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The fusion process considers the boundary between correct and conflict records. It has been a fundamental component in ensuring the accuracy of many mathematical algorithms that utilize multiple input sources. Fusion techniques give priority and high weight to reliable and qualified sources since their information is most likely to be trustworthy. This study stochastically investigates the three most common fusion techniques: Kalman filtering, particle filtering and Bayesian probability (which is the basis of other techniques). The paper focuses on using fusion techniques in the context of state estimation for dynamic systems to improve reliability and accuracy. The fusion methods are investigated using different types of datasets to find out their performance and accuracy in state estimation. [ABSTRACT FROM AUTHOR]

In this paper, we focus on studying the Mixed-Effects State-Space (MESS) models previously introduced by Liu et al. [Liu D, Lu T, Niu X-F, et al. Mixed-effects state-space models for analysis of longitudinal dynamic systems. Biometrics. 2011;67(2):476–485]. We propose an estimation method by combining the auxiliary particle learning and smoothing approach with the Expectation Maximization (EM) algorithm. First, we describe the technical details of the algorithm steps. Then, we evaluate their effectiveness and goodness of fit through a simulation study. Our method requires expressing the posterior distribution for the random effects using a sufficient statistic that can be updated recursively, thus enabling its application to various model formulations including non-Gaussian and nonlinear cases. Finally, we demonstrate the usefulness of our method and its capability to handle the missing data problem through an application to a real dataset. [ABSTRACT FROM AUTHOR]

Copyright of Journal of Shanghai Jiaotong University (Science) is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

The fusion process considers the boundary between correct and conflict records. It has been a fundamental component in ensuring the accuracy of many mathematical algorithms that utilize multiple input sources. Fusion techniques give priority and high weight to reliable and qualified sources since their information is most likely to be trustworthy. This study stochastically investigates the three most common fusion techniques: Kalman filtering, particle filtering and Bayesian probability (which is the basis of other techniques). The paper focuses on using fusion techniques in the context of state estimation for dynamic systems to improve reliability and accuracy. The fusion methods are investigated using different types of datasets to find out their performance and accuracy in state estimation.

In this research paper, we investigate the problem of remote state estimation for nonlinear discrete systems. Specifically, we focus on scenarios where event-triggered sensor schedules are utilized and where packet drops occur between the sensor and the estimator. In the sensor scheduler, the SOD mechanism is proposed to decrease the amount of data transmitted from the sensor to a remote estimator and the phenomena of packet drops modeled with random variables obeying the Bernoulli distribution. As a consequence of packet drops, the assumption of Gaussianity no longer holds at the estimator side. By fully considering the non-linearity and non-Gaussianity of the dynamic system, this paper develops an event-trigger particle filter algorithm to relieve the communication burden and achieve an appropriate estimation accuracy. First, we derive an explicit expression for the likelihood function when an event trigger occurs and the possible occurrence of packet dropout is taken into consideration. Then, using a special form of sequential Monte–Carlo algorithm, the posterior distribution is approximated and the corresponding minimum mean-squared error is derived. By contrasting the error covariance matrix with the posterior Cramér–Rao lower bound, the estimator's performance is assessed. An illustrative numerical example shows the effectiveness of the proposed design. [Display omitted] • Limited bandwidth networked systems require sensors scheduling algorithm design. • Event-based particle filter is designed in conjunction with scheduling algorithms and packet dropout. • With Cramér–Rao lower bound the proposed scheduling algorithms improve clearly the filter performance. • Innovation scheduling allows robustness against packet dropouts. [ABSTRACT FROM AUTHOR]

Non-small cell lung cancer (NSCLC) is a malignant tumor that threatens human life and health. The development of a new NSCLC risk assessment model based on electronic medical records has great potential for reducing the risk of cancer recurrence. In this process, machine learning is a powerful method for automatically extracting risk factors and indicating impact weights for NSCLC deaths. However, when the number of samples reaches a certain value, it is difficult for machine learning to improve the prediction accuracy, and it is also challenging to use the characteristic data of subsequent patients effectively. Therefore, this study aimed to build a postoperative survival risk assessment model for patients with NSCLC that updates the model parameters and improves model accuracy based on new patient data. The model perspective was a combination of particle filtering and parameter estimation. To demonstrate the feasibility and further evaluate the performance of our approach, we performed an empirical analysis experiment. The study showed that our method achieved an overall accuracy of 92% and a recall of 71% for deceased patients. Compared with traditional machine learning models, the accuracy of the model estimated by particle filter parameters has been improved by 2%, and the recall rate for dead patients has been improved by 11%. Additionally, this study outcome shows that this method can better utilize subsequent patients' characteristic data, be more relevant to different patients, and help achieve precision medicine. [ABSTRACT FROM AUTHOR]

To address the issue of low positioning accuracy of mobile robots in trellis kiwifruit orchards with weak signal environments, this study investigated an outdoor integrated positioning method based on ultra-wideband (UWB), light detection and ranging (LiDAR), and odometry (ODOM). Firstly, a dynamic error correction strategy using the Kalman filter (KF) was proposed to enhance the dynamic positioning accuracy of UWB. Secondly, the particle filter algorithm (PF) was employed to fuse UWB/ODOM/LiDAR measurements, resulting in an extended Kalman filter (EKF) measurement value. Meanwhile, the odometry value served as the predicted value in the EKF. Finally, the predicted and measured values were fused through the EKF to estimate the robot's pose. Simulation results demonstrated that the UWB/ODOM/LiDAR integrated positioning method achieved a mean lateral error of 0.076 m and a root mean square error (RMSE) of 0.098 m. Field tests revealed that compared to standalone UWB positioning, UWB-based KF positioning, and LiDAR/ODOM integrated positioning methods, the proposed approach improved the positioning accuracy by 64.8%, 13.8%, and 38.3%, respectively. Therefore, the proposed integrated positioning method exhibits promising positioning performance in trellis kiwifruit orchards with potential applicability to other orchard environments. [ABSTRACT FROM AUTHOR]

Concerned with deploying zero-emission energy sources, reducing energy wasted through transmission lines, and managing power supply and demand, monitoring and controlling microgrids have found utter importance. Accordingly, this paper aims to investigate the efficacy of state estimation fusion for a synchronous generator as well as an induction motor in order to ameliorate system monitoring. A third-order nonlinear state-space model, that operates based on actual input data taken from the Smart Microgrid Laboratory, is assumed for each of the electrical machines. The model parameters are set according to the parameters of the electrical machines. A fusion structure based on the internet of things communication network, which is modified to increase uncertainty, is presented for fusing the state estimates. The data fusion topology is distributed and relies on two data fusion models. The first model is a set of state estimators, referred to as data input-feature output model. The second one fuses the estimators' outputs based on supervised machine learning methods, referred to as feature input-feature output model. The simulation results in MATLAB and Python show the efficiency of linear regression methods compared with other leveraged methods for data fusion. By comparing the results obtained from both simple and complex estimation filters, it can be deduced that combining simple filters, extended Kalman filter in this case, with simple data fusion methods, linear regression in this case, can produce much more accurate results in a short period of time. Besides, this study shows that the averaging operators are unsuitable for estimation fusion by referring to their convexity condition. • Regression methods can outperform other methods for the purpose of data fusion. • Simple filters combined with simple fusion methods boost state estimation accuracy. • The averaging operators are unsuitable for estimation fusion due to performing convex fusion. [ABSTRACT FROM AUTHOR]

Summary: Missing data often occur in industrial processes. In order to solve this problem, an auxiliary model and a particle filter are adopted to estimate the missing outputs, and two unbiased parameter estimation methods are developed for a class of nonlinear systems (e.g., bilinear systems) with irregularly missing data. Firstly, an auxiliary model is constructed to estimate the unknown output, and an auxiliary model‐based multi‐innovation recursive least squares algorithm is presented by expanding the scalar innovation to an innovation vector. Secondly, according to the bias compensation principle, an auxiliary model‐based bias compensation multi‐innovation recursive least squares algorithm is proposed to compensate the bias caused by the colored noise. Thirdly, for further improving the parameter estimation accuracy, the unknown true output is estimated by a particle filter, and a particle filtering‐based bias compensation multi‐innovation recursive least squares algorithm is developed. Finally, a numerical example is selected to validate the effectiveness of the proposed algorithms. The simulation results indicate that the proposed algorithms have good performance in identifying bilinear systems with irregularly missing data. [ABSTRACT FROM AUTHOR]

Continuous‐time autoregressive processes have been applied successfully in many fields and are particularly advantageous in the modeling of irregularly spaced or high‐frequency time series data. A convenient nonlinear extension of this model are continuous‐time threshold autoregressions (CTAR). CTAR allow for greater flexibility in model parameters and can represent a regime switching behavior. However, so far only Gaussian CTAR processes have been defined, so that this model class could not be used for data with jumps, as frequently observed in financial applications. Hence, as a novelty, we construct CTAR processes with jumps in this paper. Existence of a unique weak solution and weak consistency of an Euler approximation scheme is proven. As a closed form expression of the likelihood is not available, we use kernel‐based particle filtering for estimation. We fit our model to the Physical Electricity Index and show that it describes the data better than other comparable approaches. [ABSTRACT FROM AUTHOR]

Copyright of Atomic Energy Science & Technology is the property of Editorial Board of Atomic Energy Science & Technology and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

We present an approach for characterizing complex temporal behavior in the sensor measurements of a system in order to support detection of anomalies in that system. We first characterize typical behavior by extending a hidden Markov model-based approach to time series alignment. We then use a trace of that learned behavior to develop a particle filter that enables efficient estimation of the filtering distribution on the state space. This produces filtered residuals that can then be used in an anomaly detection framework. Our motivating example is the daily behavior of a building's heating, ventilation, and air conditioning (HVAC) system, using sensor measurements that arrive every minute and induce a state space with 15,120 states. We provide an end-to-end demonstration of our approach showing improved performance of anomaly detection after application of alignment and filtering compared to the unaligned data. The proposed model is implemented as a computationally efficient R package alignts (align time series) built with R and Fortran 95 with OpenMP support. [ABSTRACT FROM AUTHOR]

This paper mainly studies the longitudinal and lateral deck motion compensation technology. In order to ensure the safe landing of the carrier-based aircrafts on the flight decks of carriers during the landing process, it is necessary to introduce deck motion information into the guidance law information of the automatic landing guidance system when the aircraft is about to land so that the aircraft can track the deck motion. To compensate the influence of the height change in the ideal landing point on the landing process, the compensation effects of the deck motion compensators with different design parameters are verified by simulation. For further phase-lead compensation for the longitudinal automatic landing guidance system, a deck motion predictor is designed based on the particle filter optimal prediction theory and the AR model time series analysis method. Because the influence of up and down motions on the vertical motion of the ideal landing point is the largest, the compensation effects of the designed predictor and compensator are simulated and verified based on the up and down motion of the power spectrum. For the compensation for the lateral motion, a tracking strategy of the horizontal measurement axis of the inertial stability coordinate system to the horizontal axis of the hull coordinate system (center line of the deck) is proposed. The tracking effects of the horizontal measurement axis of the designed integral and inertial tracking strategies are simulated and compared. Secondly, the lateral deck motion compensation commands are designed, and the compensation effects of different forms of compensation commands are verified by simulations. Finally, the compensation effects for the lateral deck motion under integral and inertial tracking strategies are simulated and analyzed. [ABSTRACT FROM AUTHOR]

To address particle degeneracy and the challenge of selecting importance density functions in traditional particle filters for complex nonlinear systems, we propose an adaptive mixed-order spherical simplex-radial cubature particle filter algorithm based on constrained optimization and fading memory. This algorithm integrates constrained optimization, an adaptive fading memory strategy, adaptive adjustment of particle numbers and weights, and the advantages of mixed-order spherical simplex-radial cubature Kalman filtering. By designing the importance density function using a mixed-order integration method, the algorithm significantly improves filtering accuracy over traditional cubature Kalman filters while maintaining lower computational complexity than high-order cubature Kalman filter methods. The adaptive fading memory strategy dynamically adjusts the covariance matrix, enhancing sensitivity to current measurement information and reducing the influence of historical data. By dynamically adjusting the noise covariance matrix and constraining the ratio between the error covariance and measurement noise covariance, the algorithm improves the convergence speed and accuracy of state estimation. An adaptive particle number and weight adjustment strategy based on effective sample size and entropy regularization dynamically adjusts the number of particles to reduce computational complexity while ensuring filtering accuracy, and employs entropy regularization to suppress weight over-concentration, thereby reducing the impact of outliers on the filtering results. Simulation results demonstrate that in complex SINS/GNSS integrated navigation systems, especially under high-noise and nonlinear conditions, the proposed algorithm significantly improves positioning accuracy compared to the CPF method, with the maximum latitude error reduced by approximately 54.8%, the maximum longitude error reduced by approximately 40.5%, and the maximum altitude error reduced by approximately 68.3%. Compared to the FMCPF method, the proposed algorithm also shows clear advantages in positioning accuracy, convergence speed, and computational efficiency, validating its effectiveness and practicality in complex environments. [ABSTRACT FROM AUTHOR]

Advanced control and driving assistance systems play a major role in modern vehicles, ensuring higher standards of safety and performance. Their correct operation extensively depends on the knowledge of tyre forces and vehicle drift. However, these quantities are hard to measure directly, due to cost or technological reasons. One possible alternative that is attracting much attention in the last few years is represented by virtual sensing where the quantities of interest can be inferred using a physical model that maps the relationship between these quantities and other available direct measurements, like accelerations, velocities and rate-of-turns. In this research, model-based observation is adopted to predict tyre forces and slip angles. In contrast to existing systems, ours relies on direct causality equations without the need of any explicit tyre model. Different observers are developed that are grounded, respectively, in the Cubature Kalman and Particle filtering, and they are contrasted against the standard Extended Kalman filter (EKF). Results are presented to quantitatively assess the performance of the observers using a 14 Degrees Of Freedom (DOFs) full vehicle model that has been simulated in standard manoeuvres including constant radius cornering, increasing and swept-sine steering, and sine-dwell manoeuvring. Although all three embodiments allow model nonlinearities and measurement noise to be appropriately tackled, the two Kalman filters outperform the PF in terms of estimation accuracy, especially for tyre force prediction. In addition, the novel Cubature Kalman filter shows comparable accuracy and robustness, but higher stability when compared to the EKF. [ABSTRACT FROM AUTHOR]

• The filtering can deal with measurement delay being multi-step. • It skillfully utilizes the formula of total probability to deal with multi-step delay. • The filtering can deal with the dependence of measurement and random delay. • It extracts the information of random delay contained in measurement. For nonlinear discrete-time systems where measurements can be randomly delayed by multiple sampling periods, measurements are dependent conditioned on the state trajectory, and the dependence becomes more complicated with the increase of step of random delay. A particle filtering for this system is developed, which is novel in that the likelihood is computed allowing multi step of delay and dependence of measurements. Multi step of delay is dealt with through utilizing the formula of total probability skillfully, and dependence is dealt with through estimating the filtering probability distribution of random delay. The novel particle filtering is applied to two examples to validate its effectiveness and superiority. [ABSTRACT FROM AUTHOR]

The development and performance of an endpoint-constrained (EPC) extended Kalman filter (EKF) were published by Haug and Ford, where the EPC EKF was shown to outperform similar non-EPC EKFs against highly maneuverable antiship cruise missile (ASCM) trajectories. The purpose of this article is to resolve two issues identified during the original study. The first issue is that EKFs may not offer superior performance when the target's motion is highly nonlinear. The second issue is that the EPC EKF performs poorly against the high diver trajectory, where the target does not satisfy the EPC until the dive begins. This article presents a new filter that uses a modified version of the EPC and a multiple-model algorithm to achieve superior performance against a larger set of ASCM trajectories than the EPC EKF. [ABSTRACT FROM AUTHOR]

Random noise is inevitable during seismic prospecting. Seismic signals, which are variable in time and space, are damaged by conventional random noise suppression methods, and this limits the accuracy in seismic data imaging. In this paper, an improved particle filtering strategy based on the firefly algorithm is proposed to suppress seismic noise. To address particle degradation problems during the particle filter resampling process, this method introduces a firefly algorithm that moves the particles distributed at the tail of the probability to the high-likelihood area, thereby improving the particle quality and performance of the algorithm. Finally, this method allows the particles to carry adequate seismic information, thereby enhancing the accuracy of the estimation. Synthetic and field experiments indicate that this method can effectively suppress random seismic noise. [ABSTRACT FROM AUTHOR]

Summary: This article mainly studies the iterative parameter estimation problems of a class of nonlinear systems. Based on the auxiliary model identification idea, this article utilizes the estimated parameters to construct an auxiliary model, and uses its outputs to replace the unknown noise‐free process outputs, and develops an auxiliary model least squares‐based iterative (AM‐LSI) identification algorithm. For further improving the parameter estimation accuracy, we use a particle filter to estimate the unknown noise‐free process outputs, and derive a particle filtering least squares‐based iterative (PF‐LSI) identification algorithm. During each iteration, the AM‐LSI and PF‐LSI algorithms can make full use of the measured input–output data. The simulation results indicate that the proposed algorithms are effective for identifying the nonlinear systems, and can generate more accurate parameter estimates than the auxiliary model‐based recursive least squares algorithm. [ABSTRACT FROM AUTHOR]

Objective: To improve insulin treatment in type 2 diabetes (T2D) using model-based control techniques, the underlying model needs to be individualized to each patient. Due to the impact of unknown meals, exercise and other factors on the blood glucose, it is difficult to utilize available data from continuous glucose monitors (CGMs) for model fitting and parameter estimation purposes. Methods: To overcome this problem, we propose a novel method for modeling the glycemic disturbances as a stochastic process. To differentiate meals from other glycemic disturbances, we model the meal intake as a separate stochastic process while encompassing all other disturbances in another stochastic process. Using particle filtering, we validate the model on simulations as well as on clinical data. Results: Based on simulated CGM data, the residuals generated by the particle filter are white, indicating a good model fit. For the clinical data, we use parameter values estimated based on fasting glucose data. The residuals obtained from clinical CGM data contain correlations up to lag 5. Conclusion: The proposed model is shown to adequately describe the meal-induced glucose fluctuations in simulated CGM data while validations on clinical CGM data show promising results as well. Significance: The proposed model may lay the grounds for new ways of utilizing available CGM data, including CGM-based parameter estimation and stochastic optimal control. [ABSTRACT FROM AUTHOR]

Infrared target tracking technology is one of the core technologies in infrared imaging guidance systems and is also a hot research topic. The problem of particle degradation could be always found in traditional particle filtering, and a large number of particles are additionally required for accurate estimation. It is difficult to meet the requirements of a modern infrared imaging guidance system for accurate target tracking. To solve the problem of particle degradation and improve the performance of infrared target tracking, the extended Kalman filter and genetic algorithm are introduced into particle filtering, and an improved algorithm for infrared target tracking is proposed in this paper. In the framework of a particle filter algorithm, the Gaussian distribution for each particle is generated and propagated by a separate extended Kalman filter to improve the sampling accuracy and effectiveness of the probability density function of particles. Genetic algorithm is used to perform a resampling process to solve particle degradation and ensure the diversity of particle states in particle swarm. Simulation results show that the improved tracking algorithm based on improved particle filtering proposed in this paper can effectively solve the phenomenon of particle degradation and track the infrared target. [ABSTRACT FROM AUTHOR]

Accurate self-localisation is a fundamental ability of any mobile robot. In Monte Carlo localisation, a probability distribution over a space of possible hypotheses accommodates the inherent uncertainty in the position estimate, whereas bounded-error localisation provides a region that is guaranteed to contain the robot. However, this guarantee is accompanied by a constant probability over the confined region and therefore the information yield may not be sufficient for certain practical applications. Four hybrid localisation algorithms are proposed, combining probabilistic filtering with non-linear bounded-error state estimation based on interval analysis. A forward-backward contractor and the Set Inverter via Interval Analysis are hybridised with a bootstrap filter and an unscented particle filter, respectively. The four algorithms are applied to global localisation of an underwater robot, using simulated distance measurements to distinguishable landmarks. As opposed to previous hybrid methods found in the literature, the bounded-error state estimate is not maintained throughout the whole estimation process. Instead, it is only computed once in the beginning, when solving the wake-up robot problem, and after kidnapping of the robot, which drastically reduces the computational cost when compared to the existing algorithms. It is shown that the novel algorithms can solve the wake-up robot problem as well as the kidnapped robot problem more accurately than the two conventional probabilistic filters. [ABSTRACT FROM AUTHOR]

Pedestrian Dead Reckoning (PDR) helps to realize step frequency de- tection, step estimation and direction estimation through data collected by inertial sensors such as accelerometer, gyroscope, magnetometer, etc. The initial positioning information is used to calculate the position of pedestrians at any time, which can be applied to indoor positioning technology researching. In order to improve the position accuracy of pedestrian track estimation, this paper improves the step frequency detection, step size estimation and direction detection in PDR, and proposes a particle swarm optimization particle filter (PSO-IPF) PDR location algorithm. Using the built-in accelerometer information of the smartphone to carry out the step frequency detection, the step frequency parameter construction model is introduced to carry out the step estimation, the direction estimation is performed by the Kalman filter fusion gyroscope and the magnetometer information, and the positioning data is merged by using the particle filter. The fitness function in the particle swarm optimization process is changed in the localization algorithm to improve particle diversity and position estimation. The experimental results show that the error rate of the improved step frequency detection method is reduced by about 2.1% compared with the traditional method. The angle accuracy of the direction estimation is about 4.12° higher than the traditional method. The overall positioning accuracy is improved. [ABSTRACT FROM AUTHOR]

In this letter, we propose a new approach to tracking a target that maneuvers based on the multiple-constant-turns model. Usually, the interactive-multiple-model (IMM) algorithm based on the extended Kalman filter (IMM-EKF) is employed for this problem with successful tracking performance. Recently proposed IMM-particle filtering (IMM-PF) showed outperforming results over IMM-EKF for this nonlinear problem. The proposed approach in this letter is a new framework of PF that adopts the minimax strategy to IMM-PF. The minimax strategy results in the decreased variance of the weights of particles that provides the robustness against the degeneracy phenomenon (a common problem of generic PF). In this letter, we show outperforming results by IMM-minimax-PF over IMM-PF besides the IMM-EKF in terms of estimation accuracy and computational complexity. [ABSTRACT FROM AUTHOR]

Object tracking is highly applicable in emerging technologies and is normally done using measurements from sensors. Unfortunately, due to the presence of deleterious noise, measurements are inaccurate and different estimation methods have been developed. Most of them are mainly for Gaussian noise, leaving non-Gaussian noise scenarios unresolved. Also, while particle filters were introduced to address a more general noise scenario, they are mathematically complex especially when used in high dimensional systems. To circumvent these problems, we propose the Separate Monte Carlo Mean (SMC-MEAN) which is formulated on the Bayesian particle filtering framework. The proposed method is applied to an autonomous object tracking problem in both Gaussian and non-Gaussian scenarios. Results are compared to the Kalman filter and Maximum A Posteriori (MAP) in Exponential and Logistic distributed noise. The proposed method outperforms the other methods by an average of 17% yet maintaining low mathematical complexity. [ABSTRACT FROM AUTHOR]

Abstract 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. [ABSTRACT FROM AUTHOR]

Standard filtering techniques for structural parameter estimation assume that the input force is either known or can be replicated using a known white Gaussian model. Unfortunately for structures subjected to seismic excitation, the input time history is unknown and also no previously known representative model is available. This invalidates the aforementioned idealization. To identify seismic induced damage in such structures using filtering techniques, force must therefore also be estimated. In this paper, the input force is considered to be an additional state that is estimated in parallel to the structural parameters. Two concurrent filters are employed for parameters and force respectively. For the parameters, an interacting Particle-Kalman filter is used to target systems with correlated noise. Alongside this, a second filter is used to estimate the seismic force acting on the structure. In the proposed algorithm, the parameters and the inputs are estimated as being conditional on each other, thus ensuring stability in the estimation. The proposed algorithm is numerically validated on a sixteen degrees-of-freedom mass-spring-damper system and a five-story building structure. The stability of the proposed filter is also tested by subjecting it to a sufficiently long measurement time history. The estimation results confirm the applicability of the proposed algorithm. [ABSTRACT FROM AUTHOR]

In this paper we present an overview of the state of the art in Kalman filtering and dynamic Bayesian linear and nonlinear models. We present some of the basic results including the derivation of Kalman filtering equations as well as recent advances in Kalman filter models and their extensions including non‐Gaussian state‐space models. In so doing, we take a Bayesian perspective and discuss parameter learning in state‐space models which typically involves Markov chain Monte Carlo and sequential Monte Carlo methods. We present particle filtering and Bayesian particle learning techniques for state space models and discuss recent advances. This article is categorized under: Applications of Computational Statistics > Signal and Image Processing and Coding Statistical Models > Bayesian Models Statistical Models > Time Series Models Statistical and Graphical Methods of Data Analysis > Markov Chain Monte Carlo (MCMC) [ABSTRACT FROM AUTHOR]

To capture both the volatility evolution and the periodicity feature in the autocorrelation structure exhibited by many nonlinear time series, a Periodic AutoRegressive Stochastic Volatility (PAR-SV ) model is proposed. Some probabilistic properties, namely the strict and second-order periodic stationarity, are provided. Furthermore, conditions for the existence of higher-order moments are established. The autocovariance structure of the squares and higher order powers of the PAR-SV process is studied. Its dynamic properties are shown to be consistent with financial time series empirical findings. Ways in which the model may be estimated are discussed. Finally, a simulation study of the performance of the proposed estimation methods is provided and the PAR-SV is applied to model the spot rates of the euro and US dollar both against the Algerian dinar. The empirical analysis shows that the proposed PAR-SV model can be considered as a viable alternative to the periodic generalized autoregressive conditionally heteroscedastic (PGARCH) model. [ABSTRACT FROM AUTHOR]

The long-term objective of our research is to develop a method for infrastructure-free simultaneous localization and mapping (SLAM) and context recognition for tactical situational awareness. Localization will be realized by propagating motion measurements obtained using a monocular camera, a foot-mounted Inertial Measurement Unit (IMU), sonar, and a barometer. Due to the size and weight requirements set by tactical applications, Micro-Electro-Mechanical (MEMS) sensors will be used. However, MEMS sensors suffer from biases and drift errors that may substantially decrease the position accuracy. Therefore, sophisticated error modelling and implementation of integration algorithms are key for providing a viable result. Algorithms used for multi-sensor fusion have traditionally been different versions of Kalman filters. However, Kalman filters are based on the assumptions that the state propagation and measurement models are linear with additive Gaussian noise. Neither of the assumptions is correct for tactical applications, especially for dismounted soldiers, or rescue personnel. Therefore, error modelling and implementation of advanced fusion algorithms are essential for providing a viable result. Our approach is to use particle filtering (PF), which is a sophisticated option for integrating measurements emerging from pedestrian motion having non-Gaussian error characteristics. This paper discusses the statistical modelling of the measurement errors from inertial sensors and vision based heading and translation measurements to include the correct error probability density functions (pdf) in the particle filter implementation. Then, model fitting is used to verify the pdfs of the measurement errors. Based on the deduced error models of the measurements, particle filtering method is developed to fuse all this information, where the weights of each particle are computed based on the specific models derived. The performance of the developed method is tested via two experiments, one at a university’s premises and another in realistic tactical conditions. The results show significant improvement on the horizontal localization when the measurement errors are carefully modelled and their inclusion into the particle filtering implementation correctly realized. [ABSTRACT FROM AUTHOR]

Accurate prediction of the remaining useful life of a faulty component is important to the prognosis and health management of any engineering system. In recent times, the particle filter algorithm and several variants of it have been used as an effective method for this purpose. However, particle filter suffers from sample degeneracy and impoverishment. In this study, we introduce the Heuristic Kalman algorithm, a metaheuristic optimization approach, in combination with particle filtering to tackle sample degeneracy and impoverishment. Our proposed method is compared with the particle swarm optimized particle filtering technique, another popular metaheuristic approach for improvement of particle filtering. The prediction accuracy and precision of our proposed method is validated using several Lithium ion battery data sets from NASA® Ames research center. [ABSTRACT FROM AUTHOR]

The time-variable terrestrial water storage (TWS) products from the Gravity Recovery And Climate Experiment (GRACE) have been increasingly used in recent years to improve the simulation of hydrological models by applying data assimilation techniques. In this study, for the first time, we assess the performance of the most popular data assimilation sequential techniques for integrating GRACE TWS into the World-Wide Water Resources Assessment (W3RA) model. We implement and test stochastic and deterministic ensemble-based Kalman filters (EnKF), as well as Particle filters (PF) using two different resampling approaches of Multinomial Resampling and Systematic Resampling. These choices provide various opportunities for weighting observations and model simulations during the assimilation and also accounting for error distributions. Particularly, the deterministic EnKF is tested to avoid perturbing observations before assimilation (that is the case in an ordinary EnKF). Gaussian-based random updates in the EnKF approaches likely do not fully represent the statistical properties of the model simulations and TWS observations. Therefore, the fully non-Gaussian PF is also applied to estimate more realistic updates. Monthly GRACE TWS are assimilated into W3RA covering the entire Australia. To evaluate the filters performances and analyze their impact on model simulations, their estimates are validated by independent in-situ measurements. Our results indicate that all implemented filters improve the estimation of water storage simulations of W3RA. The best results are obtained using two versions of deterministic EnKF, i.e. the Square Root Analysis (SQRA) scheme and the Ensemble Square Root Filter (EnSRF), respectively, improving the model groundwater estimations errors by 34% and 31% compared to a model run without assimilation. Applying the PF along with Systematic Resampling successfully decreases the model estimation error by 23%. [ABSTRACT FROM AUTHOR]

Percutaneous image-guided tumor ablation is a minimally invasive surgical procedure for the treatment of malignant tumors using a needle-shaped ablation probe. Automating the insertion of a needle by using a robot could increase the accuracy and decrease the execution time of the procedure. Extracting the needle tip position from the ultrasound (US) images is of paramount importance for verifying that the needle is not approaching any forbidden regions (e.g., major vessels and ribs), and could also be used as a direct feedback signal to the robot inserting the needle. A method for estimating the needle tip has previously been developed combining a modified Hough transform, image filters, and machine learning. This paper improves that method by introducing a dynamic selection of the region of interest in the US images and filtering the tracking results using either a Kalman filter or a particle filter. Experiments where a biopsy needle has been inserted into a phantom by a robot have been conducted, guided by an infrared tracking system. The proposed method has been accurately evaluated by comparing its estimations with the needle tip’s positions manually detected by a physician in the US images. The results show a significant improvement in precision and more than 85% reduction of 95th percentile of the error compared with the previous automatic approaches. The method runs in real time with a frame rate of 35.4 frames/s. The increased robustness and accuracy can make our algorithm usable in autonomous surgical systems for needle insertion. [ABSTRACT FROM PUBLISHER]

The reliable and accurate indoor pedestrian positioning is one of the biggest challenges for location-based systems and applications. Most pedestrian positioning systems have drift error and large bias due to low-cost inertial sensors and random motions of human being, as well as unpredictable and time-varying radio-frequency (RF) signals used for position determination. To solve this problem, many indoor positioning approaches that integrate the user’s motion estimated by dead reckoning (DR) method and the location data obtained by RSS fingerprinting through Bayesian filter, such as the Kalman filter (KF), unscented Kalman filter (UKF), and particle filter (PF), have recently been proposed to achieve higher positioning accuracy in indoor environments. Among Bayesian filtering methods, PF is the most popular integrating approach and can provide the best localization performance. However, since PF uses a large number of particles for the high performance, it can lead to considerable computational cost. This paper presents an indoor positioning system implemented on a smartphone, which uses simple dead reckoning (DR), RSS fingerprinting using iBeacon and machine learning scheme, and improved KF. The core of the system is the enhanced KF called a sigma-point Kalman particle filter (SKPF), which localize the user leveraging both the unscented transform of UKF and the weighting method of PF. The SKPF algorithm proposed in this study is used to provide the enhanced positioning accuracy by fusing positional data obtained from both DR and fingerprinting with uncertainty. The SKPF algorithm can achieve better positioning accuracy than KF and UKF and comparable performance compared to PF, and it can provide higher computational efficiency compared with PF. iBeacon in our positioning system is used for energy-efficient localization and RSS fingerprinting. We aim to design the localization scheme that can realize the high positioning accuracy, computational efficiency, and energy efficiency through the SKPF and iBeacon indoors. Empirical experiments in real environments show that the use of the SKPF algorithm and iBeacon in our indoor localization scheme can achieve very satisfactory performance in terms of localization accuracy, computational cost, and energy efficiency.

The aim of this work was to investigate the performance of the extended Kalman filter (EKF), unscented Kalman filter (UKF) and sequential importance resampling (SIR) filter for real-time estimation of a hyperbolic partial differential equation (PDE) system describing the gas flow transients in pipelines. The numerical method of lines was used for solving the system of PDEs. The spatial discretization was based on a five-point, fourth-order finite difference approximation and the time integrations were done using the fourth-order Runge-Kutta scheme (RK4). The resulting nonlinear state-space model was used by the Bayesian filtering algorithms for estimation of the system states. Numerical experiments were conducted to compare the accuracy, robustness and computation time. The results indicated that the difference in terms of accuracy between the EKF and UKF was small and considering the computation time of the UKF and numerically robustness of calculating the Jacobian matrix, the use of EKF might be a better choice when fast solutions are required. The UKF outperformed the EKF and SIR filter when steep variations in the mass flow rate boundary conditions occurred together with low model uncertainty. [ABSTRACT FROM AUTHOR]

Head pose estimation under non-rigid face movement is particularly useful in applications relating to eye-gaze tracking in less constrained scenarios, where the user is allowed to move naturally during tracking. Existing vision-based head pose estimation methods often require accurate initialisation and tracking of specific facial landmarks, while methods that handle non-rigid face deformations typically necessitate a preliminary training phase prior to head pose estimation. In this paper, we propose a method to estimate the head pose in real-time from the trajectories of a set of feature points spread randomly over the face region, without requiring a training phase or model-fitting of specific facial features. Conversely, our method exploits the 3-dimensional shape of the surface of interest, recovered via shape and motion factorisation, in combination with Kalman and particle filtering to determine the contribution of each feature point to the estimation of head pose based on a variance measure. Quantitative and qualitative results reveal the capability of our method in handling non-rigid face movement without deterioration of the head pose estimation accuracy. [ABSTRACT FROM AUTHOR]

In this contribution, a nonlinear model-based optimizing control for continuous polymerization of acrylic acid in tubular reactors with multiple side injections of monomer is developed. The background of this work is to transfer the production of polymers from semibatch to continuous operations. The configuration of the tubular reactor, which imposes long delays between the inputs and the measurements, and the lack of intermediate measurements as well as the nonlinear reaction kinetics and sharp moving fronts of concentrations when the inflows are changed, make the application of the optimizing control very challenging. In order to simulate the sharp fronts of the reactor system faithfully and fast, the spatial domain of the partial differential equations model of the tubular reactor is discretized by applying the weighted essentially non-oscillatory scheme. We formulate the controller such that it optimizes the productivity of the reactor directly, while the product quality parameters are imposed as constraints. A particle filter is implemented to estimate the states of the reactor system and to initialize the process model. The simulation results show that the controller can increase the product throughput considerably compared to an initial operating point and has a robust performance against the measurement noise. Furthermore, the effect of formulating the quality constraints as hard or soft constraints as well as a changeover scenario between the different grades of a polymer are studied. [ABSTRACT FROM AUTHOR]

A generic probabilistic model, under fundamental Bayes' rule and Markov assumption, is introduced to integrate the process of mobile platform localization with optical sensors. And based on it, three relative independent solutions, bundle adjustment, Kalman filtering and particle filtering are deduced under different and additional restrictions. We want to prove that first, Kalman filtering, may be a better initial-value supplier for bundle adjustment than traditional relative orientation in irregular strips and networks or failed tie-point extraction. Second, in high noisy conditions, particle filtering can act as a bridge for gap binding when a large number of gross errors fail a Kalman filtering or a bundle adjustment. Third, both filtering methods, which help reduce the error propagation and eliminate gross errors, guarantee a global and static bundle adjustment, who requires the strictest initial values and control conditions. The main innovation is about the integrated processing of stochastic errors and gross errors in sensor observations, and the integration of the three most used solutions, bundle adjustment, Kalman filtering and particle filtering into a generic probabilistic localization model. The tests in noisy and restricted situations are designed and examined to prove them. [ABSTRACT FROM AUTHOR]

This paper deals with the estimation of glucose levels in ICU patients by the application of statistical filter theory to the data provided by a commercial continuous glucose monitoring system using a microdialysis sensor. Kalman and particle filtering are applied to simple models of the glucose dynamics. The particle filter enables the joint filtering and calibration of the sensor. The results show that the proposed filters lead to significant reduction in the estimation error with computational cost well within the capabilities of modern digital equipment. Additionally, the filters can be used for the automatic recognition of sensor faults. These results show that suitable filters can help in the construction of an artificial pancreas. [ABSTRACT FROM AUTHOR]

Summary An ensemble-based Gaussian mixture (GM) filtering framework is studied in this paper in term of its dependence on the choice of the clustering method to construct the GM. In this approach, a number of particles sampled from the posterior distribution are first integrated forward with the dynamical model for forecasting. A GM representation of the forecast distribution is then constructed from the forecast particles. Once an observation becomes available, the forecast GM is updated according to Bayes’ rule. This leads to (i) a Kalman filter-like update of the particles, and (ii) a Particle filter-like update of their weights, generalizing the ensemble Kalman filter update to non-Gaussian distributions. We focus on investigating the impact of the clustering strategy on the behavior of the filter. Three different clustering methods for constructing the prior GM are considered: (i) a standard kernel density estimation, (ii) clustering with a specified mixture component size, and (iii) adaptive clustering (with a variable GM size). Numerical experiments are performed using a two-dimensional reactive contaminant transport model in which the contaminant concentration and the heterogenous hydraulic conductivity fields are estimated within a confined aquifer using solute concentration data. The experimental results suggest that the performance of the GM filter is sensitive to the choice of the GM model. In particular, increasing the size of the GM does not necessarily result in improved performances. In this respect, the best results are obtained with the proposed adaptive clustering scheme. [ABSTRACT FROM AUTHOR]

A generic probabilistic model, under fundamental Bayes' rule and Markov assumption, is introduced to integrate the process of mobile platform localization with optical sensors. And based on it, three relative independent solutions, bundle adjustment, Kalman filtering and particle filtering are deduced under different and additional restrictions. We want to prove that first, Kalman filtering, may be a better initial-value supplier for bundle adjustment than traditional relative orientation in irregular strips and networks or failed tie-point extraction. Second, in high noisy conditions, particle filtering can act as a bridge for gap binding when a large number of gross errors fail a Kalman filtering or a bundle adjustment. Third, both filtering methods, which help reduce the error propagation and eliminate gross errors, guarantee a global and static bundle adjustment, who requires the strictest initial values and control conditions. The main innovation is about the integrated processing of stochastic errors and gross errors in sensor observations, and the integration of the three most used solutions, bundle adjustment, Kalman filtering and particle filtering into a generic probabilistic localization model. The tests in noisy and restricted situations are designed and examined to prove them. [ABSTRACT FROM AUTHOR]

This paper addresses the problem of nonlinear time-varying state and parameter estimation of induction machines (IMs) on the basis of a third-order electrical model. The objectives of this paper are threefold. The first objective is to propose the use of an improved particle filter (IPF) with better proposal distribution for nonlinear and non-Gaussian state and parameter estimation. The second objective is to extend the state and parameter estimation techniques (i.e., extended Kalman filter (EKF), unscented Kalman filter (UKF), particle filter (PF), and IPF) to better handle nonlinear and non-Gaussian processes without a priori state information, by utilizing a time-varying assumption of statistical parameters. In this case, the state vector to be estimated at any instant is assumed to follow a Gaussian model, where the expectation and the covariance matrix are both random. The third objective is to compare the performances of EKF, UKF, PF, and IPF in estimating the states of the power process model representing the IM (i.e, the rotor speed, the rotor flux, the stator flux, the rotor resistance, and the magnetizing inductance) and their abilities to estimate some of the key system parameters, which are needed to define the IM process model. The results show that the IPF provides a significant improvement over the PF because, unlike the PF, which depends on the choice of sampling distribution used to estimate the posterior distribution, the IPF yields an optimum choice of the sampling distribution, which also accounts for the observed data. This conclusion is also supported by the experimental results. Copyright © 2014 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]