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This study focuses on state estimation of nonlinear discrete time systems with constraints. Physical processes have inherent in them, constraints on inputs, outputs, states and disturbances. These constraints can provide additional information to the estimator in estimating states from the measured output. Recursive filters such as Kalman Filters or Extended Kalman Filters are commonly used in state estimation; however, they do not allow inclusion of constraints in their formulation. On the other hand, computational complexity of full information estimation (using all measurements) grows with iteration and becomes intractable. One way of formulating the recursive state estimation problem with constraints is the Moving Horizon Estimation (MHE) approximation. Estimates of states are calculated from the solution of a constrained optimization problem of fixed size. Detailed formulation of this strategy is studied and properties of this estimation algorithm are discussed in this work. The problem with the MHE formulation is solving an optimization problem in each iteration which is computationally intensive. State estimation with constraints can be formulated as Extended Kalman Filter (EKF) with a projection applied to estimates. The states are estimated from the measurements using standard Extended Kalman Filter (EKF) algorithm and the estimated states are projected on to a constrained set. Detailed formulation of this estimation strategy is studied and the properties associated with this algorithm are discussed. Both these state estimation strategies (MHE and EKF with projection) are tested with examples from the literature. The average estimation time and the sum of square estimation error are used to compare performance of these estimators. Results of the case studies are analyzed and trade-offs are discussed.
ContributorsJoshi, Rakesh (Author) / Tsakalis, Konstantinos (Thesis advisor) / Rodriguez, Armando (Committee member) / Si, Jennie (Committee member) / Arizona State University (Publisher)
Created2013
Description
Head movement is known to have the benefit of improving the accuracy of sound localization for humans and animals. Marmoset is a small bodied New World monkey species and it has become an emerging model for studying the auditory functions. This thesis aims to detect the horizontal and vertical rotation of head movement in marmoset monkeys.
Experiments were conducted in a sound-attenuated acoustic chamber. Head movement of marmoset monkey was studied under various auditory and visual stimulation conditions. With increasing complexity, these conditions are (1) idle, (2) sound-alone, (3) sound and visual signals, and (4) alert signal by opening and closing of the chamber door. All of these conditions were tested with either house light on or off. Infra-red camera with a frame rate of 90 Hz was used to capture of the head movement of monkeys. To assist the signal detection, two circular markers were attached to the top of monkey head. The data analysis used an image-based marker detection scheme. Images were processed using the Computation Vision Toolbox in Matlab. The markers and their positions were detected using blob detection techniques. Based on the frame-by-frame information of marker positions, the angular position, velocity and acceleration were extracted in horizontal and vertical planes. Adaptive Otsu Thresholding, Kalman filtering and bound setting for marker properties were used to overcome a number of challenges encountered during this analysis, such as finding image segmentation threshold, continuously tracking markers during large head movement, and false alarm detection.
The results show that the blob detection method together with Kalman filtering yielded better performances than other image based techniques like optical flow and SURF features .The median of the maximal head turn in the horizontal plane was in the range of 20 to 70 degrees and the median of the maximal velocity in horizontal plane was in the range of a few hundreds of degrees per second. In comparison, the natural alert signal - door opening and closing - evoked the faster head turns than other stimulus conditions. These results suggest that behaviorally relevant stimulus such as alert signals evoke faster head-turn responses in marmoset monkeys.
Experiments were conducted in a sound-attenuated acoustic chamber. Head movement of marmoset monkey was studied under various auditory and visual stimulation conditions. With increasing complexity, these conditions are (1) idle, (2) sound-alone, (3) sound and visual signals, and (4) alert signal by opening and closing of the chamber door. All of these conditions were tested with either house light on or off. Infra-red camera with a frame rate of 90 Hz was used to capture of the head movement of monkeys. To assist the signal detection, two circular markers were attached to the top of monkey head. The data analysis used an image-based marker detection scheme. Images were processed using the Computation Vision Toolbox in Matlab. The markers and their positions were detected using blob detection techniques. Based on the frame-by-frame information of marker positions, the angular position, velocity and acceleration were extracted in horizontal and vertical planes. Adaptive Otsu Thresholding, Kalman filtering and bound setting for marker properties were used to overcome a number of challenges encountered during this analysis, such as finding image segmentation threshold, continuously tracking markers during large head movement, and false alarm detection.
The results show that the blob detection method together with Kalman filtering yielded better performances than other image based techniques like optical flow and SURF features .The median of the maximal head turn in the horizontal plane was in the range of 20 to 70 degrees and the median of the maximal velocity in horizontal plane was in the range of a few hundreds of degrees per second. In comparison, the natural alert signal - door opening and closing - evoked the faster head turns than other stimulus conditions. These results suggest that behaviorally relevant stimulus such as alert signals evoke faster head-turn responses in marmoset monkeys.
ContributorsSimhadri, Sravanthi (Author) / Zhou, Yi (Thesis advisor) / Turaga, Pavan (Thesis advisor) / Berisha, Visar (Committee member) / Arizona State University (Publisher)
Created2014
Description
The tracking of multiple targets becomes more challenging in complex environments due to the additional degrees of nonlinearity in the measurement model. In urban terrain, for example, there are multiple reflection path measurements that need to be exploited since line-of-sight observations are not always available. Multiple target tracking in urban terrain environments is traditionally implemented using sequential Monte Carlo filtering algorithms and data association techniques. However, data association techniques can be computationally intensive and require very strict conditions for efficient performance. This thesis investigates the probability hypothesis density (PHD) method for tracking multiple targets in urban environments. The PHD is based on the theory of random finite sets and it is implemented using the particle filter. Unlike data association methods, it can be used to estimate the number of targets as well as their corresponding tracks. A modified maximum-likelihood version of the PHD (MPHD) is proposed to automatically and adaptively estimate the measurement types available at each time step. Specifically, the MPHD allows measurement-to-nonlinearity associations such that the best matched measurement can be used at each time step, resulting in improved radar coverage and scene visibility. Numerical simulations demonstrate the effectiveness of the MPHD in improving tracking performance, both for tracking multiple targets and targets in clutter.
ContributorsZhou, Meng (Author) / Papandreou-Suppappola, Antonia (Thesis advisor) / Tepedelenlioğlu, Cihan (Committee member) / Kovvali, Narayan (Committee member) / Arizona State University (Publisher)
Created2011
Description
Human operators have difficulty driving cranes quickly, accurately, and safely because of the slow response of heavy crane structures, non-intuitive control interfaces, and payload oscillations. Recently, a novel hand-motion crane control system has been proposed to improve performance by coupling an intuitive control interface with an element that reduces the complex oscillatory behavior of the payload. Hand-motion control allows operators to drive a crane by simply moving a hand-held radio-frequency tag through the desired path. Real-time location sensors are used to track the movements of the tag and the tag position is used in a feedback control loop to drive the crane. An input shaper is added to eliminate dangerous payload oscillations. However, tag position measurements are corrupted by noise. It is important to understand the noise properties so that appropriate filters can be designed to mitigate the effects of noise and improve tracking accuracy. This work discusses implementing filtering techniques to address the issue of noise in the operating environment. Five different filters are used on experimentally-acquired tag trajectories to reduce noise. The filtered trajectories are then used to drive crane simulations. Filter performance is evaluated with respect to the energy usage of the crane trolley, the settling time of the crane payload oscillations, and the safety corridor of the crane trajectory. The effects of filter window lengths on these parameters are also investigated. An adaptive filtering technique, namely the Kalman filter, adapts to the noise characteristics of the workspace to minimize the tag tracking error and performs better than the other filtering techniques examined.
ContributorsRagunathan, Sudarshan (Author) / Frakes, David (Thesis advisor) / Singhose, William (Committee member) / Tillery, Stephen Helms (Committee member) / Arizona State University (Publisher)
Created2012
Description
Predicting resistant prostate cancer is critical for lowering medical costs and improving the quality of life of advanced prostate cancer patients. I formulate, compare, and analyze two mathematical models that aim to forecast future levels of prostate-specific antigen (PSA). I accomplish these tasks by employing clinical data of locally advanced prostate cancer patients undergoing androgen deprivation therapy (ADT). I demonstrate that the inverse problem of parameter estimation might be too complicated and simply relying on data fitting can give incorrect conclusions, since there is a large error in parameter values estimated and parameters might be unidentifiable. I provide confidence intervals to give estimate forecasts using data assimilation via an ensemble Kalman Filter. Using the ensemble Kalman Filter, I perform dual estimation of parameters and state variables to test the prediction accuracy of the models. Finally, I present a novel model with time delay and a delay-dependent parameter. I provide a geometric stability result to study the behavior of this model and show that the inclusion of time delay may improve the accuracy of predictions. Also, I demonstrate with clinical data that the inclusion of the delay-dependent parameter facilitates the identification and estimation of parameters.
ContributorsBaez, Javier (Author) / Kuang, Yang (Thesis advisor) / Kostelich, Eric (Committee member) / Crook, Sharon (Committee member) / Gardner, Carl (Committee member) / Nagy, John (Committee member) / Arizona State University (Publisher)
Created2017
Description
Earth-system models describe the interacting components of the climate system and
technological systems that affect society, such as communication infrastructures. Data
assimilation addresses the challenge of state specification by incorporating system
observations into the model estimates. In this research, a particular data
assimilation technique called the Local Ensemble Transform Kalman Filter (LETKF) is
applied to the ionosphere, which is a domain of practical interest due to its effects
on infrastructures that depend on satellite communication and remote sensing. This
dissertation consists of three main studies that propose strategies to improve space-
weather specification during ionospheric extreme events, but are generally applicable
to Earth-system models:
Topic I applies the LETKF to estimate ion density with an idealized model of
the ionosphere, given noisy synthetic observations of varying sparsity. Results show
that the LETKF yields accurate estimates of the ion density field and unobserved
components of neutral winds even when the observation density is spatially sparse
(2% of grid points) and there is large levels (40%) of Gaussian observation noise.
Topic II proposes a targeted observing strategy for data assimilation, which uses
the influence matrix diagnostic to target errors in chosen state variables. This
strategy is applied in observing system experiments, in which synthetic electron density
observations are assimilated with the LETKF into the Thermosphere-Ionosphere-
Electrodynamics Global Circulation Model (TIEGCM) during a geomagnetic storm.
Results show that assimilating targeted electron density observations yields on
average about 60%–80% reduction in electron density error within a 600 km radius of
the observed location, compared to 15% reduction obtained with randomly placed
vertical profiles.
Topic III proposes a methodology to account for systematic model bias arising
ifrom errors in parametrized solar and magnetospheric inputs. This strategy is ap-
plied with the TIEGCM during a geomagnetic storm, and is used to estimate the
spatiotemporal variations of bias in electron density predictions during the
transitionary phases of the geomagnetic storm. Results show that this strategy reduces
error in 1-hour predictions of electron density by about 35% and 30% in polar regions
during the main and relaxation phases of the geomagnetic storm, respectively.
technological systems that affect society, such as communication infrastructures. Data
assimilation addresses the challenge of state specification by incorporating system
observations into the model estimates. In this research, a particular data
assimilation technique called the Local Ensemble Transform Kalman Filter (LETKF) is
applied to the ionosphere, which is a domain of practical interest due to its effects
on infrastructures that depend on satellite communication and remote sensing. This
dissertation consists of three main studies that propose strategies to improve space-
weather specification during ionospheric extreme events, but are generally applicable
to Earth-system models:
Topic I applies the LETKF to estimate ion density with an idealized model of
the ionosphere, given noisy synthetic observations of varying sparsity. Results show
that the LETKF yields accurate estimates of the ion density field and unobserved
components of neutral winds even when the observation density is spatially sparse
(2% of grid points) and there is large levels (40%) of Gaussian observation noise.
Topic II proposes a targeted observing strategy for data assimilation, which uses
the influence matrix diagnostic to target errors in chosen state variables. This
strategy is applied in observing system experiments, in which synthetic electron density
observations are assimilated with the LETKF into the Thermosphere-Ionosphere-
Electrodynamics Global Circulation Model (TIEGCM) during a geomagnetic storm.
Results show that assimilating targeted electron density observations yields on
average about 60%–80% reduction in electron density error within a 600 km radius of
the observed location, compared to 15% reduction obtained with randomly placed
vertical profiles.
Topic III proposes a methodology to account for systematic model bias arising
ifrom errors in parametrized solar and magnetospheric inputs. This strategy is ap-
plied with the TIEGCM during a geomagnetic storm, and is used to estimate the
spatiotemporal variations of bias in electron density predictions during the
transitionary phases of the geomagnetic storm. Results show that this strategy reduces
error in 1-hour predictions of electron density by about 35% and 30% in polar regions
during the main and relaxation phases of the geomagnetic storm, respectively.
ContributorsDurazo, Juan, Ph.D (Author) / Kostelich, Eric J. (Thesis advisor) / Mahalov, Alex (Thesis advisor) / Tang, Wenbo (Committee member) / Moustaoui, Mohamed (Committee member) / Platte, Rodrigo (Committee member) / Arizona State University (Publisher)
Created2018
Description
This thesis presents a multi-modal motion tracking system for stroke patient rehabilitation. This system deploys two sensor modules: marker-based motion capture system and inertial measurement unit (IMU). The integrated system provides real-time measurement of the right arm and trunk movement, even in the presence of marker occlusion. The information from the two sensors is fused through quaternion-based recursive filters to promise robust detection of torso compensation (undesired body motion). Since this algorithm allows flexible sensor configurations, it presents a framework for fusing the IMU data and vision data that can adapt to various sensor selection scenarios. The proposed system consequently has the potential to improve both the robustness and flexibility of the sensing process. Through comparison between the complementary filter, the extended Kalman filter (EKF), the unscented Kalman filter (UKF) and the particle filter (PF), the experimental part evaluated the performance of the quaternion-based complementary filter for 10 sensor combination scenarios. Experimental results demonstrate the favorable performance of the proposed system in case of occlusion. Such investigation also provides valuable information for filtering algorithm and strategy selection in specific sensor applications.
ContributorsLiu, Yangzi (Author) / Qian, Gang (Thesis advisor) / Olson, Loren (Committee member) / Si, Jennie (Committee member) / Arizona State University (Publisher)
Created2010
Description
In today's global market, companies are facing unprecedented levels of uncertainties in supply, demand and in the economic environment. A critical issue for companies to survive increasing competition is to monitor the changing business environment and manage disturbances and changes in real time. In this dissertation, an integrated framework is proposed using simulation and online calibration methods to enable the adaptive management of large-scale complex supply chain systems. The design, implementation and verification of the integrated approach are studied in this dissertation. The research contributions are two-fold. First, this work enriches symbiotic simulation methodology by proposing a framework of simulation and advanced data fusion methods to improve simulation accuracy. Data fusion techniques optimally calibrate the simulation state/parameters by considering errors in both the simulation models and in measurements of the real-world system. Data fusion methods - Kalman Filtering, Extended Kalman Filtering, and Ensemble Kalman Filtering - are examined and discussed under varied conditions of system chaotic levels, data quality and data availability. Second, the proposed framework is developed, validated and demonstrated in `proof-of-concept' case studies on representative supply chain problems. In the case study of a simplified supply chain system, Kalman Filtering is applied to fuse simulation data and emulation data to effectively improve the accuracy of the detection of abnormalities. In the case study of the `beer game' supply chain model, the system's chaotic level is identified as a key factor to influence simulation performance and the choice of data fusion method. Ensemble Kalman Filtering is found more robust than Extended Kalman Filtering in a highly chaotic system. With appropriate tuning, the improvement of simulation accuracy is up to 80% in a chaotic system, and 60% in a stable system. In the last study, the integrated framework is applied to adaptive inventory control of a multi-echelon supply chain with non-stationary demand. It is worth pointing out that the framework proposed in this dissertation is not only useful in supply chain management, but also suitable to model other complex dynamic systems, such as healthcare delivery systems and energy consumption networks.
ContributorsWang, Shanshan (Author) / Wu, Teresa (Thesis advisor) / Fowler, John (Thesis advisor) / Pfund, Michele (Committee member) / Li, Jing (Committee member) / Pavlicek, William (Committee member) / Arizona State University (Publisher)
Created2010
Description
High-dimensional systems are difficult to model and predict. The underlying mechanisms of such systems are too complex to be fully understood with limited theoretical knowledge and/or physical measurements. Nevertheless, redcued-order models have been widely used to study high-dimensional systems, because they are practical and efficient to develop and implement. Although model errors (biases) are inevitable for reduced-order models, these models can still be proven useful to develop real-world applications. Evaluation and validation for idealized models are indispensable to serve the mission of developing useful applications. Data assimilation and uncertainty quantification can provide a way to assess the performance of a reduced-order model. Real data and a dynamical model are combined together in a data assimilation framework to generate corrected model forecasts of a system. Uncertainties in model forecasts and observations are also quantified in a data assimilation cycle to provide optimal updates that are representative of the real dynamics. In this research, data assimilation is applied to assess the performance of two reduced-order models. The first model is developed for predicting prostate cancer treatment response under intermittent androgen suppression therapy. A sequential data assimilation scheme, the ensemble Kalman filter (EnKF), is used to quantify uncertainties in model predictions using clinical data of individual patients provided by Vancouver Prostate Center. The second model is developed to study what causes the changes of the state of stratospheric polar vortex. Two data assimilation schemes: EnKF and ES-MDA (ensemble smoother with multiple data assimilation), are used to validate the qualitative properties of the model using ECMWF (European Center for Medium-Range Weather Forecasts) reanalysis data. In both studies, the reduced-order model is able to reproduce the data patterns and provide insights to understand the underlying mechanism. However, significant model errors are also diagnosed for both models from the results of data assimilation schemes, which suggests specific improvements of the reduced-order models.
ContributorsWu, Zhimin (Author) / Kostelich, Eric (Thesis advisor) / Moustaoui, Mohamed (Thesis advisor) / Jones, Chris (Committee member) / Espanol, Malena (Committee member) / Platte, Rodrigo (Committee member) / Arizona State University (Publisher)
Created2021
Description
The application of novel visualization and modeling methods to the study of cardiovascular disease is vital to the development of innovative diagnostic techniques, including those that may aid in the early detection and prevention of cardiovascular disorders. This dissertation focuses on the application of particle image velocimetry (PIV) to the study of intracardiac hemodynamics. This is accomplished primarily though the use of ultrasound based PIV, which allows for in vivo visualization of intracardiac flow without the requirement for optical access, as is required with traditional camera-based PIV methods.
The fundamentals of ultrasound PIV are introduced, including experimental methods for its implementation as well as a discussion on estimating and mitigating measurement error. Ultrasound PIV is then compared to optical PIV; this is a highly developed technique with proven accuracy; through rigorous examination it has become the “gold standard” of two-dimensional flow visualization. Results show good agreement between the two methods.
Using a mechanical left heart model, a multi-plane ultrasound PIV technique is introduced and applied to quantify a complex, three-dimensional flow that is analogous to the left intraventricular flow. Changes in ventricular flow dynamics due to the rotational orientation of mechanical heart valves are studied; the results demonstrate the importance of multi-plane imaging techniques when trying to assess the strongly three-dimensional intraventricular flow.
The potential use of ultrasound PIV as an early diagnosis technique is demonstrated through the development of a novel elasticity estimation technique. A finite element analysis routine is couple with an ensemble Kalman filter to allow for the estimation of material elasticity using forcing and displacement data derived from PIV. Results demonstrate that it is possible to estimate elasticity using forcing data derived from a PIV vector field, provided vector density is sufficient.
The fundamentals of ultrasound PIV are introduced, including experimental methods for its implementation as well as a discussion on estimating and mitigating measurement error. Ultrasound PIV is then compared to optical PIV; this is a highly developed technique with proven accuracy; through rigorous examination it has become the “gold standard” of two-dimensional flow visualization. Results show good agreement between the two methods.
Using a mechanical left heart model, a multi-plane ultrasound PIV technique is introduced and applied to quantify a complex, three-dimensional flow that is analogous to the left intraventricular flow. Changes in ventricular flow dynamics due to the rotational orientation of mechanical heart valves are studied; the results demonstrate the importance of multi-plane imaging techniques when trying to assess the strongly three-dimensional intraventricular flow.
The potential use of ultrasound PIV as an early diagnosis technique is demonstrated through the development of a novel elasticity estimation technique. A finite element analysis routine is couple with an ensemble Kalman filter to allow for the estimation of material elasticity using forcing and displacement data derived from PIV. Results demonstrate that it is possible to estimate elasticity using forcing data derived from a PIV vector field, provided vector density is sufficient.
ContributorsWesterdale, John Curtis (Author) / Adrian, Ronald (Thesis advisor) / Belohlavek, Marek (Committee member) / Squires, Kyle (Committee member) / Trimble, Steve (Committee member) / Frakes, David (Committee member) / Arizona State University (Publisher)
Created2015