The square-root information filter algorithm and the related covariance smoother algorithm have been generalized to handle singular state-transition matrices and perfect measurements. This allows the use of SRIF techn...
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The square-root information filter algorithm and the related covariance smoother algorithm have been generalized to handle singular state-transition matrices and perfect measurements. This allows the use of SRIF techniques for problems with delays and state constraints. The generalized algorithms use complete QR factorization to isolate deterministically known parts of the state and nonsingular parts of the state transition and disturbance influence matrices. These factorizations and the corresponding changes of coordinates are used to solve the recursive least-squares problems that are basic to the SRIF technique. Numerical stability, computation time, and storage requirements are comparable to the traditional SRIF algorithms. (C) 1999 Elsevier Science Ltd. All rights reserved.
This paper presents a new filter estimating quaternion using inertial and magnetic sensors. Using a reference coordinate system multiplicative quaternion error representation and a constrained structure filter gain, t...
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This paper presents a new filter estimating quaternion using inertial and magnetic sensors. Using a reference coordinate system multiplicative quaternion error representation and a constrained structure filter gain, the proposed filter has a separation property, where the magnetic sensor output does not affect pitch and roll angle estimation. Furthermore, the proposed filter gain can be computed just from five scalar equations. Through simulation, the separation property of the proposed filter is verified.
In this paper, we propose a particle based Gaussian mixture filtering approach for nonlinear estimation that is free of the particle depletion problem inherent to most particle filters. We employ an ensemble of possib...
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In this paper, we propose a particle based Gaussian mixture filtering approach for nonlinear estimation that is free of the particle depletion problem inherent to most particle filters. We employ an ensemble of possible state realizations for the propagation of state probability density. A Gaussian mixture model (GMM) of the propagated uncertainty is then recovered by clustering the ensemble. The posterior density is obtained subsequently through a Kalman measurement update of the mixture modes. We prove the convergence in probability of the resultant density to the true filter density assuming exponential forgetting of initial conditions. The performance of the proposed filtering approach is demonstrated through several test cases and is extensively compared to other nonlinear filters. (C) 2018 Elsevier Ltd. All rights reserved.
Using data from extensive vibrational tests of the new Saab 2000 aircraft, a combined method for vibration analysis is studied. The method is based on a realization algorihm followed by standard prediction error metho...
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Using data from extensive vibrational tests of the new Saab 2000 aircraft, a combined method for vibration analysis is studied. The method is based on a realization algorihm followed by standard prediction error methods (PEM). We find that the realization algorithm gives good initial model parameter estimates that can be further improved by the use of PEM. We use the method to get insights,into the vibrational eigenmodes. Copyright (C) 1996 Elsevier Science Ltd.
In our previous work, we proposed a particle Gaussian mixture (PGM-I) filter for nonlinear estimation. The PGM-I filter uses the transition kernel of the state Markov chain to sample from the propagated prior. It cons...
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In our previous work, we proposed a particle Gaussian mixture (PGM-I) filter for nonlinear estimation. The PGM-I filter uses the transition kernel of the state Markov chain to sample from the propagated prior. It constructs a Gaussian mixture representation of the propagated prior density by clustering the samples. The measurement data are incorporated by updating individual mixture modes using the Kalman measurement update. However, the Kalman measurement update is inexact when the measurement function is nonlinear and leads to the restrictive assumption that the number of modes remains fixed during the measurement update. In this paper, we introduce an alternate PGM-II filter that employs parallelized Markov Chain Monte Carlo (MCMC) sampling to perform the measurement update. The PGM-II filter update is asymptotically exact and does not enforce any assumptions on the number of Gaussian modes. The PGM-II filter is employed in the estimation of two test case systems. The results indicate that the PGM-II filter is suitable for handling nonlinear/non-Gaussian measurement update. (C) 2018 Elsevier Ltd. All rights reserved.
Two autopilots for ship track-keeping along a given trajectory are presented, namely a linear quadratic output feedback controller and a robust cascade controller. In both of them, the rudder is used as the only contr...
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Two autopilots for ship track-keeping along a given trajectory are presented, namely a linear quadratic output feedback controller and a robust cascade controller. In both of them, the rudder is used as the only control actuator. The paper presents the mathematical foundation of the problem, the filtering techniques applied in its solution, and selected results of the simulations carried out on a physical ship model on the Silm Lake. (C) 1998 Published by Elsevier Science Ltd. All rights reserved.
Generalized adaptive notch filters (GANFs) are estimators of coefficients of quasi-periodically time-varying systems, encountered e.g., in RF applications when Doppler effect takes place. Current state of the art GANF...
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Generalized adaptive notch filters (GANFs) are estimators of coefficients of quasi-periodically time-varying systems, encountered e.g., in RF applications when Doppler effect takes place. Current state of the art GANFs can deliver highly accurate estimates of system variations' frequency, but underperform in terms of accuracy of system coefficient estimates. The paper proposes a novel multistage GANF with improved coefficient tracking properties and smaller sensitivity to choice of estimation gains. The processing pipeline consists of three stages. First, a pilot filter computes preliminary frequency estimates. Second, a special linear filter reshapes the pilot frequency estimates. Third, a frequency guided GANF works out final estimates of system coefficients. A nontrivial design of the second stage filter assures that the proposed solution has a considerably better performance than current stage of the art solutions or a simpler two-stage approach consisting of the pilot and the frequency guided filter only.
The use of survey plans, which contemplate several tries or call-backs when endeavouring to capture individual data, may supply unarguable information in certain sampling situations with non-ignorable non-response. Th...
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The use of survey plans, which contemplate several tries or call-backs when endeavouring to capture individual data, may supply unarguable information in certain sampling situations with non-ignorable non-response. This paper presents an algorithm whose final aim is the estimation of the individual non-response probabilities from a general perspective of discrete response regression models, which includes the well known probit and logit models. It will be assumed that the respondents supply all the variables of interest when they are captured. Nevertheless, the call-backs continue. even after previous captures, for a small number of tries, r, which has been fixed beforehand only for estimating purposes. The different retries or call-backs are supposed to be carried out with different capture intensities. As mentioned above. the response probabilities, which may vary from one individual to another, are sought by discrete response regression models, whose parameters are estimated from conditioned likelihoods evaluated on the respondents only. The algorithm, quick and easy to implement, may be used even when the capture indicator matrix has been partially recorded. Finally, the practical performance of the proposed procedure is tested and evaluated from empirical simulations whose results are undoubtedly encouraging. (C) 2003 Elsevier B.V. All rights reserved.
In distributed query processing, good estimation algorithms of communication costs are critical for query processing, including distributed XML queries. There are techniques that estimate a communication cost for dist...
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In distributed query processing, good estimation algorithms of communication costs are critical for query processing, including distributed XML queries. There are techniques that estimate a communication cost for distributed SQL query processing, and some of techniques are adopted in numerous distributed SQL processors. Therefore adopting the processing techniques for SQL queries for the communication cost-based processing of the distributed XML queries seems natural. Unfortunately, however, the tree-structured XML document is different from the table-shaped relational data. These structural differences make adopting the techniques for SQL queries difficult. This study defines some of the considerations for estimating the communication cost of distributed XML queries, and proposes a method for communication cost-based query processing. The experiments show that the proposed algorithm is reasonable for estimating the communication cost for distributed XML queries.
We study the distributed averaging problem on arbitrary connected graphs, with the additional constraint that the value at each node is an integer. This discretized distributed averaging problem models several problem...
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We study the distributed averaging problem on arbitrary connected graphs, with the additional constraint that the value at each node is an integer. This discretized distributed averaging problem models several problems of interest, such as averaging in a network with finite capacity channels and load balancing in a processor network. We describe simple randomized distributed algorithms which achieve consensus to the extent that the discrete nature of the problem permits. We give bounds on the convergence time of these algorithms for fully connected networks and linear networks. (c) 2007 Elsevier Ltd. All rights reserved.
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