo linear invariante no tempo. Para demonstrar sua relevância, construímos um filtro LPC para sintetizar em tempo-real sons realísticos de colisões de objetos feitos de diferentes materiais, tais como vidro, plástico e madeira. Os sons podem ser parametrizados por material dos objetos, velocidade e ângulo das colisões. Apesar de flexível, esta abordagem usa pouca memória, exigindo apenas alguns coeficientes para representar a resposta ao impulso do filtro para cada material. Isso torna esta abordagem uma alternativa atraente frente às técnicas tradicionais baseadas em CPU que apenas realizam a reprodução de sons gravados. / Many researchers have been interested in exploring the vast computational power of recent graphics processing units (GPUs) in applications outside the graphics domain. This trend towards General-Purpose GPU (GPGPU) development has been intensified with the release of non-graphics APIs for GPU programming, such as NVIDIA's Compute Unified Device Architecture (CUDA). With them, the GPU has been widely studied for solving many 2D and 3D signal processing problems involving linear algebra and partial differential equations, but little attention has been given to 1D signal processing, which may demand significant computational resources likewise. It has been previously demonstrated that the GPU can be used for real-time signal processing, but several processes did not fit the GPU architecture well. In this work, a new technique for implementing a digital recursive linear filter using the GPU is presented. To the best of my knowledge, the solution presented here is the first in the literature. A comparison between this approach and an equivalent CPU-based implementation demonstrates that, when used in a real-time audio processing system, this technique supports processing of two to four times more coefficients than it was possible previously. The technique also eliminates the necessity of processing the filter on the CPU - avoiding additional memory transfers between CPU and GPU - when one wishes to use the filter in conjunction with other processes, such as sound synthesis. The recursivity established by the filter equation makes it difficult to obtain an efficient implementation on a parallel architecture like the GPU. Since every output sample is computed in parallel, the necessary values of previous output samples are unavailable at the time the computation takes place. One could force the GPU to execute the filter sequentially using synchronization, but this would be a very inefficient use of GPU resources. This problem is solved by unrolling the equation and "trading" dependences on samples close to the current output by other preceding ones, thus requiring only the storage of a limited number of previous output samples. The resulting equation contains convolutions which are then efficiently computed using the FFT. The proposed technique's implementation is general and works for any time-invariant recursive linear filter. To demonstrate its relevance, an LPC filter is designed to synthesize in real-time realistic sounds of collisions between objects made of different materials, such as glass, plastic, and wood. The synthesized sounds can be parameterized by the objects' materials, velocities and collision angles. Despite its flexibility, this approach uses very little memory, requiring only a few coefficients to represent the impulse response for the filter of each material. This turns this approach into an attractive alternative to traditional CPU-based techniques that use playback of pre-recorded sounds.

Muitos pesquisadores têm se interessado em explorar o vasto poder computacional das recentes unidades de processamento gráfico (GPUs) em aplicações fora do domínio gráfico. Essa tendência ao desenvolvimento de propósitos gerais com a GPU (GPGPU) foi intensificada com a produção de APIs não-gráficas, tais como a Compute Unified Device Architecture (CUDA), da NVIDIA. Com elas, estudou-se a solução na GPU de muitos problemas de processamento de sinal 2D e 3D envolvendo álgebra linear e equações diferenciais parciais, mas pouca atenção tem sido dada ao processamento de sinais 1D, que também podem exigir recursos computacionais significativos. Já havia sido demonstrado que a GPU pode ser usada para processamento de sinais em tempo-real, mas alguns processos não se adequavam bem à arquitetura da GPU. Neste trabalho, apresento uma nova técnica para implementar um filtro digital linear recursivo usando a GPU. Até onde eu sei, a solução aqui apresentada é a primeira na literatura. Uma comparação entre esta abordagem e uma implementação equivalente baseada na CPU demonstra que, quando usada em um sistema de processamento de áudio em temporeal, esta técnica permite o processamento de duas a quatro vezes mais coeficientes do que era possível anteriormente. A técnica também elimina a necessidade de processar o filtro na CPU - evitando transferências de memória adicionais entre CPU e GPU - quando se deseja usar o filtro junto a outros processos, tais como síntese de som. A recursividade estabelecida pela equação do filtro torna difícil obter uma implementação eficiente em uma arquitetura paralela como a da GPU. Já que cada amostra de saída é computada em paralelo, os valores necessários de amostras de saída anteriores não estão disponíveis no momento do cômputo. Poder-se-ia forçar a GPU a executar o filtro sequencialmente usando sincronização, mas isso seria um uso ineficiente da GPU. Este problema foi resolvido desdobrando-se a equação e "trocando-se" as dependências de amostras próximas à saída atual por outras precedentes, assim exigindo apenas o armazenamento de um certo número de amostras de saída. A equação resultante contém convoluções que então são eficientemente computadas usando a FFT. A implementação da técnica é geral e funciona para qualquer filtro recursivo linear invariante no tempo. Para demonstrar sua relevância, construímos um filtro LPC para sintetizar em tempo-real sons realísticos de colisões de objetos feitos de diferentes materiais, tais como vidro, plástico e madeira. Os sons podem ser parametrizados por material dos objetos, velocidade e ângulo das colisões. Apesar de flexível, esta abordagem usa pouca memória, exigindo apenas alguns coeficientes para representar a resposta ao impulso do filtro para cada material. Isso torna esta abordagem uma alternativa atraente frente às técnicas tradicionais baseadas em CPU que apenas realizam a reprodução de sons gravados. / Many researchers have been interested in exploring the vast computational power of recent graphics processing units (GPUs) in applications outside the graphics domain. This trend towards General-Purpose GPU (GPGPU) development has been intensified with the release of non-graphics APIs for GPU programming, such as NVIDIA's Compute Unified Device Architecture (CUDA). With them, the GPU has been widely studied for solving many 2D and 3D signal processing problems involving linear algebra and partial differential equations, but little attention has been given to 1D signal processing, which may demand significant computational resources likewise. It has been previously demonstrated that the GPU can be used for real-time signal processing, but several processes did not fit the GPU architecture well. In this work, a new technique for implementing a digital recursive linear filter using the GPU is presented. To the best of my knowledge, the solution presented here is the first in the literature. A comparison between this approach and an equivalent CPU-based implementation demonstrates that, when used in a real-time audio processing system, this technique supports processing of two to four times more coefficients than it was possible previously. The technique also eliminates the necessity of processing the filter on the CPU - avoiding additional memory transfers between CPU and GPU - when one wishes to use the filter in conjunction with other processes, such as sound synthesis. The recursivity established by the filter equation makes it difficult to obtain an efficient implementation on a parallel architecture like the GPU. Since every output sample is computed in parallel, the necessary values of previous output samples are unavailable at the time the computation takes place. One could force the GPU to execute the filter sequentially using synchronization, but this would be a very inefficient use of GPU resources. This problem is solved by unrolling the equation and "trading" dependences on samples close to the current output by other preceding ones, thus requiring only the storage of a limited number of previous output samples. The resulting equation contains convolutions which are then efficiently computed using the FFT. The proposed technique's implementation is general and works for any time-invariant recursive linear filter. To demonstrate its relevance, an LPC filter is designed to synthesize in real-time realistic sounds of collisions between objects made of different materials, such as glass, plastic, and wood. The synthesized sounds can be parameterized by the objects' materials, velocities and collision angles. Despite its flexibility, this approach uses very little memory, requiring only a few coefficients to represent the impulse response for the filter of each material. This turns this approach into an attractive alternative to traditional CPU-based techniques that use playback of pre-recorded sounds.

Muitos pesquisadores têm se interessado em explorar o vasto poder computacional das recentes unidades de processamento gráfico (GPUs) em aplicações fora do domínio gráfico. Essa tendência ao desenvolvimento de propósitos gerais com a GPU (GPGPU) foi intensificada com a produção de APIs não-gráficas, tais como a Compute Unified Device Architecture (CUDA), da NVIDIA. Com elas, estudou-se a solução na GPU de muitos problemas de processamento de sinal 2D e 3D envolvendo álgebra linear e equações diferenciais parciais, mas pouca atenção tem sido dada ao processamento de sinais 1D, que também podem exigir recursos computacionais significativos. Já havia sido demonstrado que a GPU pode ser usada para processamento de sinais em tempo-real, mas alguns processos não se adequavam bem à arquitetura da GPU. Neste trabalho, apresento uma nova técnica para implementar um filtro digital linear recursivo usando a GPU. Até onde eu sei, a solução aqui apresentada é a primeira na literatura. Uma comparação entre esta abordagem e uma implementação equivalente baseada na CPU demonstra que, quando usada em um sistema de processamento de áudio em temporeal, esta técnica permite o processamento de duas a quatro vezes mais coeficientes do que era possível anteriormente. A técnica também elimina a necessidade de processar o filtro na CPU - evitando transferências de memória adicionais entre CPU e GPU - quando se deseja usar o filtro junto a outros processos, tais como síntese de som. A recursividade estabelecida pela equação do filtro torna difícil obter uma implementação eficiente em uma arquitetura paralela como a da GPU. Já que cada amostra de saída é computada em paralelo, os valores necessários de amostras de saída anteriores não estão disponíveis no momento do cômputo. Poder-se-ia forçar a GPU a executar o filtro sequencialmente usando sincronização, mas isso seria um uso ineficiente da GPU. Este problema foi resolvido desdobrando-se a equação e "trocando-se" as dependências de amostras próximas à saída atual por outras precedentes, assim exigindo apenas o armazenamento de um certo número de amostras de saída. A equação resultante contém convoluções que então são eficientemente computadas usando a FFT. A implementação da técnica é geral e funciona para qualquer filtro recursivo linear invariante no tempo. Para demonstrar sua relevância, construímos um filtro LPC para sintetizar em tempo-real sons realísticos de colisões de objetos feitos de diferentes materiais, tais como vidro, plástico e madeira. Os sons podem ser parametrizados por material dos objetos, velocidade e ângulo das colisões. Apesar de flexível, esta abordagem usa pouca memória, exigindo apenas alguns coeficientes para representar a resposta ao impulso do filtro para cada material. Isso torna esta abordagem uma alternativa atraente frente às técnicas tradicionais baseadas em CPU que apenas realizam a reprodução de sons gravados. / Many researchers have been interested in exploring the vast computational power of recent graphics processing units (GPUs) in applications outside the graphics domain. This trend towards General-Purpose GPU (GPGPU) development has been intensified with the release of non-graphics APIs for GPU programming, such as NVIDIA's Compute Unified Device Architecture (CUDA). With them, the GPU has been widely studied for solving many 2D and 3D signal processing problems involving linear algebra and partial differential equations, but little attention has been given to 1D signal processing, which may demand significant computational resources likewise. It has been previously demonstrated that the GPU can be used for real-time signal processing, but several processes did not fit the GPU architecture well. In this work, a new technique for implementing a digital recursive linear filter using the GPU is presented. To the best of my knowledge, the solution presented here is the first in the literature. A comparison between this approach and an equivalent CPU-based implementation demonstrates that, when used in a real-time audio processing system, this technique supports processing of two to four times more coefficients than it was possible previously. The technique also eliminates the necessity of processing the filter on the CPU - avoiding additional memory transfers between CPU and GPU - when one wishes to use the filter in conjunction with other processes, such as sound synthesis. The recursivity established by the filter equation makes it difficult to obtain an efficient implementation on a parallel architecture like the GPU. Since every output sample is computed in parallel, the necessary values of previous output samples are unavailable at the time the computation takes place. One could force the GPU to execute the filter sequentially using synchronization, but this would be a very inefficient use of GPU resources. This problem is solved by unrolling the equation and "trading" dependences on samples close to the current output by other preceding ones, thus requiring only the storage of a limited number of previous output samples. The resulting equation contains convolutions which are then efficiently computed using the FFT. The proposed technique's implementation is general and works for any time-invariant recursive linear filter. To demonstrate its relevance, an LPC filter is designed to synthesize in real-time realistic sounds of collisions between objects made of different materials, such as glass, plastic, and wood. The synthesized sounds can be parameterized by the objects' materials, velocities and collision angles. Despite its flexibility, this approach uses very little memory, requiring only a few coefficients to represent the impulse response for the filter of each material. This turns this approach into an attractive alternative to traditional CPU-based techniques that use playback of pre-recorded sounds.