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Showing 1 to 20 of 69 for “"unscented Kalman filter"”.
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Fault monitoring in hydraulic systems using unscented Kalman filter
… a condition monitoring scheme based on the Unscented Kalman Filter (UKF) is developed. In simulations, both measurement and process noises are considered. The results show that the algorithm estimates the iii system states with acceptable residual errors. Therefore, the structure is verified …
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A Hardware-Minimal Unscented Kalman Filter Framework for Visual-Inertial Navigation of Small Unmanned Aircraft
… framework is based on an algorithm known as the Unscented Kalman Filter (UKF), a recursive method of estimating the state of a highly nonlinear system, such as an aircraft. In this thesis, we present a UKF formulation specially designed for a quadcopter carrying an Inertial Measurement Unit (IMU) …
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Robust Adaptive Rigid Body State and Mass Property Estimation Via Unscented Kalman Filter on TSE(3) with Process Noise Estimation
… necessary statistical quantity of the system for Kalman-type filters, is often hard to analytically determine, the algorithm is made robust and adaptive to a variety of different systems through the use of a process noise estimation technique. In this thesis, two different methods of process noise …
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Estimating dynamic affine term structure models
… remedy to the lack of curvature is attempted. An unscented Kalman filter is used to estimate models where the observations are portfolios of FRAs, Swaps and Zero Coupon Bond Options. While the unscented Kalman filter performs admirably in identifying the unobserved risk factor processes, there is …
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Direct position tracking in GPS using vector correlator
… likelihood cost function is presented. The unscented Kalman filter is used for direct position tracking using the vector correlator sum. This technique of maximizing the vector correlation sum proves to be beneficial in certain kinds of multipath environments. Further, the tracking loop …
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Online Pilot Model Parameter Estimation for Loss-of-Control Prevention in Aircraft Systems
… Wavelets, Most Likelihood Estimation, Extended Kalman Filters, and Unscented Kalman Filters. This thesis applies two new methods to the estimation problem and suggests a modification to one.</p> <p>The three methods investigated in this thesis are a modified form of the Unscented Kalman Filter, …
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Level Dependence in Volatility in Linear-Rational Term Structure Models
… dependence. Parameters are estimated using an unscented Kalman filter in conjunction with quasi-maximum likelihood. An extended specification for the state price density process is required to ensure reliable parameter estimates. The empirical analysis indicates that the LRSQ model generally …
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Comparison of Sampling-Based Algorithms for Multisensor Distributed Target Tracking
Nonlinear filtering is certainly very important in estimation since most real-world problems are nonlinear. Recently a considerable progress in the nonlinear filtering theory has been made in the area of the sampling-based methods, including both random (Monte Carlo) and deterministic (quasi-Monte …
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Sequential Calibration of Asset Pricing Models to Option Prices
… parameters of the models using three non-linear filtering methods, namely the extended Kalman filter (EKF), iterated extended Kalman filter (IEKF) and the unscented Kalman filter (UKF). A simulation study is performed and the non-linear filtering methods are compared to the standard least square …
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Implementation of Bivariate Unspanned Stochastic Volatility Models
… finite difference scheme. We then implement an Unscented Kalman filter — a non-linear extension of the Kalman filter, which is a popular method for inferring state variable values — to recover the latent state variables from market observable data
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Electric ship digital twin : framework for cyber-physical system security
… for cyber-physical systems using a joint unscented Kalman filter. It is employed to detect cyberattacks in the simulation model of an electric ship including sensor attacks and controller attacks on a gas turbine, synchronous generator, and automatic heading control. Finally, a system …
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Vibration Measurement Based Damage Identification for Structural Health Monitoring
… Gibb's phenomenon, it is shown why a high-pass filter can be used for identifying such damages. The application of high-pass filters is then shown in identifying sudden stiffness changes in a linear multi-degree-of-freedom system and a bilinear single degree of freedom system. The impact of …
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Bio-inspired pressure sensing for active yaw control of underwater vehicles
… given specific pressure measurements, an Unscented Kalman Filter is developed around the model. It is shown to provide a close estimation of the vehicle state using experimentally collected pressure measurements. This demonstrates that an artificial lateral line is a promising technology …
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Wind and Wake Sensing with UAV Formation Flight: System Development and Flight Testing
… of a novel technique to estimate wind using an Unscented Kalman filter and experimental wake sensing data using UAVs in formation flight. This has been achieved and well documented before in manned aircraft but very little work has been done on UAV wake sensing especially during flight testing. …
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Wingsail design methodology and performance evaluation metrics for autonomous sailing
… also introduces a novel instantiation of the unscented Kalman filter (UKF) that is particularly well suited to long-distance surface vessel tracking, and facilitates affordable collision avoidance capabilities on autonomous surface vessels. One such low-cost collision avoidance system is …
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Enhancing Quadruped Robot Design With Intelligent Physics-Informed Neural Network-Assisted Dynamic State Estimation and Active Spine Integration
… a Physics-Informed Neural Network (PINN) and an Unscented Kalman Filter (UKF) with proprioceptive sensory data to enhance state estimation accuracy. This approach effectively calibrates the Inertial Measurement Unit (IMU), mitigates IMU drift through constraints applied via Ordinary Differential …
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An Underwater Vehicle Navigation System Using Acoustic and Inertial Sensors
… positioning system to reduce the drift. Two Kalman filters are used to do the fusion: the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). After conducting the experiments and simulation, the results illustrated the INS/SBL fusion navigation approach was able to reduce the …
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Control and estimation strategies for autonomous MAV landing on a moving platform in turbulent wind conditions
… from these sensors are then used by an unscented Kalman filter to estimate the wind speed acting on the MAV, which is then compensated for by a boundary layer sliding controller. The experiments performed validate the robustness of the approach, which allows fast, dynamic landings of a …
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Wingsail Design Methodology and Performance Evaluation Metrics for Autonomous Sailing
… also introduces a novel instantiation of the unscented Kalman filter (UKF) that is particularly well suited to long-distance surface vessel tracking, and facilitates affordable collision avoidance capabilities on autonomous surface vessels. One such low-cost collision avoidance system is …
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Experimental and numerical investigations on wind characteristics and wind induced vibrations of bridge structures
… investigated. A new method by combing the unscented Kalman Filter with unknown input and simplification of Tylor series expression for studying the loads generated by vortex and VIV is proposed in the research. The governing equation developed is simplified by Taylor expression which can be …
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