by Kenneth M. Keverian, Nils R. Sandell, Jr. / Office of Naval Research Contract ONR/N00014-77-C-0532 (85552). / Originally presented as the first author's thesis, (B.S.) in the M.I.T. Dept. of Electrical Engineering and Computer Science, 1979. / Bibliography: p. 114-115.

Economic systems are often subject to structural variability. For the achievement of correct structural specification in econometric modelling it is then important to allow for parameters that are time-varying, and to apply estimation techniques suitably designed for inference in such models. One realistic model assumption for such parameter variability is the Markovian model, and Kaiman filtering is then assumed to be a convenient estimator. In the thesis several aspects of using Kaiman filtering approaches to estimation in that framework are considered. The application of the Kaiman filter to estimation in econometric models is straightforward if a set of basic assumptions are satisfied, and if necessary initial specifications can be accurately made. Typically, however, these requirements can generally not be perfectly met. It is therefore of great importance to know the consequences of deviations from the basic assumptions and correct initial specifications for inference, in particular for the small sample situations typical in econometrics. If the consequences are severe it is essential to develop techniques to cope with such aspects.For estimation in interdependent systems a two stage Kaiman filter is proposed and evaluated, theoretically, as well as by a small sample Monte Carlo study, and empirically. The estimator is approximative, but with promising small sample properties. Only if the transition matrix of the parameter model and an initial parameter vector are misspecified, the performance deteriorates. Furthermore, the approach provides useful information about structural properties, and forms a basis for good short term forecasting.In a reduced form fraaework most of the basic assumptions of the traditional Kaiman filter are relaxed, and the implications are studied. The case of stochastic regressors is, under reasonable additional assumptions, shown to result in an estimator structurally similar to that due to the basic assumptions. The robustness properties are such that in particular the transition matrix and the initial parameter vector should be carefully estimated. An estimator for the joint estimation of the transition matrix, the parameter vector and the model residual variance is suggested and utilized to study the consequences of a misspecified parameter model. By estimating th transitions the parameter estimates are seen to be robust in this respect. / <p>Härtill 4 delar</p> / digitalisering@umu

The electrocardiogram (ECG) is a time-varying electrical signal that interprets the electrical activity of the heart. It is obtained by a non-invasive technique known as surface electromyography (EMG), used widely in hospitals. There are many clinical contexts in which ECGs are used, such as medical diagnosis, physiological therapy and arrhythmia monitoring. In medical diagnosis, medical conditions are interpreted by examining information and features in ECGs. Physiological therapy involves the control of some aspect of the physiological effort of a patient, such as the use of a pacemaker to regulate the beating of the heart. Moreover, arrhythmia monitoring involves observing and detecting life-threatening conditions, such as myocardial infarction or heart attacks, in a patient. ECG signals are usually corrupted with various types of unwanted interference such as muscle artifacts, electrode artifacts, power line noise and respiration interference, and are distorted in such a way that it can be difficult to perform medical diagnosis, physiological therapy or arrhythmia monitoring. Consequently signal processing on ECGs is required to remove noise and interference signals for successful clinical applications. Existing signal processing techniques can remove some of the noise in an ECG signal, but are typically inadequate for extraction of the weak ECG components contaminated with background noise and for retention of various subtle features in the ECG. For example, the noise from the EMG usually overlaps the fundamental ECG cardiac components in the frequency domain, in the range of 0.01 Hz to 100 Hz. Simple filters are inadequate to remove noise which overlaps with ECG cardiac components. Sameni et al. have proposed a Bayesian filtering framework to resolve these problems, and this gives results which are clearly superior to the results obtained from application of conventional signal processing methods to ECG. However, a drawback of this Bayesian filtering framework is that it must run offline, and this of course is not desirable for clinical applications such as arrhythmia monitoring and physiological therapy, both of which re- quire online operation in near real-time. To resolve this problem, in this thesis we propose a dynamical model which permits the Bayesian filtering framework to function online. The framework with the proposed dynamical model has less than 4% loss in performance compared to the previous (offline) version of the framework. The proposed dynamical model is based on theory from fixed-lag smoothing.

This master thesis is a study on how a rategyro triad, an accelerometer triad, and a magnetometer triad can be integrated into a navigation system, estimating a vehicle’s attitude, i.e. its roll, tipp, and heading angles. When only a rategyro triad is used to estimate a vehicle’s attitude, a drift in the attitude occurs due to sensor errors. When an accelerometer triad and a magnetometer triad are used, an error in the vehicle’s heading, appearing as a sine curve, depending on the heading, occurs. By integrating these sensor triads, the sensor errors have been estimated with a filter to improve the estimated attitude’s accuracy. To investigate and evaluate the navigation system, a simulation model has been developed in Simulink/Matlab. The implementation has been made using a Kalman filter where the sensor fusion takes place. Simulations for different scenarios have been made and the results from these simulations show that the drift in the vehicle’s attitude is avoided.

Automotive positioning systems relying exclusively on the input from a GPS receiver, which is a line of sight sensor, tend to be sensitive to situations with limited sky visibility. Such situations include: urban environments with tall buildings; inside parking structures; underneath trees; in tunnels and under bridges. In these situations, the system has to rely on integration of relative motion sensors to estimate vehicle position. However, these sensor measurements are generally affected by errors such as offsets and scale factors, that will cause the resulting position accuracy to deteriorate rapidly once GPS input is lost. The approach in this thesis is to use a GPS receiver in combination with low cost sensor equipment to produce a robust positioning module. The module should be capable of handling situations where GPS input is corrupted or unavailable. The working principle is to calibrate the relative motion sensors when GPS is available to improve the accuracy during GPS intermission. To fuse the GPS information with the sensor outputs, different models have been proposed and evaluated on real data sets. These models tend to be nonlinear, and have therefore been processed in an Extended Kalman Filter structure. Experiments show that the proposed solutions can compensate for most of the errors associated with the relative motion sensors, and that the resulting positioning accuracy is improved accordingly.

There is currently a wide variety of six degree-of-freedom (6-DOF) motion capture technologies available. However, these systems tend to be very expensive and thus cost prohibitive. A software system was developed to provide 6-DOF motion capture using the Nintendo Wii remote’s (wiimote) sensors, an infrared beacon, and a novel hierarchical linear-quaternion Kalman filter. The software is made freely available, and the hardware costs less than one hundred dollars. Using this motion capture software, a robotic control system was developed to teleoperate a 6-DOF robotic manipulator via the operator’s natural hand movements. The teleoperation system requires calibration of the wiimote’s infrared cameras to obtain an estimate of the wiimote’s 6-DOF pose. However, since the raw images from the wiimote’s infrared camera are not available, a novel camera-calibration method was developed to obtain the camera’s intrinsic parameters, which are used to obtain a low-accuracy estimate of the 6-DOF pose. By fusing the low-accuracy estimate of 6-DOF pose with accelerometer and gyroscope measurements, an accurate estimation of 6-DOF pose is obtained for teleoperation. Preliminary testing suggests that the motion capture system has an accuracy of less than a millimetre in position and less than one degree in attitude. Furthermore, whole-system tests demonstrate that the teleoperation system is capable of controlling the end effector of a robotic manipulator to match the pose of the wiimote. Since this system can provide 6-DOF motion capture at a fraction of the cost of traditional methods, it has wide applicability in the field of robotics and as a 6-DOF human input device to control 3D virtual computer environments.

Vehicle motion and tire forces have been estimated using extended Kalman filters for many years. The use of extended Kalman filters is primarily motivated by the simultaneous presence of nonlinear dynamics and sensor noise. Two versions of extended Kalman filters are employed in this thesis: one using a deterministic tire-force model and the other using a stochastic tire-force model. Previous literature has focused on linear stochastic tire-force models and on linear deterministic tire-force models. However, it is well known that there exists a nonlinear relationship between slip variables and tire-force variables. For this reason, it is suitable to use a nonlinear deterministic tire-force model for the extended Kalman filter, and this is the novel aspect at this work. The objective of this research is to show the improvement of the extended Kalman filter using a nonlinear deterministic tire-force model in comparison to linear stochastic tire-force model. The simulation model is a seven degree-of-freedom bicycle model that includes vertical suspension dynamics but neglects the roll motion. A comparison between the linear stochastic tire-force model and the nonlinear deterministic tire-force model confirms the expected results. Simulation studies are performed on some illustrative examples obtaining good tracking performance.

This thesis presents the multivariable controller design and implementation for a high-precision 6-degree-of-freedom (6-DOF) magnetically levitated (maglev) positioner. The positioner is a triangular single-moving part that carries three 3-phase permanent-magnet linear-levitation-motor armatures. The three planar levitation motors not only generate the vertical force to levitate the triangular platen but control the platen's position in the horizontal plane. All 6-DOF motions are controlled by magnetic forces only. The positioner moves over a Halbach magnet matrix using three sets of two-axis Hall-effect sensors to measure the planar motion and three Nanogage laser distance sensors for the vertical motion. However, the Hall-effect sensors and the Nanogage laser distance sensors can only provide measurements of the displacement of all 6-axis. Since we do not have full-state feedback, I designed two Linear Quadratic Gaussian (LQG) multivariable controllers using a recursive discrete-time observer. A discrete hybrid H2/H(infinity) filter is implemented to obtain optimal estimates of position and orientation, as well as additional estimates of velocity and angular velocity for all 6 axes. In addition, an analysis was done on the signals measured by the Hall-effect sensors, and from there several digital filters were tested to optimize the readings of the sensors and obtain the best estimates possible. One of the multivariable controllers was designed to close the control loop for the three-planar-DOF motion, and the other to close the loop for the vertical motion, all at a sampling frequency of 800 Hz. Experimental results show a position resolution of 1.5 micrometers with position noise of 0.545 micrometers rms in the x-and y-directions and a resolution of less than 110 nm with position noise of 49.3 nm rms in z.

Future spacecraft missions are trending towards the use of distributed systems or fractionated spacecraft. Initiatives such as DARPA's System F6 are encouraging the satellite community to explore the realm of collaborative spacecraft teams in order to achieve lower cost, lower risk, and greater data value over the conventional monoliths in LEO today. Extensive research has been and is being conducted indicating the advantages of distributed spacecraft systems in terms of both capability and cost. Enabling collaborative behaviors among teams or formations of pico-satellites requires technology development in several subsystem areas including attitude determination and control subsystems, orbit determination and maintenance capabilities, as well as a means to maintain accurate knowledge of team members' position and attitude. All of these technology developments desire improvements (more specifically, decreases) in mass and power requirements in order to fit on pico-satellite platforms such as the CubeSat. In this thesis a solution for the last technology development area aforementioned is presented. Accurate knowledge of each spacecraft's state in a formation, beyond improving collision avoidance, provides a means to best schedule sensor data gathering, thereby increasing power budget efficiency. Our solution is composed of multiple software and hardware components. First, finely-tuned flight system software for the maintaining of state knowledge through equations of motion propagation is developed. Additional software, including an extended Kalman filter implementation, and commercially available hardware components provide a means for on-board determination of both orbit and attitude. Lastly, an inter-satellite communication message structure and protocol enable the updating of position and attitude, as required, among team members. This messaging structure additionally provides a means for payload sensor and telemetry data sharing. In order to satisfy the needs of many different missions, the software has the flexibility to vary the limits of accuracy on the knowledge of team member position, velocity, and attitude. Such flexibility provides power savings for simpler applications while still enabling missions with the need of finer accuracy knowledge of the distributed team's state. Simulation results are presented indicating the accuracy and efficiency of formation structure knowledge through incorporation of the described solution. More importantly, results indicate the collaborative module's ability to maintain formation knowledge within bounds prescribed by a user. Simulation has included hardware-in-the-loop setups utilizing an S-band transceiver. Two "satellites" (computers setup with S-band transceivers and running the software components of the collaborative module) are provided GPS inputs comparable to the outputs provided from commercial hardware; this partial hardware-in-the-loop setup demonstrates the overall capabilities of the collaborative module. Details on each component of the module are provided. Although the module is designed with the 3U CubeSat framework as the initial demonstration platform, it is easily extendable onto other small satellite platforms. By using this collaborative module as a base, future work can build upon it with attitude control, orbit or formation control, and additional capabilities with the end goal of achieving autonomous clusters of small spacecraft.

Thèse doctorat : Images & Systèmes : Villeurbanne, INSA : 2006. / Thèse rédigée en anglais. Titre provenant de l'écran-titre. Bibliogr. p. 177-189.