Extended Kalman filtering-based channel estimation for space-time coded MIMO-OFDM systems

A space-time coded multiple-input multiple-output orthogonal frequency-division multiplexing （MIMO-OFDM） system is considered as a solution to the future wideband wireless communication system. This paper proposes an extended Kalman filtering-based （EKF-based） channel estimation method for space-time coded MIMO-OFDM systems. The proposed method can exploit pilot symbols and an extended Kalman filter to estimate channel without any prior knowledge of channel statistics. In comparison with the least square （LS） and the least mean square （LMS） methods, the EKF-based approach has a better performance in theory. Computer simulations demonstrate the proposed method outperforms the LS and LMS methods. Therefore it can offer draznatic system performance improvement at a modest cost of computational complexity.

Filtering and Estimation of Vehicular Dead Reckoning System Based on Hopfield Neural Network

The algorithm of Hopfield neural network filtering and estimation is studied. The model of vehicular dead reckoning system fitting for the algorithm is constructed, and the design scheme of system filtering and estimation based on Hopfield network is proposed. Compared with Kalman filter, the algorithm does not require very precise system model and the prior knowledge of noise statistics and does not diverge easily. The simulation results show that the vehicular dead reckoning system based on Hopfield network filtering and estimation has the good position precision, and needn't require the inertial sensors with high precision. Therefore, the algorithm has the good practicability.

NONLINEAR ESTIMATION METHODS FOR AUTONOMOUS TRACKED VEHICLE WITH SLIP

In order to achieve precise,robust autonomous guidance and control of a tracked vehicle,a kinematic model with longitudinal and lateral slip is established,Four different nonlinear filters are used to estimate both state vector and time-varying parameter vector of the created model jointly.The first filter is the well-known extended Kalman filter.The second filter is an unscented version of the Kalman filter.The third one is a particle filter using the unscented Kalman filter to generate the importance proposal distribution.The last one is a novel and guaranteed filter that uses a linear set-membership estimator and can give an ellipsoid set in which the true state lies.The four different approaches have different complexities,behavior and advantages that are surveyed and compared.

Comparison and combination of EAKF and SIR-PF in the Bayesian filter framework

Bayesian estimation theory provides a general approach for the state estimate of linear or nonlinear and Gaussian or non-Gaussian systems. In this study, we first explore two Bayesian-based methods： ensemble adjustment Kalman filter（EAKF） and sequential importance resampling particle filter（SIR-PF）, using a well-known nonlinear and non-Gaussian model（Lorenz ＇63 model）. The EAKF, which is a deterministic scheme of the ensemble Kalman filter（En KF）, performs better than the classical（stochastic） En KF in a general framework. Comparison between the SIR-PF and the EAKF reveals that the former outperforms the latter if ensemble size is so large that can avoid the filter degeneracy, and vice versa. The impact of the probability density functions and effective ensemble sizes on assimilation performances are also explored. On the basis of comparisons between the SIR-PF and the EAKF, a mixture filter, called ensemble adjustment Kalman particle filter（EAKPF）, is proposed to combine their both merits. Similar to the ensemble Kalman particle filter, which combines the stochastic En KF and SIR-PF analysis schemes with a tuning parameter, the new mixture filter essentially provides a continuous interpolation between the EAKF and SIR-PF. The same Lorenz ＇63 model is used as a testbed, showing that the EAKPF is able to overcome filter degeneracy while maintaining the non-Gaussian nature, and performs better than the EAKF given limited ensemble size.

Cubature Kalman filters: Derivation and extension

This paper focuses on the cubature Kalman filters （CKFs） for the nonlinear dynamic systems with additive process and measurement noise. As is well known, the heart of the CKF is the third-degree spherical–radial cubature rule which makes it possible to compute the integrals encountered in nonlinear filtering problems. However, the rule not only requires computing the integration over an n-dimensional spherical region, but also combines the spherical cubature rule with the radial rule, thereby making it difficult to construct higher-degree CKFs. Moreover, the cubature formula used to construct the CKF has some drawbacks in computation. To address these issues, we present a more general class of the CKFs, which completely abandons the spherical–radial cubature rule. It can be shown that the conventional CKF is a special case of the proposed algorithm. The paper also includes a fifth-degree extension of the CKF. Two target tracking problems are used to verify the proposed algorithm. The results of both experiments demonstrate that the higher-degree CKF outperforms the conventional nonlinear filters in terms of accuracy.

Enhanced multi-baseline unscented Kalman filtering phase unwrapping algorithm

This paper presents an enhanced multi-baseline phase unwrapping algorithm by combining an unscented Kalman filter with an enhanced joint phase gradient estimator based on the amended matrix pencil model, and an optimal path-following strategy based on phase quality estimate function. The enhanced joint phase gradient estimator can accurately and effectively extract the phase gradient information of wrapped pixels from noisy interferograms, which greatly increases the performances of the proposed method. The optimal path-following strategy ensures that the proposed algorithm simultaneously performs noise suppression and phase unwrapping along the pixels with high-reliance to the pixels with low-reliance. Accordingly, the proposed algorithm can be predicted to obtain better results, with respect to some other algorithms, as will be demonstrated by the results obtained from synthetic data.

Noise level estimation method with application to EMD-based signal denoising

This paper proposes a new signal noise level estimation approach by local regions. The estimated noise variance is applied as the threshold for an improved empirical mode decomposition（EMD） based signal denoising method. The proposed estimation method can effectively extract the candidate regions for the noise level estimation by measuring the correlation coefficient between noisy signal and a Gaussian filtered signal. For the improved EMD based method, the situation of decomposed intrinsic mode function（IMFs） which contains noise and signal simultaneously are taken into account. Experimental results from two simulated signals and an X-ray pulsar signal demonstrate that the proposed method can achieve better performance than the conventional EMD and wavelet transform（WT） based denoising methods.

Adaptive Gaussian sum squared-root cubature Kalman filter with split-merge scheme for state estimation

The paper deals with state estimation problem of nonlinear non-Gaussian discrete dynamic systems for improvement of accuracy and consistency. An efficient new algorithm called the adaptive Gaussian-sum square-root cubature Kalman filter（AGSSCKF） with a split-merge scheme is proposed. It is developed based on the squared-root extension of newly introduced cubature Kalman filter（SCKF） and is built within a Gaussian-sum framework. Based on the condition that the probability density functions of process noises and initial state are denoted by a Gaussian sum using optimization method, a bank of SCKF are used as the sub-filters to estimate state of system with the corresponding weights respectively, which is adaptively updated. The new algorithm consists of an adaptive splitting and merging procedure according to a proposed split-decision model based on the nonlinearity degree of measurement. The results of two simulation scenarios（one-dimensional state estimation and bearings-only tracking） show that the proposed filter demonstrates comparable performance to the particle filter with significantly reduced computational cost.

Application of adaptive filter in time delay estimation——generalized quadratic interpolation method

The time delay estimation (TDE) of two different received signals from the same source has attracted many interests of researchers in the field of signal processing. A method described for precisely estimating time delay in this paper is based on the assumption that little priori knowledge on statistical characteristics is available for the received signals. The variance of the estimate is derived . The basic architecture of this method is to use the adaptive noise canceller, in the steady state , and to interpolate the weight coefficients by using a generalized quadratic interpolation matrix. The formula of the time delay estimation is presented . The method proposed by F.A. Reed is a special case of this method . The hardware implementation is much easier than that of the conventional time delay estimation method . The results of the system simulation and the experimental results at sea show a good agreement with the theoretical analysis.

A Novel Particle Filtering Method for Estimation of Pulse Pressure Variation during Spontaneous Breathing

The first automatic algorithm was designed to estimate the pulse pressure variation (PPVPPV) from arterial blood pressure (ABP) signals under spontaneous breathing conditions. While currently there are a few publicly available algorithms to automatically estimate PPVPPV accurately and reliably in mechani-cally ventilated subjects, at the moment there is no automatic algorithm for estimating PPVPPV on sponta-neously breathing subjects. The algorithm utilizes our recently developed sequential Monte Carlo method (SMCM), which is called a maximum a-posteriori adaptive marginalized particle filter (MAM-PF). The performance assessment results of the proposed algorithm on real ABP signals from spontaneously breath-ing subjects were reported.

A principal consideration on general Bayes'filters for a state estimation of environmental sound and vibration systems

This paper describes a fundamental consideration on our works on the design of general Bayes' filters for the state estimation of non-stationary, non-linear, and non-Gaussian environmental sound and vibration systems. We have discussed an essential point of several Bayes' filters proposed by using the orthogonal or non-orthogonal expansion form of Bayes' theorem. They can estimate any kinds of statistics of arbitrary function type of state variables including the lower and the higher order statistics connected with the Lx evaluation index in the environmental sound and vibration systems. Here, we have mainly focussed on giving the fundamental viewpoints of their design policies. Some new estimation methods and new results not yet published are included.

Event-based Control and Filtering of Networked Systems:A Survey

In recent years, theoretical and practical research on event-based communication strategies has gained considerable research attention due primarily to their irreplaceable superiority in resource-constrained systems（especially networked systems）. For networked systems, event-based transmission scheme is capable of improving the efficiency in resource utilization and prolonging the lifetime of the network components compared with the widely adopted periodic transmission scheme. As such, it would be interesting to 1） examining how the event-triggering mechanisms affect the control or filtering performance for networked systems, and 2） developing some suitable approaches for the controller and filter design problems. In this paper, a bibliographical review is presented on event-based control and filtering problems for various networked systems. First, the event-driven communication scheme is introduced in detail according to its engineering background, characteristic, and representative research frameworks. Then, different event-based control and filtering（or state estimation） problems are categorized and then discussed. Finally, we conclude the paper by outlining future research challenges for event-based networked systems.

A New Approach to State Estimation for Uncertain Linear Systems in a Moving Horizon Estimation Setting

This paper addresses the state estimation problem for linear systems with additive uncertainties in both the state and output equations using a moving horizon approach. Based on the full information estimation setting and the game-theoretic approach to the H∞filtering, a new optimization-based estimation scheme for uncertain linear systems is proposed, namely the H∞-full information estimator, H∞-FIE in short. In this formulation, the set of processed data grows with time as more measurements are received preventing recursive formulations as in Kalman filtering. To overcome the latter problem, a moving horizon approximation to the H∞-FIE is also presented, the H∞-MHE in short. This moving horizon approximation is achieved since the arrival cost is suitably defined for the proposed scheme. Sufficient conditions for the stability of the H∞-MHE are derived. Simulation results show the benefits of the proposed scheme when compared with two H∞filters and the well-known Kalman filter.

Estimation and feedback control of air-fuel ratio for gasoline engines

In 4-stroke internal combustion engines, air-fuel ratio control is a challenging task due to the rapid changes of engine throttle,especially during transient operation. To improve the transient performance, managing the cycle-to-cycle transient behavior of the mass of the air, the fuel and the burnt gas is a key issue due to the imbalance of cyclic combustion process. This paper address the model-based estimation and control problem for cyclic air-fuel ratio of spark-ignition engines. A discrete-time model of air-fuel ratio is proposed, which represents the cycle-to-cycle transient behavior of in-cylinder state variables under the assumptions of cyclic measurability of the total in-cylinder charge mass, combustion efficiency and the residual gas fraction. With the model,a Kalman filter-based air-fuel ratio estimation algorithm is proposed that enable us to perform a feedback control of air-fuel ratio without using lambda sensor. Finally, experimental validation result is demonstrated to show the effectiveness of proposed estimation and control scheme that is conducted on a full-scaled gasoline engine test bench.

FrFT-CSWSF: Estimating cross-range velocities of ground moving targets using multistatic synthetic aperture radar

Estimating cross-range velocity is a challenging task for space-borne synthetic aperture radar（SAR）, which is important for ground moving target indication（GMTI）. Because the velocity of a target is very small compared with that of the satellite, it is difficult to correctly estimate it using a conventional monostatic platform algorithm. To overcome this problem, a novel method employing multistatic SAR is presented in this letter. The proposed hybrid method, which is based on an extended space-time model（ESTIM） of the azimuth signal, has two steps： first, a set of finite impulse response（FIR） filter banks based on a fractional Fourier transform（FrFT） is used to separate multiple targets within a range gate; second, a cross-correlation spectrum weighted subspace fitting（CSWSF） algorithm is applied to each of the separated signals in order to estimate their respective parameters. As verified through computer simulation with the constellations of Cartwheel, Pendulum and Helix, this proposed time-frequency-subspace method effectively improves the estimation precision of the cross-range velocities of multiple targets.