In nearly allmodern tracking systems, signal processing is an important part with state estimation as the fundamental component. To evaluate and to reassess different tracking systems in an affordable way, simulations that are in accordance with reality are largely used. Simulation software that is composed of many different simulating modules, such as high level architecture (HLA) standardized software, is capable of simulating very realistic data and scenarios. A modular and general-purpose state estimation functionality for filtering provides a profound basis for simulating most modern tracking systems, which in this thesis work is precisely what is created and implemented in an HLA-framework. Some of the most widely used estimators, the iterated Schmidt extended Kalman filter, the scaled unscented Kalman filter, and the particle filter, are chosen to form a toolbox of such functionality. An indeed expandable toolbox that offers both unique and general features of each respective filter is designed and implemented, which can be utilized in not only tracking applications but in any application that is in need of fundamental state estimation. In order to prepare the user to make full use of this toolbox, the filters’ methods are described thoroughly, some of which are modified with adjustments that have been discovered in the process. Furthermore, to utilize these filters easily for the sake of user-friendliness, a linear algebraic shell is created, which has very straight-forward matrix handling and uses BOOST UBLAS as the underlying numerical library. It is used for the implementation of the filters in C++, which provides a very independent and portable code.

<p>In nearly allmodern tracking systems, signal processing is an important part with state estimation as the fundamental component. To evaluate and to reassess different tracking systems in an affordable way, simulations that are in accordance with reality are largely used. Simulation software that is composed of many different simulating modules, such as high level architecture (HLA) standardized software, is capable of simulating very realistic data and scenarios.</p><p>A modular and general-purpose state estimation functionality for filtering provides a profound basis for simulating most modern tracking systems, which in this thesis work is precisely what is created and implemented in an HLA-framework. Some of the most widely used estimators, the iterated Schmidt extended Kalman filter, the scaled unscented Kalman filter, and the particle filter, are chosen to form a toolbox of such functionality. An indeed expandable toolbox that offers both unique and general features of each respective filter is designed and implemented, which can be utilized in not only tracking applications but in any application that is in need of fundamental state estimation. In order to prepare the user to make full use of this toolbox, the filters’ methods are described thoroughly, some of which are modified with adjustments that have been discovered in the process.</p><p>Furthermore, to utilize these filters easily for the sake of user-friendliness, a linear algebraic shell is created, which has very straight-forward matrix handling and uses BOOST UBLAS as the underlying numerical library. It is used for the implementation of the filters in C++, which provides a very independent and portable code.</p>

A novel structural health assessment (SHA) technique is proposed. It is a finite element-based time domain nonlinear system identification technique. The procedure is developed in two stages to incorporate several desirable features and increase its implementation potential. First, a weighted global iteration with an objective function is introduced in the unscented Kalman filter (UKF) procedure in order to obtain stable, convergent, and optimal solution. Furthermore, it also improves the capability of the UKF procedure to identify a large structural system using only a short duration of responses measured at a limited number of dynamic degrees of freedom (DDOFs). The combined procedure is denoted as unscented Kalman filter with weighted global iteration (UKF-WGI). Then, UKF-WGI is integrated with iterative least-squares with unknown input (ILS-UI) in order to increase its implementation potential. The substructure concept is also incorporated in the procedure. The integrated procedure is denoted as unscented Kalman filter with unknown input and weighted global iteration (UKF-UI-WGI). The two most important features of the method are that it does not need information on input excitation and uses only limited number of noise-contaminated response information to identify structural systems. Also, the method is able to identify the defects at the local element level by tracking the changes in the stiffness of the structural elements in the finite element representation. The UKF-UI-WGI procedure is implemented in two stages. In Stage 1, based on the location of input excitation, the substructure is selected. Using only responses at all DDOFs in the substructure, ILS-UI can identify the input excitation time-histories, stiffness parameters of all the elements in the substructure, and two Rayleigh damping coefficients. The outcomes of the first stage are necessary to initiate UKF-WGI. Using the information from Stage 1, the stiffness parameters of all the elements in the structure are identified using UKF-WGI in Stage 2. To demonstrate the effectiveness of the procedure, health assessment of relatively large structural systems is presented. Small and relatively large defects are introduced at different locations in the structure and the capability of the method to detect the health of the structure is examined. The optimum number and location of measured responses are also investigated. It is demonstrated that the method is capable of identifying defect-free and defective states of the structures using minimum information. Furthermore, it can locate defect spot within a defective element accurately. The comparative studies are also conducted between the proposed methods and available methods in the literature. First, it is between the UKF-WGI and extended Kalman filter with weighted global iteration (EKF-WGI) procedure. Then, it is between UKF-UI-WGI and generalized iterative least-squares extended Kalman filter with unknown input (GILS-EKF-UI) procedure, developed earlier by the research team. It is demonstrated that the proposed UKF-based procedures are superior to the EKF-based procedures for SHA.

Nesta dissertação é apresentada a comparação do desempenho de três estimadores - o Filtro de Kalman Estendido, o Filtro de Kalman Unscented e o Filtro de Partículas - aplicados para estimar a postura de um robô diferencial. Uma câmera foi fixa no teto para cobrir todo o campo operacional do robô durante os experimentos, a fim de extrair o mapa e gerar o ground truth. Isso permitiu realizar uma análise do erro de forma precisa a cada instante de tempo. O desempenho de cada um dos estimadores foi avaliado sistematicamente e numericamente para duas trajetórias. Os resultados desse primeiro experimento demonstram que os filtros proporcionam grandes melhorias em relação à odometria e que o modelo dos sensores é crítico para obter esse desempenho. O Filtro de Partículas mostrou um desempenho melhor em relação aos demais nos dois percursos. No entanto, seu elevado custo computacional dificulta sua implementação em uma aplicação de tempo real. O Filtro de Kalman Unscented, por sua vez, mostrou um desempenho semelhante ao Filtro de Kalman Estendido durante a primeira trajetória. Porém, na segunda trajetória, a qual possui uma quantidade maior de curvas, o Filtro de Kalman Unscented mostrou uma melhora significativa em relação ao Filtro de Kalman Estendido. Foi realizado um segundo experimento, em que o robô planeja e executa duas trajetórias. Os resultados obtidos mostraram que o robô consegue chegar a um determinado local com uma precisão da mesma ordem de grandeza do que a obtida durante a estimação de estados do robô. / In this dissertation, the performance of three nonlinear-model based estimators - the Extended Kalman Filter, the Unscented Kalman Filter and the Particle Filter - applied to pose estimation of a differential drive robot is compared. A camera was placed above the operating field of the robot to record the experiments in order to extract the map and generate the ground truth so the evaluation of the error can be done at each time step with high accuracy. The performance of each estimator is assessed systematically and numerically for two robot trajectories. The first experimental results showed that all estimators provide large improvements with respect to odometry and that the sensor modeling is critical for their performance. The particle filter showed a better performance than the others on both experiments, however, its high computational cost makes it difficult to implement in a real-time application. The Unscented Kalman Filter showed a similar performance to the Extended Kalman Filter during the first trajectory. However, during the second one (a curvier path) the Unscented Kalman Filter showed a significant improvement over the Extended Kalman Filter. A second experiment was carried out where the robot plans and executes a trajectory. The results showed the robot can reach a predefined location with an accuracy of the same order of magnitude as the obtained during the robot pose estimation.

Nesta dissertação é apresentada a comparação do desempenho de três estimadores - o Filtro de Kalman Estendido, o Filtro de Kalman Unscented e o Filtro de Partículas - aplicados para estimar a postura de um robô diferencial. Uma câmera foi fixa no teto para cobrir todo o campo operacional do robô durante os experimentos, a fim de extrair o mapa e gerar o ground truth. Isso permitiu realizar uma análise do erro de forma precisa a cada instante de tempo. O desempenho de cada um dos estimadores foi avaliado sistematicamente e numericamente para duas trajetórias. Os resultados desse primeiro experimento demonstram que os filtros proporcionam grandes melhorias em relação à odometria e que o modelo dos sensores é crítico para obter esse desempenho. O Filtro de Partículas mostrou um desempenho melhor em relação aos demais nos dois percursos. No entanto, seu elevado custo computacional dificulta sua implementação em uma aplicação de tempo real. O Filtro de Kalman Unscented, por sua vez, mostrou um desempenho semelhante ao Filtro de Kalman Estendido durante a primeira trajetória. Porém, na segunda trajetória, a qual possui uma quantidade maior de curvas, o Filtro de Kalman Unscented mostrou uma melhora significativa em relação ao Filtro de Kalman Estendido. Foi realizado um segundo experimento, em que o robô planeja e executa duas trajetórias. Os resultados obtidos mostraram que o robô consegue chegar a um determinado local com uma precisão da mesma ordem de grandeza do que a obtida durante a estimação de estados do robô. / In this dissertation, the performance of three nonlinear-model based estimators - the Extended Kalman Filter, the Unscented Kalman Filter and the Particle Filter - applied to pose estimation of a differential drive robot is compared. A camera was placed above the operating field of the robot to record the experiments in order to extract the map and generate the ground truth so the evaluation of the error can be done at each time step with high accuracy. The performance of each estimator is assessed systematically and numerically for two robot trajectories. The first experimental results showed that all estimators provide large improvements with respect to odometry and that the sensor modeling is critical for their performance. The particle filter showed a better performance than the others on both experiments, however, its high computational cost makes it difficult to implement in a real-time application. The Unscented Kalman Filter showed a similar performance to the Extended Kalman Filter during the first trajectory. However, during the second one (a curvier path) the Unscented Kalman Filter showed a significant improvement over the Extended Kalman Filter. A second experiment was carried out where the robot plans and executes a trajectory. The results showed the robot can reach a predefined location with an accuracy of the same order of magnitude as the obtained during the robot pose estimation.

No description available.

Un signal GPS est modulé par une porteuse et est étalé par un code pseudo aléatoire. Sa puissance, qui est portée en dessous du niveau du bruit, ne peut pas être directement mesurée. Les estimateurs classiques de la littérature utilisent les paramètres statistiques du maximum de la corrélation, obtenus après le désétalement du signal pour mesurer la puissance du signal reçu. Ces estimateurs nécessitent une longue période d'intégration pour être précis. De plus, ils ne tiennent pas compte de l'effet de la fréquence Doppler et du nombre de satellites visibles sur la statistique du maximum de la corrélation. Ces effets perturbateurs faussent l'estimation de la valeur C/N0 et limitent les applications qui utilisent cette grandeur telle que la réflectométrie des signaux GNSS. Ce travail de thèse propose un estimateur du rapport signal à bruit propre à chaque satellite, à partir d'un signal GPS L1. Pour présenter cet estimateur, nous avons adopté une approche en deux étapes. On suppose dans la première étape que le signal GPS est numérisé sur 1 bit, et on établit une fonction reliant l'amplitude du signal reçu au maximum de corrélation. Cette fonction non linéaire est déduite de l'architecture radio du récepteur GPS et des paramètres du signal qui sont : la fréquence Doppler et le déphasage du signal reçu. En effet, le rapport signal à bruit est une mesure relative, et pour pouvoir estimer l'amplitude du signal, on suppose que le bruit est blanc, gaussien, centré et de variance unitaire. La fonction proposée étant fortement non linéaire, nous proposons dans une deuxième étape, un estimateur dynamique de l'amplitude du signal, qui utilise le filtrage d'état non linéaire et les observations du maximum de la corrélation. Deux filtres sont évalués à cet effet ; le friltrage de Kalman sans parfum et le filtrage particulaire. / A gps signal es modulated by a carrier and is spreaded by a pseudo random code. Its power, which is carried below the level of noise, can't be directly measured. Conventional estimators literature using the statistical parameters of the maximum of the correlation, obtained after despreading of the signal to measure the received signal strength. These estimators require a long period of integration to be precise. Moreover, they do not take into account the effect of the Doppler frequency and the number of visible satellites on the statistical maximum of the correlation. These disruptive effects falsify the estimated value of C/N0 and limit the applications of the reflectometry. This thesis proposes an estimator of the signal to noise ratio own to each satellite, from a GPS L1 signal. To present this estimator, we have adopted a two-step approach. it is assumed in the first stage that the GPS signal is digitized on 1 bit, and sets a function relating the amplitude of the signal received to maximum correlation knowing the parameters of the GPS signal which are : the Doppler frequency and the phase shift of the received signal. indeed, the signal to noise ratio is a relative measure, and to estimate the signal amplitude is assumed that the noise is white, Gaussian, centered and unit variance. The proposed function is highly non-linear. We propose in a second step a dynamic estimator of the signal amplitude, which uses the non-linear state filter and the observations of the maximum correlation. Two filters are assessed in this case the Unscented Kalman filter and a particle filter.

Power quality has become one of major concerns in the power industry. It can be described as the reliability of the electric power to maintain continuity operation of end-use equipment. Power quality problems are defined as deviation of voltage or current waveforms from the ideal value. The expansion plan of wind power generation has raised concern regarding how it influences the voltage and current signals. The variability nature of wind energy and the requirements of wind power generation increase the potential problems such as frequency and harmonic distortions. In order to analyze and mitigate problems in wind power generation, it is important to monitor power quality in wind farm. Therefore, the more accurate and reliable parameter estimation methods suitable for wind power generation are needed. Three parameter estimation methods are proposed in this thesis to estimate the unknown parameters, i.e. amplitude and phase angle of fundamental and harmonic components, DC component and system frequency, during the dynamic change in wind farm. In the first method, a self-tuning procedure is introduced to least square method to increase the immunity of the algorithm to noise. In the second method, nonrecursive Newton Type Algorithm is utilised to estimate the unknown parameters by obtaining the left pseudoinverse of Jacobian matrix. In the last technique, unscented transformation is used to replace the linearization procedure to obtain mean and covariance which will be used in Kalman filter method. All of the proposed methods have been tested rigorously using computer simulated data and have shown their capability to track the unknown parameters under extreme distortions. The performances of proposed methods have also been compared using real recorded data from several wind farms in Europe and have demonstrated high correlation. This comparison has verified that UKF requires the shortest processing time and STLS requires the longest.

A permanent magnet synchronous motor is a type of motor that is used in several different application areas, not least in an autonomous robots where it is the motor that drives the wheels. Today, many actors choose simulation as a tool to save money and time when product tests are performed. This thesis covers both the process of modeling a permanent magnet synchronous motor and regulating it at low speeds, in a simulation environment. As previously mentioned, the motor is a permanent magnet synchronous motor and is a direct-driven outrunner, which means that the motor and the wheel are combined and that the rotor is spinning outside the stator. On current robots in production, there is a gear ratio between the motor and wheels to be able to regulate the motor at higher speeds and thus generate a torque. The gearing contributes to losses and is an extra cost, so the examination of a direct-drive motor is interesting. The direct-drive motor has a lower working speed and is therefore by some reasons more difficult to regulate when applying torque load to the motor. The motor is equipped with current sensors and a position sensor, which has a certain resolution. The position sensor is speed-dependent in the sense that at lower RPMs fewer measurements are obtained, which is a problem when regulating the motor. The thesis examines two different control strategies, one of which is a more classic PI control that is often used on the market in various systems and the other is model predictive control (MPC). The latter is an online optimization where, with the help of information about the system, an optimal input signal is calculated and applied. Two different non-linear Kalman filters are also examined, which are implemented with the two different control strategies, to estimate the speed with the help of the measurements from current and the position sensor. The conclusion is an ideal motor model that mimics the physical motor. MPC is able to regulate the motor between 0-50 RPM, both with and without applied torque and even better with speed estimation from a Kalman filter. The PI controller is not able to regulate the motor at 2 RPM but for speeds at 10 RPM and greater, however with over-/undershoot after an acceleration.

In this thesis, two novel methods for Inverse Uncertainty Quantification are benchmarked against the more established methods of Monte Carlo sampling of output parameters(MC) and Maximum Likelihood Estimation (MLE). Inverse Uncertainty Quantification (IUQ) is the process of how to best estimate the values of the input parameters in a simulation, and the uncertainty of said estimation, given a measurement of the output parameters. The two new methods are Deterministic Sampling (DS) and Weight Fixing (WF). Deterministic sampling uses a set of sampled points such that the set of points has the same statistic as the output. For each point, the corresponding point of the input is found to be able to calculate the statistics of the input. Weight fixing uses random samples from the rough region around the input to create a linear problem that involves finding the right weights so that the output has the right statistic. The benchmarking between the four methods shows that both DS and WF are comparably accurate to both MC and MLE in most cases tested in this thesis. It was also found that both DS and WF uses approximately the same amount of function calls as MLE and all three methods use a lot fewer function calls to the simulation than MC. It was discovered that WF is not always able to find a solution. This is probably because the methods used for WF are not the optimal method for what they are supposed to do. Finding more optimal methods for WF is something that could be investigated further.