Factor estimation using MCMC-based Kalman filter methods

2008 ◽  
Vol 53 (2) ◽  
pp. 344-353 ◽  
Author(s):  
Sarantis Tsiaplias
Keyword(s):  
Kalman Filter ◽  
Filter Methods ◽  
Factor Estimation

scholarly journals Thermal anomalies detection before strong earthquakes (<i>M</i> > 6.0) using interquartile, wavelet and Kalman filter methods

2011 ◽  
Vol 11 (4) ◽  
pp. 1099-1108 ◽  
Author(s):  
M. R. Saradjian ◽  
M. Akhoondzadeh
Keyword(s):  
Time Series ◽  
Kalman Filter ◽  
Wavelet Transform ◽  
Anomaly Detection ◽  
Land Surface ◽  
Seasonal Effects ◽  
Filter Method ◽  
Strong Earthquakes ◽  
Thermal Anomalies ◽  
Filter Methods

Abstract. Thermal anomaly is known as a significant precursor of strong earthquakes, therefore Land Surface Temperature (LST) time series have been analyzed in this study to locate relevant anomalous variations prior to the Bam (26 December 2003), Zarand (22 February 2005) and Borujerd (31 March 2006) earthquakes. The duration of the three datasets which are comprised of MODIS LST images is 44, 28 and 46 days for the Bam, Zarand and Borujerd earthquakes, respectively. In order to exclude variations of LST from temperature seasonal effects, Air Temperature (AT) data derived from the meteorological stations close to the earthquakes epicenters have been taken into account. The detection of thermal anomalies has been assessed using interquartile, wavelet transform and Kalman filter methods, each presenting its own independent property in anomaly detection. The interquartile method has been used to construct the higher and lower bounds in LST data to detect disturbed states outside the bounds which might be associated with impending earthquakes. The wavelet transform method has been used to locate local maxima within each time series of LST data for identifying earthquake anomalies by a predefined threshold. Also, the prediction property of the Kalman filter has been used in the detection process of prominent LST anomalies. The results concerning the methodology indicate that the interquartile method is capable of detecting the highest intensity anomaly values, the wavelet transform is sensitive to sudden changes, and the Kalman filter method significantly detects the highest unpredictable variations of LST. The three methods detected anomalous occurrences during 1 to 20 days prior to the earthquakes showing close agreement in results found between the different applied methods on LST data in the detection of pre-seismic anomalies. The proposed method for anomaly detection was also applied on regions irrelevant to earthquakes for which no anomaly was detected, indicating that the anomalous behaviors can be related to impending earthquakes. The proposed method receives its credibility from the overall capabilities of the three integrated methods.

scholarly journals People counter on CCTV video using histogram of oriented gradient and Kalman filter methods

2020 ◽  
Vol 8 (3) ◽  
pp. 222-227
Author(s):  
Faisal Dharma Adhinata ◽  
Muhammad Ikhsan ◽  
Wahyono Wahyono
Keyword(s):  
Kalman Filter ◽  
Mutual Information ◽  
Public Service ◽  
Information Entropy ◽  
Support Service ◽  
Entropy Method ◽  
Histogram Of Oriented Gradient ◽  
Filter Methods ◽  
Human Object ◽  
Long Time

CCTV cameras have an important function in the field of public service, especially for convenience. The objects recorded through CCTV cameras are processed into information to support service satisfaction in the community. This study uses the function of CCTV for people counting from objects recorded by a camera. Currently, the process of detecting and tracking people takes a long time to detect all frames. In this study, the frame selection into keyframes uses the mutual information entropy method. The keyframes processing uses the Histogram of Oriented Gradient (HOG) and Kalman filter methods. The proposed method results F1 value of 0.85, recall of 76 %, and precision of 97 % with winStride parameter (12,12), scale 1.05, and the distance of the human object to CCTV 4 meters.

scholarly journals Experimental validation of the proposed extended Kalman filter with unknown inputs algorithm based on data fusion

2019 ◽  
Vol 39 (4) ◽  
pp. 835-849 ◽  
Author(s):  
Jinshan Huang ◽  
Xianzhi Li ◽  
Xiongjun Yang ◽  
Zhupeng Zheng ◽  
Ying Lei
Keyword(s):  
Kalman Filter ◽  
Data Fusion ◽  
Extended Kalman Filter ◽  
Experimental Validation ◽  
Structural Parameters ◽  
Wide Band ◽  
Unknown Inputs ◽  
Filter Methods ◽  
Filter Approach ◽  
Shear Building

The extended Kalman filter is a useful tool in the research of structural health monitoring and vibration control. However, the traditional extended Kalman filter approach is only applicable when the information of external inputs to structures is available. In recent years, some improved extended Kalman filter methods applied with unknown inputs have been proposed. The authors have proposed an extended Kalman filter with unknown inputs based on data fusion of partially measured displacement and acceleration responses. Compared with previous approaches, the drifts in the estimated structural displacements and unknown external inputs can be avoided. The feasibility of proposed extended Kalman filter with unknown inputs has been demonstrated by some numerical simulation examples. However, experimental validation of the proposed extended Kalman filter with unknown inputs has not been conducted. In this paper, an experiment is conducted to validate the effectiveness of the proposed approach. A five-story shear building model subjected to an unknown external excitation of wide-band white noise is conducted. Moreover, the data fusion of partially measured strain and acceleration responses from the building is adopted as it is difficult to accurately measure structural displacement in practice. Identified results show that the recently proposed extended Kalman filter with unknown inputs can be applied to identify structural parameters, structural states, and the unknown inputs in real time.

scholarly journals On the Choice of an Optimal Localization Radius in Ensemble Kalman Filter Methods

2014 ◽  
Vol 142 (6) ◽  
pp. 2165-2175 ◽  
Author(s):  
Paul Kirchgessner ◽  
Lars Nerger ◽  
Angelika Bunse-Gerstner
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Degrees Of Freedom ◽  
Localization Length ◽  
Ensemble Size ◽  
Localization Radius ◽  
Filter Methods ◽  
Local Observation ◽  
Optimal Localization ◽  
Analysis Quality

Abstract In data assimilation applications using ensemble Kalman filter methods, localization is necessary to make the method work with high-dimensional geophysical models. For ensemble square root Kalman filters, domain localization (DL) and observation localization (OL) are commonly used. Depending on the localization method, appropriate values have to be chosen for the localization parameters, such as the localization length and the weight function. Although frequently used, the properties of the localization techniques are not fully investigated. Thus, up to now an optimal choice for these parameters is a priori unknown and they are generally found by expensive numerical experiments. In this study, the relationship between the localization length and the ensemble size in DL and OL is studied using twin experiments with the Lorenz-96 model and a two-dimensional shallow-water model. For both models, it is found that the optimal localization length for DL and OL depends linearly on an effective local observation dimension that is given by the sum of the observation weights. In the experiments no influence of the model dynamics on the optimal localization length was observed. The effective observation dimension defines the degrees of freedom that are required for assimilating observations, while the ensemble size defines the available degrees of freedom. Setting the localization radius such that the effective local observation dimension equals the ensemble size yields an adaptive localization radius. Its performance is tested using a global ocean model. The experiments show that the analysis quality using the adaptive localization is similar to the analysis quality of an optimally tuned constant localization radius.

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