scholarly journals Improved Particle Filter Using Clustering Similarity of the State Trajectory with Application to Nonlinear Estimation: Theory, Modeling, and Applications

2021 ◽  
Vol 2021 ◽  
pp. 1-19
Author(s):  
Ziquan Jiao ◽  
Zhiqiang Feng ◽  
Na Lv ◽  
Wenjing Liu ◽  
Haijian Qin
Keyword(s):  
Particle Filter ◽  
The State ◽  
Performance Estimation ◽  
Statistical Prediction ◽  
Estimation Accuracy ◽  
Measurement Information ◽  
Reference Trajectory ◽  
Actual System ◽  
State Trajectory ◽  
Clustering Similarity

A clustering similarity particle filter based on state trajectory consistency is presented for the mathematical modeling, performance estimation, and smart sensing of nonlinear systems. Starting from an information fusion model based on the consistency principle of the spatial state trajectory, the predicted observation information of the current particle filter (original trajectory) and future multistage Gaussian particle filter (modified trajectory) are selected as the state trajectories of the sampling particles. Clustering similarity methods are used to measure the state trajectories of the sampling particles and the actual system (reference trajectory). The importance weight of a first-order Markov model is updated with the measurement results. By integrating the targeted compensation scheme of the latest measurement information into the sequential importance sampling process, the adverse effects of the particle degradation phenomenon are effectively reduced. The convergence theorems of the improved particle filter are proposed and proved. The improved filter is applied to practical cases of nonlinear process estimation, economic statistical prediction, and battery health assessment, and the simulation results show that the improved particle filter is superior to traditional filters in estimation accuracy, efficiency, and robustness.

scholarly journals Optimal Tuner Selection for Kalman Filter-Based Aircraft Engine Performance Estimation

2009 ◽  
Vol 132 (3) ◽  
Author(s):  
Donald L. Simon ◽  
Sanjay Garg
Keyword(s):  
Kalman Filter ◽  
Estimation Error ◽  
Engine Performance ◽  
Aircraft Engine ◽  
Operating Conditions ◽  
Performance Estimation ◽  
Experimental Simulation ◽  
Tuning Parameter ◽  
Estimation Accuracy ◽  
On Line

A linear point design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multivariable iterative search routine that seeks to minimize the theoretical mean-squared estimation error. This paper derives theoretical Kalman filter estimation error bias and variance values at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared with the conventional approach of tuner selection. Experimental simulation results are found to be in agreement with theoretical predictions. The new methodology is shown to yield a significant improvement in on-line engine performance estimation accuracy.

The Extended Integrated Particle Filter Method (IPFx) as a High-Performance Earthquake Early Warning System

2021 ◽  
Author(s):  
Masumi Yamada ◽  
Koji Tamaribuchi ◽  
Stephen Wu
Keyword(s):  
Particle Filter ◽  
Early Warning ◽  
Seismic Intensity ◽  
Earthquake Early Warning ◽  
Japan Meteorological Agency ◽  
Estimation Accuracy ◽  
Filter Method ◽  
Source Estimation ◽  
Single Station ◽  
Seismic Networks

ABSTRACT An earthquake early warning (EEW) system rapidly analyzes seismic data to report the occurrence of an earthquake before strong shaking is felt at a site. In Japan, the integrated particle filter (IPF) method, a new source-estimation algorithm, was recently incorporated into the EEW system to improve the source-estimation accuracy during active seismicity. The problem of the current IPF method is that it uses the trigger information computed at each station in a specific format as the input and is therefore applicable to only limited seismic networks. This study proposes the extended IPF (IPFx) method to deal with continuous waveforms and merge all Japanese real-time seismic networks into a single framework. The new source determination algorithm processes seismic waveforms in two stages. The first stage (single-station processing) extracts trigger and amplitude information from continuous waveforms. The second stage (network processing) accumulates information from multiple stations and estimates the location and magnitude of ongoing earthquakes based on Bayesian inference. In 10 months of continuous online experiments, the IPFx method showed good performance in detecting earthquakes with maximum seismic intensity ≥3 in the Japan Meteorological Agency (JMA) catalog. By merging multiple seismic networks into a single EEW system, the warning time of the current EEW system can be improved further. The IPFx method provides accurate shaking estimation even at the beginning of event detection and achieves seismic intensity error <0.25  s after detecting an event. This method correctly avoided two major false alarms on 5 January 2018 and 30 July 2020. The IPFx method offers the potential of expanding the JMA IPF method to global seismic networks.

scholarly journals An Integrated Approach for Aircraft Engine Performance Estimation and Fault Diagnostics

2013 ◽  
Vol 135 (7) ◽  
Author(s):  
Donald L. Simon ◽  
Jeffrey B. Armstrong
Keyword(s):  
Kalman Filter ◽  
Engine Performance ◽  
Aircraft Engine ◽  
Fault Isolation ◽  
Performance Estimation ◽  
Estimation Accuracy ◽  
Fault Diagnostics ◽  
Tuning Parameters ◽  
Performance Deterioration ◽  
Health Parameters

A Kalman filter-based approach for integrated on-line aircraft engine performance estimation and gas path fault diagnostics is presented. This technique is specifically designed for underdetermined estimation problems where there are more unknown system parameters representing deterioration and faults than available sensor measurements. A previously developed methodology is applied to optimally design a Kalman filter to estimate a vector of tuning parameters, appropriately sized to enable estimation. The estimated tuning parameters can then be transformed into a larger vector of health parameters representing system performance deterioration and fault effects. The results of this study show that basing fault isolation decisions solely on the estimated health parameter vector does not provide ideal results. Furthermore, expanding the number of the health parameters to address additional gas path faults causes a decrease in the estimation accuracy of those health parameters representative of turbomachinery performance deterioration. However, improved fault isolation performance is demonstrated through direct analysis of the estimated tuning parameters produced by the Kalman filter. This was found to provide equivalent or superior accuracy compared to the conventional fault isolation approach based on the analysis of sensed engine outputs, while simplifying online implementation requirements. Results from the application of these techniques to an aircraft engine simulation are presented and discussed.

Analytical Model for High–Level Area Estimation of FPGA Design

2016 ◽  
Vol 7 (2) ◽  
pp. 35-44
Author(s):  
Rachna Singh ◽  
Arvind Rajawat
Keyword(s):  
Early Stage ◽  
Estimation Error ◽  
Research Work ◽  
Performance Estimation ◽  
Estimation Accuracy ◽  
Accurate Estimation ◽  
Fpga Design ◽  
Estimation Model ◽  
Area Estimation ◽  
High Level

FPGAs have been used as a target platform because they have increasingly interesting in system design and due to the rapid technological progress ever larger devices are commercially affordable. These trends make FPGAs an alternative in application areas where extensive data processing plays an important role. Consequently, the desire emerges for early performance estimation in order to quantify the FPGA approach. A mathematical model has been presented that estimates the maximum number of LUTs consumed by the hardware synthesized for different FPGAs using LLVM.. The motivation behind this research work is to design an area modeling approach for FPGA based implementation at an early stage of design. The equation based area estimation model permits immediate and accurate estimation of resources. Two important criteria used to judge the quality of the results were estimation accuracy and runtime. Experimental results show that estimation error is in the range of 1.33% to 7.26% for Spartan 3E, 1.6% to 5.63% for Virtex-2pro and 2.3% to 6.02% for Virtex-5.

scholarly journals A Strong Tracking Mixed-Degree Cubature Kalman Filter Method and Its Application in a Quadruped Robot

Sensors ◽  
2020 ◽  
Vol 20 (8) ◽  
pp. 2251 ◽  
Author(s):  
Jikai Liu ◽  
Pengfei Wang ◽  
Fusheng Zha ◽  
Wei Guo ◽  
Zhenyu Jiang ◽  
...  
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Real Time ◽  
Quadruped Robot ◽  
The State ◽  
Estimation Accuracy ◽  
Robot System ◽  
Calculation Time ◽  
Motion State ◽  
Cubature Kalman Filter

The motion state of a quadruped robot in operation changes constantly. Due to the drift caused by the accumulative error, the function of the inertial measurement unit (IMU) will be limited. Even though multi-sensor fusion technology is adopted, the quadruped robot will lose its ability to respond to state changes after a while because the gain tends to be constant. To solve this problem, this paper proposes a strong tracking mixed-degree cubature Kalman filter (STMCKF) method. According to system characteristics of the quadruped robot, this method makes fusion estimation of forward kinematics and IMU track. The combination mode of traditional strong tracking cubature Kalman filter (TSTCKF) and strong tracking is improved through demonstration. A new method for calculating fading factor matrix is proposed, which reduces sampling times from three to one, saving significantly calculation time. At the same time, the state estimation accuracy is improved from the third-degree accuracy of Taylor series expansion to fifth-degree accuracy. The proposed algorithm can automatically switch the working mode according to real-time supervision of the motion state and greatly improve the state estimation performance of quadruped robot system, exhibiting strong robustness and excellent real-time performance. Finally, a comparative study of STMCKF and the extended Kalman filter (EKF) that is commonly used in quadruped robot system is carried out. Results show that the method of STMCKF has high estimation accuracy and reliable ability to cope with sudden changes, without significantly increasing the calculation time, indicating the correctness of the algorithm and its great application value in quadruped robot system.

scholarly journals A Novel EM Implementation for Initial Alignment of SINS Based on Particle Filter and Particle Swarm Optimization

2019 ◽  
Vol 2019 ◽  
pp. 1-12 ◽  
Author(s):  
Yanbing Guo ◽  
Lingjuan Miao ◽  
Yusen Lin
Keyword(s):  
Particle Swarm Optimization ◽  
Particle Filter ◽  
Particle Swarm ◽  
The State ◽  
Nonlinear Filters ◽  
Measurement Noise ◽  
Strong Nonlinearity ◽  
Initial Alignment ◽  
Swarm Optimization ◽  
Noise Parameters

For nonlinear systems in which the measurement noise parameters vary over time, adaptive nonlinear filters can be applied to precisely estimate the states of systems. The expectation maximization (EM) algorithm, which alternately takes an expectation- (E-) step and a maximization- (M-) step, has been proposed to construct a theoretical framework for the adaptive nonlinear filters. Previous adaptive nonlinear filters based on the EM employ analytical algorithms to develop the two steps, but they cannot achieve high filtering accuracy because the strong nonlinearity of systems may invalidate the Gaussian assumption of the state distribution. In this paper, we propose an EM-based adaptive nonlinear filter APF to solve this problem. In the E-step, an improved particle filter PF_new is proposed based on the Gaussian sum approximation (GSA) and the Monte Carlo Markov chain (MCMC) to achieve the state estimation. In the M-step, the particle swarm optimization (PSO) is applied to estimate the measurement noise parameters. The performances of the proposed algorithm are illustrated in the simulations with Lorenz 63 model and in a semiphysical experiment of the initial alignment of the strapdown inertial navigation system (SINS) in large misalignment angles.

scholarly journals IMM Iterated Extended Particle Filter Algorithm

2013 ◽  
Vol 2013 ◽  
pp. 1-8 ◽  
Author(s):  
Yang Wan ◽  
Shouyong Wang ◽  
Xing Qin
Keyword(s):  
Particle Filter ◽  
Density Function ◽  
The State ◽  
Arbitrary Distribution ◽  
Interacting Multiple Model ◽  
Multiple Model ◽  
Maneuvering Target ◽  
Particle Filter Algorithm ◽  
Non Gaussian ◽  
Importance Density Function

In order to solve the tracking problem of radar maneuvering target in nonlinear system model and non-Gaussian noise background, this paper puts forward one interacting multiple model (IMM) iterated extended particle filter algorithm (IMM-IEHPF). The algorithm makes use of multiple modes to model the target motion form to track any maneuvering target and each mode uses iterated extended particle filter (IEHPF) to deal with the state estimation problem of nonlinear non-Gaussian system. IEHPF is an improved particle filter algorithm, which utilizes iterated extended filter (IEHF) to obtain the mean value and covariance of each particle and describes importance density function as a combination of Gaussian distribution. Then according to the function, draw particles to approximate the state posteriori density of each mode. Due to the high filter accuracy of IEHF and the adaptation of system noise with arbitrary distribution as well as strong robustness, the importance density function generated by this method is more approximate to the true sate posteriori density. Finally, a numerical example is included to illustrate the effectiveness of the proposed methods.

scholarly journals Double-Layer Cubature Kalman Filter for Nonlinear Estimation

Sensors ◽  
2019 ◽  
Vol 19 (5) ◽  
pp. 986 ◽  
Author(s):  
Feng Yang ◽  
Yujuan Luo ◽  
Litao Zheng
Keyword(s):  
Kalman Filter ◽  
Computational Complexity ◽  
Double Layer ◽  
Poor Performance ◽  
The State ◽  
Estimation Accuracy ◽  
Sampling Point ◽  
Stochastic Sampling ◽  
Deterministic Sampling ◽  
Cubature Kalman Filter

The cubature Kalman filter (CKF) has poor performance in strongly nonlinear systems while the cubature particle filter has high computational complexity induced by stochastic sampling. To address these problems, a novel CKF named double-Layer cubature Kalman filter (DLCKF) is proposed. In the proposed DLCKF, the prior distribution is represented by a set of weighted deterministic sampling points, and each deterministic sampling point is updated by the inner CKF. Finally, the update mechanism of the outer CKF is used to obtain the state estimations. Simulation results show that the proposed algorithm has not only high estimation accuracy but also low computational complexity, compared with the state-of-the-art filtering algorithms.

scholarly journals Smart Grid State Estimation with PMUs Time Synchronization Errors

Energies ◽  
2020 ◽  
Vol 13 (19) ◽  
pp. 5148
Author(s):  
Marco Todescato ◽  
Ruggero Carli ◽  
Luca Schenato ◽  
Grazia Barchi
Keyword(s):  
State Estimation ◽  
Distribution System ◽  
Time Synchronization ◽  
The State ◽  
Estimation Accuracy ◽  
Real Field ◽  
State Variables ◽  
Smart Power ◽  
Actual Performance ◽  
Synchronization Errors

State Estimation (SE) is one of the essential tasks to monitor and control the smart power grid. This paper presents a method to estimate the state variables combining the measurement of power demand at each bus with the data collected from a limited number of Phasor Measurement Units (PMUs). Although PMU data are usually assumed to be perfectly synchronized with the Coordinated Universal Time (UTC), this work explicitly considers the presence of time-synchronization errors due, for instance, to the actual performance of GPS receivers and the limited stability of the internal oscillator. The proposed algorithm is a recursive Kalman filter which not only estimates the state variables of the power system, but also the frequency deviations causing clock offsets which eventually affect the timestamps of the measures returned by different PMUs. The proposed solution was tested and compared with alternative approaches using both synthetic data applied to the IEEE 123 bus distribution feeder and real-field data collected from a small-size medium-voltage (MV) distribution system located inside the EPFL campus in Lausanne. Results show the validity of the proposed method in terms of state estimation accuracy. In particular, when some synchronization errors are present, the proposed algorithm can estimate and compensate for them.

Sign in / Sign up

Export Citation Format

Share Document