This work is to investigate the performance of two Kalman Filter Algorithms, namely Linear Kalman Filter and Extended Kalman Filter on control-based human motion prediction in a real-time teleoperation. The Kalman Filter Algorithm has been widely used in research areas of motion tracking and GPS-navigation. However, the potential of human motion prediction by utilizing this algorithm is rarely being mentioned. Combine with the known issue - the delay issue in today’s teleoperation services, the author decided to build a prototype of simple teleoperation model based on the Kalman Filter Algorithm with the aim of eliminated the unsynchronization between the user’s inputs and the visual frames, where all the data were transferred over the network. In the first part of the thesis, two types of Kalman Filter Algorithm are applied on the prototype to predict the movement of the robotic arm based on the user’s motion applied on a Haptic Device. The comparisons in performance among the Kalman Filters have also been focused. In the second part, the thesis focuses on optimizing the motion prediction which based on the results of Kalman filtering by using the smoothing algorithm. The last part of the thesis examines the limitation of the prototype, such as how much the delays are accepted and how fast the movement speed of the Phantom Haptic can be, to still be able to obtain reasonable predations with acceptable error rate.   The results show that the Extended Kalman Filter has achieved more advantages in motion prediction than the Linear Kalman Filter during the experiments. The unsynchronization issue has been effectively improved by applying the Kalman Filter Algorithm on both state and measurement models when the latency is set to below 200 milliseconds. The additional smoothing algorithm further increases the accuracy. More important, it also solves shaking issue on the visual frames on robotic arm which is caused by the wavy property of the Kalman Filter Algorithm. Furthermore, the optimization method effectively synchronizes the timing when robotic arm touches the interactable object in the prediction.   The method which is utilized in this research can be a good reference for the future researches in control-based human motion tracking and prediction. / Detta arbete fokuserar på att undersöka prestandan hos två Kalman Filter Algoritmer, nämligen Linear Kalman Filter och Extended Kalman Filter som används i realtids uppskattningar av kontrollbaserad mänsklig rörelse i teleoperationen. Dessa Kalman Filter Algoritmer har används i stor utsträckning forskningsområden i rörelsespårning och GPS-navigering. Emellertid är potentialen i uppskattning av mänsklig rörelse genom att utnyttja denna algoritm sällan nämnas. Genom att kombinera med det kända problemet – fördröjningsproblem i dagens teleoperation tjänster beslutar författaren att bygga en prototyp av en enkel teleoperation modell vilket är baserad på Kalman Filter algoritmen i syftet att eliminera icke-synkronisering mellan användarens inmatningssignaler och visuella information, där alla data överfördes via nätverket. I den första delen av avhandlingen appliceras både Kalman Filter Algoritmer på prototypen för att uppskatta rörelsen av robotarmen baserat på användarens rörelse som anbringas på en haptik enhet. Jämförelserna i prestandan bland de Kalman Filter Algoritmerna har också fokuserats. I den andra delen fokuserar avhandlingen på att optimera uppskattningar av rörelsen som baserat på resultaten av Kalman-filtrering med hjälp av en utjämningsalgoritm. Den sista delen av avhandlingen undersökes begräsning av prototypen, som till exempel hur mycket fördröjningar accepteras och hur snabbt den haptik enheten kan vara, för att kunna erhålla skäliga uppskattningar med acceptabel felfrekvens.   Resultaten visar att den Extended Kalman Filter har bättre prestandan i rörelse uppskattningarna än den Linear Kalman Filter under experimenten. Det icke-synkroniseringsproblemet har förbättrats genom att tillämpa de Kalman Filter Algoritmerna på både statliga och värderingsmodeller när latensen är inställd på under 200 millisekunder. Den extra utjämningsalgoritmen ökar ytterligare noggrannheten. Denna algoritm löser också det skakande problem hos de visuella bilder på robotarmen som orsakas av den vågiga egenskapen hos Kalman Filter Algoritmen. Dessutom effektivt synkroniserar den optimeringsmetoden tidpunkten när robotarmen berör objekten i uppskattningarna.   Den metod som används i denna forskning kan vara en god referens för framtida undersökningar i kontrollbaserad rörelse- spåning och uppskattning.

This thesis describes two novel Bayesian methods: the Iterative Ensemble Square Filter (IEnSRF) and the Warp Ensemble Square Root Filter (WEnSRF) for solving the barcode detection problem, the deconvolution problem in well testing and the history matching problem of facies patterns. For the barcode detection problem, at the expanse of overestimating the posterior uncertainty, the IEnSRF efficiently achieves successful detections with very challenging real barcode images which the other considered methods and commercial software fail to detect. It also performs reliable detection on low-resolution images under poor ambient light conditions. For the deconvolution problem in well testing, the IEnSRF is capable of quantifying estimation uncertainty, incorporating the cumulative production data and estimating the initial pressure, which were thought to be unachievable in the existing well testing literature. The estimation results for the considered real benchmark data using the IEnSRF significantly outperform the existing methods in the commercial software. The WEnSRF is utilised for solving the history matching problem of facies patterns. Through the warping transformation, the WEnSRF performs adjustment on the reservoir features directly and is thus superior in estimating the large-scale complicated facies patterns. It is able to provide accurate estimates of the reservoir properties robustly and efficiently with reasonably reliable prior reservoir structural information.

The non-invasive fetal ECG (NIFECG), derived from abdominal surface electrodes, offers novel diagnostic possibilities for prenatal medicine. Despite its straightforward applicability, NIFECG signals are usually corrupted by many interfering sources. Most significantly, by the maternal ECG (MECG), whose amplitude usually exceeds that of the fetal ECG (FECG) by multiple times. The presence of additional noise sources (e.g. muscular/uterine noise, electrode motion, etc.) further affects the signal-to-noise ratio (SNR) of the FECG. These interfering sources, which typically show a strong non-stationary behavior, render the FECG extraction and fetal QRS (FQRS) detection demanding signal processing tasks. In this thesis, several of the challenges regarding NIFECG signal analysis were addressed. In order to improve NIFECG extraction, the dynamic model of a Kalman filter approach was extended, thus, providing a more adequate representation of the mixture of FECG, MECG, and noise. In addition, aiming at the FECG signal quality assessment, novel metrics were proposed and evaluated. Further, these quality metrics were applied in improving FQRS detection and fetal heart rate estimation based on an innovative evolutionary algorithm and Kalman filtering signal fusion, respectively. The elaborated methods were characterized in depth using both simulated and clinical data, produced throughout this thesis. To stress-test extraction algorithms under ideal circumstances, a comprehensive benchmark protocol was created and contributed to an extensively improved NIFECG simulation toolbox. The developed toolbox and a large simulated dataset were released under an open-source license, allowing researchers to compare results in a reproducible manner. Furthermore, to validate the developed approaches under more realistic and challenging situations, a clinical trial was performed in collaboration with the University Hospital of Leipzig. Aside from serving as a test set for the developed algorithms, the clinical trial enabled an exploratory research. This enables a better understanding about the pathophysiological variables and measurement setup configurations that lead to changes in the abdominal signal's SNR. With such broad scope, this dissertation addresses many of the current aspects of NIFECG analysis and provides future suggestions to establish NIFECG in clinical settings.

A Tomografia por Impedância Elétrica tem como objetivo estimar a distribuição de impedância elétrica dentro de uma região a partir de medidas de potencial elétrico coletadas apenas em seu contorno externo quando corrente elétrica é imposta neste mesmo contorno. Uma das aplicações para esta tecnologia é o monitoramento das condições pulmonares de pacientes em Unidades de Tratamento Intensivo. Dentre vários algoritmos, destacam-se os filtros de Kalman que abordam o problema de estimação sob o ponto de vista probabilístico, procurando encontrar a distribuição de probabilidade do estado condicionada à realização das medidas. Para que estes filtros possam ser utilizados, um modelo de evolução temporal do sistema sendo observado deve ser adotado. Esta tese propõe o uso de um modelo de evolução para a variação de volume de ar nos pulmões durante a respiração de um paciente sob ventilação artificial. Este modelo é utilizado no unscented Kalman filter, uma extensão não linear do filtro de Kalman. Tal modelo é ajustado em paralelo à estimação do estado, utilizando um esquema dual de estimação. Um algoritmo de segmentação de imagem é proposto para identificar as regiões pulmonares nas imagens estimadas e assim utilizar o modelo de evolução. Com o intuito de melhorar as estimativas, o método do erro de aproximação é utilizado no modelo de observação para mitigar os erros de modelagem e informação a priori é adicionada na solução do problema inverso mal-posto. O método é avaliado através de simulações numéricas e ensaio experimental coletado em um voluntário. Os resultados mostram que o método proposto melhora as estimativas feitas pelo filtro de Kalman, propiciando a visualização de imagens absolutas, dinâmicas e com bom nível de contraste entre os tecidos e órgãos internos. / Electrical impedance tomography estimates the electrical impedance distribution within a region given a set of electrical potential measurements acquired along its boundary at the same time that electrical currents are imposed on the same boundary. One of the applications of this technology is lung monitoring of patients in Intensive Care Units. One class of algorithms employed for the estimation are the Kalman filters which deal with the estimation problem in a probabilistic framework, looking for the probability density function of the state conditioned to the acquired measurements. In order to use such filters, an evolution models of the system must be employed. This thesis proposes an evolution model of the variation of air in the lungs of patients under artificial ventilation. This model is used on the Unscented Kalman Filter, a nonlinear extension of the Kalman filter. This model is adjusted in parallel to the state estimation, in a dual estimation scheme. An image segmentation algorithm is proposed for identifying the lungs in the images. In order to improve the estimate, the approximation error method is employed for mitigating the observation model errors and prior information is added for the solution of the ill-posed inverse problem. The method is evaluated with numerical simulations and with experimental data of a volunteer. The results show that the proposed method increases the quality of the estimates, allowing the visualization of absolute and dynamic images, with good level of contrast between the tissues and internal organs.

<p>U ovoj doktorskoj disertaciji predložena je nova metoda za detekciju malicioznih napada injektiranjem loših merenja na elektroenergetski sistem. Predloženi algoritam baziran je na sinergiji statičke i dinamičke estimacije stanja, i u stanju je da detektuje ovaj tip napada u realnom vremenu, za najkritičniji scenario gde napadač ima potpuno znanje o sistemu, i neograničen pristup resursima.</p> / <p>This PhD thesis proposes a novel method for detection of malicious false data<br />injection attacks on power system. The proposed algorithm is based on<br />synergy between static and dynamic state estimators, and is capable of<br />detecting the forementioned attacks in real time, for the most critical scenarios,<br />where an attacker has complete knowledge about the compromised power<br />system and unlimited resources to stage an attack.</p>

<p>Robust localization is a prerequisite for mobile robot autonomy. In many situations the GPS signal is not available and thus an additional localization system is required. A simple approach is to apply localization based on dead reckoning by use of wheel encoders but it results in large estimation errors. With exteroceptive sensors such as a laser range finder natural landmarks in the environment of the robot can be extracted from raw range data. Landmarks are extracted with the Hough transform and a recursive line segment algorithm. By applying data association and Kalman filtering along with process models the landmarks can be used in combination with wheel encoders for estimating the global position of the robot. If several robots can cooperate better position estimates are to be expected because robots can be seen as mobile landmarks and one robot can supervise the movement of another. The centralized Kalman filter presented in this master thesis systematically treats robots and extracted landmarks such that benefits from several robots are utilized. Experiments in different indoor environments with two different robots show that long distances can be traveled while the positional uncertainty is kept low. The benefit from cooperating robots in the sense of reduced positional uncertainty is also shown in an experiment. </p><p>Except for localization algorithms a typical autonomous robot task in the form of change detection is solved. The change detection method, which requires robust localization, is aimed to be used for surveillance. The implemented algorithm accounts for measurement- and positional uncertainty when determining whether something in the environment has changed. Consecutive true changes as well as sporadic false changes are detected in an illustrative experiment.</p>

Orthogonal Frequency Division Multiplexing (OFDM) is an efficient multi- carrier modulation scheme, which has been adopted for several wireless stan- dards. Systems employing this scheme at the physical layer are sensitive to frequency offsets and that causes Inter Carrier Interference (ICI) and degra- dation in overall system performance of OFDM systems. In this thesis work, an investigation on impairments of OFDM systems will be carried out. Anal- ysis of previous schemes for cancellation of the ICI will be done and a scheme for estimating and compensating the frequency offset based on Unscented Ka- man Filter (UKF) and Extended Kaman Filter (EKF) will be implemented. Analysis on how the UKF improves the Signal to Noise Ratio (SNR); and how well it tracks the frequency offset estimation under Additive White Gaussian Noise (AWGN) channel and flat fading Rayleigh channel will be carried on.

Robust localization is a prerequisite for mobile robot autonomy. In many situations the GPS signal is not available and thus an additional localization system is required. A simple approach is to apply localization based on dead reckoning by use of wheel encoders but it results in large estimation errors. With exteroceptive sensors such as a laser range finder natural landmarks in the environment of the robot can be extracted from raw range data. Landmarks are extracted with the Hough transform and a recursive line segment algorithm. By applying data association and Kalman filtering along with process models the landmarks can be used in combination with wheel encoders for estimating the global position of the robot. If several robots can cooperate better position estimates are to be expected because robots can be seen as mobile landmarks and one robot can supervise the movement of another. The centralized Kalman filter presented in this master thesis systematically treats robots and extracted landmarks such that benefits from several robots are utilized. Experiments in different indoor environments with two different robots show that long distances can be traveled while the positional uncertainty is kept low. The benefit from cooperating robots in the sense of reduced positional uncertainty is also shown in an experiment. Except for localization algorithms a typical autonomous robot task in the form of change detection is solved. The change detection method, which requires robust localization, is aimed to be used for surveillance. The implemented algorithm accounts for measurement- and positional uncertainty when determining whether something in the environment has changed. Consecutive true changes as well as sporadic false changes are detected in an illustrative experiment.

This thesis presents the design of Kalman filter based attitude determination algorithms for a hypothetical LEO satellite and for a satellite attitude control test setup. For the hypothetical LEO satellite, an Extended Kalman Filter based attitude determination algorithms are formed with a multi-mode structure that employs the different sensor combinations and as well as online switching between these combinations depending on the sensor availability. The performance of these different attitude determination modes are investigated through Monte Carlo simulations. New attitude determination algorithms are prepared for the satellite attitude control test setup by considering the constraints on the selection of the suitable sensors. Here, performances of the Extended Kalman Filter and Unscented Kalman Filter are investigated. It is shown that robust and sufficiently accurate attitude estimation for the test setup is achievable by using the Unscented Kalman Filter.

Generally in most of the applications of estimation theory using the Method of Maximum Likelihood Estimation (MMLE) to dynamical systems one deals with a situation where only the measurement noise alone is present. However in many present day applications where modeling errors and random state noise input conditions occur it has become necessary for MMLE to handle measurement noise as well as process noise. The numerical algorithms accounting for both measurement and process noise require significantly an order of magnitude higher computer time and memory. Further more, implementation difficulties and convergence problems are often encountered. Here one has to estimate the quantities namely, the initial state error covariance matrix Po, measurement noise covariance matrix R, the process noise covariance matrix Q and the system parameter 0 and the present work deals with the above. Since the above problem is fairly involved we need to have a good reference solution. For this purpose we utilize the approach and results of Gemson who considered the above problem via the extended Kalman filter (EKF) route to compare the present results from the MMLE route. The EKF uses the unknown parameters as additional states unlike in MMLE which uses only the system states. Chapter 1 provides a brief historical perspective followed by parameter identification in the presence of process and measurement noises. The earlier formulations such as natural, innovation, combined, and adaptive approaches are discussed. Chapter 2 deals with the heuristic adaptive tuning of the Kalman filter parameters for the matrices Q and R by Myers and Tapley originally developed for state estimation problems involving satellite orbit estimation. It turns out that for parameter estimation problems apart from the above matrices even the choice of the initial covariance matrix Po is crucial for obtaining proper parameter estimates with a finite amount of data and for this purpose the inverse of the information matrix for Po is used. This is followed by a description of the original Controlled Random Search (CRS) of Price and its variant as implemented and used in the present work to estimate or tune Q, R, and 0 which is the aim of the present work. The above help the reader to appreciate the setting under which the present study has been carried out. Chapter 3 presents the results and the analysis of the estimation procedure adopted with respect to a specific case study of the lateral dynamics of an aircraft involving 15 unknown parameters. The reference results for the present work are the ones based on the approach of Gemson and Ananthasayanam (1998). The present work proceeds in two phases. In the first case (i) the EKF estimates for Po, Q, and R are used to obtain 0 and in the second case (ii) the estimate of Po and Q together with a reasonable choice of R are utilized to obtain 0 from the CRS algorithm. Thus one is able to assess the capability of the CRS to estimate only the unknown parameters. The next Chapter 4 presents the results of utilizing the CRS algorithm with R based on a reasonable choice and for Po from the inverse of the information matrix to estimate both Q and 0. This brings out the efficiency of MMLE with CRS algorithm in the estimation of unknown process noise characteristics and unknown parameters. Thus it demonstratesthofcdifficult Q can be estimated using CRS technique without the attendant difficulties of the earlier MMLE formulations in dealing with process noise. Chapter 5 discusses the - implementation of CRS to estimate the unknown measurement noise covariance matrix R together with the unknown 0 by utilizing the values of Po and Q obtained through EKF route. The effect of variation of R in the parameter estimation procedure is also highlighted in This Chapter. This Chapter explores the importance of Po in the estimation procedure. It establishes the importance of Po though most of the earlier works do not appear to have recognized such a feature. It turned out that the CRS algorithm does not converge when some arbitrary value of Po is chosen. It has to be necessarily obtained from a scouting pass of the EKF. Some sensitivity studies based on variations of Po shows its importance. Further studies shows the sequence of updates, the random nature of process and measurement noise effects, the deterministic nature of the parameter, play a critical role in the convergence of the algorithm. The last Chapter 6 presents the conclusions from the present work and suggestions for further work.