Sharif Digital Repository

In this paper via a novel method of discretized continuous-time Kalman filter, the problem of synchronization and cryptography in fractional-order systems has been investigated in presence of noisy environment for process and output signals. The fractional-order Kalman filter equation, applicable for linear systems, and its extension called the extended Kalman filter, which can be used for nonlinear systems, are derived. The result is utilized for chaos synchronization with the aim of cryptography while the transmitter system is fractional-order, and both the transmitter and transmission channel are noisy. The fractional-order stochastic chaotic Chen system is then presented to apply the... 

In this paper the derivation of Kalman filter for discrete time-stochastic fractional system is investigated. Based on a novel cumulative vector form model for fractional systems, a general Kalman filter is introduced. The validity of the proposed method has been compared with a previously presented method via simulation results. It is shown that this method can be better applied for discrete time stochastic fractional systems with slower dynamics  

In this paper, a high performance procedure for estimating of hydrodynamic coefficients in Autonomous Underwater Vehicles (AUV's) is proposed. In modeling of an AUV, experimental data should be verified and validated using appropriate techniques. Due to implementation complexity in calculating methods, computation of hydrodynamic parameters is challenging. This paper presents analytical approaches for estimating an AUV's hydrodynamic coefficients. Nonlinear Kalman Filter (KF) algorithms are implemented to estimate unknown augmented states (coefficients). A comparative study is conducted which shows the superior performance of Unscented Kalman Filter (UKF) in comparison with Extended Kalman... 

This article aims to compensate the velocity and position errors that exist when the star sensor starts to work in a strapdown inertial navigation system aided by celestial navigation. These systems are integrated via unscented Kalman filter to estimate the current attitude and the gyros fixed bias, precisely. Since an accurate integration is desired, the nonlinear attitude equations are utilized in filter and these equations are propagated through a precise discretization method. Then, implementing the back-propagation and smoothing techniques, the initial attitude and the accelerometers fixed bias are also estimated. Finally, carrying out a parallel navigation, the velocity and position... 

In this paper an approach based on system identification is used for fault detection in a nuclear reactor. A continuous-time Extended Kalman Filter (EKF) is presented, which allows the parameters of the nonlinear system to be estimated. Also a fault tolerant control system is designed for the nuclear reactor during power changes operation. The proposed controller is an adaptive critic-based neuro-fuzzy controller. Performance of the controller in terms of transient response and robustness against failures is very good and considerable  

T Wave Alternans (TWA) is considered as an indicator of Sudden Cardiac Death (SCD). In this paper for TWA detection, a method based on a nonlinear dynamic model is presented. For estimating the model parameters, we use an Extended Kalman Filter (EKF). We propose EKF6 and dualrate EKF6 approaches. Dualrate EKF is suitable for modeling the states which are not updated in all time instances. Quantitative and qualitative evaluations of the proposed method have been done on TWA challenge database. We compare our method with that proposed by Sieed et al. in TWA challenge 2008. We also compare our method with our previous proposed approach (EKF25-4obs). Results show that the proposed method can... 

Asynchronous data fusion is inevitable in track-to-track fusion for tracking high-speed targets. For low-speed targets, e.g., the movement of clouds, synchronization is insignificant and, depending on the application, may be disregarded. Real-time asynchronous fusion is a demanding task in sensor networks when the sensors are not synchronous in sampling-rate or in sampling-phase. In the method proposed in this paper, an estimator in the fusion center estimates the actual time of the sample with respect to the time-reference of the fusion center upon receiving the data from a sensor. Then, the computer of the fusion center uses predictions to transfer all the received data to the data... 

Ensemble Kalman filter, EnKF, as a Monte Carlo sequential data assimilation method has emerged promisingly for subsurface media characterization during past decade. Due to high computational cost of large ensemble size, EnKF is limited to small ensemble set in practice. This results in appearance of spurious correlation in covariance structure leading to incorrect or probable divergence of updated realizations. In this paper, a universal/adaptive thresholding method is presented to remove and/or mitigate spurious correlation problem in the forecast covariance matrix. This method is, then, extended to regularize Kalman gain directly. Four different thresholding functions have been considered... 

Noise reduction of speech signals plays an important role in telecommunication systems. Various types of speech additive noise can be introduced such as babble, crowd, large city, and highway which are the main factor of degradation in perceived speech quality. There are some cases on the receiver side of telecommunication systems, where the direct value of interfering noise is not available and there is just access to noisy speech. In these cases the noise cannot be cancelled totally but it may be possible to reduce the noise in a sensible way by utilizing the statistics of the noise and speech signal. In this paper the proposed method for noise reduction is Bayesian recursive state-space... 

Concurrent orbit and attitude determination (COAD) plays a key role in reducing the cost of navigation and control subsystem for small satellites. This article is devoted to the problem of the COAD of satellites. A measurement package consisting of three axis magnetometer (TAM) and a sun sensor is shown to be sufficient to estimate the attitude and orbit information. To this end, an autonomous gyro-less COAD algorithm is proposed and implemented through the centralized data fusion of the TAM and the sun sensor. The set of nonlinear-coupled roto-translation dynamics of the satellite is used with a modified unscented Kalman filter (MUKF) to estimate the full satellite states. The MUKF is... 

This paper deals with the problems of attitude determination, parameter identification and reference sensor calibration simultaneously. An LEO satellite's attitude, inertia tensor as well as calibration parameters of Three-Axis-Magnetometer (TAM) including scale factors, misalignments and biases along three body axes are estimated during a maneuver designed to satisfy the condition of persistency of excitation. The advanced nonlinear estimation algorithm of Unscented Kalman Filter (UKF) is a good choice for nonlinear estimation problem of attitude determination, but its computational cost is considerably larger than the widespread low accurate Extended Kalman Filter. Reduced Sigma Point... 

In this paper we present a new landmark initialization technique for Bearing-Only Simultaneous Localization and Mapping (SLAM) algorithm. The initialization scheme is a type of the delayed constrained initialization method and is different from previous approaches. In our work, it is shown that the angle between sequential observations measured by a bearing-only sensor such as pan-tilt camera and the distance between the vehicle and landmark plays an important role in landmark localization accuracy. Considering this fact, a proper constrained function that utilizes the rotation angle of the camera is applied between multiple landmark location estimates and the best estimate is selected. The... 

Speech enhancement in real-time applications improves the quality and intelligibility of the speech and reduces communication fatigue. Nowadays, due to reactivity of the systems and spread of online real-time applications, including VoIP, state-space models have been used broadly. This paper presents a speech enhancement method based on adaptive Bayesian-Kalman filter and Bayesian-MAP estimation to improve the performance and the quality of the enhancement procedure. The enhancement method includes a combination of Bayesian-Kalman filter for noise reduction and Bayesian-MAP estimation for parameter estimation of the lost speech segments. Performance evaluation and result of the proposed... 

In this paper, we propose an efficient method for R-peak detection in noninvasive fetal electrocardiogram (ECG) signals which are acquired from multiple electrodes on mother's abdomen. The proposed method is performed in two steps: first, we employ a robust tensor decomposition-based method for fetal ECG extraction, assuming different heart rates for mother and fetal ECG; then a method based on extended Kalman filter (EKF) in which the ECG beat is modeled by 3 state equations (P, QRS and T), is used for fetal R-peak detection. The results show that the proposed method is efficiently able to estimate the location of R-peaks of fetal ECG signals. The obtained average scores of event 4 and 5 on... 

Recognition of hand movements plays a key role in both human computer interaction and rehabilitation activities. This paper focuses on hand pose estimation and motion tracking through a model-based stereo vision-based system. To allow for a complete 3D motion, initially a simple hand model with 20 landmark points was constructed and used to track its motion through a sequence of stereo images. Furthermore, a skeletal model representing the kinematical features of the hand was utilized to provide a meaningful hand motion and gesticulation. To evaluate and eventually recognize the performed hand motion, Kalman filter and Kalman smoother algorithms were implemented to evaluate the efficacy and... 

Most of the clinically useful information in Electrocardiogram (ECG) signal can be obtained from the intervals, amplitudes and wave shapes (morphologies). The automatic detection of ECG waves is important to cardiac disease diagnosis. In this paper, we propose an efficient method for extraction of characteristic points of ECG. The method is based on a nonlinear dynamic model, previously introduced for generation of synthetic ECG signals. For estimating the parameters of model, we use an Extendend Kalman Filter (EKF). By introducing a simple AR model for each of the dynamic parameters of Gaussian functions in model and considering separate states for ECG waves, the new EKF structure was... 

The automatic detection of Electrocardiogram (ECG) waves is important to cardiac disease diagnosis. A good performance of an automatic ECG analyzing system depends heavily upon the accurate and reliable detection of QRS complex, as well as P and T waves. In this paper, we propose an efficient method for extraction of characteristic points of ECG signal. The method is based on a nonlinear dynamic model, previously introduced for generation of synthetic ECG signals. For estimating the parameters of model, we use an Extendend Kalman Filter (EKF). By introducing a simple AR model for each of the dynamic parameters of Gaussian functions in model and considering separate states for ECG waves, the... 

We have recently proposed a correlated model to provide a Gaussian mixture representation of the cardiovascular signals, with promising results in identifying rhythm disturbances. The approach provides a transformation of the data into a set of integrable Gaussians distributed over time. Looking into the model from a new joint modeling perspective, it is capable of assembling a filtered estimation, and can be used to derive temporal information of the waveforms. In this paper, we present a step-by-step derivation of the joint model putting correlation assumptions together to conclude a minimal joint description for a pair of ECG-ABP signals. We then probe novel applications of this model,... 

In this paper the derivation of Kalman filter for discrete time-stochastic fractional system is investigated. Based on a novel cumulative vector form model for fractional systems, a general Kalman filter is introduced. The validity of the proposed method has been compared with a previously presented method via simulation results. It is shown that this method can be better applied for discrete time stochastic fractional systems with slower dynamics  

In non-classical micro-beams, the strain energy of the system is determined by the non-classical continuum mechanics. In this study, we consider a closed-loop control methodology for suppressing the vibration of non-classical microscale Euler-Bernoulli beams with nonlinear electrostatic actuation. The non-dimensional form of the governing nonlinear partial differential equation of the system is introduced and converted into a set of ordinary differential equations using the Galerkin projection method. In addition, we prove the observability of the system and we design a state estimation system using the extended Kalman filter algorithm. The effectiveness and performance of the proposed...