Introduction: The use of left ventricular assist device (LVAD) has grown rapidly. Adverse events do continue to occur. In recent years, analysis of LVAD sound recordings emerged as a means to monitor pump function and detect pump thrombosis. The aim of this study was to characterize the sounds from HeartMate II and to evaluate the use of handheld iOS devices for sound recordings. Method: Signal analysis of LVAD sound recordings, with dedicated recording equipment and iOS devices, was performed. Two LVADs running in mock loop circuits were compared to an implanted LVAD. Spectral analysis and parametric signal models were explored to quantify the sound and potentially detect changes in it. Results: The sound recordings of two LVADs in individual mock loop circuits and a third one implanted in a patient appeared to be similar. Qualitatively, sound characteristics were preserved following changes in pump speed. Recordings using dedicated equipment showed that HeartMate II sound comprises low-frequency components corresponding to pump impeller rotation, as well as high-frequency components due to a pulse width modulation of the electric power to the pump. These different signal components interact and result in a complicated frequency spectrum. The iPhone and iPod recordings could not reproduce the sounds as well as the dedicated equipment. In particular, lower frequencies were affected by outside disturbances. Discussion: This article outlines a systematic approach to LVAD sound analysis using signal processing methods to quantify and potentially detect changes, and describes some of the challenges, for example, with the use of inexpensive recording devices.

This note considers the identification of large-scale one-dimensional networks consisting of identical LTI dynamical systems. A subspace identification method is developed that only uses local input-output information and does not rely on knowledge about the local state interaction. The proposed identification method estimates the Markov parameters of a locally lifted system, following the state-space realization of a single subsystem. The Markov-parameter estimation is formulated as a rank minimization problem by exploiting the low-rank property and the two-layer Toeplitz structural property in the data equation, whereas the state-space realization of a single subsystem is formulated as a structured low-rank matrix-factorization problem. The effectiveness of the proposed identification method is demonstrated by simulation examples.

Time-correlated single-photon counting lidar provides very high-resolution range measurements, making the technology interesting for 3D imaging of objects behind foliage or other obscuration. We study six peak detection approaches and compare their performance from several perspectives: detection of double surfaces within the instantaneous field of view, range accuracy, performance under sparse sampling, and the number of outliers. The results presented are based on reference measurements of a characterization target. Special consideration is given to the possibility of resolving two surfaces closely separated in range within the field of view of a single pixel. An approach based on fitting a linear combination of impulse response functions to the collected data showed the best overall performance. (c) 2018 Society of Photo-Optical Instrumentation Engineers (SPIE).

This paper presents a new method to compute upper and lower bounds of any voltage or current of an arbitrary linear electric circuit model with uncertain parameters. The bounds are in the frequency domain, and when compared to a previously proposed method, this novel approach provides a higher level of guarantee. The reason is that the bounds are not only computed for a set of fixed frequencies but also computed to a set of intervals of frequencies. The details of the proposed approach, especially the equivalent uncertain element models, are given. Additionally, tests are performed on problems with low and high number of uncertain parameters. Contrary to the classical method of Monte Carlo, the results are not based on a random choice of parameters and do not depend on the number of iterations. It is shown on an example that the classical method of Monte Carlo needs a high number of iterations to reach results in agreement with the proposed method. Then, it leads to higher computation times of several orders of magnitude.

Nonlinear cooperative systems associated to vector fields that are concave or subhomogeneous describe well interconnected dynamics that are of key interest for communication, biological, economical, and neural network applications. For this class of positive systems, we provide conditions that guarantee existence, uniqueness and stability of strictly positive equilibria. These conditions can be formulated directly in terms of the spectral radius of the Jacobian of the system. If control inputs are available, then it is shown how to use state feedback to stabilize an equilibrium point in the interior of the positive orthant.

This study proposes a new model which is fully specified for automated seizure onset detection and seizure onset prediction based on electroencephalography (EEG) measurements. We processed two archetypal EEG databases, Freiburg (intracranial EEG) and CHB-MIT (scalp EEG), to find if our model could outperform the state-of-the art models. Four key components define our model: (1) multiscale principal component analysis for EEG de-noising, (2) EEG signal decomposition using either empirical mode decomposition, discrete wavelet transform or wavelet packet decomposition, (3) statistical measures to extract relevant features, (4) machine learning algorithms. Our model achieved overall accuracy of 100% in ictal vs. inter-ictal EEG for both databases. In seizure onset prediction, it could discriminate between inter-ictal, pre-ictal, and ictal EEG with the accuracy of 99.77%, and between inter-ictal and pre-ictal EEG states with the accuracy of 99.70%. The proposed model is general and should prove applicable to other classification tasks including detection and prediction regarding bio-signals such as EMG and ECG. (C) 2017 Elsevier Ltd. All rights reserved.

In a continuous-time nonlinear driftless control system, an involutive flow is a composition of input profiles that does not excite any Lie bracket. Such flow composition is trivial, as it corresponds to a "forth and back" cyclic motion obtained rewinding the system along the same path. The aim of this paper is to show that, on the contrary, when a (nonexact) discretization of the nonlinear driftless control system is steered along the same trivial input path, it produces a net motion, which is related to the gap between the discretization used and the exact discretization given by a Taylor expansion. These violations of involutivity can be used to provide an estimate of the local truncation error of numerical integration schemes. In the special case in which the state of the driftless control system admits a splitting into shape and phase variables, our result corresponds to saying that the geometric phases of the discretization need not obey an area rule, i.e., even zero-area cycles in shape space can lead to nontrivial geometric phases. (C) 2017 Elsevier B.V. All rights reserved.

The local approach to linear parameter varying (LPV) system identification consists in interpolating individually estimated local linear time invariant (LTI) models corresponding to fixed values of the scheduling variable. It is shown in this paper that, without any global structural assumption of the considered LPV system, individually estimated local state-space LTI models do not contain sufficient information for determining similarity transformations making them coherent. It is possible to estimate these similarity transformations from input-output data under appropriate excitation conditions. (C) 2017 Published by Elsevier Ltd.

The ensemble Kalman filter (EnKF) is a Monte Carlo-based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear, and non-Gaussian state estimation problems. Its ability to handle state dimensions in the order of millions has made the EnKF a popular algorithm in different geoscientific disciplines. Despite a similarly vital need for scalable algorithms in signal processing, e.g., to make sense of the ever increasing amount of sensor data, the EnKF is hardly discussed in our field. This self-contained review is aimed at signal processing researchers and provides all the knowledge to get started with the EnKF. The algorithm is derived in a KF framework, without the often encountered geoscientific terminology. Algorithmic challenges and required extensions of the EnKF are provided, as well as relations to sigma point KF and particle filters. The relevant EnKF literature is summarized in an extensive survey and unique simulation examples, including popular benchmark problems, complement the theory with practical insights. The signal processing perspective highlights new directions of research and facilitates the exchange of potentially beneficial ideas, both for the EnKF and high-dimensional nonlinear and non-Gaussian filtering in general.

Passive magnetic sensors measure the magnetic field density in three axes and are often integrated on a single chip. These low-cost sensors are widely used in car navigation as well as in battery powered navigation equipment such as smartphones as part of an electronic compass. We focus on a train localization application with multiple, exclusively onboard sensors and a track map. This approach is considered as a base technology for future railway applications such as collision avoidance systems or autonomous train driving. In this paper, we address the following question: how beneficial are passive magnetic measurements for train localization? We present and analyze measurements of two different magnetometers recorded on a regional train at regular passenger service. We show promising correlations of the measurements with the track positions and the traveled switch way. The processed data reveals that the railway environment has repeatable, location-dependent magnetic signatures. This is considered as a novel approach to train localization, as the use of these magnetic signals at first view is not obvious. The proposed methods based on passive magnetic measurements show a high potential to be integrated in new and existing train localization approaches.

Devising the planar routes of minimal length that are required to pass through predefined neighborhoods of target points plays an important role in reducing the missions operating cost. Two versions of the problem are considered. The first one assumes that the ordering of the targets is fixed a priori. In such a case, the optimal route is devised by solving a convex optimization problem formulated either as a second-order cone program or as a sum-of-squares optimization problem. Additional route properties, such as continuity and minimal curvature, are considered as well. The second version allows the ordering of the targets to be optimized to further reduce the route length. We show that such a problem can be solved by introducing additional binary variables, which allows the route to be designed using off-the-shelf mixed-integer solvers. A case study that shows that the proposed strategy is computationally tractable is presented.

This paper proposes a decentralized control strategy for the voltage regulation of islanded inverter-interfaced microgrids. We show that an inverter-interfaced microgrid under plug-and-play (PnP) functionality of distributed generations (DGs) can be cast as a linear time-invariant system subject to polytopic-type uncertainty. Then, by virtue of this novel description and use of the results from theory of robust control, the microgrid control system guarantees stability and a desired performance even in the case of PnP operation of DGs. The robust controller is a solution of a convex optimization problem. The main properties of the proposed controller are that: 1) it is fully decentralized and local controllers of DGs that use only local measurements; 2) the controller guarantees the stability of the overall system; 3) the controller allows PnP functionality of DGs in microgrids; and 4) the controller is robust against microgrid topology change. Various case studies, based on time-domain simulations in MATLAB/SimPowerSystems Toolbox, are carried out to evaluate the performance of the proposed control strategy in terms of voltage tracking, microgrid topology change, PnP capability features, and load changes.

A common issue with many system identification problems is that the true input to the system is unknown. This paper extends a previously presented indirect modelling framework that deals with identification of systems where the input is partially or fully unknown. In this framework, unknown inputs are eliminated by using additional measurements that directly or indirectly contain information about the unknown inputs. The resulting indirect predictor model is only dependent on known and measured signals and can be used to estimate the desired dynamics or properties. Since the input of the indirect model contains both known inputs and measurements that could all be correlated with the same disturbances as the output, estimation of the indirect model has similar challenges as a closed-loop estimation problem. In fact, due to the generality of the indirect modelling framework, it unifies a number of already existing system identification problems that are contained as special cases. For completeness, the paper is concluded with one method that can be used to estimate the indirect model as well as an experimental verification to show the applicability of the framework.

Most navigation systems today rely on global navigation satellite systems (gnss), including in cars. With support from odometry and inertial sensors, this is a sufficiently accurate and robust solution, but there are future demands. Autonomous cars require higher accuracy and integrity. Using the car as a sensor probe for road conditions in cloud-based services also sets other kind of requirements. The concept of the Internet of Things requires stand-alone solutions without access to vehicle data. Our vision is a future with both invehicle localization algorithms and after-market products, where the position is computed with high accuracy in gnss-denied environments. We present a localization approach based on a prior that vehicles spend the most time on the road, with the odometer as the primary input. When wheel speeds are not available, we present an approach solely based on inertial sensors, which also can be used as a speedometer. The map information is included in a Bayesian setting using the particle filter (PF) rather than standard map matching. In extensive experiments, the performance without gnss is shown to have basically the same quality as utilizing a gnss sensor. Several topics are treated: virtual measurements, dead reckoning, inertial sensor information, indoor positioning, off-road driving, and multilevel positioning.

There is a big trend nowadays to use event-triggered proximity report for indoor positioning. This paper presents a generic received-signal-strength (RSS) threshold optimization framework for generating informative proximity reports. The proposed framework contains five main building blocks, namely the deployment information, RSS model, positioning metric selection, optimization process and management. Among others, we focus on Gaussian process regression (GPR)-based RSS models and positioning metric computation. The optimal RSS threshold is found through minimizing the best achievable localization root-mean-square-error formulated with the aid of fundamental lower bound analysis. Computational complexity is compared for different RSS models and different fundamental lower bounds. The resulting optimal RSS threshold enables enhanced performance of new fashioned low-cost and low-complex proximity report-based positioning algorithms. The proposed framework is validated with real measurements collected in an office area where bluetooth-low-energy (BLE) beacons are deployed.

In this paper, we propose a distributed algorithm for solving coupled problems with chordal sparsity or an inherent tree structure which relies on primal–dual interior-point methods. We achieve this by distributing the computations at each iteration, using message-passing. In comparison to existing distributed algorithms for solving such problems, this algorithm requires far fewer iterations to converge to a solution with high accuracy. Furthermore, it is possible to compute an upper-bound for the number of required iterations which, unlike existing methods, only depends on the coupling structure in the problem. We illustrate the performance of our proposed method using a set of numerical examples.

This paper presents a novel multi-sensor framework to efficiently identify, track, localise and map every piece of fruit in a commercial mango orchard. A multiple viewpoint approach is used to solve the problem of occlusion, thus avoiding the need for labour-intensive field calibration to estimate actual yield. Fruit are detected in images using a state-of-the-art faster R-CNN detector, and pair-wise correspondences are established between images using trajectory data provided by a navigation system. A novel LiDAR component automatically generates image masks for each canopy, allowing each fruit to be associated with the corresponding tree. The tracked fruit are triangulated to locate them in 3D, enabling a number of spatial statistics per tree, row or orchard block. A total of 522 trees and 71,609 mangoes were scanned on a Calypso mango orchard near Bundaberg, Queensland, Australia, with 16 trees counted by hand for validation, both on the tree and after harvest. The results show that single, dual and multi-view methods can all provide precise yield estimates, but only the proposed multi-view approach can do so without calibration, with an error rate of only 1.36% for individual trees.

1 Migratory songbirds carry an inherited capacity to migrate several thousand kilometers each year crossing continental landmasses and barriers between distant breeding sites and wintering areas. How individual songbirds manage with extreme precision to find their way is still largely unknown. The functional characteristics of biological compasses used by songbird migrants has mainly been investigated by recording the birds directed migratory activity in circular cages, so-called Emlen funnels. This method is 50 years old and has not received major updates over the past decades. The aim of this work was to compare the results from newly developed digital methods with the established manual methods to evaluate songbird migratory activity and orientation in circular cages. 2 We performed orientation experiments using the European robin (Erithacus rubecula) using modified Emlen funnels equipped with thermal paper and simultaneously recorded the songbird movements from above. We evaluated and compared the results obtained with five different methods. Two methods have been commonly used in songbirds orientation experiments; the other three methods were developed for this study and were based either on evaluation of the thermal paper using automated image analysis, or on the analysis of videos recorded during the experiment. 3 The methods used to evaluate scratches produced by the claws of birds on the thermal papers presented some differences compared with the video analyses. These differences were caused mainly by differences in scatter, as any movement of the bird along the sloping walls of the funnel was recorded on the thermal paper, whereas video evaluations allowed us to detect single takeoff attempts by the birds and to consider only this behavior in the orientation analyses. Using computer vision, we were also able to identify and separately evaluate different behaviors that were impossible to record by the thermal paper. 4 The traditional Emlen funnel is still the most used method to investigate compass orientation in songbirds under controlled conditions. However, new numerical image analysis techniques provide a much higher level of detail of songbirds migratory behavior and will provide an increasing number of possibilities to evaluate and quantify specific behaviors as new algorithms will be developed.

Geometric phases describe how in a continuous-time dynamical system the displacement of a variable (called phase variable) can be related to other variables (shape variables) undergoing a cyclic motion, according to an area rule. The aim of this paper is to show that geometric phases can exist also for discrete-time systems, and even when the cycles in shape space have zero area. A context in which this principle can be applied is stock trading. A zero-area cycle in shape space represents the type of trading operations normally carried out by high-frequency traders (entering and exiting a position on a fast time-scale), while the phase variable represents the cash balance of a trader. Under the assumption that trading impacts stock prices, even zero-area cyclic trading operations can induce geometric phases, i.e., profits or losses, without affecting the stock quote.

Background: The mode of action of a drug on its targets can often be classified as being positive (activator, potentiator, agonist, etc.) or negative (inhibitor, blocker, antagonist, etc.). The signed edges of a drug-target network can be used to investigate the combined mechanisms of action of multiple drugs on the ensemble of common targets. Results: In this paper it is shown that for the signed human drug-target network the majority of drug pairs tend to have synergistic effects on the common targets, i.e., drug pairs tend to have modes of action with the same sign on most of the shared targets, especially for the principal pharmacological targets of a drug. Methods are proposed to compute this synergism, as well as to estimate the influence of the drugs on the side effect of another drug. Conclusions: Enriching a drug-target network with information of functional nature like the sign of the interactions allows to explore in a systematic way a series of network properties of key importance in the context of computational drug combinatorics.

Inspired by ideas taken from the machine learning literature, new regularization techniques have been recently introduced in linear system identification. In particular, all the adopted estimators solve a regularized least squares problem, differing in the nature of the penalty term assigned to the impulse response. Popular choices include atomic and nuclear norms (applied to Hankel matrices) as well as norms induced by the so called stable spline kernels. In this paper, a comparative study of estimators based on these different types of regularizers is reported. Our findings reveal that stable spline kernels outperform approaches based on atomic and nuclear norms since they suitably embed information on impulse response stability and smoothness. This point is illustrated using the Bayesian interpretation of regularization. We also design a new class of regularizers defined by "integral" versions of stable spline/TC kernels. Under quite realistic experimental conditions, the new estimators outperform classical prediction error methods also when the latter are equipped with an oracle for model order selection. (C) 2016 Elsevier Ltd. All rights reserved.

It is a well-known fact that externally positive linear systems may fail to have a minimal positive realization. In order to investigate these cases, we introduce the notion of minimal eventually positive realization, for which the state update matrix becomes positive after a certain power. Eventually positive realizations capture the idea that in the impulse response of an externally positive system the state of a minimal realization may fail to be positive, but only transiently. As a consequence, we show that in discrete-time it is possible to use downsampling to obtain minimal positive realizations matching decimated sequences of Markov coefficients of the impulse response. In continuous-time, instead, if the sampling time is chosen sufficiently long, a minimal eventually positive realization leads always to a sampled realization which is minimal and positive.

In this letter, numerical algorithms for computing the marginal version of the Bayesian Cramér–Rao bound (M-BCRB) for jump Markov nonlinear systems and jump Markov linear Gaussian systems are proposed. Benchmark examples for both systems illustrate that the M-BCRB is tighter than three other recently proposed BCRBs

In this work we present a practical calibration algorithm that calibrates a magnetometer using inertial sensors. The calibration corrects for magnetometer sensor errors, for the presence of magnetic disturbances and for misalignment between the magnetometer and the inertial sensor axes. It is based on a maximum likelihood formulation and is formulated as an offline method. It is shown to give good results using data from two different commercially available sensor units. Using the calibrated magnetometer measurements in combination with the inertial sensors to determine orientation, is shown to lead to significantly improved heading estimates.

This study presents a new approach for optimal placement of synchronised phasor measurement units (PMUs) to ensure complete power system observability in the presence of non-synchronous conventional measurements and zero injections. Currently, financial or technical restrictions prohibit the deployment of PMUs on every bus, which in turn motivates their strategic placement across the power system. PMU allocation is optimised here based on measurement observability criteria for achieving solvability of the power system state estimation. Most of the previous work has proposed topological observability based methods for optimal PMU placement (OPP), which may not always ensure numerical observability required for successful execution of state estimation. The proposed OPP method finds out the minimum number and the optimal locations of PMUs required to make the power system numerically observable. The problem is formulated as a binary semi-definite programming (BSDP) model, with binary decision variables, minimising a linear objective function subject to linear matrix inequality observability constraints. The BSDP problem is solved using an outer approximation scheme based on binary integer linear programming. The developed method is conducted on IEEE standard test systems. A large-scale system with 3120 buses is also analysed to exhibit the applicability of proposed model to practical power system cases.

In simple organisms like E. coli, the metabolic response to an external perturbation passes through a transient phase in which the activation of a number of latent pathways can guarantee survival at the expenses of growth. Growth is gradually recovered as the organism adapts to the new condition. This adaptation can be modeled as a process of repeated metabolic adjustments obtained through the resilencings of the non-essential metabolic reactions, using growth rate as selection probability for the phenotypes obtained. The resulting metabolic adaptation process tends naturally to steer the metabolic fluxes towards high growth phenotypes. Quite remarkably, when applied to the central carbon metabolism of E. coli, it follows that nearly all flux distributions converge to the flux vector representing optimal growth, i.e., the solution of the biomass optimization problem turns out to be the dominant attractor of the metabolic adaptation process.

We present an adaptive smoother for linear state-space models with unknown process and measurement noise covariances. The proposed method utilizes the variational Bayes technique to perform approximate inference. The resulting smoother is computationally efficient, easy to implement, and can be applied to high dimensional linear systems. The performance of the algorithm is illustrated on a target tracking example.

Micro-Doppler radar signatures have great potential for classifying pedestrians and animals, as well as their motion pattern, in a variety of surveillance applications. Due to the many degrees of freedom involved, real data need to be complemented with accurate simulated radar data to be able to successfully design and test radar signal processing algorithms. In many cases, the ability to collect real data is limited by monetary and practical considerations, whereas in a simulated environment, any desired scenario may be generated. Motion capture (MOCAP) has been used in several works to simulate the human micro-Doppler signature measured by radar; however, validation of the approach has only been done based on visual comparisons of micro-Doppler signatures. This work validates and, more importantly, extends the exploitation of MOCAP data not just to simulate micro-Doppler signatures but also to use the simulated signatures as a source of a priori knowledge to improve the classification performance of real radar data, particularly in the case when the total amount of data is small.

Synthetic aperture radar (SAR) equipment is a radar imaging system that can be used to create high-resolution images of a scene by utilizing the movement of a flying platform. Knowledge of the platforms trajectory is essential to get good and focused images. An emerging application field is real-time SAR imaging using small and cheap platforms where estimation errors in navigation systems imply unfocused images. This contribution investigates a joint estimation of the trajectory and SAR image. Starting with a nominal trajectory, we successively improve the image by optimizing a focus measure and updating the trajectory accordingly. The method is illustrated using simulations using typical navigation performance of an unmanned aerial vehicle. One real data set is used to show feasibility, where the result indicates that, in particular, the azimuth position error is decreased as the image focus is iteratively improved.

An established method for grey-box identification is to use maximum-likelihood estimation for the nonlinear case implemented via extended Kalman filtering. In applications of (nonlinear) model predictive control a more and more common approach for the state estimation is to use moving horizon estimation, which employs (nonlinear) optimization directly on a model for a whole batch of data. This paper shows that, in the linear case, horizon estimation may also be used for joint parameter estimation and state estimation, as long as a bias correction based on the Kalman filter is included. For the nonlinear case two special cases are presented where the bias correction can be determined without approximation. A procedure how to approximate the bias correction for general nonlinear systems is also outlined. (C) 2015 Elsevier Ltd. All rights reserved.

In this paper, we present an approach to combine measurements from inertial sensors (accelerometers and gyroscopes) with time-of-arrival measurements from an ultrawideband (UWB) system for indoor positioning. Our algorithm uses a tightly coupled sensor fusion approach, where we formulate the problem as a maximum a posteriori (MAP) problem that is solved using an optimization approach. It is shown to lead to accurate 6-D position and orientation estimates when compared to reference data from an independent optical tracking system. To be able to obtain position information from the UWB measurements, it is imperative that accurate estimates of the UWB receivers positions and their clock offsets are available. Hence, we also present an easy-to-use algorithm to calibrate the UWB system using a maximum-likelihood (ML) formulation. Throughout this work, the UWB measurements are modeled by a tailored heavy-tailed asymmetric distribution to account for measurement outliers. The heavy-tailed asymmetric distribution works well on experimental data, as shown by analyzing the position estimates obtained using the UWB measurements via a novel multilateration approach.

We present an online method for joint state and parameter estimation in jump Markov non-linear systems (JMNLS). State inference is enabled via the use of particle filters which makes the method applicable to a wide range of non-linear models. To exploit the inherent structure of JMNLS, we design a Rao-Blackwellized particle filter (RBPF) where the discrete mode is marginalized out analytically. This results in an efficient implementation of the algorithm and reduces the estimation error variance. The proposed RBPF is then used to compute, recursively in time, smoothed estimates of complete data sufficient statistics. Together with the online expectation maximization algorithm, this enables recursive identification of unknown model parameters including the transition probability matrix. The method is also applicable to online identification of jump Markov linear systems(JMLS). The performance of the method is illustrated in simulations and on a localization problem in wireless networks using real data.

 It is well-known that the motion of an acoustic source can be estimated from Doppler shift observations. It is however not obvious how to design a sensor network to efficiently deliver the localization service. In this work a rather simplistic motion model is proposed that is aimed at sensor networks with realistic numbersof sensor nodes. It is also described how to efficiently solve the associated least squares optimization problem by Gauss-Newton variable projection techniques, and how to initiate the numerical search from simple features extracted from the observed frequency series. The methods are evaluated by Monte Carlo simulations and demonstrated on real data by localizing an all-terrain vehicle. Itis concluded that the processing components included are fairly mature for practical implementations in sensor networks.

In this letter, we propose a general framework for greedy reduction of mixture densities of exponential family. The performances of the generalized algorithms are illustrated both on an artificial example where randomly generated mixture densities are reduced and on a target tracking scenario where the reduction is carried out in the recursion of a Gaussian inverse Wishart probability hypothesis density (PHD) filter.

In this paper, we consider convex feasibility problems (CFPs) where the underlying sets are loosely coupled, and we propose several algorithms to solve such problems in a distributed manner. These algorithms are obtained by applying proximal splitting methods to convex minimization reformulations of CFPs. We also put forth distributed convergence tests which enable us to establish feasibility or infeasibility of the problem distributedly, and we provide convergence rate results. Under the assumption that the problem is feasible and boundedly linearly regular, these convergence results are given in terms of the distance of the iterates to the feasible set, which are similar to those of classical projection methods. In case the feasibility problem is infeasible, we provide convergence rate results that concern the convergence of certain error bounds.

Prediction and filtering of continuous-time stochastic processes often require a solver of a continuous-time differential Lyapunov equation (CDLE), for example the time update in the Kalman filter. Even though this can be recast into an ordinary differential equation (ODE), where standard solvers can be applied, the dominating approach in Kalman filter applications is to discretize the system and then apply the discrete-time difference Lyapunov equation (DDLE). To avoid problems with stability and poor accuracy, oversampling is often used. This contribution analyzes over-sampling strategies, and proposes a novel low-complexity analytical solution that does not involve oversampling. The results are illustrated on Kalman filtering problems in both linear and nonlinear systems.

We propose a method for model reduction on a given frequency range, without the use of input and output filter weights. The method uses a nonlinear optimization approach to minimize a frequency limited H2 like cost function. An important contribution of the paper is the derivation of the gradient of the proposed cost function. The fact that we have a closed form expression for the gradient and that considerations have been taken to make the gradient computationally efficient to compute enables us to efficiently use off-the-shelf optimization software to solve the optimization problem. © 2014 Elsevier B.V. All rights reserved.

Model estimation and structure detection with short data records are two issues that receive increasing interests in System Identification. In this paper, a multiple kernel-based regularization method is proposed to handle those issues. Multiple kernels are conic combinations of fixed kernels suitable for impulse response estimation, and equip the kernel-based regularization method with three features. First, multiple kernels can better capture complicated dynamics than single kernels. Second, the estimation of their weights by maximizing the marginal likelihood favors sparse optimal weights, which enables this method to tackle various structure detection problems, e. g., the sparse dynamic network identification and the segmentation of linear systems. Third, the marginal likelihood maximization problem is a difference of convex programming problem. It is thus possible to find a locally optimal solution efficiently by using a majorization minimization algorithm and an interior point method where the cost of a single interior-point iteration grows linearly in the number of fixed kernels. Monte Carlo simulations show that the locally optimal solutions lead to good performance for randomly generated starting points.

This paper presents a new prediction update for extended targets whose extensions are modeled as random matrices. The prediction is based on several minimizations of the Kullback-Leibler divergence (KL-div) and allows for a kinematic state dependent transformation of the target extension. The results show that the extension prediction is a significant improvement over the previous work carried out on the topic.

In this paper we describe an approach to maximum likelihood estimation of linear single input single output (SISO) models when both input and output data are missing. The criterion minimised in the algorithms is the Euclidean norm of the prediction error vector scaled by a particular function of the covariance matrix of the observed output data. We also provide insight into when simpler and in general sub-optimal schemes are indeed optimal. The algorithm has been prototyped in MATLAB, and we report numerical results that support the theory.

In this paper, we consider robust stability analysis of large-scale sparsely interconnected uncertain systems. By modeling the interconnections among the subsystems with integral quadratic constraints, we show that robust stability analysis of such systems can be performed by solving a set of sparse linear matrix inequalities. We also show that a sparse formulation of the analysis problem is equivalent to the classical formulation of the robustness analysis problem and hence does not introduce any additional conservativeness. The sparse formulation of the analysis problem allows us to apply methods that rely on efficient sparse factorization techniques, and our numerical results illustrate the effectiveness of this approach compared to methods that are based on the standard formulation of the analysis problem.

The effects of wear to friction are studied based on constant-speed friction data collected from dedicated experiments during accelerated wear tests. It is shown how the effects of temperature and load uncertainties produce larger changes to friction than those caused by wear, motivating the consideration of these effects. Based on empirical observations, an extended friction model is proposed to describe the effects of speed, load, temperature, and wear. Assuming the availability of such a model and constant-speed friction data, a maximum likelihood wear estimator is proposed. The performance of the wear estimator under load and temperature uncertainties is found by means of simulations and verified under three case studies based on real data. Practical issues related to experiment length are considered based on an optimal selection of speed points to collect friction data, improving the achievable performance bound for any unbiased wear estimator. As it is shown, reliable wear estimates can be achieved even under load and temperature uncertainties, making condition-based maintenance of industrial robots possible.

Anomaly detection in large populations is a challenging but highly relevant problem. It is essentially a multi-hypothesis problem, with a hypothesis for every division of the systems into normal and anomalous systems. The number of hypothesis grows rapidly with the number of systems and approximate solutions become a necessity for any problem of practical interest. In this paper we take an optimization approach to this multi-hypothesis problem. It is first shown to be equivalent to a non-convex combinatorial optimization problem and then is relaxed to a convex optimization problem that can be solved distributively on the systems and that stays computationally tractable as the number of systems increase. An interesting property of the proposed method is that it can under certain conditions be shown to give exactly the same result as the combinatorial multi-hypothesis problem and the relaxation is hence tight.

In this paper, we address the problem of multi-target detection and tracking over a network of separately located Doppler-shift measuring sensors. For this challenging problem, we propose to use the probability hypothesis density (PHD) filter and present two implementations of the PHD filter, namely the sequential Monte Carlo PHD (SMC-PHD) and the Gaussian mixture PHD (GM-PHD) filters. Performances of both filters are carefully studied and compared for the considered challenging tracking problem. Simulation results show that both PHD filter implementations successfully track multiple targets using only Doppler shift measurements. Moreover, as a proof-of-concept, an experimental setup consisting of a network of microphones and a loudspeaker was prepared. Experimental study results reveal that it is possible to track multiple ground targets using acoustic Doppler shift measurements in a passive multi-static scenario. We observed that the GM-PHD is more effective, efficient and easy to implement than the SMC-PHD filter.

Most of the currently used techniques for linear system identification are based on classical estimation paradigms coming from mathematical statistics. In particular, maximum likelihood and prediction error methods represent the mainstream approaches to identification of linear dynamic systems, with a long history of theoretical and algorithmic contributions. Parallel to this, in the machine learning community alternative techniques have been developed. Until recently, there has been little contact between these two worlds. The first aim of this survey is to make accessible to the control community the key mathematical tools and concepts as well as the computational aspects underpinning these learning techniques. In particular, we focus on kernel-based regularization and its connections with reproducing kernel Hilbert spaces and Bayesian estimation of Gaussian processes. The second aim is to demonstrate that learning techniques tailored to the specific features of dynamic systems may outperform conventional parametric approaches for identification of stable linear systems.

Random set based methods have provided a rigorous Bayesian framework and have been used extensively in the last decade for point object estimation. In this paper, we emphasize that the same methodology offers an equally powerful approach to estimation of so called extended objects, i.e., objects that result in multiple detections on the sensor side. Building upon the analogy between Bayesian state estimation of a single object and random finite set estimation for multiple objects, we give a tutorial on random set methods with an emphasis on multiple extended object estimation. The capabilities are illustrated on a simple yet insightful real life example with laser range data containing several occlusions.

We consider robust geolocation in mixed line-of-sight (LOS)/non-LOS (NLOS) environments in cellular radio networks. Instead of assuming known propagation channel states (LOS or NLOS), we model the measurement error with a general two-mode mixture distribution although it deviates from the underlying error statistics. To avoid offline calibration, we propose to jointly estimate the geographical coordinates and the mixture model parameters. Two iterative algorithms are developed based on the well-known expectation-maximization (EM) criterion and joint maximum a posteriori-maximum likelihood (JMAP-ML) criterion to approximate the ideal maximum-likelihood estimator (MLE) of the unknown parameters with low computational complexity. Along with concrete examples, we elaborate the convergence analysis and the complexity analysis of the proposed algorithms. Moreover, we numerically compute the Cramer-Rao lower bound (CRLB) for our joint estimation problem and present the best achievable localization accuracy in terms of the CRLB. Various simulations have been conducted based on a real-world experimental setup, and the results have shown that the ideal MLE can be well approximated by the JMAP-ML algorithm. The EM estimator is inferior to the JMAP-ML estimator but outperforms other competitors by far.

An important class of optimisation problems in control and signal processing involves the constraint that a Popov function is non-negative on the unit circle or the imaginary axis. Such a constraint is convex in the coefficients of the Popov function. It can be converted to a finite-dimensional linear matrix inequality via the Kalman-Yakubovich-Popov lemma. However, the linear matrix inequality reformulation requires an auxiliary matrix variable and often results in a very large semidefinite programming problem. Several recently published methods exploit problem structure in these semidefinite programmes to alleviate the computational cost associated with the large matrix variable. These algorithms are capable of solving much larger problems than general-purpose semidefinite programming packages. In this paper, we address the same problem by presenting an alternative to the linear matrix inequality formulation of the non-negative Popov function constraint. We sample the constraint to obtain an equivalent set of inequalities of low dimension, thus avoiding the large matrix variable in the linear matrix inequality formulation. Moreover, the resulting semidefinite programme has constraints with low-rank structure, which allows the problems to be solved efficiently by existing semidefinite programming packages. The sampling formulation is obtained by first expressing the Popov function inequality as a sum-of-squares condition imposed on a polynomial matrix and then converting the constraint into an equivalent finite set of interpolation constraints. A complexity analysis and numerical examples are provided to demonstrate the performance improvement over existing techniques.

We present an approach for computing the driving direction of a vehicle by processing measurements from one 2-axis magnetometer. The proposed method relies on a non-linear transformation of the measurement data comprising only two inner products. Deterministic analysis of the signal model reveals how the driving direction affects the measurement signal and the proposed classifier is analyzed in terms of its statistical properties. The method is compared with a model based likelihood test using both simulated and experimental data. The experimental verification indicates that good performance is achieved under the presence of saturation, measurement noise, and near field effects.

This paper considers the problem of dynamic modeling and identification of robot manipulators with respect to their elasticities. The so-called flexible joint model, modeling only the torsional gearbox elasticity, is shown to be insufficient for modeling a modern industrial manipulator accurately. The extended flexible joint model, where non-actuated joints are added to model the elasticity of the links and bearings, is used to improve the model accuracy. The unknown elasticity parameters are estimated using a frequency domain gray-box identification method. The conclusion is that the obtained model describes the movements of the motors and the tool mounted on the robot with significantly higher accuracy. Similar elasticity model parameters are obtained when using two different output variables for the identification, the motor position and the tool acceleration.

The classical shift retrieval problem considers two signals in vector form that are related by a shift. This problem is of great importance in many applications and is typically solved by maximizing the cross-correlation between the two signals. Inspired by compressive sensing, in this paper, we seek to estimate the shift directly from compressed signals. We show that under certain conditions, the shift can be recovered using fewer samples and less computation compared to the classical setup. We also illustrate the concept of superresolution for shift retrieval. Of particular interest is shift estimation from Fourier coefficients. We show that under rather mild conditions only one Fourier coefficient suffices to recover the true shift.

Monte Carlo methods, in particular those based on Markov chains and on interacting particle systems, are by now tools that are routinely used in machine learning. These methods have had a profound impact on statistical inference in a wide range of application areas where probabilistic models are used. Moreover, there are many algorithms in machine learning which are based on the idea of processing the data sequentially, first in the forward direction and then in the backward direction. In this tutorial we will review a branch of Monte Carlo methods based on the forward-backward idea, referred to as backward simulators. These methods are useful for learning and inference in probabilistic models containing latent stochastic processes. The theory and practice of backward simulation algorithms have undergone a significant development in recent years and the algorithms keep finding new applications. The foundation for these methods is sequential Monte Carlo (SMC). SMC-based backward simulators are capable of addressing smoothing problems in sequential latent variable models, such as general, nonlinear/non-Gaussian state-space models (SSMs). However, we will also clearly show that the underlying backward simulation idea is by no means restricted to SSMs. Furthermore, backward simulation plays an important role in recent developments of Markov chain Monte Carlo (MCMC) methods. Particle MCMC is a systematic way of using SMC within MCMC. In this framework, backward simulation gives us a way to significantly improve the performance of the samplers. We review and discuss several related backward-simulation-based methods for state inference as well as learning of static parameters, both using a frequentistic and a Bayesian approach.

Courses at the Master’s level in automatic control and signal processing cover mathematical theories and algorithms for control, estimation, and filtering. However, giving students practical experience in how to use these algorithms is also an important part of these courses. A goal is that the students should not only be able to understand and derive these algorithms, but also be able to apply them to real-life technical problems. The latter is achieved by assigning more time to the laboratory tutorials and designing them in such a way that the exercises are open for interpretation; an example of this would be giving the students more freedom to decide how to acquire the data needed to solve the given exercises.The students are asked to hand in a laboratory report in which they describe how they solved the exercises. This paper presents a double-blind peer-review process for laboratory reports, introduced at the Department of Electrical Engineering, Linköping University, Sweden. A survey was administered to students, and the results are summarized in this paper. Also discussed are the teachers’ experiences of peer review and of how students perform later in their education in writing their Master’s theses.

We present a novel method for Wiener system identification. The method relies on a semiparametric, i.e. a mixed parametric/nonparametric, model of a Wiener system. We use a state-space model for the linear dynamical system and a nonparametric Gaussian process model for the static nonlinearity. We avoid making strong assumptions, such as monotonicity, on the nonlinear mapping. Stochastic disturbances, entering both as measurement noise and as process noise, are handled in a systematic manner. The nonparametric nature of the Gaussian process allows us to handle a wide range of nonlinearities without making problem-specific parameterizations. We also consider sparsity-promoting priors, based on generalized hyperbolic distributions, to automatically infer the order of the underlying dynamical system. We derive an inference algorithm based on an efficient particle Markov chain Monte Carlo method, referred to as particle Gibbs with ancestor sampling. The method is profiled on two challenging identification problems with good results. Blind Wiener system identification is handled as a special case.

We consider time-of-arrival based robust geolocation in harsh line-of-sight/non-line-of-sight environments. Herein, we assume the probability density function (PDF) of the measurement error to be completely unknown and develop an iterative algorithm for robust position estimation. The iterative algorithm alternates between a PDF estimation step, which approximates the exact measurement error PDF (albeit unknown) under the current parameter estimate via adaptive kernel density estimation, and a parameter estimation step, which resolves a position estimate from the approximate log-likelihood function via a quasi-Newton method. Unless the convergence condition is satisfied, the resolved position estimate is then used to refine the PDF estimation in the next iteration. We also present the best achievable geolocation accuracy in terms of the Cramér-Rao lower bound. Various simulations have been conducted in both real-world and simulated scenarios. When the number of received range measurements is large, the new proposed position estimator attains the performance of the maximum likelihood estimator (MLE). When the number of range measurements is small, it deviates from the MLE, but still outperforms several salient robust estimators in terms of geolocation accuracy, which comes at the cost of higher computational complexity.

The performance of an optimal filter is lower bounded by the Bayesian Cramer-Rao Bound (BCRB). In some cases, this bound is tight (achieved by the optimal filter) asymptotically in information, i.e., high signal-to-noise ratio (SNR). However, for jump Markov linear Gaussian systems (JMLGS) the BCRB is not necessarily achieved for any SNR. In this paper, we derive a new bound which is tight for all SNRs. The bound evaluates the expected covariance of the optimal filter which is represented by one deterministic term and one stochastic term that is computed with Monte Carlo methods. The bound relates to and improves on a recently presented BCRB and an enumeration BCRB for JMLGS. We analyze their relations theoretically and illustrate them on a couple of examples.

The discrete time general state-space model is a flexible framework to deal with the nonlinear and/or non-Gaussian time series problems. However, the associated (Bayesian) inference problems are often intractable. Additionally, for many applications of interest, the inference solutions are required to be recursive over time. The particle filter (PF) is a popular class of Monte Carlo based numerical methods to deal with such problems in real time. However, PF is known to be computationally expensive and does not scale well with the problem dimensions. If a part of the state space is analytically tractable conditioned on the remaining part, the Monte Carlo based estimation is then confined to a space of lower dimension, resulting in an estimation method known as the Rao-Blackwellized particle filter (RBPF).

In this chapter, we present a brief review of Rao-Blackwellized particle filtering. Especially, we outline a set of popular conditional tractable structures admitting such Rao-Blackwellization in practice. For some special and/or relatively new cases, we also provide reasonably detailed descriptions.We confine our presentation mostly to the practitioners’ point of view.

Scene reconstruction, i.e. the process of creating a 3D representation (mesh) of some real world scene, has recently become easier with the advent of cheap RGB-D sensors (e.g. the Microsoft Kinect).

Many such sensors use rolling shutter cameras, which produce geometrically distorted images when they are moving. To mitigate these rolling shutter distortions we propose a method that uses an attached gyroscope to rectify the depth scans.We also present a simple scheme to calibrate the relative pose and time synchronization between the gyro and a rolling shutter RGB-D sensor.

For scene reconstruction we use the Kinect Fusion algorithm to produce meshes. We create meshes from both raw and rectified depth scans, and these are then compared to a ground truth mesh. The types of motion we investigate are: pan, tilt and wobble (shaking) motions.

As our method relies on gyroscope readings, the amount of computations required is negligible compared to the cost of running Kinect Fusion.

This chapter is an extension of a paper at the IEEE Workshop on Robot Vision [10]. Compared to that paper, we have improved the rectification to also correct for lens distortion, and use a coarse-to-fine search to find the time shift more quicky.We have extended our experiments to also investigate the effects of lens distortion, and to use more accurate ground truth. The experiments demonstrate that correction of rolling shutter effects yields a larger improvement of the 3D model than correction for lens distortion.

We report the results of a series of numerical studies examining the convergence rate for some approximate representations of alpha-stable distributions, which are a highly intractable class of distributions for inference purposes. Our proposed representation turns the intractable inference for an infinite-dimensional series of parameters into an (approximately) conditionally Gaussian representation, to which standard inference procedures such as Expectation-Maximization (EM), Markov chain Monte Carlo (MCMC) and Particle Filtering can be readily applied. While we have previously proved the asymptotic convergence of this representation, here we study the rate of this convergence for finite values of a truncation parameter, c. This allows the selection of appropriate truncations for different parameter configurations and for the accuracy required for the model. The convergence is examined directly in terms of cumulative distribution functions and densities, through the application of the Berry theorems and Parseval theorems. Our results indicate that the behaviour of our representations is significantly superior to that of representations that simply truncate the series with no Gaussian residual term.

With ever-increasing productivity targets in mining operations, there is a growing interest in mining automation. In future mines, remote controlled and autonomous haulers will operate underground guided by LiDAR (Light Detection And Ranging) sensors. We envision reusing LiDAR measurements to maintain accurate mine maps that would contribute to both safety and productivity. Extrapolating from a pilot project on reliable wireless communication in Bolidens Kankberg mine, we propose establishing a System-of-Systems (SoS) with LiDAR-equipped haulers and existing mapping solutions as constituent systems. SoS requirements engineering inevitably adds a political layer, as independent actors are stakeholders both on the system and SoS levels. We present four SoS scenarios representing different business models, discussing how development and operations could be distributed among Boliden and external stakeholders, e.g., the vehicle suppliers, the hauling company, and the developers of the mapping software. Based on eight key variation points, we compare the four scenarios from both technical and business perspectives. Finally, we validate our findings in a seminar with participants from the relevant stakeholders. We conclude that to determine which scenario is the most promising for Boliden, trade-offs regarding control, costs, risks, and innovation must be carefully evaluated.

In this paper we provide necessary conditions for the existence of multiple equilibrium points for a class of non-linear cooperative networked systems with saturating interactions which describe models of collective decision-making. The multiple steady states of the dynamics represent the possible outcomes of a decision process, and, except for one positive and one negative, have all mixed signs. The conditions we obtain can be formulated in terms of the algebraic connectivity of the network and are inspired by Perron-Frobenius arguments. It is also shown that the mixed-sign equilibria are contained in a ball of radius given by the norm of the positive equilibrium point and centered in the origin. Numerical examples are given to illustrate the results.

In this paper, we study the problem of controlling complex networks with unilateral controls, i.e., controls which can assume only positive or negative values, not both. Given a network with linear dynamics represented by the adjacency matrix A, we seek to understand the minimal number of unilateral controls that renders the network controllable. This problem has structural properties that for instance allows us to establish theoretical bounds and identify key topological properties that makes a network relatively easy to control with unilateral controls as compared to unrestricted controls. We find that the structure of the left null space of A is particularly important to this end. In a computational study we find that the network topology largely determines the number of unilateral controls and that the derived lower bounds often are achieved with heuristic methods. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

Gray-box identification is prevalent in modeling physical and networked systems. However, due to the non-convex nature of the gray-box identification problem, good initial parameter estimates are crucial for a successful application. In this paper, a new identification method is proposed by exploiting the low-rank and structured Hankel matrix of impulse response. This identification problem is recasted into a difference-of-convex programming problem, which is then solved by the sequential convex programming approach with the associated initialization obtained by nuclear-norm optimization. The presented method aims to achieve the maximum impulse-response fitting while not requiring additional (non-convex) conditions to secure non-singularity of the similarity transformation relating the given state space matrices to the gray-box parameterized ones. This overcomes a persistent shortcoming in a number of recent contributions on this topic, and the new method can be applied for the structured state-space realization even if the involved system parameters are unidentifiable. The method can be used both for directly estimating the gray-box parameters and for providing initial parameter estimates for further iterative search in a conventional gray-box identification setup. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

The interest for system identification in dynamic networks has increased recently with a wide variety of applications. In many cases, it is intractable or undesirable to observe all nodes in a network and thus, to estimate the complete dynamics. Furthermore, it might even be challenging to estimate a subset of the network if key nodes are unobservable due to correlation between the nodes. In this contribution, we will discuss an approach to treat this problem. The approach relies on additional measurements that are dependent on the unobservable nodes and thus indirectly contain information about them. These measurements are used to form an alternative indirect model that is only dependent on observed nodes. The purpose of estimating this indirect model can be either to recover information about modules in the original network or to make accurate predictions of variables in the network. Examples are provided for both recovery of the original modules and prediction of nodes. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

Motion planning for a general 2-trailer system poses a hard problem for any motion planning algorithm and previous methods have lacked any completeness or optimality guarantees. In this work we present a lattice-based motion planning framework for a general 2-trailer system that is resolution complete and resolution optimal. The solution will satisfy both differential and obstacle imposed constraints and is intended either as a part of an autonomous system or as a driver support system to automatically plan complicated maneuvers in backward and forward motion. The proposed framework relies on a precomputing step that is performed offline to generate a finite set of kinematically feasible motion primitives. These motion primitives are then used to create a regular state lattice that can be searched for a solution using standard graph-search algorithms. To make this graph-search problem tractable for real-time applications a novel parametrization of the reachable state space is proposed where each motion primitive moves the system from and to a selected set of circular equilibrium configurations. The approach is evaluated over three different scenarios and impressive real-time performance is achieved.

In this paper we provide necessary conditions for the existence of multiple equilibrium points for a class of non-linear cooperative networked systems with saturating interactions which describe models of collective decision-making. The multiple steady states of the dynamics represent the possible outcomes of a decision process, and, except for one positive and one negative, have all mixed signs. The conditions we obtain can be formulated in terms of the algebraic connectivity of the network and are inspired by Perron-Frobenius arguments. It is also shown that the mixed-sign equilibria are contained in a ball of radius given by the norm of the positive equilibrium point and centered in the origin. Numerical examples are given to illustrate the results.

In stable biological and ecological networks, the steady-state influence matrix gathers the signs of steady-state responses to step-like perturbations affecting the variables. Such signs are difficult to predict a priori, because they result from a combination of direct effects (deducible from the Jacobian of the network dynamics) and indirect effects. For stable monotone or cooperative networks, the sign pattern of the influence matrix can be qualitatively determined based exclusively on the sign pattern of the system Jacobian. For other classes of networks, we show that a semi-qualitative approach yields sufficient conditions for Jacobians with a given sign pattern to admit a fully positive influence matrix, and we also provide quantitative conditions for Jacobians that are translated eventually nonnegative matrices. We present a computational test to check whether the influence matrix has a constant sign pattern in spite of parameter variations, and we apply this algorithm to quasi-Metzler Jacobian matrices, to assess whether positivity of the influence matrix is preserved in spite of deviations from cooperativity. When the influence matrix is fully positive, we give a simple vertex algorithm to test robust stability. The devised criteria are applied to analyse the steady-state behaviour of ecological and biomolecular networks.

A signed network is a network with each link associated with a positive or negative sign. Models for nodes interacting over such signed networks, where two types of interactions are defined along the positive and negative links, respectively, arise from various biological, social, political, and economical systems. Starting from standard consensus dynamics, there are two basic types of negative interactions along negative links, namely state flipping or relative-state flipping. In this paper, we provide an algebraic-graphical method serving as a systematic tool of studying these dynamics over signed networks. Utilizing generalized Perron-Frobenius theory, graph theory, and elementary algebraic recursions, we show this method is useful to establish a series of basic convergence results for dynamics over signed networks.

The CDIO framework for development of engineering education is presented, including the overall ideas, the fundamental documents, and some development tools. The automatic control subject and its role in engineering education is studied using the CDIO Standards as reference. Some examples from the engineering education at Linkoping University are presented with special focus on the control education. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

This work evaluates a previously introduced algorithm called Particle-Based Rapid Incremental Smoother within the framework of state inference and parameter identification in Jump Markov Non-Linear System. It is applied to the recursive form of two well-known Maximum Likelihood based algorithms who face the common challenge of online computation of smoothed additive functionals in order to accomplish the task of model parameter estimation. This work extends our previous contributions on identification of Markovian switching systems with the goal to reduce the computational complexity. A benchmark problem is used to illustrate the results.

In this paper, an indoor vehicle multi-level positioning algorithm is proposed that makes use of an indoor map, as well as dead-reckoning sensor information that is available in every car. A particle filter framework is used for online optimal Bayesian vehicle positioning with indoor-outdoor transitions. The method is validated experimentally in two indoor multi-level car parks. The achieved results indicate that accurate indoor positioning is possible already today without relying on expensive technology such as e.g. laser scanners or additional hardware.

Narrowband Internet of Things (NB-IoT) is an emerging cellular technology designed to target low-cost devices, high coverage, long device battery life (more than ten years), and massive capacity. We investigate opportunities for device tracking in NB-IoT systems using Observed Time Difference of Arrival (OTDOA) measurements. Reference Signal Time Difference (RSTD) reports are simulated to be sent to the mobile location center periodically or on an ondemand basis. We investigate the possibility of optimizing the number of reports per minute budget on horizontal positioning accuracy using an on-demand reporting method based on the Signal to Noise Ratio (SNR) of the measured cells received by the User Equipment (UE). Wireless channels are modeled considering multipath fading propagation conditions. Extended Pedestrian A (EPA) and Extended Typical Urban (ETU) delay profiles corresponding to low and high delay spread environments, respectively, are simulated for this purpose. To increase the robustness of the filtering method, measurement noise outliers are detected using confidence bounds estimated from filter innovations.

This paper deals with state inference and parameter identification in Jump Markov Non-Linear System. The state inference problem is solved efficiently using a recently proposed Rao-Blackwellized Particle Filter, where the discrete state is integrated out analytically. Within the RBPF framework, Recursive Maximum Likelihood parameter identification is performed using gradient ascent algorithms. The proposed learning method has the advantage over (online) Expectation Maximization methods, that it can be easily applied to cases where the probability density functions defining the Jump Markov Non-Linear System are not members of the exponential family. Two benchmark problems illustrate the parameter identification performance.

In polar region operations, drift sea ice positioning and tracking is useful for both scientific and safety reasons. Modeling ice movements has proven difficult, not least due to the lack of information of currents and winds of high enough resolution. Thus, observations of drift ice is essential to an up-to-date ice-tracking estimate.

As an inverse problem, it is possible to extract current and wind estimates from the tracked objects of a Multi-Target Tracking (MTT) filter. By inserting the track estimates into a Gaussian field, we obtain a two-dimensional current estimate over a region of interest.

The algorithm is applied to a Terrestrial Radar Interferometer (TRI) dataset from Kongsfjorden, Svalbard, to show the practical application of the current estimation.

In this work, we estimate a model of the vertical dynamics of a quadcopter and explain how this model can be used for mass estimation and diagnosis of system changes. First, a standard thrust model describing the relation between the calculated control signals of the rotors and the thrust that is commonly used in literature is estimated. The estimation results are compared to those using a refined thrust model and it turns out that the refined model gives a significant improvement. The combination of a nonlinear model and closed-loop data poses some challenges and it is shown that an instrumental variables approach can be used to obtain accurate estimates. Furthermore, we show that the refined model opens up for fault detection of the quadcopter. More specifically, this model can be used for mass estimation and also for diagnosis of other parameters that might vary between and during missions.

The Military Institute of Engineering (IME) is a Brazilian Army higher education institution, located in Rio de Janeiro – Brazil. Every three years, the Brazilian government evaluates the engineering bachelor´s degree programs and IME is always among the best Brazilian engineering schools. Despite the excellent results, the CDIO framework was chosen, at the end of 2014, as a reference framework to improve the education process, reorganize the programs and promote the development of intra and interpersonal skills. The objective of this work is to show the initial steps of the CDIO  implementation. In the beginning of the process, the idea was to start only with the Mechanical Engineering program. However, after the initial promotion seminars presented for faculty, staff and students, a sense of commitment was created, and four of ten undergraduate programs also decided to participate. One of the first step was the formation of the team responsible to coordinate the implementation of this set of best practices. The Kotter framework has been used to drive this transformation process. The CDIO syllabus was translated into Portuguese, and it was compared with some of the Brazilian regulatory requirements for engineering education and has been used as a reference for future curriculum changes. This paper also highlights the process for change management, the remodeling of the first year and the introduction of an entrepreneurship course in partnership with an outstanding Brazilian business school.

In this paper, an approach to estimate the mass of a quadcopter using only inertial measurements and pilot commands is presented. For this purpose, a lateral dynamic model describing the relation between the roll rate and the lateral acceleration is formulated. Due to the quadcopter’s inherent instability, a controller is used to stabilize the system and the data is collected in closed loop. Under the effect of feedback and disturbances, the inertial measurements used as input and output are correlated with the disturbances, which complicates the parameter estimation. The parameters of the model are estimated using several methods. The simulation and experimental results show that the instrumental-variable method has the best potential to estimate the mass of the quadcopter in this setup.

This paper presents three iterative methods for orientation estimation. The first two are based on iterated Extended Kalman filter (IEKF) formulations with different state representations. The first is using the well-known unit quaternion as state (q-IEKF) while the other is using orientation deviation which we call IMEKF. The third method is based on nonlinear least squares (NLS) estimation of the angular velocity which is used to parametrise the orientation. The results are obtained using Monte Carlo simulations and the comparison is done with the non-iterative EKF and multiplicative EKF (MEKF) as baseline. The result clearly shows that the IMEKF and the NLS-based method are superior to q-IEKF and all three outperform the non-iterative methods.

The interest for system identification in dynamic networks has increased recently with a wide variety of applications. In many cases, it is intractable or undesirable to observe all nodes in a network and thus, to estimate the complete dynamics. Furthermore, it might even be challenging to estimate a subset of the network if key nodes are unobservable due to correlation between the nodes. In this contribution, we will discuss an approach to treat this problem. The approach relies on additional measurements that are dependent on the unobservable nodes and thus indirectly contain information about them. These measurements are used to form an alternative indirect model that is only dependent on observed nodes. The purpose of estimating this indirect model can be either to recover information about modules in the original network or to make accurate predictions of variables in the network. Examples are provided for both recovery of the original modules and prediction of nodes.

Modern fighter aircraft require maximum control performance in order to have the upper hand in a dogfight or when they have to outmaneuver an enemy missile. Therefore pilots must be able to maneuver the aircraft very close to the limit of what it is capable of while at the same time focus on the tactical tasks of the mission. To enable this, modern flight control systems have automatic systems for angle of attack and load factor limiting.

One such design technique is reference or command governors. In this paper we investigate different ways of designing command governors for angle of attack and load factor limiting in in fighter aircraft flight control systems. We discuss different design approaches and their properties and implement one selected design in Saab's JAS 39 Gripen fighter aircraft simulation environment. 

The stable spline kernel and the diagonal correlated kernel are two kernels that have been tested extensively in kernel-based regularization methods for LTI system identification. As shown in our recent works, although these two kernels are introduced in different ways, they share some common features, e.g., they all belong to the class of exponentially convex locally stationary kernels, and state-space model induced kernels. In this work, we further show that similar to the derivation of the stable spline kernel, the continuous-time diagonal correlated kernel can be derived by applying the same "stable" coordinate change to a "generalized" first order spline kernel, and thus can be interpreted as a stable generalized first order spline kernel. This interpretation provides new facets to understand the properties of the diagonal correlated kernel. Due to this interpretation, new eigendecompositions, explicit expression of the norm, and new maximum entropy interpretation of the diagonal correlated kernel are derived accordingly.

Contractive interference functions are a subclass of the standard interference functions used in the design and analysis of distributed power control algorithms for wireless networks. Their peculiarity is that for the resulting positive system the existence and global asymptotic stability of a unique positive equilibrium point is guaranteed. In this paper we give an infinitesimal characterization of nonlinear contractiveinterference functions in terms of the spectral radius of the Jacobian linearization at any point in the positive orthant. The condition we obtain, that the spectral radius is always less than 1, extends to the nonlinear case an equivalent property of linear interference functions, and leads to a Jacobian characterization similar to the one commonly used in contraction analysis of nonlinear systems.

It is a well known fact that finite time optimal controllers, such as MPC do not necessarily result in closed loop stable systems. Within the MPC community it is common practice to add a final state constraint and/or a final state penalty in order to obtain guaranteed stability. However, for more advanced controller structures it can be difficult to show stability using these techniques. Additionally in some cases the final state constraint set consists of so many inequalities that the complexity of the MPC problem is too big for use in certain fast and time critical applications. In this paper we instead focus on deriving a tool for a-postiori analysis of the closed loop stability for linear systems controlled with MPC controllers. We formulate an optimisation problem that gives a sufficient condition for stability of the closed loop system and we show that the problem can be written as a Mixed Integer Linear Programming Problem (MILP).

Reversing with a dolly steered trailer configura- tion is a hard task for any driver without extensive training. In this work we present a motion planning and control framework that can be used to automatically plan and execute complicated manoeuvres. The unstable dynamics of the reversing general 2- trailer configuration with off-axle hitching is first stabilised by an LQ-controller and then a pure pursuit path tracker is used on a higher level giving a cascaded controller that can track piecewise linear reference paths. This controller together with a kinematic model of the trailer configuration is then used for forward simulations within a Closed-Loop Rapidly Exploring Random Tree framework to generate motion plans that are not only kinematically feasible but also include the limitations of the controller’s tracking performance when reversing. The approach is evaluated over a series of Monte Carlo simulations on three different scenarios and impressive success rates are achieved. Finally the approach is successfully tested on a small scale test platform where the motion plan is calculated and then sent to the platform for execution. 

The aim of this paper is to suggest a modification to the usual bounded confidence model of opinion dynamics, so that “changes of opinion” (intended as changes of the sign of the initial state) of an agent are never induced by the dynamics. In order to do so, a bipartite consensus model is used, endowing it with a confidence range. The resulting signed bounded confidence model has a state-dependent connectivity and a behavior similar to its standard counterpart, but in addition it preserves the sign of the opinions by “repelling away” opinions localized near the origin but on different sides with respect to 0.

In many practical applications of system identification, it is not feasible to measure both the inputs applied to the system as well as the output. In such situations, it is desirable to estimate both the inputs and the dynamics of the system simultaneously; this is known as the blind identification problem. In this paper, we provide a novel extension of subspace methods to the blind identification of multiple-input multiple-output linear systems. We assume that our inputs lie in a known subspace, and we are able to formulate the identification problem as rank constrained optimization, which admits a convex relaxation. We show the efficacy of this formulation with a numerical example.

In this paper a cascaded approach for stabilizationand path tracking of a general 2-trailer vehicle configurationwith an off-axle hitching is presented. A low level LinearQuadratic controller is used for stabilization of the internalangles while a pure pursuit path tracking controller is used ona higher level to handle the path tracking. Piecewise linearityis the only requirement on the control reference which makesthe design of reference paths very general. A Graphical UserInterface is designed to make it easy for a user to design controlreferences for complex manoeuvres given some representationof the surroundings. The approach is demonstrated with challengingpath following scenarios both in simulation and on asmall scale test platform.

In this paper, recent results on the evaluation of the Bayesian Cramer-Rao bound for jump Markov systems are presented. In particular, previous work is extended to jump Markov systems where the discrete mode variable enters into both the process and measurement equation, as well as where it enters exclusively into the measurement equation. Recursive approximations are derived with finite memory requirements as well as algorithms for checking the validity of these approximations are established. The tightness of the bound and the validity of its approximation is investigated on a couple of examples.

We still have very little knowledge about how ourbrains decouple different sound sources, which is known assolving the cocktail party problem. Several approaches; includingERP, time-frequency analysis and, more recently, regression andstimulus reconstruction approaches; have been suggested forsolving this problem. In this work, we study the problem ofcorrelating of EEG signals to different sets of sound sources withthe goal of identifying the single source to which the listener isattending. Here, we propose a method for finding the number ofparameters needed in a regression model to avoid overlearning,which is necessary for determining the attended sound sourcewith high confidence in order to solve the cocktail party problem.

In inertial motion capture, a multitude of body segments are equipped with inertial sensors, consisting of 3D accelerometers and 3D gyroscopes. Using an optimization-based approach to solve the motion capture problem allows for natural inclusion of biomechanical constraints and for modeling the connection of the body segments at the joint locations. The computational complexity of solving this problem grows both with the length of the data set and with the number of sensors and body segments considered. In this work, we present a scalable and distributed solution to this problem using tailored message passing, capable of exploiting the structure that is inherent in the problem. As a proof-of-concept we apply our algorithm to data from a lower body configuration. 

Radar and sonar provide information of both range and radial velocity to unknown objects. This is accomplished by emitting a signal waveform and computing the round trip time and Doppler shift. Estimation of the round trip time and Doppler shift is usually done separately without considering the couplings between these two object related quantities. The purpose of this contribution is to first model the amplitude, time shift and time scale of the returned signal in terms of the object related states range and velocity, and analyse the Cramér-Rao lower bound (CRLB) for the joint range and velocity estimation problem. One of the conclusions is that there is negative correlation between range and velocity. The maximum likelihood (ML) cost function also confirms this strong negative correlation. For target tracking applications, the use of the correct covariance matrix for the measurement vector gives a significant gain in information, compared to using the variance of range and velocity assuming independence. In other words, the knowledge of the correlation tells the tracking filter that a too large range measurement comes most likely with a too small velocity measurement, and vice versa. Experiments with sound pulses reflected in a wall indoors confirm the main conclusion of negative correlation.

GPS is widely used for localization and tracking, however traditional GPS receivers consume too much energy for many applications. This paper implements and evaluates the performance of a low-energy GPS prototype. The main difference is that a traditional GPS needs to sample signals transmitted by satellites for 30 seconds to estimate its position. Our prototype reduces this time by three orders of magnitude and it can compute positions from only 2 milliseconds of data. We present a new algorithm that increases robustness by filtering on estimated residuals instead of using an altitude database. In addition, we show that our new algorithm works with both fixed and moving targets. The solution consists of (1) a portable device that samples the GPS signal and (2) a server that utilizes Doppler navigation and Coarse Time Navigation to estimate positions. We performed tests in a wide variety of environments and situations. These tests show that our prototype provides a median positioning error of roughly 40 meters even when the GPS receiver is moving at 80 kilometres per hour.

Positioning in cellular networks is often based on mobile-assisted measurements of serving and neighboring base stations. Traditionally, positioning is considered to be enabled when the mobile provides measurements of three different base stations. In this paper, we additionally investigate positioning based on time series of Time Of Flight (TOF) and Time Difference of Arrival (TDOA) measurements gathered from two base stations with known positions, where the specific base stations involved depend on the trajectory of the mobile station.. The set of two base stations is different along the trajectory. Each report contains TOF for the serving base station, and one TDOA measurement for the most favorable neighboring base station relative the serving base station. We derive explicit analytical solution related to the intersection of the absolute distance circle (from TOF) and relative distance hyperbola (from TDOA). We consider both geometric noise-free problem and the more realistic problem with additive noise as delivered in the 3rd Generation Partnership Project (3GPP) Long-Term Evolution (LTE). Positioning performance is evaluated using the Cramer-Rao lower bound.

This paper proposes a diagonal covariance matrix approximation for Wide-Sense Stationary (WSS) signals with correlated Gaussian noise. Existing signal models that incorporate correlations often require regularization of the covariance matrix, so that the covariance matrix can be inverted. The disadvantage of this approach is that matrix inversion is computational intensive and regularization decreases precision. We use Bienayme's theorem to approximate the covariance matrix by a diagonal one, so that matrix inversion becomes trivial, even with nonuniform rather than only uniform sampling that was considered in earlier work. This approximation reduces the computational complexity of the estimator and estimation bound significantly. We numerically validate this approximation and compare our approach with the Maximum Likelihood Estimator (MLE) and Cramer-Rao Lower Bound (CRLB) for multivariate Gaussian distributions. Simulations show that our approach differs less than 0.1% from this MLE and CRLB when the observation time is large compared to the correlation time. Additionally, simulations show that in case of non-uniform sampling, we increase the performance in comparison to earlier work by an order of magnitude. We limit this study to correlated signals in the time domain, but the results are also applicable in the space domain.

In Moving Horizon Estimation (MHE) the computed estimate is found by solving a constrained finite-time optimal estimation problem in real-time at each sample in a receding horizon fashion. The constrained estimation problem can be solved by, e.g., interior-point (IP) or active-set (AS) methods, where the main computational effort in both methods is known to be the computation of the search direction, i.e., the Newton step. This is often done using generic sparsity exploiting algorithms or serial Riccati recursions, but as parallel hardware is becoming more commonly available the need for parallel algorithms for computing the Newton step is increasing. In this paper a newly developed tailored, non-iterative parallel algorithm for computing the Newton step using the Riccati recursion for Model Predictive Control (MPC) is extended to MHE problems. The algorithm exploits the special structure of the Karush-Kuhn-Tucker system for the optimal estimation problem. As a result it is possible to obtain logarithmic complexity growth in the estimation horizon length, which can be used to reduce the computation time for IP and AS methods when applied to what is today considered as challenging estimation problems. Furthermore, promising numerical results have been obtained using an ANSI-C implementation of the proposed algorithm, which uses Message Passing Interface (MPI) together with InfiniBand and is executed on true parallel hardware. Beyond MHE, due to similarities in the problem structure, the algorithm can be applied to various forms of on-line and off-line smoothing problems.

The speed of a wheeled vehicle is usually estimatedusing wheel speed sensors (WSS) or GPS. If these signals are unavailable, other methods must be used. We propose a novelapproach exploiting the fact that vibrations from rotating axles,with fundamental frequency proportional to vehicle speed, aretransmitted via the vehicle chassis. Using an accelerometer, these vibrations can be tracked to estimate vehicle speed whileother sources of vibrations act as disturbances. A state-space model for the dynamics of the harmonics is presented andformulated such that there is a conditional linear-Gaussiansubstructure, enabling efficient Rao-Blackwellized methods. Avariant of the Rao-Blackwellized point-mass filter is derived, significantly reducing computational complexity, and reducingthe memory requirements from quadratic to linear in thenumber of grid points. It is applied to experimental data from the sensor cluster of a car and validated using therotational frequency from WSS data. The proposed methodshows improved performance and robustness in comparisonto a Rao-Blackwellized particle filter implementation and afrequency spectrum maximization method.

A first course in Automatic control is presented.  A main objective of the course is to put most of the emphasis on the Implement and Operate phases in the process of developing a control system for a process. The course is built around a large amount of student active learning based on three extensive laboratory exercises, where each laboratory exercise can have duration of up to two weeks. For each of the laboratory exercises there is a sequence of learning activities supporting the students’ learning: Introductory lecture, problem solving session, preparation work, help-desk session, independent work in the laboratory, and a final demonstration of the control system. In addition there is a small project where the task is to write a manual for a process operator. The laboratory tasks involve implementation of a control system in an industrial PLC (Programmable Logic Controller) and development of an operator interface.

Parametric Cramer-Rao lower bounds (CRLBs) are given for discrete-time systems with non-zero process noise. Recursive expressions for the conditional bias and mean-square-error (MSE) (given a specific state sequence) are obtained for Kalman filter estimating the states of a linear Gaussian system. It is discussed that Kalman filter is conditionally biased with a non-zero process noise realization in the given state sequence. Recursive parametric CRLBs are obtained for biased estimators for linear state estimators of linear Gaussian systems. Simulation studies are conducted where it is shown that Kalman filter is not an efficient estimator in a conditional sense.

This paper investigates the usefulness of multi-frequency received signal strength (RSS) for indoor localization. Acollected set of data from four sites containing 7 frequencies fromdual receivers and a high accuracy reference positioning systemis presented. The collected data is also made publicly availablethrough ResearchGate. The data is analyzed with respect tospatial variations using Gaussian processes ( GP ). The resultsshow that there are more rapid signal variations across corridorsthan along them. The uniqueness of RSS fingerprints is analyzedsuggesting that sequences of measurements in smoothing, orsmoothing-like, algorithms that can handle temporary positionambiguities are likely the best choice for localization applications.

In this paper, we propose a new method to identify biochemical reaction networks (i.e. both reactions and kinetic parameters) from heterogeneous datasets. Such datasets can contain (a) data from several replicates of an experiment performed on a biological system; (b) data measured from a biochemical network subjected to different experimental conditions, for example, changes/perturbations in biological inductions, temperature, gene knock-out, gene over-expression, etc. Simultaneous integration of various datasets to perform system identification has the potential to avoid non-identifiability issues typically arising when only single datasets are used.

A skew-t variational Bayes filter (STVBF) is applied to indoor positioning with time-of-arrival (TOA) based distance measurements and pedestrian dead reckoning (PDR). The proposed filter accommodates large positive outliers caused by occasional non-line-of-sight (NLOS) conditions by using a skew-t model of measurement errors. Real-data tests using the fusion of inertial sensors based PDR and ultra-wideband based TOA ranging show that the STVBF clearly outperforms the extended Kalman filter (EKF) in positioning accuracy with the computational complexity about three times that of the EKF.

Gaussian process regression is a popular method for non-parametric probabilistic modeling of functions. The Gaussian process prior is characterized by so-called hyperparameters, which often have a large influence on the posterior model and can be difficult to tune. This work provides a method for numerical marginalization of the hyperparameters, relying on the rigorous framework of sequential Monte Carlo. Our method is well suited for online problems, and we demonstrate its ability to handle real-world problems with several dimensions and compare it to other marginalization methods. We also conclude that our proposed method is a competitive alternative to the commonly used point estimates maximizing the likelihood, both in terms of computational load and its ability to handle multimodal posteriors.

In order to investigate the cases in which an externally positive discrete-time system fails to have a minimal positive realization, in this paper we introduce the notion of minimal eventually positive realization, fr which the state update matrix becomes positive after a certain power. This property captures the idea that in the impulse response of an externally positive system the state of a minimal realization may fail to be positive, but only transiently. It is shown in the paper that whenever a minimal eventually positive realization exists, then the sequence of Markov parameters of the impulse response admits decimated subsequences for which minimal positive realizations exist and can be obtained by downsampling the eventually positive realization.

In Model Predictive Control (MPC) the control signal is computed by solving a constrained finite-time optimal control (CFTOC) problem at each sample in the control loop. The CFTOC problem can be solved by, e.g., interior-point or active-set methods, where the main computational effort in both methods is known to be the computation of the search direction, i.e., the Newton step. This is often done using generic sparsity exploiting algorithms or serial Riccati recursions, but as parallel hardware is becoming more commonly available the need for parallel algorithms for computing the Newton step is increasing. In this paper a tailored, non-iterative parallel algorithm for computing the Newton step using the Riccati recursion is presented. The algorithm exploits the special structure of the Karush-Kuhn-Tucker system for a CFTOC problem. As a result it is possible to obtain logarithmic complexity growth in the prediction horizon length, which can be used to reduce the computation time for popular state-of-the-art MPC algorithms when applied to what is today considered as challenging control problems.

One of the key challenges in identifying nonlinear and possibly non-Gaussian state space models (SSMs) is the intractability of estimating the system state. Sequential Monte Carlo (SMC) methods, such as the particle filter (introduced more than two decades ago), provide numerical solutions to the nonlinear state estimation problems arising in SSMs. When combined with additional identification techniques, these algorithms provide solid solutions to the nonlinear system identification problem. We describe two general strategies for creating such combinations and discuss why SMC is a natural tool for implementing these strategies.

Simultaneous localization and mapping (SLAM) is a well-known positioning approach in GPS-denied environments such as urban canyons and inside buildings. Autonomous/aided target detection and recognition (ATR) is commonly used in military application to detect threats and targets in outdoor environments. This papers present approaches to combine SLAM with ATR in ways that compensate for the drawbacks in each method. The methods use physical objects that are recognizable by ATR as unambiguous features in SLAM, while SLAM provides the ATR with better position estimates. Landmarks in the form of 3D point features based on normal aligned radial features (NARF) are used in conjunction with identified objects and 3D object models that replace landmarks when possible. This leads to a more compact map representation with fewer landmarks, which partly compensates for the introduced cost of the ATR. We analyze three approaches to combine SLAM and 3D-data; point-point matching ignoring NARF features, point-point matching using the set of points that are selected by NARF feature analysis, and matching of NARF features using nearest neighbor analysis. The first two approaches are is similar to the common iterative closest point (ICP). We propose an algorithm that combines EKF-SLAM and ATR based on rectangle estimation. The intended application is to improve the positioning of a first responder moving through an indoor environment, where the map offers localization and simultaneously helps locate people, furniture and potentially dangerous objects such as gas canisters.

We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC generalises the SMC framework by requiring only approximate, properly weighted, samples from the SMC proposal distribution, while still resulting in a correct SMC algorithm. Furthermore, NSMC can in itself be used to produce such properly weighted samples. Consequently, one NSMC sampler can be used to construct an efficient high-dimensional proposal distribution for another NSMC sampler, and this nesting of the algorithm can be done to an arbitrary degree. This allows us to consider complex and high-dimensional models using SMC. We show results that motivate the efficacy of our approach on several filtering problems with dimensions in the order of 100 to 1 000.

Data-efficient learning in continuous state-action spaces using very high-dimensional observations remains a key challenge in developing fully autonomous systems. In this paper, we consider one instance of this challenge, the pixels to torques problem, where an agent must learn a closed-loop control policy from pixel information only. We introduce a data-efficient, model-based reinforcement learning algorithm that learns such a closed-loop policy directly from pixel information. The key ingredient is a deep dynamical model that uses deep auto-encoders to learn a low-dimensional embedding of images jointly with a predictive model in this low-dimensional feature space. Joint learning ensures that not only static but also dynamic properties of the data are accounted for. This is crucial for long-term predictions, which lie at the core of the adaptive model predictive control strategy that we use for closed-loop control. Compared to state-of-the-art reinforcement learning methods for continuous states and actions, our approach learns quickly, scales to high-dimensional state spaces and is an important step toward fully autonomous learning from pixels to torques.

This paper concerns the estimation of approximate (linear) inverse models of block-oriented systems and the presented results give an improved understanding of these approximations. The estimated inverse is intended to be used as a pre- or postdistorter of the original system and a good inverse model would thus be one that, when used in series with the original system, produces a signal that resembles the original input. An inverse model of a nonlinear system can either be estimated in the standard way (from input to output) and then inverted, or directly (from output to input). This choice will affect the model. In the general case, the two modeling approaches will lead to different models, which will be shown for Hammerstein and Wiener systems. However, for a noise-free Hammerstein system with a white Gaussian input, the two approaches will result in the same model, up to a constant. When the two models are not equal, and the goal is to use the inverse as described above, it can be beneficial to estimate an approximate inverse directly. It will also be illustrated in an example how the inverse estimate can be used to get a nonparametric estimate of the nonlinearity in a block-oriented system. 

This paper presents a method for global pose estimation using inertial sensors, monocular vision, and ultra wide band (UWB) sensors. It is demonstrated that the complementary characteristics of these sensors can be exploited to provide improved global pose estimates, without requiring the introduction of any visible infrastructure, such as fiducial markers. Instead, natural landmarks are jointly estimated with the pose of the platform using a simultaneous localization and mapping framework, supported by a small number of easy-to-hide UWB beacons with known positions. The method is evaluated with data from a controlled indoor experiment with high precision ground truth. The results show the benefit of the suggested sensor combination and suggest directions for further work.

The well-known cooperative localization algorithm, ‘sum-product algorithm over a wireless network’ (SPAWN) hastwo major shortcomings, a relatively high computationalcomplexity and a large communication load. Using the Gaus-sian mixture model with a model selection criterion and thesigma-point (SP) methods, we propose the SPAWN-SP toovercome these problems. The SPAWN-SP easily accommo-dates different localization scenarios due to its high flexibilityin message representation. Furthermore, harsh LOS/NLOSenvironments are considered for the evaluation of coopera-tive localization algorithms. Our simulation results indicatethat the proposed SPAWN-SP demonstrates high localizationaccuracy in different localization scenarios, thanks to its highflexibility in message representation.

A marginal version of the Weiss-Weinstein bound (WWB) is proposed for discrete-time nonlinear filtering. The proposed bound is calculated analytically for linear Gaussian systems and approximately for nonlinear systems using a particle filtering scheme. Via simulation studies, it is shown that the marginal bounds are tighter than their joint counterparts.

Positioning in radio networks is a well establishedresearch area. The dominating approach has been that positioningalgorithms are implemented in the higher levels of the communicationsystem based on position related information derivedin the lowest (physical) layer. Examples of measurement includereceived signal strength (RSS), time of arrival (TOA), angleof arrival (AOA), and fusion and filtering is a straightforwardtask. The technical driver for positioning has been E911 andfor commercially driver comes from location based services andlogistics management. These demands are fundamental in thedevelopment of positioning in future radio networks standards.There is today a trend for accuracy demand that goes beyondwhat can be achieved with todays measurements. Another trendis that measurements and positioning algorithms are approachingeach other, so some parts of the positioning are performed on thechip-sets (lowest layer) and low-level measurements are availableto the operating system (highest level). The purpose of thissurvey is to describe this trend in more detail, with examples ofdevelopments in cellular networks as well as WiFi and Bluetooth.

A ship's roll dynamics is sensitive to the mass and mass distribution. Changes in these physical properties might introduce unpredictable behavior of the ship and a worst-case scenario is that the ship will capsize. In this paper, a recently proposed approach for online estimation of mass and center of mass is validated using experimental data. The experiments were performed using a scale model of a ship in a wave basin. The data were collected in free run experiments where the rudder angle was recorded and the ship's motion was measured using an inertial measurement unit. The motion measurements are used in conjunction with a model of the roll dynamics to estimate the desired properties. The estimator uses the rudder angle measurements together with an instrumental variable method to mitigate the influence of disturbances. The experimental study shows that the properties can be estimated with quite good accuracy but that variance and robustness properties can be improved further.

In this paper, a semi-parametric model for RSS measurements is introduced that can be used to predict coverage in cellular radio networks. The model is composed of an empirical log-distance model and a deterministic antenna gain model that accounts for possible non-uniform base station antenna radiation. A least-squares estimator is proposed to jointly estimate the path loss and antenna gain model parameters. Simulation as well as experimental results verify the efficacy of this approach. The method can provide improved accuracy compared to conventional path loss based estimation methods. 

The extended Kalman filter (EKF) has been animportant tool for state estimation of nonlinear systems sinceits introduction. However, the EKF does not possess the same optimality properties as the Kalman filter, and may perform poorly. By viewing the EKF as an optimization problem it is possible to, in many cases, improve its performance and robustness. The paper derives three variations of the EKF by applying different optimisation algorithms to the EKF costfunction and relate these to the iterated EKF. The derived filters are evaluated in two simulation studies which exemplify the presented filters.

Visual animal tracking is a challenging problem generally requiring extended target models, group tracking and handling of clutter and missed detections. Furthermore, the dolphin tracking problem we consider includes basin constraints, shadows, limited field of view and rapidly changing light conditions. We describe the whole pipeline of a solution based on a ceiling-mounted fisheye camera that includes foreground segmentation and observation extraction in each image, followed by a target tracking framework. A novel contribution is a potential field model of the basin edges as a part of the motion model, that provides a robust prediction of the dolphin trajectories in phases with long segments of missed detections. The overall performance on real data is quite promising.

Subspace identification is revisited in the scope of nuclear norm minimization methods. It is shown that essential structural knowledge about the unknown data matrices in the data equation that relates Hankel matrices constructed from input and output data can be used in the first step of the numerical solution presented. The structural knowledge comprises the low rank property of a matrix that is the product of the extended observability matrix and the state sequence and the Toeplitz structure of the matrix of Markov parameters (of the system in innovation form). The new subspace identification method is referred to as the N2SID (twice the N of Nuclear Norm and SID for Subspace IDentification) method. In addition to include key structural knowledge in the solution it integrates the subspace calculation with minimization of a classical prediction error cost function. The nuclear norm relaxation enables us to perform such integration while preserving convexity. The advantages of N2SID are demonstrated in a numerical open- and closed-loop simulation study. Here a comparison is made with another widely used SID method, i.e. N4SID. The comparison focusses on the identification with short data batches, i.e. where the number of measurements is a small multiple of the system order.

We are concerned with the problem of detecting an overtaking vehicle using a single camera mounted behind the ego-vehicle windscreen. The proposed solution makes use of 1D optical flow evaluated along lines parallel to the motion of the overtaking vehicles. The 1D optical flow is computed by tracking features along these lines. Based on these features, the position of the overtaking vehicle can also be estimated. The proposed solution has been implemented and tested in real time with promising results. The video data was recorded during test drives in normal traffic conditions in Sweden and Germany.

In vehicle load detection and estimation, having an accurate estimate of the height of the Center of Gravity (CG) and the Roll Center (RC) is crucial. In this paper, taking advantage of the availability of Inertial Measurement Units (IMUs) in automotive vehicles, the nominal CG and RC heights are estimated and used for the main purpose of roof load detection. RC estimation is formulated as an Errors-in-Variables regression model. The Total and Corrected Least Squares (TLS and CLS) approaches are applied and a comparison is performed. Using the knowledge of the covariance matrix, CLS provides consistent estimates of the RC height. The estimated RC and CG heights are used to estimate the roof load using a greybox model and the method is applied to measurements from normal driving conditions.

Common data preprocessing routines often introduce considerable flaws in laser-based tracking of extended objects. As an alternative, extended target tracking methods, such as the Gamma-Gaussian-Inverse Wishart (GGIW) probability hypothesis density (PHD) filter, work directly on raw data. In this paper, the GGIW-PHD filter is applied to real world traffic scenarios. To cope with the large amount of data, a mixture clustering approach which reduces the combinatorial complexity and computation time is proposed. The effective segmentation of raw measurements with respect to spatial distribution and motion is demonstrated and evaluated on two different applications: pedestrian tracking from a vehicle and intersection surveillance.

Enumerative nonlinear model predictive control for speed tracking problem of linear induction motors has been presented in [1], where the authors show that this control scheme has better performance as compared to direct torque control. In this paper, the authors show that using a load observer for integral action, the performance can be further improved. Specifically simulation results show that a load observer results in better tracking properties and offers more robust control.

We propose an improved proposal distribution in the Particle Metropolis-Hastings (PMH) algorithm for Bayesian parameter inference in nonlinear state space models. This proposal incorporates second-order information about the parameter posterior distribution, which can be extracted from the particle filter already used within the PMH algorithm. The added information makes the proposal scale-invariant, simpler to tune and can possibly also shorten the burn-in phase. The proposed algorithm has a computational cost which is proportional to the number of particles, i.e. the same as the original marginal PMH algorithm. Finally, we provide two numerical examples that illustrates some of the possible benefits of adding the second-order information.

We derive a new Sequential-Monte-Carlo-based algorithm to estimate the capacity of two-dimensional channel models. The focus is on computing the noiseless capacity of the 2-D (1, ∞) run-length limited constrained channel, but the underlying idea is generally applicable. The proposed algorithm is profiled against a state-of-the-art method, yielding more than an order of magnitude improvement in estimation accuracy for a given computation time.

Stochastic dynamical systems are fundamental in state estimation, systemidentification and control. System models are often provided incontinuous time, while a major part of the applied theory is developedfor discrete-time systems. Discretization of continuous-time models ishence fundamental. We present a novel algorithm using a  combination of Lyapunov equations and analytical solutions, enabling  efficient implementation in software. The proposed method  circumvents numerical problems exhibited by standard algorithms in  the literature. Both theoretical and simulation results are  provided.

Magnetometers and inertial sensors (accelerometers and gyroscopes) are widely used to estimate 3D orientation. For the orientation estimates to be accurate, the sensor axes need to be aligned and the magnetometer needs to be calibrated for sensor errors and for the presence of magnetic disturbances. In this work we use a grey-box system identification approach to compute maximum likelihood estimates of the calibration parameters. An experiment where the magnetometer data is highly disturbed shows that the algorithm works well on real data, providing good calibration results and improved heading estimates. We also provide an identifiability analysis to understand how much rotation is needed to be able to solve the calibration problem.

In this paper, a method for estimating physical parameters using limited sensors is investigated. As a case study, measurements from an IMU are used for estimating the change in mass and the change in center of mass of a ship. The roll motion is studied and an instrumental variable method estimating the parameters of a transfer function from the tangential acceleration to the angular velocity is presented. It is shown that only a subset of the unknown parameters are identifiable simultaneously. A multi-stage identification approach is presented as a remedy for this. A limited simulation study is also presented to show the properties of the estimator. This shows that the method is indeed promising but that more work is needed to reduce the variance of the estimator.

There is today no established automated method for testing vehicles or tyres, and the most common option is using professional drivers for this purpose. The tests are supposed to be fair and repeatable, which means using human drivers for these kinds of vehicle testing is not an option. Using a steering robot modelled to drive as a human is therefore preferable. The approach described in this paper shows how a driver model can be created by using a control algorithm based on gathered data from human drivers performing double lane change (DLC) manoeuvres in a simulator. The implemented controller shows how human drivers’ behaviors can be captured using control theory.

Large-scale interconnected uncertain systems commonly have large state and uncertainty dimensions. Aside from the heavy computational cost of solving centralized robust stability analysis techniques, privacy requirements in the network can also introduce further issues. In this paper, we utilize IQC analysis for analyzing large-scale interconnected uncertain systems and we evade these issues by describing a decomposition scheme that is based on the interconnection structure of the system. This scheme is based on the so-called chordal decomposition and does not add any conservativeness to the analysis approach. The decomposed problem can be solved using distributed computational algorithms without the need for a centralized computational unit. We further discuss the merits of the proposed analysis approach using a numerical experiment.

Gaussian process state-space models (GP-SSMs) are a very exible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper-)parameters governing the properties of this nonparametric representation. The Bayesian formalism enables systematic reasoning about the uncertainty in the system dynamics. We present an approach to maximum likelihood identification of the parameters in GP-SSMs, while retaining the full nonparametric description of the dynamics. The method is based on a stochastic approximation version of the EM algorithm that employs recent developments in particle Markov chain Monte Carlo for efficient identification.

This paper proposes batch and sequential data-driven approaches to anomaly detection based on generalized likelihood ratio tests for a bias change. The procedure is divided into two steps. Assuming availability of a nominal dataset, a nonparametric density estimate is obtained in the first step, prior to the test. Second, the unknown bias change is estimated from test data. Based on the expectation maximization (EM) algorithm, batch and sequential maximum likelihood estimators of the bias change are derived for the case where the densit yestimate is given by a Gaussian mixture. Approximate asymptotic expressions for the probabilities of error are suggested based on available results. Simulations and real world experiments illustrate the approach.

Before a sensor network can be used for target localization, the locations of the sensors need to be determined. We approach this calibration step by moving a source to distinct positions around the network. At each position, the range to each sensor is measured,and from these range measurements the sensor locations can be estimated by solving a nonlinear least squares (NLS) problem. Here we formulate the NLS problem and describe how to robustly initialize it by the use of multidimensional scaling. The method is evaluated on both simulations and real data from an acoustic sensor network. Withas few as six source positions, a robust calibration is demonstrated that gives a position error about the same size as the range error.  In the acoustic example this RMSE is less than 40 cm.

The probabilistic hypothesis density (PHD) filter has grown in popularity during the last decade as a way to address the multi-target tracking problem. Several algorithms exist; for instance under linear-Gaussian assumptions, the Gaussian mixture PHD (GM-PHD) filter. This paper extends the GM-PHD filter to the common case with variable probability of detection throughout the tracking volume. This allows for more efficient utilization, e.g., in situations with distance dependent probability of detection or occluded regions. The proposed method avoids previous algorithmic pitfalls that can result in a not well-defined PHD. The method is illustrated and compared to the standard GM-PHD in a simplified multi-target tracking example as well asin a realistic nonlinear underwater sonar simulation application, both demonstrating the effectiveness of the proposed method.