The data assimilation process of adjusting variables in a reservoir simulation model to honor observations of field data is known as history matching and has been extensively studied for few decades. However, limited success has been achieved due to the high complexity of the problem and the large computational effort required by the practical applications. An automatic history matching module based on the ensemble Kalman filter is developed and validated in this dissertation. The ensemble Kalman filter has three steps: initial sampling, forecasting through a reservoir simulator, and assimilation. The initial random sampling is improved by the singular value decomposition, which properly selects the ensemble members with less dependence. In this way, the same level of accuracy is achieved through a smaller ensemble size. Four different schemes for the assimilation step are investigated and direct inverse and square root approaches are recommended. A modified ensemble Kalman filter algorithm, which addresses the preference to the ensemble members through a nonequally weighting factor, is proposed. This weighted ensemble Kalman filter generates better production matches and recovery forecasting than those from the conventional ensemble Kalman filter. The proposed method also has faster convergence at the early time period of history matching. Another variant, the singular evolutive interpolated Kalman filter, is also applied. The resampling step in this method appears to improve the filter stability and help the filter to deliver rapid convergence both in model and data domains. This method and the ensemble Kalman filter are effective for history matching and forecasting uncertainty quantification. The independence of the ensemble members during the forecasting step allows the benefit of high-performance computing for the ensemble Kalman filter implementation during automatic history matching. Two-level computation is adopted; distributing ensemble members simultaneously while simulating each member in a parallel style. Such computation yields a significant speedup. The developed module is integrated with reservoir simulators UTCHEM, GEM and ECLIPSE, and has been implemented in the framework Integrated Reservoir Simulation Platform (IRSP). The successful applications to two and three-dimensional cases using blackoil and compositional reservoir cases demonstrate the efficiency of the developed automatic history matching module.

We define a subclass of dynamic linear models with unknown hyperparameters called d-inverse-gamma models. We then approximate the marginal p.d.f.s of the hyperparameter and the state vector by the data augmentation algorithm of Tanner/Wong. We prove that the regularity conditions for convergence hold. A sampling based scheme for practical implementation is discussed. Finally, we illustrate how to obtain an iterative importance sampling estimate of the model likelihood. (author's abstract) / Series: Forschungsberichte / Institut für Statistik

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.

The work described in this thesis contributes to the development of a system to evaluate sailing performance. This work was motivated by the lack of tools available to evaluate sailing performance. The goal of the work presented is to detect and classify the turns of a sailing yacht. Data was collected using a BlackBerry PlayBook affixed to a J/24 sailing yacht. This data was manually annotated with three types of turn: tack, gybe, and mark rounding. This manually annotated data was used to train classification methods. Classification methods tested were multi-layer perceptrons (MLPs) of two sizes in various committees and nearest- neighbour search. Pre-processing algorithms tested were Kalman filtering, categorization using quantiles, and residual normalization. The best solution was found to be an averaged answer committee of small MLPs, with Kalman filtering and residual normalization performed on the input as pre-processing.

This work examines the design of a Kalman filter based navigation algorithm for the Canadian Scientific Submersible Facility's (CSSF) ROPOS ROV. The 5000m ROV is typically hired by scientists to deploy and recover small scientific instrumentation packages on the sea floor, and collect subsea biological and geological samples. To efficiently complete these tasks a navigation system that can provide a global positioning accuracy of +/-2.5m is required. However. the ROPOS navigation system presently relies on noisy USBL acoustic positioning measurements (+/- 15m at 2500m). To overcome the limitations of the USBL signal and increase the navigation system accuracy. it is proposed that a depth sensor, Doppler velocity log and OCTANS gyrocompass be used in conjunction with a model-based extended Kalman filter (EKF) algorithm to provide a single navigation data stream. To examine the efficacy of the proposed solution. non-linear models of the ROPOS ROV and its tether are presented. Parameters are identified for both the ROPOS and tether models, and the models are coupled. permitting realistic dynamic simulation of the ROPOS system. A virtual pilot, based on a PID automatic control scheme. is created to fly the virtual ROPOS vehicle between waypoints in the simulation. An instrument simulator is developed that is capable of producing asynchronous measurement data from virtual instruments. Using this simulation facility, realistic ROPOS maneuvers are executed. During the simulations, ROPOS' virtual instruments (depth sensor, DVL, USBL and OCTANS) produce pseudo-measurements that are typical of the real ROPOS sensor suite. These measurements are fed to the EKF navigation algorithm. This work successfully showed that the EKF filter framework can be used to blend ROPOS's asynchronous sensor data, such that a navigation accuracy of ≈2.5m RMS is produced. It is found that without the OCTANS instrument. the advanced ROV process model permits robust filter operation. even in cases of USBL and/or DVL drop-out. In the case where the OCTANS instrument is providing velocity data, the filter does not require an advanced ROV process model within the EKF in order to maintain filter accuracy during USBL and DVL dropout. Rather. accuracy is sufficiently maintained with a simple constant velocity model of the vehicle motion. However, it was also shown that the ROPOS velocity signal estimation can be greatly enhanced by the advanced ROPOS process model. It was also found that that the tether effects are paramount in the advanced ROPOS process model. When the tether disturbances are not sensed. the advanced model position-estimation performance is equivalent to a constant velocity process model.

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.

An algorithm for tracking single visual targets is developed in this study. Feature detection is the necessary and appropriate image processing technique for this algorithm. The main point of this approach is to use the data supplied by the feature detection as the observation from a group of targets having similar motion dynamics. Therefore a single visual target is regarded as a group of multiple targets. Accurate data association and state estimation under clutter are desired for this application similar to other multi-target tracking applications. The group tracking approach is used with the well-known probabilistic data association technique to cope with data association and estimation problems. The applicability of this method particularly for visual tracking and for other cases is also discussed.

Thesis (Ph. D.)--Ohio State University, 2007. / Title from first page of PDF file. Includes bibliographical references (p. 206-216).

Thesis (M.S.)--Ohio University, June, 2000. / Title from PDF t.p.

Thesis (Ph.D.)--University of Melbourne, Dept. of Electrical and Electronic Engineering, 2008. / Typescript. Includes bibliographical references (leaves 149-158).