Distributed bias-compensated normalized least-mean squares algorithms with noisy input

In this paper, we study the problem of distributed normalized least-mean squares (NLMS) estimation over multi-agent networks, where all nodes collaborate to estimate a common parameter of interest. We consider the situations that all nodes in the network are corrupted by both input and output noise. This yields into biased estimates by the distributed NLMS algorithms. In our analysis, we take all the noise into consideration and prove that the bias is dependent on the input noise variance. Therefore, we propose a bias compensation method to remove the noise-induced bias from the estimated results. In our development, we first assume that the variances of the input noise are known a priori and develop a series of distributed-based bias-compensated NLMS (BCNLMS) methods. Under various practical scenarios, the input noise variance is usually unknown a priori, therefore it is necessary to first estimate for its value before bias removal. Thus, we develop a real-time estimation method for the input noise variance, which overcomes the unknown property of this noise. Moreover, we perform some main analysis results of the proposed distributed BCNLMS algorithms. Furthermore, we illustrate the performance of the proposed distributed bias compensation method via graphical simulation results.     

Improved parameter estimates for non-linear dynamical models using a bootstrap method

It is known that the least-squares (LS) class of algorithms produce unbiased estimates providing certain assumptions are met. There are many practical problems, however, where the required assumptions are violated. Typical examples include non-linear dynamical system identification problems, where the input and output observations are affected by measurement uncertainty and possibly correlated noise. This will result in biased LS estimates and the identified model will exhibit poor generalisation properties. Model estimation for this type of error-in-variables problem is investigated in this study, and a new identification scheme based on a bootstrap algorithm is proposed to improve the model estimates for non-linear dynamical system identification.     

A new bias-compensating LS method for continuous system identification in the presence of coloured noise

A new bias-compensating least squares (LS) method is presented for the parameter estimation of linear single-input single-output (SISO) continuous-time systems. A discrete-time model obtained by using the linear integral filter is augmented by introducing a pre-filter on the input and then the parameters of the augmented model are estimated by the conventional LS method. The distinct characteristic roots of the pre-filter are used to estimate the bias in the LS estimate. The pre-filter should be chosen so that its frequency bandwidth is wider than those of the system and the input signals. Since the new method requires minimal information on the noise characteristics, it is easily applicable to the case of coloured noise.     

Generalized adaptive notch filters with frequency debiasing for tracking of polynomial phase systems

Generalized adaptive notch filters are used for identification/tracking of quasi-periodically varying dynamic systems and can be considered an extension, to the system case, of classical adaptive notch filters. For general patterns of frequency variation the generalized adaptive notch filtering algorithms yield biased frequency estimates. We show that when system frequencies change slowly in a smooth way, the estimation bias can be substantially reduced by means of post-filtering of the frequency estimates. The modified (debiased) algorithm has better tracking capabilities than the original algorithm.     

Robust unscented Kalman filter with adaptation of process and measurement noise covariances

Unscented Kalman filter (UKF) has been extensively used for state estimation of nonlinear stochastic systems, which suffers from performance degradation and even divergence when the noise distribution used in the UKF and the truth in a real system are mismatched. For state estimation of nonlinear stochastic systems with non-Gaussian measurement noise, the Masreliez–Martin extended Kalman filter (EKF) gives better state estimates in relation to the standard EKF. However, the process noise and the measurement noise covariance matrices should be known, which is impractical in applications. This paper presents a robust Masreliez–Martin UKF which can provide reliable state estimates in the presence of both unknown process noise and measurement noise covariance matrices. Two numerical examples involving relative navigation of spacecrafts demonstrate that the proposed filter can provide improved state estimation performance over existing robust filtering approaches. Vision-aided robot arm tracking experiments are also provided to show the effectiveness of the proposed approach.     

一种传感网时间同步和定位的联合线性估计方法

采用时间测量以估计节点位置的方法实现简单,在传感网中得到了广泛的使用。然而节点计时时钟存在漂移和偏离,导致时间测量不准确。为此文本以节点时钟漂移和偏离模型为基础,提出了一种时间同步和节点定位的联合线性估计方法,包括最小平方（LS）及权重最小平方（WLS）方法。仿真测试了所设计算法的运行时间,分析了噪声对联合估计方法的估计误差影响。结果表明,LS及WLS线性估计方法运算速度较半正定（SDP）算法快,在低噪声条件下LS及WLS线性估计方法具有较高的稳定性和定位精度。     

Unbiased estimation and statistical analysis of 3-D rigid motionfrom two views

The problem of estimating 3D rigid motion from point correspondences over two views is formulated as nonlinear least-squares (LS) optimization, and the statistical behaviors of the errors in the solution are analyzed by introducing a realistic model of noise described in terms of the covariance matrices of N-vectors. It is shown that the LS solution based on the epipolar constraint is statistically biased. The geometry of this bias is described in both quantitative and qualitative terms. Finally, an unbiased estimation scheme is presented, and random number simulations are conducted to observe its effectiveness     

主成分估计用于解算卫星线阵CCD影像外方位元素

在航天摄影测量卫星线阵CCD影像的外方位元素解算中,经常产生严重的病态性问题,如果采用最小二乘原理解算,其解明显偏离真值,甚至无法求得外方位元素,在分析以往解决办法的基础上,引入主成分估计来解算,并根据外方位元素解算问题的实际,提出了确定主成分估计中偏参数的3种方法,实验证明该方法稳定、有效。
     

A resampling approach for adjustment in prediction models for covariate measurement error

Recent works on covariate measurement errors focus on the possible biases in model coefficient estimates. Usually, measurement error in a covariate tends to attenuate the coefficient estimate for the covariate, i.e., a bias toward the null occurs. Measurement error in another confounding or interacting variable typically results in incomplete adjustment for that variable. Hence, the coefficient for the covariate of interest may be biased either toward or away from the null. This paper presents a new method based on a resampling technique to deal with covariate measurement errors in the context of prediction modeling. Prediction accuracy is our primary parameter of interest. Prediction accuracy of a model is defined as the success rate of prediction when the model predicts new response. We call our method bootstrap regression calibration (BRC). We study logistic regression with interacting covariates as our prediction model. We measure the prediction accuracy of a model by receiver operating characteristic (ROC) method. Results from simulations show that bootstrap regression calibration offers consistent enhancement over the commonly used regression calibration (RC) method in terms of improving prediction accuracy of the model and reducing bias in the estimated coefficients.     

Performance analysis of two EM-based measurement bias estimation processes for tracking systems

In target tracking, the measurements collected by sensors can be biased in some real scenarios, e.g., due to systematic error. To accurately estimate the target trajectory, it is essential that the measurement bias be identified in the first place. We investigate the iterative bias estimation process based on the expectation-maximization (EM) algorithm, for cases where sufficiently large numbers of measurements are at hand. With the assistance of extended Kalman filtering and smoothing, we derive two EM estimation processes to estimate the measurement bias which is formulated as a random variable in one state-space model and a constant value in another. More importantly, we theoretically derive the global convergence result of the EM-based measurement bias estimation and reveal the link between the two proposed EM estimation processes in the respective state-space models. It is found that the bias estimate in the second state-space model is more accurate and of less complexity. Furthermore, the EM-based iterative estimation converges faster in the second state-space model than in the first one. As a byproduct, the target trajectory can be simultaneously estimated with the measurement bias, after processing a batch of measurements. These results are confirmed by our simulations.     

基于最小二乘准则的多传感器参数估计数据融合

为了从含有加性测量噪声的线性测量数据中更加准确地估计未知的常值参数,测量噪声互不相关的多传感器测量系统得到广泛使用。在最小二乘准则下,提出了多传感器测量系统在多次同步测量时的集中式和分布式参数估计数据融合算法,两种算法完全等价,且都是全局最优的。数值仿真实验的结果表明,新算法可以明显改善传感器测量参数的估计精度。     

Normal Vector Voting: Crease Detection and Curvature Estimation on Large,Noisy Meshes

This paper describes a robust method for crease detection and curvature estimation on large, noisy triangle meshes. We assume that these meshes are approximations of piecewise-smooth surfaces derived from range or medical imaging systems and thus may exhibit measurement or even registration noise. The proposed algorithm, which we call normal vector voting, uses an ensemble of triangles in the geodesic neighborhood of a vertex—instead of its simple umbrella neighborhood—to estimate the orientation and curvature of the original surface at that point. With the orientation information, we designate a vertex as either lying on a smooth surface, following a crease discontinuity, or having no preferred orientation. For vertices on a smooth surface, the curvature estimation yields both principal curvatures and principal directions while for vertices on a discontinuity we estimate only the curvature along the crease. The last case for no preferred orientation occurs when three or more surfaces meet to form a corner or when surface noise is too large and sampling density is insufficient to determine orientation accurately. To demonstrate the capabilities of the method, we present results for both synthetic and real data and compare these results to the G. Taubin (1995, in Proceedings of the Fifth International Conference on Computer Vision, pp. 902–907) algorithm. Additionally, we show practical results for several large mesh data sets that are the motivation for this algorithm.     

Compression ratio estimation based on cylinder pressure data

Four methods for compression ratio estimation based on cylinder pressure traces are developed and evaluated for both simulated and experimental cycles. The first three methods rely upon a model of polytropic compression for the cylinder pressure. It is shown that they give a good estimate of the compression ratio at low compression ratios, although the estimates are biased. A method based on a variable projection algorithm with a logarithmic norm of the cylinder pressure yields the smallest confidence intervals and shortest computational time for these three methods. This method is recommended when computational time is an important issue. The polytropic pressure model lacks information about heat transfer and therefore the estimation bias increases with the compression ratio. The fourth method includes heat transfer, crevice effects, and a commonly used heat release model for firing cycles. This method is able to estimate the compression ratio more accurately in terms of bias and variance. The method is more computationally demanding and is therefore recommended when estimation accuracy is the most important property.     

Minimum-energy state estimation for systems with perspective outputs

This paper addresses the state estimation of systems with perspective outputs. We derive a minimum-energy estimator which produces an estimate of the state that is "most compatible" with the dynamics, in the sense that it requires the least amount of noise energy to explain the measured outputs. Under suitable observability assumptions, the estimate converges globally asymptotically to the true value of the state in the absence of noise and disturbance. In the presence of noise, the estimate converges to a neighborhood of the true value of the state. These results are also extended to solve the estimation problem when the measured outputs are transmitted through a network. In that case, we assume that the measurements arrive at discrete-time instants, are time-delayed, noisy, and may not be complete. We show that the redesigned minimum-energy estimator preserves the same convergence properties. We apply these results to the estimation of position and orientation for a mobile robot that uses a monocular charged-coupled device (CCD) camera mounted on-board to observe the apparent motion of stationary points. In the context of our application, the estimator can deal directly with the usual problems associated with vision systems such as noise, latency and intermittency of observations. Experimental results are presented and discussed.     

A Computationally Efficient Received Signal Strength Based Localization Algorithm in Closed-Form for Wireless Sensor Network

Ranging error is known to degrade significantly the target node localization accuracy. This paper investigates the use of computationally efficient positioning solution of least square (LS) in closed-form, to reduce localization accuracy loss caused by ranging error. For range-based node localization, the LS solution based on least square criterion has been confirmed to exhibit capability of optimum estimation but extensively achieve at a very complex calculation. In this paper we consider the problem how to acquire such LS solution provided with estimation performance at low complex calculation. In this paper, we use the Gauss noise model and use the weighted least squares criterion and the effective calculation method to solve the linearized equation derived from the RSS measurement, and put forward a new approach to estimate the performance of the target node location estimation. Based on the Fisher information matrix, the Cramér–Rao lower bound of target position estimation is derived based on received signal strength. We obviously indicate that the proposed algorithm can approximately achieve the LS solution in estimation performance at a markedly low complex calculation. Simulations are performed to show the improvement of the proposed algorithm.     

基于数据滤波的带协方差重置的递推贝叶斯算法

针对传统最小二乘算法计算量大、在有色噪声干扰下估计有误差的问题,提出了一种基于滤波技术的带协方差重置的递推贝叶斯算法。该算法首先使用一个动态非线性滤波器对输入输出数据进行滤波,然后使用贝叶斯方法进行参数估计。同时,为了加快参数的收敛速度,在算法中加入了一种新型的协方差重置策略。计算量分析表明,当过程模型和噪声模型的阶数分别为6和4的时候,所提算法可以减少约62.35%的计算量。仿真结果显示,所提算法与传统最小二乘算法在采样数据长度为3000时的估计误差分别为0.771%和1.118%。因此,所提算法具有较高的计算效率,并且可以给出精度较高的参数估计值。     

Process identification based on last principal component analysis

A simple linear identification algorithm is presented in this paper. The last principal component (LPC), the eigenvector corresponding to the smallest eigenvalue of a non-negative symmetric matrix, contains an optimal linear relation of the column vectors of the data matrix. This traditional, well-known principal component analysis is extended to the generalized last principal component analysis (GLPC). For processes with colored measurement noise or disturbances, consistency of the GLPC estimator is achieved without involving iteration or non-linear numerical optimization. The proposed algorithm is illustrated by a simulated example and application to a pilot-scale process.     

Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models

A maximum likelihood parameter estimation algorithm is derived for controlled autoregressive autoregressive (CARAR) models based on the maximum likelihood principle. In this derivation, we use an estimated noise transfer function to filter the input–output data. The simulation results show that the proposed estimation algorithm can effectively estimate the parameters of such class of CARAR systems and give more accurate parameter estimates than the recursive generalized least-squares algorithm.     

Robust State‐and‐Disturbance Observer Design for Linear Non‐minimum‐phase Systems

When there are external disturbances acting on the system, the conventional Luenberger observer design for state estimation usually results in a biased state estimate. This paper presents a robust state and disturbance observer design that gives both accurate state and disturbance estimates in the face of large disturbances. The proposed robust observer is structurally different from the conventional one in the sense that a disturbance estimation term is included in the observer equation. With this disturbance estimation term, the robust observer design problem is skillfully transformed into a disturbance rejection control problem. We then can utilize the standard H_∞ control design tools to optimize the robust observer between the disturbance rejection ability and noise immune ability. An important advantage of the proposed robust observer is that it applies to both minimum‐phase systems and non‐minimum phase systems.     

Forward/backward prediction solution for adaptive noisy FIR filtering

An important and hard problem in signal processing is the estimation of parameters in the presence of observation noise. In this paper, adaptive finite impulse response (FIR) filtering with noisy input-output data is considered and two developed bias compensation least squares (BCLS) methods are proposed. By introducing two auxiliary estimators, the forward output predictor and the backward output predictor are constructed respectively. By exploiting the statistical properties of the cross-correlation function between the least squares (LS) error and the forward/backward prediction error, the estimate of the input noise variance is obtained; the effect of the bias can thereafter be removed. Simulation results are presented to illustrate the good performances of the proposed algorithms. Supported by the National Natural Science Foundation of China for Distinguished Young Scholars (Grant No. 60625104), the Ministerial Foundation of China (Grant No. A2220060039) and the Fundamental Research Foundation of BIT (Grant No. 1010050320810)