Neural drive estimation using the hypothesis of muscle synergies and the state-constrained Kalman filter

2013 ◽  
Author(s):  
Ghulam Rasool ◽  
Kamran Iqbal ◽  
Nidhal Bouaynaya ◽  
Gannon White
Keyword(s):  
Kalman Filter ◽  
The State ◽  
Muscle Synergies ◽  
Neural Drive

Spherical Simplex Unscented Kalman Filter-Based Jumping and Static Interacting Multiple Model

2017 ◽  
Vol 32 (04) ◽  
pp. 1850010
Author(s):  
Yi Pan ◽  
Hui Ye ◽  
Keke He
Keyword(s):  
Kalman Filter ◽  
Nonlinear Filtering ◽  
System Parameter ◽  
Unscented Kalman Filter ◽  
Continuous System ◽  
The State ◽  
Interacting Multiple Model ◽  
Multiple Model ◽  
Real Time System ◽  
Spherical Simplex

A modified interacting multiple model (IMM) method called spherical simplex unscented Kalman filter-based jumping and static IMM (SSUKF-JSIMM) is proposed to solve the problem of nonlinear filtering with unknown continuous system parameter. SSUKF-JSIMM regards the continuous system parameter space as a union of disjoint regions, and each region is assigned to a model. For each model, under the assumption that the parameter belongs to the corresponding region, one sub-filter is used to estimate the parameter and the state when the parameter is presumed to be jumping, and another sub-filter is used to estimate the parameter and the state when the parameter is presumed to be static. Considering that spherical simplex unscented Kalman filter (SSUKF) is more suitable for a real-time system than the unscented Kalman filter (UKF), SSUKFs are adopted as the sub-filters of SSUKF-JSIMM. Results of the two SSUKFs are fused as the estimation output of the model. Experimental results show that SSUKF-JSIMM achieves higher performance than IMM, SIR, and UKF in bearings-only tracking problem.

scholarly journals Experience Rating of ARIMA Processes by the Kalman Filter

1986 ◽  
Vol 16 (1) ◽  
pp. 19-31 ◽  
Author(s):  
Jukka Rantala
Keyword(s):  
Kalman Filter ◽  
Time Delay ◽  
State Space ◽  
Theoretical Approach ◽  
Space Form ◽  
The State ◽  
Experience Rating ◽  
Filter Technique ◽  
Main Emphasis ◽  
Arima Processes

AbstractThis paper deals with experience rating of claims processes of ARIMA structures. By experience rating we mean that future premiums should be only a function of past values of the claims process. The main emphasis is on demonstrating the usefulness of the control-theoretical approach in the search for optimal rating rules. Optimality is here defined to mean as smooth a flow of premiums as possible when the variation in the accumulated profit is restricted to a certain amount. First it is shown how the underlying model in its simplest form can be transformed into the state-space form. Then the Kalman filter technique is used to find the optimal rules. Also a time delay in information is taken into account. The optimal rules are illustrated by examples.

scholarly journals Estimation of lithium-ion battery state-of-charge using an extended kalman filter

2021 ◽  
Vol 10 (4) ◽  
pp. 1759-1768
Author(s):  
Mouhssine Lagraoui ◽  
Ali Nejmi ◽  
Hassan Rayhane ◽  
Abderrahim Taouni
Keyword(s):  
Kalman Filter ◽  
Lithium Ion Battery ◽  
Extended Kalman Filter ◽  
Lithium Ion ◽  
The State ◽  
Operating Conditions ◽  
State Of Charge ◽  
Ohmic Loss ◽  
Battery Management System ◽  
Transfer Resistance

The main goal of a battery management system (BMS) is to estimate parameters descriptive of the battery pack operating conditions in real-time. One of the most critical aspects of BMS systems is estimating the battery's state of charge (SOC). However, in the case of a lithium-ion battery, it is not easy to provide an accurate estimate of the state of charge. In the present paper we propose a mechanism based on an extended kalman filter (EKF) to improve the state-of-charge estimation accuracy on lithium-ion cells. The paper covers the cell modeling and the system parameters identification requirements, the experimental tests, and results analysis. We first established a mathematical model representing the dynamics of a cell. We adopted a model that comprehends terms that describe the dynamic parameters like SOC, open-circuit voltage, transfer resistance, ohmic loss, diffusion capacitance, and resistance. Then, we performed the appropriate battery discharge tests to identify the parameters of the model. Finally, the EKF filter applied to the cell test data has shown high precision in SOC estimation, even in a noisy system.

Accommodating the multi-state constraint Kalman filter for visual-inertial navigation in a moving and stationary flight

2022 ◽  
pp. 095441002110297
Author(s):  
Arshiya Mahmoudi ◽  
Mahdi Mortazavi ◽  
Mehdi Sabzehparvar
Keyword(s):  
Kalman Filter ◽  
Kalman Filters ◽  
Inertial Navigation ◽  
State Constraint ◽  
The State ◽  
Light Weight ◽  
Minor Error ◽  
State Augmentation ◽  
Low Speeds

For more than a decade, the multi-state constraint Kalman filter is used for visual-inertial navigation. Its advantages are the light-weight calculations, consistency, and similarity to the current mature GPS/INS Kalman filters. For using it in an airborne platform, an important deficiency exists. It diverges while the object stops moving. In this work, this deficiency is accounted for, by changing the state augmentation and measurement update policy from a time-based to horizontal travel-based scheme, and by reusing the oldest tracked point over and over. Besides the computational savings, it works infinitely with no extra errors in full-stops and with minor error build up in very low speeds.

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

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

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

scholarly journals Angular velocity fusion of the microelectromechanical system inertial measurement unit array based on extended Kalman filter with correlated system noises

2020 ◽  
pp. 002029402091770
Author(s):  
Li Xing ◽  
Xiaowei Tu ◽  
Weixing Qian ◽  
Yang Jin ◽  
Pei Qi
Keyword(s):  
Kalman Filter ◽  
Angular Velocity ◽  
Extended Kalman Filter ◽  
Inertial Measurement Unit ◽  
Angular Rate ◽  
The State ◽  
Measurement Unit ◽  
Fusion Method ◽  
Microelectromechanical System ◽  
Inertial Measurement

The paper proposes an angular velocity fusion method of the microelectromechanical system inertial measurement unit array based on the extended Kalman filter with correlated system noises. In the proposed method, an adaptive model of the angular velocity is built according to the motion characteristics of the vehicles and it is regarded as the state equation to estimate the angular velocity. The signal model of gyroscopes and accelerometers in the microelectromechanical system inertial measurement unit array is used as the measurement equation to fuse and estimate the angular velocity. Due to the correlation of the state and measurement noises in the presented fusion model, the traditional extended Kalman filter equations are optimized, so as to accurately and reliably estimate the angular velocity. By simulating angular rates in different motion modes, such as constant and change-in-time angular rates, it is verified that the proposed method can reliably estimate angular rates, even when the angular rate has been out of the microelectromechanical system gyroscope measurement range. And results show that, compared with the traditional angular rate fusion method of microelectromechanical system inertial measurement unit array, it can estimate angular rates more accurately. Moreover, in the kinematic vehicle experiments, the performance advantage of the proposed method is also verified and the angular rate estimation accuracy can be increased by about 1.5 times compared to the traditional method.

A filter with a guaranteed asymptotic performance

1993 ◽  
Vol 441 (1911) ◽  
pp. 33-57
Keyword(s):  
Kalman Filter ◽  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Extended Kalman Filter ◽  
Noise Level ◽  
Low Noise ◽  
The State ◽  
Optimal Probability ◽  
Expected Values

In the case of low noise levels the optimal probability density function summarizing the available information about the state of a system can be accurately approximated by the product of a gaussian function and a linear function. The approximation preserves the ability to estimate to an accuracy of O ( λ -2 ) the expected value of any twice continuously differentiable function defined on the state space. The parameter λ depends on the noise level. If the noise level in the system is low then λ is large. A new filtering method based on this approximation is described. The approximating function is updated recursively as the system evolves with time, and as new measurements of the system state are obtained. The updates preserve the ability to estimate the expected values of functions to an accuracy of O ( λ -2 ). The new filter does not store previous measurements or previous approximations to the optimal probability density function. The new filter is called the asymptotic filter, because the definition of the filter and the analysis of its properties are based on the theory of asymptotic expansion of integrals of Laplace type. An analysis of the state propagation equations shows that the asymptotic filter performs better than a particular widely used suboptimal approximation to the optimal filter, the extended Kalman filter. The extended Kalman filter does not, in general, preserve the ability to estimate expected values to an accuracy of O ( λ -2 ). The computational cost of the asymptotic filter is comparable to that of the iterated extended Kalman filter.

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