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.

ABSTRACT LOCAL MODELING OF THE IONOSPHERIC VERTICAL TOTAL ELECTRON CONTENT (VTEC) USING PARTICLE FILTER Aghakarimi, Armin M.Sc., Department of Geodetic and Geographic Information Technologies Supervisor: Prof. Dr. Mahmut Onur Karslioglu September 2012, 98 pages Ionosphere modeling is an important field of current studies because of its influences on the propagation of the electromagnetic signals. Among the various methods of obtaining ionospheric information, Global Positioning System (GPS) is the most prominent one because of extensive stations distributed all over the world. There are several studies in the literature related to the modeling of the ionosphere in terms of Total Electron Content (TEC). However, most of these studies investigate the ionosphere in the global and regional scales. On the other hand, complex dynamic of the ionosphere requires further studies in the local structure of the TEC distribution. In this work, Particle filter has been used for the investigation of local character of the ionosphere VTEC. Besides, standard Kalman filter as an effective method for optimal state estimation is applied to the same data sets to compare the corresponding results with results of Particle filter. The comparison shows that Particle filter indicates better performance than the standard Kalman filter especially during the geomagnetic storm. MATLAB&copy / R2011 software has been used for programing all processes and algorithms of the study.

Condition monitoring of hydraulic systems is an area that has grown substantially in the last few decades. This thesis presents a scheme that automatically generates the fault symptoms by on-line processing of raw sensor data from a real test rig. The main purposes of implementing condition monitoring in hydraulic systems are to increase productivity, decrease maintenance costs and increase safety. Since such systems are widely used in industry and becoming more complex in function, reliability of the systems must be supported by an efficient monitoring and maintenance scheme. This work proposes an accurate state space model together with a novel model-based fault diagnosis methodology. The test rig has been fabricated in the Process Automation and Robotics Laboratory at UBC. First, a state space model of the system is derived. The parameters of the model are obtained through either experiments or direct measurements and manufacturer specifications. To validate the model, the simulated and measured states are compared. The results show that under normal operating conditions the simulation program and real system produce similar state trajectories. For the validated model, a condition monitoring scheme based on the Unscented Kalman Filter (UKF) is developed. In simulations, both measurement and process noises are considered. The results show that the algorithm estimates the iii system states with acceptable residual errors. Therefore, the structure is verified to be employed as the fault diagnosis scheme. Five types of faults are investigated in this thesis: loss of load, dynamic friction load, the internal leakage between the two hydraulic cylinder chambers, and the external leakage at either side of the actuator. Also, for each leakage scenario, three levels of leakage are investigated in the tests. The developed UKF-based fault monitoring scheme is tested on the practical system while different fault scenarios are singly introduced to the system. A sinusoidal reference signal is used for the actuator displacement. To diagnose the occurred fault in real time, three criteria, namely residual moving average of the errors, chamber pressures, and actuator characteristics, are considered. Based on the presented experimental results and discussions, the proposed scheme can accurately diagnose the occurred faults.

A new algorithm is proposed that smoothly integrates the nonlinear estimation of the attitude quaternion using Davenport's q-method and the estimation of non-attitude states within the framework of an extended Kalman filter. A modification to the q-method and associated covariance analysis is derived with the inclusion of an a priori attitude estimate. The non-attitude states are updated from the nonlinear attitude estimate based on linear optimal Kalman filter techniques. The proposed filter is compared to existing methods and is shown to be equivalent to second-order in the attitude update and exactly equivalent in the non-attitude state update with the Sequential Optimal Attitude Recursion filter. Monte Carlo analysis is used in numerical simulations to demonstrate the validity of the proposed approach. This filter successfully estimates the nonlinear attitude and non-attitude states in a single Kalman filter without the need for iterations.

In this thesis we consider two combinatorial optimization problems that relate to the field of persistent monitoring. In the first part, we extend the classic problem of finding the maximum weight Hamiltonian cycle in a graph to the case where the objective is a submodular function of the edges. We consider a greedy algorithm and a 2-matching based algorithm, and we show that they have approximation factors of 1/2+κ and max{2/(3(2+κ)),(2/3)(1-κ)} respectively, where κ is the curvature of the submodular function. Both algorithms require a number of calls to the submodular function that is cubic to the number of vertices in the graph. We then present a method to solve a multi-objective optimization consisting of both additive edge costs and submodular edge rewards. We provide simulation results to empirically evaluate the performance of the algorithms. Finally, we demonstrate an application in monitoring an environment using an autonomous mobile sensor, where the sensing reward is related to the entropy reduction of a given a set of measurements. In the second part, we study the problem of selecting sensors to obtain the most accurate state estimate of a linear system. The estimator is taken to be a Kalman filter and we attempt to optimize the a posteriori error covariance. For a finite time horizon, we show that, under certain restrictive conditions, the problem can be phrased as a submodular function optimization and that a greedy approach yields a 1-1/(e^(1-1/e))-approximation. Next, for an infinite time horizon, we characterize the exact conditions for the existence of a schedule with bounded estimation error covariance. We then present a scheduling algorithm that guarantees that the error covariance will be bounded and that the error will die out exponentially for any detectable LTI system. Simulations are provided to compare the performance of the algorithm against other known techniques.

In this thesis report, some of the most promising techniques, in the field of intelligent vehicles and mobile robotics, for detection and tracking of moving objects in an indoor environment are investigated. Kalman filter (KF), extended Kalman filter (EKF), and particle filters (PF) based techniques for the tracking of people are implemented and evaluated. A heuristic method is then proposed to improve the performance of the EKF based tracking in situations where moving objects are hidden by obstacles. The proposed method is based on points of maximum uncertainty (PMU) in occlusion situations and its complexity and accuracy is compared with PF method. The EKF, PF and PMU based methods are examined and compared using experimental data which are extracted by a laser range finder in an indoor environment with predefined hinders and people as the moving objects.

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.

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.

In this report, mainly three different problems are considered. The first problem considered is how to filter position data of vehicles. To do so the vehicles have to be tracked. This is done with Kalman filters. The second problem considered is how to control a camera to keep a vehicle in the center of the image, under three different conditions. This is mainly solved with a Kalman filter. The last problem considered is how to use the color of the vehicles to make classification of them more robust. Some suggestions on how this might be done are given. However, no really good method to do this has been found. / Den här rapporten behandlar huvudsakligen tre olika problem. Det första problemet är hur man ska filtrera fordons positions data. För att göra detta måste fordonen följas. Detta är gjort med ett Kalmanfilter. Det andra problemet var att styra en kamera så att ett givet fordon ligger mitt i bild, tre olika förhallånde har betraktats. Detta löstes huvudsakligen med ett Kalmanfilter. Det sista problemet var hur man ska använda fordonens färg så att man får säkrare klassificering av dem. Några förslag på hur detta kan göras ges, men ingen riktigt bra metod har hittats.

In this master thesis, a real-time control system that stabilizes the rotational rates of a tri-copter, has been studied. The tricopter is a rotorcraft with three rotors. The tricopter has been modelled and identified, using system identification algorithms. The model has been used in a Kalman filter to estimate the state of the system and for design ofa model based controller. The control approach used in this thesis is a model predictive controller, which is a multi-variable controller that uses a quadratic optimization problem to compute the optimal con-trol signal. The problem is solved subject to a linear model of the system and the physicallimitations of the system. Two different types of algorithms that solves the MPC problem have been studied. These are explicit MPC and the fast gradient method. Explicit MPC is a pre-computed solution to the problem, while the fast gradient method is an online solution. The algorithms have been simulated with the Kalman filter and were implemented on themicrocontroller of the tricopter.