<p>In this thesis Sequential Monte Carlo filters, or particle filters, applied to aircraft navigation is considered. This report consists of two parts. The first part is an illustration of the theory behind this thesis project. The second and most important part evaluates the algorithm by using real flight data.</p><p>Navigation is about determining one's own position, orientation and velocity. The sensor fusion studied combines data from an inertial navigation system (INS) with measurements of the ground elevation below in order to form a terrain aided positioning system (TAP). The ground elevation measurements are compared with a height database. The height database is highly non-linear, which is why a marginalized particle filter (MPF) is used for the sensor fusion.</p><p>Tests have shown that the MPF delivers a stable and good estimate of the position, as long as it receives good data. A comparison with Saab's NINS algorithm showed that the two algorithms perform quite similar, although NINS performs better when data is lacking.</p>

In this thesis Sequential Monte Carlo filters, or particle filters, applied to aircraft navigation is considered. This report consists of two parts. The first part is an illustration of the theory behind this thesis project. The second and most important part evaluates the algorithm by using real flight data. Navigation is about determining one's own position, orientation and velocity. The sensor fusion studied combines data from an inertial navigation system (INS) with measurements of the ground elevation below in order to form a terrain aided positioning system (TAP). The ground elevation measurements are compared with a height database. The height database is highly non-linear, which is why a marginalized particle filter (MPF) is used for the sensor fusion. Tests have shown that the MPF delivers a stable and good estimate of the position, as long as it receives good data. A comparison with Saab's NINS algorithm showed that the two algorithms perform quite similar, although NINS performs better when data is lacking.

This thesis is concerned with the development of techniques for analyzing the sequences of stereotypical electrical impulses within neurons known as spikes. Sequences of spikes, also called spike trains, transmit neural information; decoding them often provides details about the physiological processes generating the neural activity. Here, the statistical theory of event arrivals, called point processes, is applied to human muscle sympathetic spike trains, a peripheral nerve signal responsible for cardiovascular regulation. A novel technique that uses observed spike trains to dynamically derive information about the physiological processes generating them is also introduced. Despite the emerging usage of individual spikes in the analysis of human muscle sympathetic nerve activity, the majority of studies in this field remain focused on bursts of activity at or below cardiac rhythm frequencies. Point process theory applied to multi-neuron spike trains captured both fast and slow spiking rhythms. First, analysis of high-frequency spiking patterns within cardiac cycles was performed and, surprisingly, revealed fibers with no cardiac rhythmicity. Modeling spikes as a function of average firing rates showed that individual nerves contribute substantially to the differences in the sympathetic stressor response across experimental conditions. Subsequent investigation of low-frequency spiking identified two physiologically relevant frequency bands, and modeling spike trains as a function of hemodynamic variables uncovered complex associations between spiking activity and biophysical covariates at these two frequencies. For example, exercise-induced neural activation enhances the relationship of spikes to respiration but does not affect the extremely precise alignment of spikes to diastolic blood pressure. Additionally, a novel method of utilizing point process observations to estimate an internal state process with partially linear dynamics was introduced. Separation of the linear components of the process model and reduction of the sampled space dimensionality improved the computational efficiency of the estimator. The method was tested on an established biophysical model by concurrently computing the dynamic electrical currents of a simulated neuron and estimating its conductance properties. Computational load reduction, improved accuracy, and applicability outside neuroscience establish the new technique as a valuable tool for decoding large dynamical systems with linear substructure and point process observations.

This thesis deals with estimation of states and parameters in nonlinear and non-Gaussian dynamic systems. Sequential Monte Carlo methods are mainly used to this end. These methods rely on models of the underlying system, motivating some developments of the model concept. One of the main reasons for the interest in nonlinear estimation is that problems of this kind arise naturally in many important applications. Several applications of nonlinear estimation are studied. The models most commonly used for estimation are based on stochastic difference equations, referred to as state-space models. This thesis is mainly concerned with models of this kind. However, there will be a brief digression from this, in the treatment of the mathematically more intricate differential-algebraic equations. Here, the purpose is to write these equations in a form suitable for statistical signal processing. The nonlinear state estimation problem is addressed using sequential Monte Carlo methods, commonly referred to as particle methods. When there is a linear sub-structure inherent in the underlying model, this can be exploited by the powerful combination of the particle filter and the Kalman filter, presented by the marginalized particle filter. This algorithm is also known as the Rao-Blackwellized particle filter and it is thoroughly derived and explained in conjunction with a rather general class of mixed linear/nonlinear state-space models. Models of this type are often used in studying positioning and target tracking applications. This is illustrated using several examples from the automotive and the aircraft industry. Furthermore, the computational complexity of the marginalized particle filter is analyzed. The parameter estimation problem is addressed for a relatively general class of mixed linear/nonlinear state-space models. The expectation maximization algorithm is used to calculate parameter estimates from batch data. In devising this algorithm, the need to solve a nonlinear smoothing problem arises, which is handled using a particle smoother. The use of the marginalized particle filter for recursive parameterestimation is also investigated. The applications considered are the camera positioning problem arising from augmented reality and sensor fusion problems originating from automotive active safety systems. The use of vision measurements in the estimation problem is central to both applications. In augmented reality, the estimates of the camera’s position and orientation are imperative in the process of overlaying computer generated objects onto the live video stream. The objective in the sensor fusion problems arising in automotive safety systems is to provide information about the host vehicle and its surroundings, such as the position of other vehicles and the road geometry. Information of this kind is crucial for many systems, such as adaptive cruise control, collision avoidance and lane guidance.

Modern aircraft are getting more and better sensors. As a result of this, the pilots are getting moreinformation than they can handle. To solve this problem one can automate the information processingand instead provide the pilots with conclusions drawn from the sensor information. An aircraft’smovement can be used to determine which class (e.g. commercial aircraft, large military aircraftor fighter) it belongs to. This thesis focuses on comparing three classification schemes; a Bayesianclassification scheme with uniform priors, Transferable Belief Model and a Bayesian classificationscheme with entropic priors.The target is modeled by a jump Markov linear system that switches between different modes (flystraight, turn left, etc.) over time. A marginalized particle filter that spreads its particles over thepossible mode sequences is used for state estimation. Simulations show that the results from Bayesianclassification scheme with uniform priors and the Bayesian classification scheme with entropic priorsare almost identical. The results also show that the Transferable Belief Model is less decisive thanthe Bayesian classification schemes. This effect is argued to come from the least committed principlewithin the Transferable Belief Model. A fixed-lag smoothing algorithm is introduced to the filter andit is shown that the classification results are improved. The advantage of having a filter that remembersthe full mode sequence (such as the marginalized particle filter) and not just determines the currentmode (such as an interacting multiple model filter) is also discussed.