kalman gain
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Signals ◽  
2021 ◽  
Vol 2 (3) ◽  
pp. 434-455
Author(s):  
Sujan Kumar Roy ◽  
Kuldip K. Paliwal

Inaccurate estimates of the linear prediction coefficient (LPC) and noise variance introduce bias in Kalman filter (KF) gain and degrade speech enhancement performance. The existing methods propose a tuning of the biased Kalman gain, particularly in stationary noise conditions. This paper introduces a tuning of the KF gain for speech enhancement in real-life noise conditions. First, we estimate noise from each noisy speech frame using a speech presence probability (SPP) method to compute the noise variance. Then, we construct a whitening filter (with its coefficients computed from the estimated noise) to pre-whiten each noisy speech frame prior to computing the speech LPC parameters. We then construct the KF with the estimated parameters, where the robustness metric offsets the bias in KF gain during speech absence of noisy speech to that of the sensitivity metric during speech presence to achieve better noise reduction. The noise variance and the speech model parameters are adopted as a speech activity detector. The reduced-biased Kalman gain enables the KF to minimize the noise effect significantly, yielding the enhanced speech. Objective and subjective scores on the NOIZEUS corpus demonstrate that the enhanced speech produced by the proposed method exhibits higher quality and intelligibility than some benchmark methods.


Energies ◽  
2021 ◽  
Vol 14 (12) ◽  
pp. 3491
Author(s):  
Justas Dilys ◽  
Voitech Stankevič ◽  
Krzysztof Łuksza

This paper addresses the implementation and optimization of an Extended Kalman Filter (EKF) for the Permanent Magnet Synchronous Motor (PMSM) sensorless control using an ARM Cortex-M3 microcontroller. A various optimization levels based on arithmetic calculation reduction was implemented in ARM Cortex-M3 microcontroller. The execution time of EKF estimator was reduced from 260.4 μs to 37.7 μs without loss of accuracy. To further reduce EKF execution time, the separation of a Kalman gain and covariance matrices calculation from prediction and measurement state update, a novel method was proposed, and the performance of it an EKF estimator with separation of a Kalman gain and covariance matrices calculation from prediction and measurement state update was analyzed. Simulation and experiments results validate that the proposed technique could provide the same accuracy with less computation time. A tendency of minimum Kalman gain and covariance matrices calculation frequency from rotor electrical frequency was analyzed and are presented in the paper.


Author(s):  
Sujan Kumar Roy ◽  
Kuldip K. Paliwal

The inaccurate estimates of linear prediction coefficient (LPC) and noise variance introduce bias in Kalman filter (KF) gain and degrades speech enhancement performance. The existing methods proposed a tuning of the biased Kalman gain particularly in stationary noise condition. This paper introduces a tuning of the KF gain for speech enhancement in real-life noise conditions. First, we estimate noise from each noisy speech frame using a speech presence probability (SPP) method to compute the noise variance. Then construct a whitening filter (with its coefficients computed from the estimated noise) and employed to the noisy speech, yielding a pre-whitened speech, from where the speech LPC parameters are computed. Then construct KF with the estimated parameters, where the robustness metric offsets the bias in Kalman gain during speech absence to that of the sensitivity metric during speech presence to achieve better noise reduction. Where the noise variance and the speech model parameters are adopted as a speech activity detector. The reduced-biased Kalman gain enables the KF to minimize the noise effect significantly, yielding the enhanced speech. Objective and subjective scores on NOIZEUS corpus demonstrates that the enhanced speech produced by the proposed method exhibits higher quality and intelligibility than some benchmark methods.


2020 ◽  
Vol 2020 ◽  
pp. 1-6
Author(s):  
Jing Chen ◽  
Liwen Chen

The paper proposes an algorithm based on the Multi-State Constraint Kalman Filter (MSCKF) algorithm to construct the map for robots special in the poor GPS signal environment. We can calculate the position of the robots with the data collected by inertial measurement unit and the features extracted by the camera with MSCKF algorithm in a tight couple way. The paper focuses on the way of optimizing the position because we adopt it to compute Kalman gain for updating the state of robots. In order to reduce the processing time, we design a novel fast Gauss–Newton MSCKF algorithm to complete the nonlinear optimization. Compared with the performance of conventional MSCKF algorithm, the novel fast-location algorithm can reduce the processing time with the kitti datasets.


2019 ◽  
Vol 147 (1) ◽  
pp. 53-67 ◽  
Author(s):  
Tse-Chun Chen ◽  
Eugenia Kalnay

Proactive quality control (PQC) is a fully flow-dependent QC for observations based on the ensemble forecast sensitivity to observations technique (EFSO). It aims at reducing the forecast skill dropout events suffered in operational numerical weather prediction by rejecting observations identified as detrimental by EFSO. Past studies show that individual dropout cases from the Global Forecast System (GFS) were significantly improved by noncycling PQC. In this paper, we perform for the first time cycling PQC experiments in a controlled environment with the Lorenz model to provide a systematic testing of the new method and possibly shed light on the optimal configuration of operational implementation. We compare several configurations and PQC update methods. It is found that PQC improvement is insensitive to the suboptimal configurations in DA, including ensemble size, observing network size, model error, and the length of DA window, but the improvements increase with the flaws in observations. More importantly, we show that PQC improves the analysis and forecast even in the absence of flawed observations. The study reveals that reusing the exact same Kalman gain matrix for PQC update not only provides the best result but requires the lowest computational cost among all the tested methods.


Geosciences ◽  
2018 ◽  
Vol 8 (11) ◽  
pp. 416 ◽  
Author(s):  
Morten Borup ◽  
Henrik Madsen ◽  
Morten Grum ◽  
Peter Mikkelsen

To prevent online models diverging from reality they need to be updated to current conditions using observations and data assimilation techniques. A way of doing this for distributed hydrodynamic urban drainage models is to use the Ensemble Kalman Filter (EnKF), but this requires running an ensemble of models online, which is computationally demanding. This can be circumvented by calculating the Kalman gain, which is the governing matrix of the updating, offline if the gain is approximately constant in time. Here, we show in a synthetic experiment that the Kalman gain can vary by several orders of magnitude in a non-uniform and time-dynamic manner during surcharge conditions caused by backwater when updating a hydrodynamic model of a simple sewer system with the EnKF. This implies that constant gain updating is not suitable for distributed hydrodynamic urban drainage models and that the full EnKF is in fact required.


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