Position USBL/DVL sensor-based navigation filter in the presence of unknown ocean currents

This paper presents a novel approach to the design of globally asymptotically stable (GAS) position and velocity filters for Autonomous Underwater Vehicles (AUVs) based directly on the sensor readings of an Ultra-short Baseline (USBL) acoustic array system and a Doppler Velocity Log (DVL). The proposed methodology is based on an equivalent linear time-varying (LTV) system that fully captures the dynamics of the nonlinear system, allowing for the use of powerful linear system analysis and filtering design tools that yield GAS filter error dynamics. Numerical results using Monte Carlo simulations and comparison to the Bayesian Cramér Rao Bound (BCRB) reveal that the performance of the proposed filter is tight to this theoretical estimation error lower bound. In comparison with other approaches, the present solution achieves the same level of performance of the Extended Kalman Filter (EKF), which does not offer GAS guarantees, and outperforms other classical filtering approaches designed in inertial coordinates instead of the body-fixed coordinate frame.     

Ensemble data assimilation in the presence of cloud

In numerical weather prediction (NWP) data assimilation (DA) methods are used to combine available observations with numerical model estimates. This is done by minimising measures of error on both observations and model estimates with more weight given to data that can be more trusted. For any DA method an estimate of the initial forecast error covariance matrix is required. For convective scale data assimilation, however, the properties of the error covariances are not well understood.An effective way to investigate covariance properties in the presence of convection is to use an ensemble-based method for which an estimate of the error covariance is readily available at each time step. In this work, we investigate the performance of the ensemble square root filter (EnSRF) in the presence of cloud growth applied to an idealised 1D convective column model of the atmosphere. We show that the EnSRF performs well in capturing cloud growth, but the ensemble does not cope well with discontinuities introduced into the system by parameterised rain. The state estimates lose accuracy, and more importantly the ensemble is unable to capture the spread (variance) of the estimates correctly. We also find, counter-intuitively, that by reducing the spatial frequency of observations and/or the accuracy of the observations, the ensemble is able to capture the states and their variability successfully across all regimes.     

Kernel-based regularized-angle spectral matching for target detection in hyperspectral imagery

Target detection is one of the most important applications of hyperspectral imagery in the field of both civilian and military. In this letter, we firstly propose a new spectral matching method for target detection in hyperspectral imagery, which utilizes a pre-whitening procedure and defines a regularized spectral angle between the spectra of the test sample and the targets. The regularized spectral angle, which possesses explicit geometric sense in multidimensional spectral vector space, indicates a measure to make the target detection more effective. Furthermore Kernel realization of the Angle-Regularized Spectral Matching (KAR-SM, based on kernel mapping) improves detection even more. To demonstrate the detection performance of the proposed method and its kernel version, experiments are conducted on real hyperspectral images. The experimental tests show that the proposed detector outperforms the conventional spectral matched filter and its kernel version.     

PF-MPC: Particle filter-model predictive control

In this article, a new model predictive control approach to nonlinear stochastic systems will be presented. The new approach is based on particle filters, which are usually used for estimating states or parameters. Here, two particle filters will be combined, the first one giving an estimate for the actual state based on the actual output of the system; the second one gives an estimate of a control input for the system. This is basically done by adopting the basic model predictive control strategies for the second particle filter. Later in this paper, this new approach is applied to a CSTR (continuous stirred-tank reactor) example and to the inverted pendulum. These two examples show that our approach is also real-time-capable.     

An approximate duplicate elimination in RFID data streams

The RFID technology has been applied to a wide range of areas since it does not require contact in detecting RFID tags. However, due to the multiple readings in many cases in detecting an RFID tag and the deployment of multiple readers, RFID data contains many duplicates. Since RFID data is generated in a streaming fashion, it is difficult to remove duplicates in one pass with limited memory. We propose one pass approximate methods based on Bloom Filters using a small amount of memory. We first devise Time Bloom Filters as a simple extension to Bloom Filters. We then propose Time Interval Bloom Filters to reduce errors. Time Interval Bloom Filters need more space than Time Bloom Filters. We propose a method to reduce space for Time Interval Bloom Filters. Since Time Bloom Filters and Time Interval Bloom Filters are based on Bloom Filters, they do not produce false negative errors. Experimental results show that our approaches can effectively remove duplicates in RFID data streams in one pass with a small amount of memory.     

具有测量数据丢失的离散不确定时滞系统鲁棒Kalman滤波

研究了具有测量数据丢失的离散不确定时滞系统鲁棒Kalman滤波问题, 其中时延存在于系统状态和观测值中. 模型的不确定性通过在系统矩阵中引入随机参数扰动来表示, 测量数据丢失现象则通过一个满足Bernoulli分布且统计特性已知的随机变量来描述. 基于最小方差估计准则, 利用射影性质和递归射影公式得到一个新的滤波器设计方法, 并且保证了滤波器的维数与原系统相等. 与传统的状态增广方法相比, 当时延比较大时, 该方法可以有效降低计算量. 最后, 给出一个仿真例子说明所提方法的有效性.     

自适应UKF算法在目标跟踪中的应用

针对目标跟踪中系统噪声统计特性未知导致滤波发散或者滤波精度不高的问题, 提出了一种自适应无迹卡尔曼滤波(Unscented Kalman filter, UKF)算法.该算法在滤波过程中,利用改进的Sage-Husa估 计器在线估计未知系统噪声的统计特性,并对滤波发散的情况进行判断和抑制, 有效提高了滤波的数值稳定性,减小了状态估计误差. 仿真实验结果表明,与标准UKF算法相比,自适应UKF算法明显改善了目标跟踪的精度和稳定性.     

基于自适应UKF算法的小型水下机器人导航系统

针对海流扰动及姿态、航向误差角引起的无法确知的导航系统模型误差, 设计了一种带模型误差的自适应无迹卡尔曼滤波器(Adaptive unscented Kalman filter, AUKF)用于小型水下机器人(Small autonomous underwater vehicle, SAUV)推位导航系统. 首先提出了小型水下机器人三维运动连续时间模型; 然后针对该模型特点, 基于极大后验估值原理推导了AUKF算法. 仿真结果说明该算法能够克服海流扰动及姿态和航向误差引起的模型误差. 对比经典无迹卡尔曼滤波器算法, 采用该算法的小型水下机器人推位导航系统在复杂海况下的滤波精度显著提高.