Spelling suggestions: "subject:"ehe kalman filtering"" "subject:"ehe kalman iltering""
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Robust Least Squares Kinetic Upwind Method For Inviscid Compressible FlowsGhosh, Ashis Kumar 06 1900 (has links) (PDF)
No description available.
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Realizace elektronického laboratorního modelu pro praktickou výuku metod zpracování signálu a identifikace dynamických systémů / Realization of electronic laboratory model for practical education of signal processing and identification methodsGamba, Jaromír January 2021 (has links)
This thesis deals with design of electronic laboratory model for teaching mechatronic subjects. The main part of the model consists of a RLC-circuit embedded in PCB. Other parts of PCB and data acquisition card mediate communication with Matlab environment. In the thesis the progress of design process, simulation, manufacture and model testing is described. The results are functioning educational model and several educational tasks, for which the solution are presented.
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Algorithmic and Graph-Theoretic Approaches for Optimal Sensor Selection in Large-Scale SystemsLintao Ye (9741149) 15 December 2020 (has links)
<div>Using sensor measurements to estimate the states and parameters of a system is a fundamental task in understanding the behavior of the system. Moreover, as modern systems grow rapidly in scale and complexity, it is not always possible to deploy sensors to measure all of the states and parameters of the system, due to cost and physical constraints. Therefore, selecting an optimal subset of all the candidate sensors to deploy and gather measurements of the system is an important and challenging problem. In addition, the systems may be targeted by external attackers who attempt to remove or destroy the deployed sensors. This further motivates the formulation of resilient sensor selection strategies. In this thesis, we address the sensor selection problem under different settings as follows. </div><div><br></div><div>First, we consider the optimal sensor selection problem for linear dynamical systems with stochastic inputs, where the Kalman filter is applied based on the sensor measurements to give an estimate of the system states. The goal is to select a subset of sensors under certain budget constraints such that the trace of the steady-state error covariance of the Kalman filter with the selected sensors is minimized. We characterize the complexity of this problem by showing that the Kalman filtering sensor selection problem is NP-hard and cannot be approximated within any constant factor in polynomial time for general systems. We then consider the optimal sensor attack problem for Kalman filtering. The Kalman filtering sensor attack problem is to attack a subset of selected sensors under certain budget constraints in order to maximize the trace of the steady-state error covariance of the Kalman filter with sensors after the attack. We show that the same results as the Kalman filtering sensor selection problem also hold for the Kalman filtering sensor attack problem. Having shown that the general sensor selection and sensor attack problems for Kalman filtering are hard to solve, our next step is to consider special classes of the general problems. Specifically, we consider the underlying directed network corresponding to a linear dynamical system and investigate the case when there is a single node of the network that is affected by a stochastic input. In this setting, we show that the corresponding sensor selection and sensor attack problems for Kalman filtering can be solved in polynomial time. We further study the resilient sensor selection problem for Kalman filtering, where the problem is to find a sensor selection strategy under sensor selection budget constraints such that the trace of the steady-state error covariance of the Kalman filter is minimized after an adversary removes some of the deployed sensors. We show that the resilient sensor selection problem for Kalman filtering is NP-hard, and provide a pseudo-polynomial-time algorithm to solve it optimally.</div><div> </div><div> Next, we consider the sensor selection problem for binary hypothesis testing. The problem is to select a subset of sensors under certain budget constraints such that a certain metric of the Neyman-Pearson (resp., Bayesian) detector corresponding to the selected sensors is optimized. We show that this problem is NP-hard if the objective is to minimize the miss probability (resp., error probability) of the Neyman-Pearson (resp., Bayesian) detector. We then consider three optimization objectives based on the Kullback-Leibler distance, J-Divergence and Bhattacharyya distance, respectively, in the hypothesis testing sensor selection problem, and provide performance bounds on greedy algorithms when applied to the sensor selection problem associated with these optimization objectives.</div><div> </div><div> Moving beyond the binary hypothesis setting, we also consider the setting where the true state of the world comes from a set that can have cardinality greater than two. A Bayesian approach is then used to learn the true state of the world based on the data streams provided by the data sources. We formulate the Bayesian learning data source selection problem under this setting, where the goal is to minimize the cost spent on the data sources such that the learning error is within a certain range. We show that the Bayesian learning data source selection is also NP-hard, and provide greedy algorithms with performance guarantees.</div><div> </div><div> Finally, in light of the COVID-19 pandemic, we study the parameter estimation measurement selection problem for epidemics spreading in networks. Here, the measurements (with certain costs) are collected by conducting virus and antibody tests on the individuals in the epidemic spread network. The goal of the problem is then to optimally estimate the parameters (i.e., the infection rate and the recovery rate of the virus) in the epidemic spread network, while satisfying the budget constraint on collecting the measurements. Again, we show that the measurement selection problem is NP-hard, and provide approximation algorithms with performance guarantees.</div>
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Model-Based Design of an Optimal Lqg Regulator for a Piezoelectric Actuated Smart Structure Using a High-Precision Laser Interferometry Measurement SystemGallagher, Grant P 01 June 2022 (has links) (PDF)
Smart structure control systems commonly use piezoceramic sensors or accelerometers as vibration measurement devices. These measurement devices often produce noisy and/or low-precision signals, which makes it difficult to measure small-amplitude vibrations. Laser interferometry devices pose as an alternative high-precision position measurement method, capable of nanometer-scale resolution. The aim of this research is to utilize a model-based design approach to develop and implement a real-time Linear Quadratic Gaussian (LQG) regulator for a piezoelectric actuated smart structure using a high-precision laser interferometry measurement system to suppress the excitation of vibratory modes.
The analytical model of the smart structure is derived using the extended Hamilton Principle and Euler-Bernoulli beam theory, and the equations of motion for the system are constructed using the assumed-modes method. The analytical model is organized in state-space form, in which the effects of a low-pass filter and sampling of the digital control system are also accounted for. The analytical model is subsequently validated against a finite-element model in Abaqus, a lumped parameter model in Simscape Multibody, and experimental modal analysis using the physical system. A discrete-time proportional-derivative (PD) controller is designed in a heuristic fashion to serve as a baseline performance criterion for the LQG regulator. The Kalman Filter observer and Linear Quadratic Regulator (LQR) components of the LQG regulator are also derived from the state-space model.
It is found that the behavior of the analytical model closely matches that of the physical system, and the performance of the LQG regulator exceeds that of the PD controller. The LQG regulator demonstrated quality estimation of the state variables of the system and further constitutes an exceptional closed-loop control system for active vibration control and disturbance rejection of the smart structure.
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Bayesian estimation of discrete signals with local dependencies. / Estimation bayésienne de signaux discrets à dépendances localesMajidi, Mohammad Hassan 24 June 2014 (has links)
L'objectif de cette thèse est d'étudier le problème de la détection de données dans le système de communication sans fil, à la fois pour le cas de l'information d'état de canal parfaite et imparfaite au niveau du récepteur. Comme on le sait, la complexité de MLSE est exponentielle en la mémoire de canal et la cardinalité de l'alphabet symbole est rapidement ingérable, ce qui force à recourir à des approches sousoptimales. Par conséquent, en premier lieu, nous proposons une nouvelle égalisation itérative lorsque le canal est inconnu à l'émetteur et parfaitement connu au niveau du récepteur. Ce récepteur est basé sur une approche de continuation, et exploite l'idée d'approcher une fonction originale de coût d'optimisation par une suite de fonctions plus dociles et donc de réduire la complexité de calcul au récepteur.En second lieu, en vue de la détection de données sous un canal dynamique linéaire, lorsque le canal est inconnu au niveau du récepteur, le récepteur doit être en mesure d'effectuer conjointement l'égalisation et l'estimation de canal. De cette manière, on formule une représentation de modèle état-espace combiné du système de communication. Par cette représentation, nous pouvons utiliser le filltre de Kalman comme le meilleur estimateur des paramètres du canal. Le but de cette section est de motiver de façon rigoureuse la mise en place du filltre de Kalman dans l'estimation des sequences de Markov par des canaux dynamiques Gaussien. Par la présente, nous interprétons et explicitons les approximations sous-jacentes dans les approaches heuristiques.Enfin, si nous considérons une approche plus générale pour le canal dynamique non linéaire, nous ne pouvons pas utiliser le filtre de Kalman comme le meilleur estimateur. Ici, nous utilisons des modèles commutation d’espace-état (SSSM) comme modèles espace-état non linéaires. Ce modèle combine le modèle de Markov caché (HMM) et le modèle espace-état linéaire (LSSM). Pour l'estimation de canal et la detection de données, l'approche espérance et maximisation (EM) est utilisée comme approche naturelle. De cette façon, le filtre de Kalman étendu (EKF) et les filtres à particules sont évités. / The aim of this thesis is to study the problem of data detection in wireless communication system, for both case of perfect and imperfect channel state information at the receiver. As well known, the complexity of MLSE being exponential in the channel memory and in the symbol alphabet cardinality is quickly unmanageable and forces to resort to sub-optimal approaches. Therefore, first we propose a new iterative equalizer when the channel is unknown at the transmitter and perfectly known at the receiver. This receiver is based on continuation approach, and exploits the idea of approaching an original optimization cost function by a sequence of more tractable functions and thus reduce the receiver's computational complexity. Second, in order to data detection under linear dynamic channel, when the channel is unknown at the receiver, the receiver must be able to perform joint equalization and channel estimation. In this way, we formulate a combined state-space model representation of the communication system. By this representation, we can use the Kalman filter as the best estimator for the channel parameters. The aim in this section is to motivate rigorously the introduction of the Kalman filter in the estimation of Markov sequences through Gaussian dynamical channels. By this we interpret and make clearer the underlying approximations in the heuristic approaches. Finally, if we consider more general approach for non linear dynamic channel, we can not use the Kalman filter as the best estimator. Here, we use switching state-space model (SSSM) as non linear state-space model. This model combines the hidden Markov model (HMM) and linear state-space model (LSSM). In order to channel estimation and data detection, the expectation and maximization (EM) procedure is used as the natural approach. In this way extended Kalman filter (EKF) and particle filters are avoided.
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Vision-based navigation and mapping for flight in GPS-denied environmentsWu, Allen David 15 November 2010 (has links)
Traditionally, the task of determining aircraft position and attitude for automatic control has been handled by the combination of an inertial measurement unit (IMU) with a Global Positioning System (GPS) receiver. In this configuration, accelerations and angular rates from the IMU can be integrated forward in time, and position updates from the GPS can be used to bound the errors that result from this integration. However, reliance on the reception of GPS signals places artificial constraints on aircraft such as small unmanned aerial vehicles (UAVs) that are otherwise physically capable of operation in indoor, cluttered, or adversarial environments.
Therefore, this work investigates methods for incorporating a monocular vision sensor into a standard avionics suite. Vision sensors possess the potential to extract information about the surrounding environment and determine the locations of features or points of interest. Having mapped out landmarks in an unknown environment, subsequent observations by the vision sensor can in turn be used to resolve aircraft position and orientation while continuing to map out new features.
An extended Kalman filter framework for performing the tasks of vision-based mapping and navigation is presented. Feature points are detected in each image using a Harris corner detector, and these feature measurements are corresponded from frame to frame using a statistical Z-test. When GPS is available, sequential observations of a single landmark point allow the point's location in inertial space to be estimated. When GPS is not available, landmarks that have been sufficiently triangulated can be used for estimating vehicle position and attitude.
Simulation and real-time flight test results for vision-based mapping and navigation are presented to demonstrate feasibility in real-time applications. These methods are then integrated into a practical framework for flight in GPS-denied environments and verified through the autonomous flight of a UAV during a loss-of-GPS scenario. The methodology is also extended to the application of vehicles equipped with stereo vision systems. This framework enables aircraft capable of hovering in place to maintain a bounded pose estimate indefinitely without drift during a GPS outage.
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Optimal Guidance Of Aerospace Vehicles Using Generalized MPSP With Advanced Control Of Supersonic Air-Breathing EnginesMaity, Arnab 12 1900 (has links) (PDF)
A new suboptimal guidance law design approach for aerospace vehicles is proposed in this thesis, followed by an advanced control design for supersonic air-breathing engines. The guidance law is designed using the newly developed Generalized Model Predictive Static Programming (G-MPSP), which is based on the continuous time nonlinear optimal control framework. The key feature of this technique is one-time backward propagation of a small-dimensional weighting matrix dynamics, which is used to update the entire control history. This key feature, as well as the fact that it leads to a static optimization problem, lead to its computational efficiency. It has also been shown that the existing model predictive static programming (MPSP), which is based on the discrete time framework, is a special case of G-MPSP. The G-MPSP technique is further extended to incorporate ‘input inequality constraints’ in a limited sense using the penalty function philosophy. Next, this technique has been developed also further in a ‘flexible final time’ framework to converge rapidly to meet very stringent final conditions with limited number of iterations.
Using the G-MPSP technique in a flexible final time and input inequality constrained formulation, a suboptimal guidance law for a solid motor propelled carrier launch vehicle is successfully designed for a hypersonic mission. This guidance law assures very stringent final conditions at the injection point at the end of the guidance phase for successful beginning of the hypersonic vehicle operation. It also ensures that the angle of attack and structural load bounds are not violated throughout the trajectory. A second-order autopilot has been incorporated in the simulation studies to mimic the effect of the inner-loops on the guidance performance. Simulation studies with perturbations in the thrust-time behaviour, drag coefficient and mass demonstrate that the proposed guidance can meet the stringent requirements of the hypersonic mission.
The G-MPSP technique in a fixed final time and input inequality constrained formulation has also been used for optimal guidance of an aerospace vehicle propelled by supersonic air-breathing engine, where the resulting thrust can be manipulated by managing the fuel flow and nozzle area (which is not possible in solid motors). However, operation of supersonic air-breathing engines is quite complex as the thrust produced by the engine is a result of very complex nonlinear combustion dynamics inside the engine. Hence, to generate the desired thrust, accounting for a fairly detailed engine model, a dynamic inversion based nonlinear state feedback control design has been carried out. The objective of this controller is to ensure that the engine dynamically produces the thrust that tracks the commanded value of thrust generated from the guidance loop as closely as possible by regulating the fuel flow rate. Simultaneously, by manipulating throat area of the nozzle, it also manages the shock wave location in the intake for maximum pressure recovery with sufficient margin for robustness. To filter out the sensor and process noises and to estimate the states for making the control design operate based on output feedback, an extended Kalman filter (EKF) based state estimation design has also been carried out and the controller has been made to operate based on estimated states. Moreover, independent control designs have also been carried out for the actuators so that their response can be faster. In addition, this control design becomes more challenging to satisfy the imposed practical constraints like fuel-air ratio and peak combustion temperature limits. Simulation results clearly indicate that the proposed design is quite successful in assuring the desired performance of the air-breathing engine throughout the flight trajectory, i.e., both during the climb and cruise phases, while assuring adequate pressure margin for shock wave management.
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Chaînes de Markov triplets et filtrage optimal dans les systemes à sauts / Triplet Markov chains and optimal filtering in the jump systemsAbbassi, Noufel 26 April 2012 (has links)
Cette thèse est consacrée à la restauration et l'estimation des paramètres par filtrage dans les modèles de chaîne de Markov cachée classique, couple et triplet à sauts Markoviens. Nous proposons deux nouvelles méthodes d'approximation dans le cas des systèmes linéaires gaussiens à sauts Markoviens. La première est fondée sur l'utilisation des chaînes de Markov cachées par du bruit à mémoire longue, on obtient alors une méthode " partiellement non supervisée" dans la quelle certains paramètres, peuvent être estimés en utilisant une version adaptative de l'algorithme EM ou ICE, les résultats obtenus sont encourageant et comparables avec les méthodes classiquement utilisées du type (Kalman/Particulaire). La deuxième exploite l'idée de ne garder à chaque instant que les trajectoires les plus probables; là aussi, on obtient une méthode très rapide donnant des résultats très intéressants. Nous proposons par la suite deux familles de modèles à sauts qui sont originaux. la première est très générale où le processus couple composé du processus d'intérêt et celui des observations conditionnellement aux sauts, est une chaîne de Markov cachée, et nous proposons une extension du filtrage particulaire à cette famille. La deuxième, est une sous famille de la première où le couple composé de la chaîne des sauts et le processus d'observations est Markovien dans ce dernier cas le filtrage optimal exact est possible avec une complexité linéaire dans le temps. L'utilisation de la deuxième famille en tant qu'approximation de la première est alors étudiée et les résultats exposés dans ce mémoire semblent très encourageants / This thesis is devoted to the restoration problem and the parameter estimation by filtering in the traditional hidden Markov chain model, couple and triplet with Markovian jumps. We propose two new approximate methods in the case of Gaussian linear systems with Markovian jumps. first is founded to use the hidden Markov chains by noise with long memory, we obtains a method " partially not supervised" some parameters, can be estimated by using an adaptive version of EM or ICE algorithm, the results obtained are encouraging and comparable with the methods used classically (Kalman/Particle). The second one exploits idea to keep at every moment only the most probable trajectories; we obtains a very fast method giving very interesting results. Then we propose two families of models to jumps which are original. The first one is very general where the process couples made up of the hidden and the observations process conditionally to the jumps, are a hidden Markov chain, and we propose an extension of particulate filtering to this family. The second is under family of the first, where the couple made up of the jumps and the observations process is Markovian, in this last case exact optimal filtering is possible with a linear complexity in time. Using of the second family to approach the first one is studied and the results exposed in this memory seem very encouraging
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Optimální odhad stavu modelu navigačního systému / Optimal state estimation of a navigation model systemPapež, Milan January 2013 (has links)
This thesis presents an investigation of the possibility of using the fixed-point arithmetic in the inertial navigation systems, which use the local level navigation frame mechanization equations. Two square root filtering methods, the Potter's square root Kalman filter and UD factorized Kalman filter, are compared with respect to the conventional Kalman filter and its Joseph's stabilized form. The effect of rounding errors to the Kalman filter optimality and the covariance matrix or its factors conditioning is evaluated for a various lengths of the fractional part of the fixed-point computational word. Main contribution of this research lies in an evaluation of the minimal fixed-point arithmetic word length for the Phi-angle error model with noise statistics which correspond to the tactical grade inertial measurements units.
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Multivariate stochastic loss reserving with common shock approachesVu, Phuong Anh 01 1900 (has links)
No description available.
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