Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “Nonlinear filtering”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 91 records · Page 5

2-D nonlinear IIR-filters for image processing - An exploratory analysis

A new nonlinear IIR filter structure is introduced and its deterministic properties are analyzed. It is shown to be better suited for image processing applications than its linear shift-invariant counterpart. The new structure is obtained from causality inversion of a 2D quarterplane causal linear filter with respect to the two directions of propagation. It is demonstrated, that by using this design, a nonlinear 2D lowpass filter can be constructed, which is capable of effectively suppressing Gaussian or impulse noise without destroying important image information.

Bauer, P. H.↗

Deterministic Mean-Field Ensemble Kalman Filtering

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d < 2κ. The fidelity of approximation of the true distribution is also established using an extension of the total variation metric to random measures. Lastly, this is limited by a Gaussian bias term arising from nonlinearity/non-Gaussianity of the model, which arises in both deterministic and standard EnKF. Numerical results support and extend the theory.

97 MATHEMATICS AND COMPUTING↗

Statistical Orbit Determination using the Particle Filter for Incorporating Non-Gaussian Uncertainties

The tracking of space objects requires frequent and accurate monitoring for collision avoidance. As even collision events with very low probability are important, accurate prediction of collisions require the representation of the full probability density function (PDF) of the random orbit state. Through representing the full PDF of the orbit state for orbit maintenance and collision avoidance, we can take advantage of the statistical information present in the heavy tailed distributions, more accurately representing the orbit states with low probability. The classical methods of orbit determination (i.e. Kalman Filter and its derivatives) provide state estimates based on only the second moments of the state and measurement errors that are captured by assuming a Gaussian distribution. Although the measurement errors can be accurately assumed to have a Gaussian distribution, errors with a non-Gaussian distribution could arise during propagation between observations. Moreover, unmodeled dynamics in the orbit model could introduce non-Gaussian errors into the process noise. A Particle Filter (PF) is proposed as a nonlinear filtering technique that is capable of propagating and estimating a more complete representation of the state distribution as an accurate approximation of a full PDF. The PF uses Monte Carlo runs to generate particles that approximate the full PDF representation. The PF is applied in the estimation and propagation of a highly eccentric orbit and the results are compared to the Extended Kalman Filter and Splitting Gaussian Mixture algorithms to demonstrate its proficiency.

Mashiku, Alinda↗

A 3-D nonlinear recursive digital filter for video image processing

This paper introduces a recursive 3-D nonlinear digital filter, which is capable of performing noise suppression without degrading important image information such as edges in space or time. It also has the property of unnoticeable bandwidth reduction immediately after a scene change, which makes the filter an attractive preprocessor to many interframe compression algorithms. The filter consists of a nonlinear 2-D spatial subfilter and a 1-D temporal filter. In order to achieve the required computational speed and increase the flexibility of the filter, all of the linear shift-variant filter modules are of the IIR type.

Bauer, P. H.↗

Nuclear counting filter based on a centered Skellam test and a double exponential smoothing

Online nuclear counting represents a challenge due to the stochastic nature of radioactivity. The count data have to be filtered in order to provide a precise and accurate estimation of the count rate, this with a response time compatible with the application in view. An innovative filter is presented in this paper addressing this issue. It is a nonlinear filter based on a Centered Skellam Test (CST) giving a local maximum likelihood estimation of the signal based on a Poisson distribution assumption. This nonlinear approach allows to smooth the counting signal while maintaining a fast response when brutal change activity occur. The filter has been improved by the implementation of a Brown's double Exponential Smoothing (BES). The filter has been validated and compared to other state of the art smoothing filters. The CST-BES filter shows a significant improvement compared to all tested smoothing filters. (authors)

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Study of the use of a nonlinear, rate-limited filter on pilot control signals

The use of a nonlinear, rate limited filter for rejecting the remnant (noise) in a pilot's control signal was studied through both an analytical study using pilot models and a simulation study using experienced test pilots. The nonlinear filter was compared with a linear filter and with no filter for both attitude and altitude control tasks. The results show that the nonlinear filter does promote rapid, steady maneuvering better than either the linear filter or the no filter condition. In addition, if the rate limit in the nonlinear filter is set so that it is too restrictive, a pilot induced unstable altitude oscillation can result.

Adams, J. J.↗

Linear prediction filters for linear and nonlinear modeled geomagnetic activity

It is shown that the Faraday loop analog model of geomagnetic activity exhibits both the directly driven and loading-unloading magnetospheric responses to solar wind input. It is further shown that the directly driven component is a linear response to loading while the loading-unloading response is nonlinear. Linear prediction filters which relate model input to output are discussed. By either allowing or suppressing the loading-unloading model response filters that relate to nonlinear or linear dynamics, respectively, have been computed. Filters that described the directly driven response are finite ranged; they asymptote to zero with increasing lag on a time scale that is fixed by the dissipation rate of the model. Filters that describe the nonlinear total response are infinite ranged; they asymptote with increasing lag to large amplitude periodic oscillations. Some implications of these infinite ranged filters are discussed.

Klimas, A. J.↗

The power spectral density of digital modulations transmitted over nonlinear channels

This paper examines by analytical methods the power spectral densities of digital modulations (in particular, staggered and unstaggered quadrature modulations) passed through band-limited nonlinear channels. Previously observed (by computer simulation or hardware measurement) behavior of such spectra with regard to the suppression or restoration of its sidelobes after passing through the nonlinearity is verified analytically. Several examples corresponding to specific quadrature modulations and filter-nonlinearity combinations are presented as illustrations of the general results.

Divsalar, D.↗

Real-time image processing II; Proceedings of the Meeting, Orlando, FL, Apr. 16-18, 1990

The present conference discusses topics in the fields of feature extraction and implementation, filter and correlation algorithms, optical correlators, high-level algorithms, and digital image processing for ranging and remote driving. Attention is given to a nonlinear filter derived from topological image features, IR image segmentation through iterative thresholding, orthogonal subspaces for correlation masking, composite filter trees and image recognition via binary search, and features of matrix-coherent optical image processing. Also discussed are multitarget tracking via hybrid joint transform correlator, binary joint Fourier transform correlator considerations, global image processing operations on parallel architectures, real-time implementation of a differential range finder, and real-time binocular stereo range and motion detection.

Juday, Richard D.↗

Construction of Low Dissipative High Order Well-Balanced Filter Schemes for Non-Equilibrium Flows

The goal of this paper is to generalize the well-balanced approach for non-equilibrium flow studied by Wang et al. [26] to a class of low dissipative high order shock-capturing filter schemes and to explore more advantages of well-balanced schemes in reacting flows. The class of filter schemes developed by Yee et al. [30], Sjoegreen & Yee [24] and Yee & Sjoegreen [35] consist of two steps, a full time step of spatially high order non-dissipative base scheme and an adaptive nonlinear filter containing shock-capturing dissipation. A good property of the filter scheme is that the base scheme and the filter are stand alone modules in designing. Therefore, the idea of designing a well-balanced filter scheme is straightforward, i.e., choosing a well-balanced base scheme with a well-balanced filter (both with high order). A typical class of these schemes shown in this paper is the high order central difference schemes/predictor-corrector (PC) schemes with a high order well-balanced WENO filter. The new filter scheme with the well-balanced property will gather the features of both filter methods and well-balanced properties: it can preserve certain steady state solutions exactly; it is able to capture small perturbations, e.g., turbulence fluctuations; it adaptively controls numerical dissipation. Thus it shows high accuracy, efficiency and stability in shock/turbulence interactions. Numerical examples containing 1D and 2D smooth problems, 1D stationary contact discontinuity problem and 1D turbulence/shock interactions are included to verify the improved accuracy, in addition to the well-balanced behavior.

Wang, Wei↗

Real-time filtering and detection of dynamics for compression of HDTV

The preprocessing of video sequences for data compressing is discussed. The end goal associated with this is a compression system for HDTV capable of transmitting perceptually lossless sequences at under one bit per pixel. Two subtopics were emphasized to prepare the video signal for more efficient coding: (1) nonlinear filtering to remove noise and shape the signal spectrum to take advantage of insensitivities of human viewers; and (2) segmentation of each frame into temporally dynamic/static regions for conditional frame replenishment. The latter technique operates best under the assumption that the sequence can be modelled as a superposition of active foreground and static background. The considerations were restricted to monochrome data, since it was expected to use the standard luminance/chrominance decomposition, which concentrates most of the bandwidth requirements in the luminance. Similar methods may be applied to the two chrominance signals.

Sauer, Ken D.↗

Filtering Image Records Using Wavelets and the Zakai Equation

Consider the problem of detecting and localizing a faint object moving In an "essentially stationary" background, using a sequence of two-dimensional low-SNR images of the scene. A natural approach consists of "digitizing" each snapshot into a discrete set of observations, sufficiently (perhaps not exactly) matched to the object In question, then tracking the object using an appropriate stochastic filter. The tracking would be expected to make up for the low signal-to-noise ratio, this allowing one to "coherently" process successive images in order to beat down the noise and localize the object. Thus, "tracking" here does not refer to the usual notion of detecting then tracking: rather, we track in order to detect The problem then becomes one of choosing the appropriate image representation as well as the optimal (and necessarily nonlinear filter. We propose exact and approximate solutions using wavelets and the Zakai equation. The smoothness of the wavelets used is required in the derivation of the evolution equation for the conditional density giving the filter, and their orthogonality makes it possible to carry out actual computations of the Ito- and change-of-gauge-terms in the algorithm effectively.

Haddad, Ziad S.↗

Stochastic Schrödinger evolution over piecewise enlarged filtrations

This paper constructs a nonlinear filtering framework that admits appearances of new information processes at random times by introducing piecewise enlargements of filtrations and proposes a new energy-based Schrodinger evolution expressed as a stochastic differential equation on a complex Hilbert space. Each information process is modeled as the sum of a random variable taking the eigenvalues of a Hamiltonian and an independent Brownian bridge noise. It is shown that under a piecewise enlarged filtration, the wave function is a jump-diffusion process until it collapses at some terminal time. In between discontinuities, the dynamics of the state vector are governed by different Wiener processes and diffusion coefficients. This motivates the introduction of an inclusive chain of Kolmogorov probability spaces or a *-isomorphic chain of commutative von Neumann probability spaces, on which the quantum system evolves differently based on the number of active information processes. The expectation of the Hamiltonian at a given state is the solution of a second-order nonlinear differential equation determined by one of the possible regimes that the quantum system belongs to. It is shown that the collapse rate is a submartingale with positive jumps and the Shannon entropy process is a supermartingale with expected negative jumps when passing to higher-order probability spaces. The framework is extended to the case when the Hamiltonian is modeled as a function of a set of commutative operators, where each operator is associated with a different piecewise enlarged filtration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Long short-term memory embedded nudging schemes for nonlinear data assimilation of geophysical flows

Reduced rank nonlinear filters are increasingly utilized in data assimilation of geophysical flows, but often require a set of ensemble forward simulations to estimate forecast covariance. On the other hand, predictor-corrector type nudging approaches are still attractive due to their simplicity of implementation when more complex methods need to be avoided. However, optimal estimate of nudging gain matrix might be cumbersome. In this paper, we put forth a fully nonintrusive recurrent neural network approach based on a long short-term memory (LSTM) embedding architecture to estimate the nudging term, which plays a role not only to force the state trajectories to the observations but also acts as a stabilizer. Furthermore, our approach relies on the power of archival data and the trained model can be retrained effectively due to power of transfer learning in any neural network applications. In order to verify the feasibility of the proposed approach, we perform twin experiments using Lorenz 96 system. Our results demonstrate that the proposed LSTM nudging approach yields more accurate estimates than both extended Kalman filter (EKF) and ensemble Kalman filter (EnKF) when only sparse observations are available. With the availability of emerging AI-friendly and modular hardware technologies and heterogeneous computing platforms, we articulate that our simplistic nudging framework turns out to be computationally more efficient than either the EKF or EnKF approaches.

42 ENGINEERING↗

Dynamic State Estimation for Multi-Machine Power System by Unscented Kalman Filter With Enhanced Numerical Stability

In this paper, in order to enhance the numerical stability of the unscented Kalman filter (UKF) used for power system dynamic state estimation, a new UKF with guaranteed positive semidifinite estimation error covariance (UKFGPS) is proposed and compared with five existing approaches, including UKFschol, UKF-kappa, UKFmodified, UKF-Delta Q, and the squareroot UKF (SRUKF). These methods and the extended Kalman filter (EKF) are tested by performing dynamic state estimation on WSCC 3-machine 9-bus system and NPCC 48-machine 140-bus system. For WSCC system, all methods obtain good estimates. However, for NPCC system, both EKF and the classic UKF fail. It is found that UKFschol, UKF-kappa, and UKF-Delta Q do not work well in some estimations while UKFGPS works well in most cases. UKFmodified and SRUKF can always work well, indicating their better scalability mainly due to the enhanced numerical stability.

dynamic state estimation↗

Generalized superposition.

Generalization of superposition principle for linear systems applied to classification of nonlinear systems and solution of nonlinear filtering problems

Oppenheim, A. V.↗