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.

A filtragem, na sua forma mais geral, tem estado presente na vida do homem há muito tempo. Com o surgimento de novas tecnologias (surgimento da eletricidade e a sua evolução) e o desenvolvimento da computação, as técnicas de filtragem (separação) de sinais elétricos. Normalmente, os sistemas de comunicação (telefonia móvel e fixa, sinais recebidos de satélites e outros sistemas) contém sinais indesejáveis responsáveis pela degradação do sinal original. Dentro desse contexto, este projeto de pesquisa apresenta um estudo do algoritmo Filtro Duplo de Kalman Estendido, onde um filtro e Kalman e duas redes neurais são empregadas para a redução de ruídos em sinais de voz. O algoritmo estudado foi aplicado ao processamento de um sinal corrompido por dois tipos de ruídos diferentes: ruído branco e ruído gaussiano e ruído branco não estacionário, conseguindo-se bons resultados. Uma melhora sensível do sinal filtrado pode ser conseguida com técnicas de pré-filtragem do sinal. Neste trabalho foi utilizado o filtro de médias para a pré-filtragem, obtendo um sinal filtrado com ruído musical de baixa intensidade. / Filtering in it\'s most general kind has been present in men\'s life for a long time. With the appearance of new technologies (appearance of electricity and it\'s evolution) and the deyelopment of the computer science, the filtering techniques started to be widely used in engineering to the filtering (separation) of electric signals. Normally the communication systems (fixed and mobile telephony, signals sent from satellites and other systems) bring undesired results responsible for the degradation of the original signal. Within this context, this research project shows a study of the algorithm Dual Extended Kalman Filtering, in which a Kalman filter and two neural networks are used for the reduction of noise in speech signals. The algorithm studied was applied to the processing of a signal corrupted by two types of different noises: gaussian white noise and non stationary white noise obtaining good results. A significant improvement of the filtered noise can be obtained with techniques of pre-filtering of the signal. In this research the average filter for a pre-filtering was used, obtaining a filtered signal with musical noise oflow intensity.

The problem of system identification for dynamic effects on spacecraft has become increasingly relevant with the surge of agile spacecraft, which must perform large amplitude maneuvers at high rates. Precise knowledge of the state of the spacecraft, as well as of the parameters characterizing its motion, is vital for the design of control algorithms enabling stabilization and pointing accuracy. Traditional rigid body models and estimation methods are no longer sufficient to provide this knowledge. This thesis focuses on estimation of flexibility effects and spacecraft parameters through methods based on the unscented Kalman filter, an estimator for nonlinear dynamic systems. A spacecraft model consisting of a rigid central body and a flexible appendage described as an Euler-Bernoulli beam in pure bending is built, and equations for its translational and rotational motion, as well as the deflection of the beam, are derived in the Newton-Euler framework considering the first bending mode of the flexible deformation. Observability tests are successfully conducted to ensure that estimation of the relevant states and parameters can be performed exclusively from linear and angular velocity measurements. A total of eight filters, estimating the spacecraft’s state along with different combinations of parameters, are developed, implemented, and tested on simulated data. Grouped under the common denomination “UFFE” (Unscented Filter for Flexibility Effects), they are made available as Simulink library blocks. State estimation is performed for the linear and angular velocities of the spacecraft and the modal coordinate and velocity of the appendage, with estimates following closely the truth model of the state variables and estimation errors at least an order of magnitude lower than true state values. Simultaneous state and parameter estimation is implemented from two approaches, joint estimation and dual estimation, whose performance and applications are compared. Estimated parameters include the moments of inertia of the system and natural frequency, damping ratio, and modal participation factors of the flexible appendage. Convergence to true parameter values is reached in the first 100s of the estimation for inertia terms and natural frequency, while the estimation for modal participation factors is conditioned to precise tuning of the filter. Estimates of the damping ratio are biased, most likely due to the control input not being optimal for observation of this parameter. The dual approach to parameter estimation is found to be advantageous when proper filter tuning is possible, as it enables the continuous operation of a state filter combined with short runs of the parameter filter activated at will; this configuration could be employed to track the variation of spacecraft parameters along space missions.  The causes of estimation error are identified and methods for automatic tuning of the process noise and process noise covariance are researched. Five such tuning techniques are implemented and tested, with promising results found for online sampling of the process noise covariance through Monte Carlo methods. A discussion on the limitations of the chosen dynamic model and estimator, along with recommendations for extensions and future applications, concludes this work.

<p>The purpose of this report is to evaluate different methods for identifying states in robot models. Both linear and non-linear filters exist among these methods and are compared to each other. Advantages, disadvantages and problems that can occur during tuning and running are presented. Additional measurements from accelerometers are added and their use with above mentioned methods for state estimation is evaluated. The evaluation of methods in this report is mainly based on simulations in Matlab, even though some experiments have been performed on laboratory equipment. </p><p>The conclusion indicates that simple non-linear models with few states can be more accurately estimated with a Kalman filter than with an extended Kalman filter, as long as only linear measurements are used. When non-linear measurements are used an extended Kalman filteris more accurate than a Kalman filter. Non-linear measurements are introduced through accelerometers with non-linear measurement equations. Using accelerometers generally leads to better state estimation when the measure equations have a simple relation to the model.</p>

The purpose of this report is to evaluate different methods for identifying states in robot models. Both linear and non-linear filters exist among these methods and are compared to each other. Advantages, disadvantages and problems that can occur during tuning and running are presented. Additional measurements from accelerometers are added and their use with above mentioned methods for state estimation is evaluated. The evaluation of methods in this report is mainly based on simulations in Matlab, even though some experiments have been performed on laboratory equipment. The conclusion indicates that simple non-linear models with few states can be more accurately estimated with a Kalman filter than with an extended Kalman filter, as long as only linear measurements are used. When non-linear measurements are used an extended Kalman filteris more accurate than a Kalman filter. Non-linear measurements are introduced through accelerometers with non-linear measurement equations. Using accelerometers generally leads to better state estimation when the measure equations have a simple relation to the model.

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.

Tsunami concerns have increased in the world after the 2004 Indian Ocean tsunami and the 2011 Tohoku tsunami. Consequently, tsunami models have been developed rapidly in the last few years. One of the advanced tsunami models is the GeoClaw tsunami model introduced by LeVeque (2011). This model is adaptive and consistent. Because of different sources of uncertainties in the model, observations are needed to improve model prediction through a data assimilation framework. Model inputs are earthquake parameters and topography. This thesis introduces a real-time tsunami forecasting method that combines tsunami model with observations using a hybrid ensemble Kalman filter and ensemble Kalman smoother. The filter is used for state prediction while the smoother operates smoothing to estimate the earthquake parameters. This method reduces the error produced by uncertain inputs. In addition, state-parameter EnKF is implemented to estimate earthquake parameters. Although number of observations is small, estimated parameters generates a better tsunami prediction than the model. Methods and results of prediction experiments in the Red Sea are presented and the prospect of developing an operational tsunami prediction system in the Red Sea is discussed.

Full tensor gravity (FTG) data are known for their high resolution but also for higher noise in its components due to the dynamic nature of the platform used for data acquisition. Although a review of the literature suggests steady increase in the success of gravity gradiometry, we still cannot take advantage of the full potential of the method, mostly because of the noise with the same amplitude and wavenumber characteristics as the signal that affects these data. Smoothing from common low pass filters removes small wavelength features and makes it difficult to detect structural features and other density variations of interest to exploration. In Kalman filtering the components of the FTG are continuously updated to calculate the best estimation of the state. The most important advantage of the Kalman filter is that it can be applied on gravity gradiometry components simultaneously. In addition, one can incorporate constraints. We use the Laplace’s equation that is the most meaningful constraint for potential field data to extract signal from noise and improve the detection and continuity of density variations. We apply the Kalman filter on the FTG data acquired by Bell Geospace over the Vinton salt dome in southwest Louisiana.

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.