Noise Covariance Matrix Research Articles

Fast Bayesian filtering for wastewater treatment plants with inaccurate process noise statistics

Accurate state estimation of wastewater treatment plants is critical for optimizing wastewater treatment processes and reducing operating costs and energy consumption. Due to their large size and numerous state variables, these wastewater treatment plants are considered as high-dimensional systems. The complexity of wastewater treatment plants results in varying and complex process noise statistics, posing challenges for state estimation. This paper proposes a novel state estimation method for wastewater treatment plants subject to inaccurate process noise statistics. The high-dimensional state vector is partitioned into multiple state blocks based on the system architecture, and lost correlations between blocks are compensated by considering time-series correlations. Real-time modification of the process noise covariance matrix is applied to adaptively adjust the inaccurate process noise statistics and compensate for errors from block division. It is verified through simulations that the proposed Bayesian algorithm can achieve satisfactory estimation results while the computational cost is moderate.

Contact Force Estimation of Robot Manipulators With Imperfect Dynamic Model: On Gaussian Process Adaptive Disturbance Kalman Filter

This paper is concerned with the contact force estimation problem of robot manipulators based on imperfect dynamic models of the manipulator and the contact force. To handle the imperfect dynamic information of the manipulator, a hybrid model, consisting of the nominal model and the residual dynamics, is established for the manipulator, and the Gaussian process regression (GPR) technique is employed to learn the mean and covariance of the residual dynamics. On this basis, a virtual measurement equation is established for contact force estimation and a Gaussian process adaptive disturbance Kalman filter (GPADKF) is developed where the variational Bayes technique is employed to achieve online identification of the noise statistics in the force dynamics. The GPADKF is capable of decoupling the contact force from residual dynamics and system noises, thereby reducing the dependence on accurate dynamic models of the manipulator and the contact force. Simulation and experimental results demonstrate that the proposed scheme outperforms the state-of-art methods. <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Note to Practitioners</i> —Contact force estimation for robot manipulators can be achieved by fusing the dynamic models of the manipulator and the contact force. When both models are imprecise, the traditional inverse dynamics-based and disturbance Kalman filter-based approaches can no longer provide accurate force estimates. To handle this challenge, a computationally efficient hybrid dynamic model is established for the manipulator, which consists of the nominal model and a residual dynamics compensation term learned from offline data via the GPR. On this basis, an adaptive disturbance Kalman filter is constructed by using the variational Bayes technique to deal with the inaccurate noise covariance matrix in the force dynamic model. Compared with the existing approaches, the force estimate obtained via the proposed scheme is more accurate and reliable, as refined noise covariance matrices (provided by both the GPR and the variational Bayes procedure) have been adopted in the Kalman gain calculation. The proposed GPADKF method is the extension of the composite disturbance filtering (CDF) framework. With the proposed scheme, the dependency on the perfect dynamic models in contact force estimation can be significantly reduced, and this makes our approach especially suitable for contact force estimation problems under unfamiliar and complicated environments.

Eigenvalues of the noise covariance matrix in ocean waveguides.

The eigenvalue (EV) spectra of the theoretical noise covariance matrix (CM) and observed sample CM provide information about the environment, source, and noise generation. This paper investigates these spectra for vertical line arrays (VLAs) and horizontal line arrays (HLAs) in deep and shallow water numerically. Empirically, the spectra are related to the width of the conventional beamforming output in angle space. In deep water, the HLA noise CM tends to be isotropic regardless of the sound speed profile. Thus, the EV spectrum approaches a step function. In contrast, the VLA noise CM is non-isotropic, and the EVs of the CM jump in two steps. The EVs before the first jump are due to sea surface noise, while those between the first and second jump are due to bottom-reflected noise. In shallow water, the VLA noise CM is affected by the environment (sound speed profile and seabed density, sound speed, attenuation, and layers) and array depth, the EVs have a more complicated structure. For Noise09 VLA experimental data, the noise sample CM EVs match the waveguide noise model better than the three-dimensional isotropic noise model.

Knowledge-aided multi-dictionary block sparsity-aware STAP for airborne polarimetric conformal array radar

Airborne polarimetric conformal array radar has gained increased attention recently. However, the conformal array configuration and polarization factors may lead to non-stationary clutter, which significantly degrades the performance of space–time adaptive processing (STAP), particularly in short-range clutter environments. In this paper, we introduce a knowledge-aided multi-dictionary block sparse Bayesian learning (KA-MDBSBL) algorithm to improve the clutter suppression performance. Using prior knowledge, the proposed algorithm designs multi-dictionary matrices for each training sample, rather than a single dictionary matrix for the cell under test (CUT). We take advantage of the identical clutter profile under each dictionary matrix. In the multi-dictionary case, we enforce shared sparsity in the clutter profiles. Additionally, we utilize the inherent block structure of the dictionary matrix to jointly recover clutter and noise power through a fast convergence learning framework. Subsequently, the clutter plus noise covariance matrix is reconstructed using precisely estimated clutter and noise power, along with the dictionary matrix corresponding to the CUT. Numerical simulations are included to demonstrate the effectiveness and superiority of the proposed algorithm.

Implementation of unknown parameter estimation procedure for hybrid and discrete non‐linear systems

AbstractThe application of the hybrid extended Kalman filter (HEKF), hybrid unscented Kalman filter (HUKF), hybrid particle filter (HPF), and hybrid extended Kalman particle filter (HEKPF) is discussed for hybrid non‐linear filter problems, when prediction equations are continuous‐time and the update equations are discrete‐time, and also the discrete extended Kalman filter (DEKF), discrete unscented Kalman filter (DUKF), discrete particle filter (DPF), and discrete extended Kalman particle filter (DEKPF) for discrete‐time non‐linear filter problems, when prediction equations and update equations are discrete‐time. In order to assess the performance of the filters, the authors consider the non‐linear dynamics for a re‐entry vehicle. The filters are used in two hybrid and discrete states to estimate the position, velocity, and drag parameter associated with the re‐entry vehicle. Theoretical topics concerning estimating the drag parameter of a vehicle in re‐entry phase have been dealt with. Drag parameter estimation is carried out using a combination of hybrid filters and discrete filters as an effective estimator and fixed value, forgetting factor, and Robbins‐Monro stochastic approximation methods as the noise covariance matrix adjuster of the parameter.

Resilient Factor Graph-Based GNSS/IMU/Vision/Odo Integrated Navigation Scheme Enhanced by Noise Approximate Gaussian Estimation in Challenging Environments

The signal blockage and multipath effects of the Global Navigation Satellite System (GNSS) caused by urban canyon scenarios have brought great technical challenges to the positioning and navigation of autonomous vehicles. In this paper, an improved factor graph optimization algorithm enhanced by a resilient noise model is proposed. The measurement noise is resilient and adjusted based on an approximate Gaussian distribution-based estimation. In estimating and adjusting the noise parameters of the measurement model, the error covariance matrix of the multi-sensor fusion positioning system is dynamically optimized to improve the system accuracy. Firstly, according to the approximate Gaussian statistical property of the GNSS/odometer velocity residual sequence, the measured data are divided into an approximate Gaussian fitting region and an approximate Gaussian convergence region. Secondly, the interval is divided according to the measured data, and the corresponding variational Bayesian network and Gaussian mixture model are used to estimate the innovation online. Further, the noise covariance matrix of the adaptive factor graph-based model is dynamically optimized using the estimated noise parameters. Finally, based on low-cost inertial navigation equipment, GNSS, odometer, and vision, the algorithm is implemented and verified using a simulation platform and real-vehicle road test. The experimental results show that in a complex urban road environment, compared with the traditional factor graph fusion localization algorithm, the maximum improvement in accuracy of the proposed algorithm can reach 65.63%, 39.52%, and 42.95% for heading, position, and velocity, respectively.

Kalman filter for radio source power and direction of arrival estimation

Images are an important source of information for spacecraft navigation. Based on an image and a known attitude, triangulation techniques (intersection or resection) are often used for positioning and navigation. In the resection problem, an observer estimate its unknown location by using angle measurements to points at known locations (i.e., landmarks), the localization performance depending on the accuracy of the angle measurements. As a contribution to resection for spacecraft navigation, we considers the dynamic image estimation problem based on radio interferometry, i.e., image of radio source power, where the measurements are sample covariance matrices (SCMs). Considering the case where several measurements are available as well as a known dynamic linear model of image evolution, a.k.a a linear state model, the minimum mean-squared error image estimator (MMSE) is given by the Kalman filter (KF) or one of its variants. However standard Kalman-like filters are not a priori suitable for the problem at hand since the measurements (i.e., SCMs) cannot be formulated analytically as a function of state parameters to be estimated (i.e., radio source power). In fact, this lack of analytical formulation can be circumvented by a statistical linear fitting allowing the SCMs to be expressed in terms of the state. This linear fitting introduces an additive residual noise, equivalent to a measurement noise, whose covariance matrix depends on the current state, a non-standard case for a measurement model. The covariance matrix of the residual noise is derived whatever the distributions of the radio sources and of the additive noise at the samples level, unveiling the contribution of their multivariate kurtosis. The proposed method is evaluated on simulated data representative of a dynamic radio interferometry framework. The results show that the proposed method is capable of effectively tracking moving radio sources in complex scenes with theoretical guaranties when the signal multivariate kurtosis is known.

Adaptive target detection for an FDA-MIMO radar in a mainlobe deceptive jamming and a partially homogeneous noise

In this paper, we investigate the adaptive target detection problem for a collocated frequency diverse array multiple-input multiple-output (FDA-MIMO) radar in the presence of mainlobe deceptive jamming and partially homogeneous noise with an unknown covariance matrix and scaling factor. Precisely, we establish a received signal model that includes the true target and false counterparts echoes in the presence of Gaussian noise (it includes thermal noise, interference suppression, and clutter after range compensation.). Furthermore, we consider that the range information of the true target and mainlobe deceptive targets is not identical. Therefore, we project the corresponding transmit steering vectors onto different subspaces with known subspace matrices but unknown coordinates. On the other hand, the true and false targets' receive steering vectors are considered to be from the same subspace. Finally, following the generalized likelihood ratio test (GLRT), the Rao and the Wald criteria, we design three adaptive detectors with two-step criteria, i.e., TGLRT, TRao, and TWald. We note that the proposed detectors maintain a constant false alarm rate (CFAR) against the scaling factor and the noise covariance matrix. The extensive numerical simulation results have validated the effectiveness of the proposed detectors.

A novel residual-based Bayesian expectation–maximization adaptive Kalman filter with inaccurate and time-varying noise covariances

In this study, we introduce a novel residual-based Bayesian expectation–maximization adaptive Kalman filter (RBEMAKF) for dynamic state estimation with inaccurate and time-varying noise covariance matrices. The proposed scheme presents a novel maximum a-posteriori (MAP) estimator for characterizing process and measurement noises, leveraging the residual information derived from the Kalman filter. Simultaneously, the MAP is addressed through the application of the expectation–maximization (EM) algorithm. Subsequently, the standard Kalman filter is executed based on the estimated posterior of process and measurement noises (PMNs) to correct the dynamic state in real-time. Additionally, RBEMAKF is extended to propose Laplacian-RBEMAKF (L-RBEMAKF) and Student’s t-RBEMAKF (ST-RBEMAKF) to accommodate outlier environments. These methods assume Laplacian and Student’s t distributions for the prior of PMNs in RBEMAKF, respectively. Extensive simulations and real-world results demonstrate the effectiveness of the proposed RBEMAKF and its extensions (L-RBEMAKF and ST-RBEMAKF) in dynamic state estimation. The availability of our codes can be found at https://github.com/Gaitxh/RBEMAKF.

A Combined UWB/IMU Localization Method with Improved CKF.

Aiming at the problem that ultra-wide band (UWB) cannot be accurately localized in environments with large noise variations and unknown statistical properties, a combinatorial localization method based on improved cubature (CKF) is proposed. First, in order to overcome the problem of inaccurate local approximation or even the inability to converge due to the initial value not being set near the optimal solution in the process of solving the UWB position by the least-squares method, the Levenberg-Marquardt algorithm (L-M) is adopted to optimally solve the UWB position. Secondly, because UWB and IMU information are centrally fused, an adaptive factor is introduced to update the measurement noise covariance matrix in real time to update the observation noise, and the fading factor is added to suppress the filtering divergence to achieve an improvement for the traditional CKF algorithm. Finally, the performance of the proposed combined localization method is verified by field experiments in line-of-sight (LOS) and non-line-of-sight (NLOS) scenarios, respectively. The results show that the proposed method can maintain high localization accuracy in both LOS and NLOS scenarios. Compared with the Extended Kalman filter (EKF), unbiased Kalman filter (UKF), and CKF algorithms, the localization accuracies of the proposed method in NLOS scenarios are improved by 25.2%, 18.3%, and 11.3%, respectively.

Spectrum sensing in uncalibrated MIMO-based cognitive radios

This paper addresses the problem of spectrum sensing (SS) in cognitive radio networks utilizing multiple-input multiple-output (MIMO) technology, even when the receivers are not calibrated. The study develops a framework by formulating various composite hypothesis testing SS problems based on different assumptions about the parameter space of the alternative hypothesis. To accomplish this, four new detectors are designed using the likelihood ratio test (LRT), Rao, and matrix information geometry (MIG) principles. We demonstrate analytically that three of the proposed detectors maintain a constant false alarm rate (CFAR) despite noise covariance matrix uncertainty. For the non-CFAR detectors, we introduce a novel analytical threshold-setting method to ensure that their false alarm probabilities remain below a predetermined level, thereby making them useful for practical situations. Finally, extensive simulations are conducted to verify the analytical results, assess false alarm regulation, and compare the proposed SS algorithms with existing approaches in terms of detection probability.

A Bayesian model calibration framework for stochastic compartmental models with both time-varying and time-invariant parameters

We consider state and parameter estimation for compartmental models having both time-varying and time-invariant parameters. In this manuscript, we first detail a general Bayesian computational framework as a continuation of our previous work. Subsequently, this framework is specifically tailored to the susceptible-infectious-removed (SIR) model which describes a basic mechanism for the spread of infectious diseases through a system of coupled nonlinear differential equations. The SIR model consists of three states, namely, the susceptible, infectious, and removed compartments. The coupling among these states is controlled by two parameters, the infection rate and the recovery rate. The simplicity of the SIR model and similar compartmental models make them applicable to many classes of infectious diseases. However, the combined assumption of a deterministic model and time-invariance among the model parameters are two significant impediments which critically limit their use for long-term predictions. The tendency of certain model parameters to vary in time due to seasonal trends, non-pharmaceutical interventions, and other random effects necessitates a model that structurally permits the incorporation of such time-varying effects. Complementary to this, is the need for a robust mechanism for the estimation of the parameters of the resulting model from data. To this end, we consider an augmented state vector, which appends the time-varying parameters to the original system states whereby the time evolution of the time-varying parameters are driven by an artificial noise process in a standard manner. Distinguishing between time-varying and time-invariant parameters in this fashion limits the introduction of artificial dynamics into the system, and provides a robust, fully Bayesian approach for estimating the time-invariant system parameters as well as the elements of the process noise covariance matrix. This computational framework is implemented by leveraging the robustness of the Markov chain Monte Carlo algorithm permits the estimation of time-invariant parameters while nested nonlinear filters concurrently perform the joint estimation of the system states and time-varying parameters. We demonstrate performance of the framework by first considering a series of examples using synthetic data, followed by an exposition on public health data collected in the province of Ontario.

Advanced Interference Mitigation Method Based on Joint Direction of Arrival Estimation and Adaptive Beamforming for L-Band Digital Aeronautical Communication System

The L-band digital aeronautical communication system (LDACS) is one of the candidate technologies for future broadband digital aeronautical communications, utilizing the unused L-band spectrum between distance measuring equipment (DME) channels. However, the higher signal power of DME complicates LDACS implementation. This paper proposes an advanced DME mitigation approach for the LDACS, integrating joint direction of arrival (DOA) estimation with adaptive beamforming techniques. The proposed method begins by exploiting the cyclostationary characteristics of signals, accurately obtaining the preliminary direction of the LDACS signal using the Cyclic-MUSIC method. Subsequent precise steering vectors (SVs) are selected through Capon spectrum search, followed by the reconstruction of the interference plus noise covariance matrix (INCM). Using the obtained SV and INCM, the weight vector is calculated and beamforming is performed. Simulation results validate that the proposed method not only accurately estimates the direction of LDACS signal but also efficiently mitigates DME interference, demonstrating a superior performance and reduced algorithmic complexity, even in scenarios with lower signal-to-noise ratios (SNRs) and the presence of DOA estimation errors. Additionally, the proposed method achieves a low bit error rate (BER), further validating its ability to ensure communication quality and enhance the reliability of LDACS.

Real-time estimation of fuel injection rate and injection volume in high-pressure common rail systems

The injection rate and injection volume are essential parameters for the combustion process, which greatly affect the engine efficiency and emission performance. However, at the current time the injection information cannot be obtained in real time during the actual operation of engine. This paper presents a novel real-time estimation method for the injection rate and injection volume based on the measurable rail pressure. A comprehensive dynamic model is derived by considering both the effect of fuel injection and supply process on the pressure fluctuation. Then a linear time-varying state space model is constructed by choosing three appropriate state variables. On this basis, considering the measurement noise and model uncertainty, a Kalman filter-based estimation method of the injection information is investigated. And the noise covariance matrix Q is optimally designed to adapt to a wide range of operating conditions. The proposed estimation method is validated on the different conditions, and the results show the injection rate estimation errors are within 4.5 %, the injection volume estimation errors are within 4 %. And on the situation with overlap of injection and supply process, the injection rate and injection volume estimation errors are all within 4.5 %.

Application of optimized Kalman filtering in target tracking based on improved Gray Wolf algorithm

High precision is a very important index in target tracking. In order to improve the prediction accuracy of target tracking, an optimized Kalman filter approach based on improved Gray Wolf algorithm (IGWO-OKF) is proposed in this paper. Since the convergence speed of traditional Gray Wolf algorithm is slow, meanwhile, the number of gray wolves and the choice of the maximum number of iterations has a great influence on the algorithm, a nonlinear control parameter combination adjustment strategy is proposed. An improved Grey Wolf Optimization algorithm (IGWO) is formed by determining the best combination of adjustment parameters through the fastest iteration speed of the algorithm. The improved Grey Wolf Optimization algorithm (IGWO) is formed, and the process noise covariance matrix and observation noise covariance matrix in Kalman filter are optimized by IGWO. The proposed approach is applied into. The experiment results show that the proposed IGWO-OKF approach has low error, high accuracy and good prediction effect.

A Fast IAA–Based SR–STAP Method for Airborne Radar

Space–time adaptive processing (STAP) is an effective technology in clutter suppression and moving target detection for airborne radar. When working in the heterogeneous environment, the number of training samples that satisfy independent and identically distributed (IID) conditions is insufficient, making it difficult to ensure the estimation accuracy of the clutter plus noise covariance matrix for traditional STAP methods. Sparse recovery–based STAP (SR–STAP) methods have received widespread attention in the past few years. The accurate estimation of the clutter plus noise covariance matrix can be achieved using only a few training samples. The iterative adaptive approach (IAA) can quickly and accurately estimate the power spectrum, but applying this method directly to the STAP method cannot produce good performance. In this paper, a fast IAA–based SR–STAP method is proposed. Based on the weighted l1 problem, the IAA spectrum is used as a weighted term to obtain a good approximation. In order to obtain an analytical solution, we use the weighted l2 norm to approximate the weighted l1 norm without loss of performance. Compared with the IAA–STAP method, the proposed method is more robust to errors. Moreover, the proposed method has a fast computational speed. The effectiveness of the proposed method is demonstrated by simulations.

Galaxy clustering multi-scale emulation

Simulation-based inference has seen increasing interest in the past few years as a promising approach to modelling the non-linear scales of galaxy clustering. The common approach, using the Gaussian process, is to train an emulator over the cosmological and galaxy–halo connection parameters independently for every scale. We present a new Gaussian process model that allows the user to extend the input parameter space dimensions and to use a non-diagonal noise covariance matrix. We use our new framework to simultaneously emulate every scale of the non-linear clustering of galaxies in redshift space from the ABACUSSUMMITN-body simulations at redshift z = 0.2. The model includes nine cosmological parameters, five halo occupation distribution (HOD) parameters, and one scale dimension. Accounting for the limited resolution of the simulations, we train our emulator on scales from 0.3 h−1 Mpc to 60 h−1 Mpc and compare its performance with the standard approach of building one independent emulator for each scale. The new model yields more accurate and precise constraints on cosmological parameters compared to the standard approach. As our new model is able to interpolate over the scale space, we are also able to account for the Alcock-Paczynski distortion effect, leading to more accurate constraints on the cosmological parameters.

Autonomous navigation method of satellite constellation based on adaptive forgetting factors

To address the problem that model uncertainty and unknown time-varying system noise hinder the filtering accuracy of the autonomous navigation system of satellite constellation, an autonomous navigation method of satellite constellation based on the Unscented Kalman Filter with Adaptive Forgetting Factors (UKF-AFF) is proposed. The process noise covariance matrix is estimated online with the strategy that combines covariance matching and adaptive adjustment of forgetting factors. The adaptive adjustment coefficient based on squared Mahalanobis distance of state residual is employed to achieve online regulation of forgetting factors, equipping this method with more adaptability. The intersatellite direction vector obtained from photographic observations is introduced to determine the constellation satellite orbit together with the distance measurement to avoid rank deficiency issues. Considering that the number of available measurements varies online with intersatellite visibility in practical applications such as time-varying constellation configurations, the smooth covariance matrix of state correction determined by innovation and gain is adopted and constructed recursively. Stability analysis of the proposed method is also conducted. The effectiveness of the proposed method is verified by the Monte Carlo simulation and comparison experiments. The estimation accuracy of constellation position and velocity of UKF-AFF is improved by 30% and 44% respectively compared to those of the extended Kalman filter, and the method proposed is also better than other several adaptive filtering methods in the presence of significant model uncertainty.

State-of-charge estimation for supercapacitors based on salp swarm algorithm-optimized high and low degree cubature Kalman filters considering temperature uncertainty

The accurate estimation of state-of-charge (SOC) is crucial for the supercapacitor (SC) management system of electric vehicles. In this paper, a salp swarm algorithm (SSA)-optimized high and low degree cubature Kalman filters (CKFs) for SC SOC estimation is proposed. Firstly, the key parameters are identified for the Thevenin model by SSA under SC test data. Secondly, a temperature-varied model with temperature uncertainty is constructed by polynomial fitting. Thirdly, an adaptive rule based on SSA is designed to regulate the noise covariance matrix information in real time. Combining this rule and CKFs, SSA-based generalized high-degree CKF (SSA-GHCKF) and SSA-based low-degree CKF (SSA-CKF) are developed with the minimum prediction error as the objective. Finally, the effectiveness of improved CKFs is evaluated by the urban dynamometer driving schedule in varying temperatures. The simulation results show that the root mean square errors of SOC estimation by CKF, GHCKF, and SSA-CKF are kept within 1.4553 %, 1.2880 % and 1.2152 %, while for SSA-GHCKF, this metric is merely 1.1933 %. The proposed SSA-GHCKF enables superior accuracy and robustness for SOC estimation at extreme temperatures.

Real-Time Speed Estimation for an Induction Motor: An Automated Tuning of an Extended Kalman Filter Using Voltage-Current Sensors.

This paper aims at achieving real-time optimal speed estimation for an induction motor using the Extended Kalman filter (EKF). Speed estimation is essential for fault diagnosis in Motor Current Signature Analysis (MCSA). The estimation accuracy is obtained by exploring the noise covariance matrices estimation of the EKF algorithm. The noise covariance matrices are determined using a modified subspace model identification approach. In order to reach this goal, this method compares an estimated model of a deterministic system, derived from available input-output datasets (using voltage-current sensors), with the discrete-time state-space representation used in the Kalman filter equations. This comparison leads to the determination of model uncertainties, which are subsequently represented as noise covariance matrices. Based on the fifth-order nonlinear model of the induction motor, the rotor speed is estimated with the optimized EKF algorithm, and the algorithm is tested experimentally.