This tutorial provides a gentle introduction to the particle Metropolis-Hastings (PMH) algorithm for parameter inference in nonlinear state-space models together with a software implementation in the statistical programming language R. We employ a step-by-step approach to develop an implementation of the PMH algorithm (and the particle filter within) together with the reader. This final implementation is also available as the package pmhtutorial from the Comprehensive R Archive Network (CRAN) repository. Throughout the tutorial, we provide some intuition as to how the algorithm operates and discuss some solutions to problems that might occur in practice. To illustrate the use of PMH, we consider parameter inference in a linear Gaussian state-space model with synthetic data and a nonlinear stochastic volatility model with real-world data.

Migraine is a neurological disorder characterized by persisting attacks, underlined by the sensitivity to light. One of the leading reasons that make migraine a bigger issue is that it cannot be diagnosed easily by physicians because of the numerous overlapping symptoms with other diseases, such as epilepsy and tension-headache. Consequently, studies have been growing on how to make a computerized decision support system for diagnosis of migraine. In most laboratory studies, flash stimulation is used during the recording of electroencephalogram (EEG) signals with different frequencies and variable (seconds) time windows. The main contribution of this study is the investigation of the effects of flash stimulation on the classification accuracy, and how to find the effective window length for EEG signal classification. To achieve this, we tested different machine learning algorithms on the EEG signals features extracted by using discrete wavelet transform. Our tests on the real-world dataset, recorded in the laboratory, show that the flash stimulation can improve the classification accuracy for more than 10%. Not surprisingly, it is seen that the same holds for the selection of time window length, i.e. the selection of the proper window length is crucial for the accurate migraine identification. (C) 2018 Elsevier Ltd. All rights reserved.

Recently, the measurement of the pupil dilation response has been applied in many studies to assess listening effort. Meanwhile, the mechanisms underlying this response are still largely unknown. We present the results of a method that separates the influence of the parasympathetic and sympathetic branches of the autonomic nervous system on the pupil response during speech perception. This is achieved by changing the background illumination level. In darkness, the influence of the parasympathetic nervous system on the pupil response is minimal, whereas in light, there is an additional component from the parasympathetic nervous system. Nineteen hearing-impaired and 27 age-matched normal-hearing listeners performed speech reception threshold tests targeting a 50% correct performance level while pupil responses were recorded. The target speech was masked with a competing talker. The test was conducted twice, once in dark and once in a light condition. Need for Recovery and Checklist Individual Strength questionnaires were acquired as indices of daily-life fatigue. In dark, the peak pupil dilation (PPD) did not differ between the two groups, but in light, the normal-hearing group showed a larger PPD than the hearing-impaired group. Listeners with better hearing acuity showed larger differences in dilation between dark and light. These results indicate a larger effect of parasympathetic inhibition on the pupil dilation response of listeners with better hearing acuity, and a relatively high parasympathetic activity in those with worse hearing. Previously observed differences in PPD between normal and impaired listeners are probably not solely because of differences in listening effort.

Electrophysiological feedback on activity in the auditory pathway may potentially advance the next generation of hearing aids. Conventional electroencephalographic (EEG) systems are, however, impractical during daily life and incompatible with hearing aids. Ear-EEG is a method in which the EEG is recorded from electrodes embedded in a hearing aid like earpiece. The method therefore provides an unobtrusive way of measuring neural activity suitable for use in everyday life. This study aimed to determine whether ear-EEG could be used to estimate hearing thresholds in subjects with sensorineural hearing loss. Specifically, ear-EEG was used to determine physiological thresholds at 0.5, 1, 2, and 4 kHz using auditory steady-state response measurements. To evaluate ear-EEG in relation to current methods, thresholds were estimated from a concurrently recorded conventional scalp EEG. The threshold detection rate for ear-EEG was 20% lower than the detection rate for scalp EEG. Thresholds estimated using in-ear referenced ear-EEG were found to be elevated at an average of 5.9, 2.3, 5.6, and 1.5 dB relative to scalp thresholds at 0.5, 1, 2, and 4 kHz, respectively. No differences were found in the variance of means between in-ear ear-EEG and scalp EEG. In-ear ear-EEG, auditory steady-state response thresholds were found at 12.1 to 14.4 dB sensation level with an intersubject variation comparable to that of behavioral thresholds. Collectively, it is concluded that although further refinement of the method is needed to optimize the threshold detection rate, ear-EEG is a feasible method for hearing threshold level estimation in subjects with sensorineural hearing impairment.

Input design is an important issue for classical system identification methods but has not been investigated for the kernel-based regularization method (KRM) until very recently. In this paper, we consider the input design problem of KRMs for LTI system identification. Different from the recent result, we adopt a Bayesian perspective and in particular make use of scalar measures (e.g., the A-optimality, D-optimality, and E-optimality) of the Bayesian mean square error matrix as the design criteria subject to power-constraint on the input. Instead of solving the optimization problem directly, we propose a two-step procedure. In the first step, by making suitable assumptions on the unknown input, we construct a quadratic map (transformation) of the input such that the transformed input design problems are convex, and the global minima of the transformed input design problem can thus be found efficiently by applying well-developed convex optimization software packages. In the second step, we derive the characterization of the optimal input based on the global minima found in the first step by solving the inverse image of the quadratic map. In addition, we derive analytic results for some special types of kernels, which provide insights on the input design and also its dependence on the kernel structure. (C) 2018 Elsevier Ltd. All rights reserved.

In this paper. we develop new methods to automatically detect the onset and duration of freezing of gait (FOG) in people with Parkinson disease (PD) in real time, using inertial sensors. We first build a physical model that describes the trembling motion during the FOG events. Then, we design a generalized likelihood ratio test framework to develop a two-stage detector for determining the zero-velocity and trembling events during gait. Thereafter, to filter out falsely detected FOG events, we develop a point-process filter that combines the output of the detectors with information about the speed of the foot, provided by a foot-mounted inertial navigation system. We computed the probability of FOG by using the point-process filter to determine the onset and duration of the FOG event. Finally, we validate the performance of the proposed system design using real data obtained from people with PD who performed a set of gait tasks. We compare our FOG detection results with an existing method that only uses accelerometer data. The results indicate that our method yields 81.03% accuracy in detecting FOG events and a threefold decrease in the false-alarm rate relative to the existing method.

This work investigates the energy consumption of industrial robots in the context of automotive industry. The purpose is to identify the most influencing parameters and variables and to propose best practices with focus on energy efficiency. The analysis approach is composed of three experiments performed in a simulation environment that test different values of programming parameters and variables, such as joint speed, acceleration, robot payload. The first experiment focuses on energy consumption of robots at standstill. The second one considers the robot moving along different paths. Finally, the third one analyses how the joint friction is affected by load, speed and temperature and how it influences the energy consumption. Results show that at standstill, it is important to reduce dwell time, select an energy efficient position and reduce the programmed value of the timer responsible for turning off the servomotors. While moving, it is important to select maximum continuous termination for intermediate points and avoid low speeds. Regarding friction variation, results show that at high motor speed, low temperatures increase energy consumption. In order to evaluate the contribution of the best practices in a real environment, they are applied to a welding robotic cell of an automotive industry.

Model predictive control (MPC) represents nowadays one of the main methods employed for process control in industry. Its strong suits comprise a simple algorithm based on a straightforward formulation and the flexibility to deal with constraints. On the other hand, it can be questioned its robustness regarding model uncertainties and external noises. Thus, a lot of efforts have been spent in the past years into the search of methods to address these shortcomings. In this study, the authors propose a robust MPC controller which stems from the idea of adding robustness in the prediction phase of the algorithm while leaving the core of MPC untouched. More precisely, they consider a robust Kalman filter that has been recently introduced and they further extend its usability to feedback control systems. Overall the proposed control algorithm allows to maintain all of the advantages of MPC with an additional improvement in performance and without any drawbacks in terms of computational complexity. To test the actual reliability of the algorithm, they apply it to control a servomechanism system characterised by non-linear dynamics.

The aim of this paper is to modify continuous-time bounded confidence opinion dynamics models so that "changes of opinion" (intended as changes of the sign of the initial states) are never induced during the evolution. Such sign invariance can be achieved by letting opinions of different sign localized near the origin interact negatively, or neglect each other, or even repel each other. In all cases, it is possible to obtain sign-preserving bounded confidence models with state-dependent connectivity and with a clustering behavior similar to that of a standard bounded confidence model. (C) 2018 Elsevier Ltd. All rights reserved.

Sleep scoring is used as a diagnostic technique in the diagnosis and treatment of sleep disorders. Automated sleep scoring is crucial, since the large volume of data should be analyzed visually by the sleep specialists which is burdensome, time-consuming tedious, subjective, and error prone. Therefore, automated sleep stage classification is a crucial step in sleep research and sleep disorder diagnosis. In this paper, a robust system, consisting of three modules, is proposed for automated classification of sleep stages from the single-channel electroencephalogram (EEG). In the first module, signals taken from Pz-Oz electrode were denoised using multiscale principal component analysis. In the second module, the most informative features are extracted using discrete wavelet transform (DWT), and then, statistical values of DWT subbands are calculated. In the third module, extracted features were fed into an ensemble classifier, which can be called as rotational support vector machine (RotSVM). The proposed classifier combines advantages of the principal component analysis and SVM to improve classification performances of the traditional SVM. The sensitivity and accuracy values across all subjects were 84.46% and 91.1%, respectively, for the five-stage sleep classification with Cohens kappa coefficient of 0.88. Obtained classification performance results indicate that, it is possible to have an efficient sleep monitoring system with a single-channel EEG, and can be used effectively in medical and home-care applications.

Distributed algorithms for solving coupled semidefinite programs commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper, we show that in case the coupled problem has an inherent tree structure, it is possible to devise an efficient distributed algorithm for solving such problems. The proposed algorithm relies on predictor- corrector primal-dual interior-point methods, where we use a message-passing algorithm to compute the search directions distributedly. Message passing here is closely related to dynamic programming over trees. This allows us to compute the exact search directions in a finite number of steps. This is because computing the search directions requires a recursion over the tree structure and, hence, terminates after an upward and downward pass through the tree. Furthermore, this number can be computed a priori and only depends on the coupling structure of the problem. We use the proposed algorithm for analyzing robustness of large-scale uncertain systems distributedly. We test the performance of this algorithm using numerical examples.

The commercial interest in proximity services is increasing. Application examples include location-based information and advertisements, logistics, social networking, file sharing, etc. In this paper, we consider positioning of devices based on a time series of proximity reports from a mobile device to a network node. This corresponds to nonlinear measurements with respect to the device position in relation to the network nodes. Motion model will be needed together with the measurements to determine the position of the device. Therefore, sequential Monte Carlo methods, namely particle filtering and smoothing, are applicable for positioning. Positioning performance is evaluated in a typical office area with Bluetooth-low-energy beacons deployed for proximity detection and report, and is further compared to parametric Cramér-Rao lower bounds. Finally, the position accuracy is also evaluated with real experimental data.

Identification of structured state-space (gray-box) model is popular for modeling physical and network systems. Due to the non-convex nature of the gray-box identification problem, good initial parameter estimates are crucial for successful applications. In this paper, the non-convex gray-box identification problem is reformulated as a structured low-rank matrix factorization problem by exploiting the rank and structured properties of a block Hankel matrix constructed by the system impulse response. To address the low-rank optimization problem, it is first transformed into a difference-of-convex (DC) formulation and then solved using the sequentially convex relaxation method. Compared with the classical gray-box identification methods like the prediction-error method (PEM), the new approach turns out to be more robust against converging to non-global minima, as supported by a simulation study. The developed identification can either be directly used for gray-box identification or provide an initial parameter estimate for the PEM. (C) 2018 Elsevier Ltd. All rights reserved.

The aim of this paper is to shed light on the problem of controlling a complex network with minimal control energy. We show first that the control energy depends on the time constant of the modes of the network, and that the closer the eigenvalues are to the imaginary axis of the complex plane, the less energy is required for complete controllability. In the limit case of networks having all purely imaginary eigenvalues (e.g. networks of coupled harmonic oscillators), several constructive algorithms for minimum control energy driver node selection are developed. A general heuristic principle valid for any directed network is also proposed: the overall cost of controlling a network is reduced when the controls are concentrated on the nodes with highest ratio of weighted outdegree vs indegree.

In Model Predictive Control (MPC), the control input is computed by solving a constrained finite-time optimal control (CFTOC) problem at each sample in the control loop. The main computational effort when solving the CFTOC problem using an active-set (AS) method is often spent on computing the search directions, which in MPC corresponds to solving unconstrained finite-time optimal control (UFTOC) problems. This is commonly performed using Riccati recursions or generic sparsity exploiting algorithms. In this work the focus is efficient search direction computations for AS type methods. The system of equations to be solved at each AS iteration is changed only by a low-rank modification of the previous one, and exploiting this structured change is important for the performance of AS type solvers. In this paper, theory for how to exploit these low-rank changes by modifying the Riccati factorization between AS iterations in a structured way is presented. A numerical evaluation of the proposed algorithm shows that the computation time can be significantly reduced by modifying, instead of re-computing, the Riccati factorization. This speed-up can be important for AS type solvers used for linear, nonlinear and hybrid MPC.

Merge scenarios confront drivers with some of the most complicated driving maneuvers in every day driving, requiring anticipatory reasoning of positions of other vehicles, and the own vehicles future trajectory. In congested traffic it might be impossible to merge without cooperation of up-stream vehicles, therefore, it is essential to gauge the effect of our own trajectory when planning a merge maneuver. For an autonomous vehicle to perform a merge maneuver in congested traffic similar capabilities are required. This includes a model describing the future evolution of the scene that allows for optimizing the autonomous vehicle's planned trajectory with respect to risk, comfort, and dynamical limitations. We present a probabilistic model that explicitly models interaction between vehicles and allows for evaluating the utility of a large number of candidate trajectories of an autonomous vehicle using a receding horizon approach in order to select an appropriate merge maneuver. The model is an extension of the intelligent driver model and the modeled behavior of other vehicles are adjusted using on-line model parameter estimation in order to give better predictions. The prediction model is evaluated using naturalistic traffic data and the merge maneuver planner is evaluated in simulation.

State-space smoothing has found many applications in science and engineering. Under linear and Gaussian assumptions, smoothed estimates can be obtained using efficient recursions, for example Rauch Tung Striebel and Mayne Fraser algorithms. Such schemes are equivalent to linear algebraic techniques that minimize a convex quadratic objective function with structure induced by the dynamic model. These classical formulations fall short in many important circumstances. For instance, smoothers obtained using quadratic penalties can fail when outliers are present in the data, and cannot track impulsive inputs and abrupt state changes. Motivated by these shortcomings, generalized Kalman smoothing formulations have been proposed in the last few years, replacing quadratic models with more suitable, often nonsmooth, convex functions. In contrast to classical models, these general estimators require use of iterated algorithms, and these have received increased attention from control, signal processing, machine learning, and optimization communities. In this survey we show that the optimization viewpoint provides the control and signal processing community great freedom in the development of novel modeling and inference frameworks for dynamical systems. We discuss general statistical models for dynamic systems, making full use of nonsmooth convex penalties and constraints, and providing links to important models in signal processing and machine learning. We also survey optimization techniques for these formulations, paying close attention to dynamic problem structure. Modeling concepts and algorithms are illustrated with numerical examples. (C) 2017 Elsevier Ltd. All rights reserved.

Predicting the sign of press perturbation responses in ecological networks is challenging, due to the poor knowledge of the strength of the direct interactions among the species, and to the entangled coexistence of direct and indirect effects. We show in this paper that, for a class of networks that includes mutualistic and monotone networks, the sign of press perturbation responses can be qualitatively determined based only on the sign pattern of the community matrix, without any knowledge of parameter values. For other classes of networks, we show that a semi-qualitative approach yields sufficient conditions for community matrices with a given sign pattern to exhibit mutualistic responses to press perturbations; quantitative conditions can be provided as well for community matrices that are eventually nonnegative. We also present a computational test that can be applied to any class of networks so as to check whether the sign of the responses to press perturbations is constant in spite of parameter variations.

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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 complex network represented by the adjacency matrix A, an algorithm is developed that constructs an input matrix B such that the resulting system (A, B) is controllable with a near minimal number of unilateral control inputs. This is made possible by a reformulation of classical conditions for controllability that casts the minimal unilateral input selection problem into well known optimization problems. We identify network properties that make unilateral controllability relatively easy to achieve as compared to unrestricted controllability. The analysis of the network topology for instance allows us to establish theoretical bounds on the minimal number of controls required. For various categories of random networks as well as for a number of real-world networks these lower bounds are often achieved by our heuristics.

We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured decomposition of the model of interest, turning the overall inferential task into a collection of recursively solved subproblems. The proposed method is applicable to a broad class of probabilistic graphical models, including models with loops. Unlike a standard SMC sampler, the proposed divide-and-conquer SMC employs multiple independent populations of weighted particles, which are resampled, merged, and propagated as the method progresses. We illustrate empirically that this approach can outperform standard methods in terms of the accuracy of the posterior expectation and marginal likelihood approximations. Divide-and-conquer SMC also opens up novel parallel implementation options and the possibility of concentrating the computational effort on the most challenging subproblems. We demonstrate its performance on a Markov random field and on a hierarchical logistic regression problem. Supplementary materials including proofs and additional numerical results are available online.

A platform for sensor fusion consisting of a standard smartphone equipped with the specially developed Sensor Fusion appis presented. The platform enables real-time streaming of data over WiFi to a computer where signal processingalgorithms, e.g., the Kalman filter, can be developed and executed in a Matlab framework. The platform is an excellenttool for educational purposes and enables learning activities where methods based on advanced theory can be implementedand evaluated at low cost. The article describes the app and a laboratory exercise developed around these new technologicalpossibilities. The laboratory session is part of a course in sensor fusion, a signal processing continuation course focused onmultiple sensor signal applications, where the goal is to give the students hands on experience of the subject. This is done byestimating the orientation of the smartphone, which can be easily visualized and also compared to the built-in filters in thesmartphone. The filter can accept any combination of sensor data from accelerometers, gyroscopes, and magnetometers toexemplify their importance. This way different tunings and tricks of important methods are easily demonstrated andevaluated on-line. The presented framework facilitates this in a way previously impossible.

Bayesian nonparametric approaches have been recently introduced in system identification scenario where the impulse response is modeled as the realization of a zero-mean Gaussian process whose covariance (kernel) has to be estimated from data. In this scheme, quality of the estimates crucially depends on the parametrization of the covariance of the Gaussian process. A family of kernels that have been shown to be particularly effective in the system identification framework is the family of Diagonal/Correlated (DC) kernels. Maximum entropy properties of a related family of kernels, the Tuned/Correlated (TC) kernels, have been recently pointed out in the literature. In this technical note, we show that maximum entropy properties indeed extend to the whole family of DC kernels. The maximum entropy interpretation can be exploited in conjunction with results on matrix completion problems in the graphical models literature to shed light on the structure of the DC kernel. In particular, we prove that the DC kernel admits a closed-form factorization, inverse, and determinant. These results can be exploited both to improve the numerical stability and to reduce the computational complexity associated with the computation of the DC estimator.

In this paper the main goal is to compare the instrumental variables and the least squares methods applied to parameter estimation in continuous-time systems, avoiding any preliminary discretization of the process, and to analyse which method is more suitable for estimation in continuous-time under stochastic perturbations. A numerical example illustrates the effectiveness of the algorithms.

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The general Simultaneous Localisation and Mapping (SLAM) problem aims at estimating the state of a moving platform simultaneously with building a map of the local environment. There are essentially three classes of algorithms. EKF- SLAM and FastSLAM solve the problem on-line, while Nonlinear Least Squares (NLS) is a batch method. All of them scales badly with either the state dimension, the map dimension or the batch length. We investigate the EM algorithm for solving a generalized version of the NLS problem. This EM-SLAM algorithm solves two simpler problems iteratively, hence it scales much better with dimensions. The iterations switch between state estimation, where we propose an Extended Rauch-Tung-Striebel smoother, and map estimation, where a quasi-Newton method is suggested. The proposed method is evaluated in real experiments and also in simulations on a platform with a monocular camera attached to an inertial measurement unit. It is demonstrated to produce lower RMSE than with a standard Levenberg-Marquardt solver of NLS problem, at a computational cost that increases considerably slower. 

This paper reviews the vast literature on static output feedback design for linear time-invariant systems including classical results and recent developments. In particular, we focus on static output feedback synthesis with performance specifications, structured static output feedback, and robustness. The paper provides a comprehensive review on existing design approaches including iterative linear matrix inequalities heuristics, linear matrix inequalities with rank constraints, methods with decoupled Lyapunov matrices, and non-Lyapunov-based approaches. We describe the main difficulties of dealing with static output feedback design and summarize the main features, advantages, and limitations of existing design methods. (C) 2016 International Federation of Automatic Control. Published by Elsevier Ltd. All rights reserved.

Todays 4G LTE systems bring unprecedented mobile broadband performance to over a billion of users across the globe. Recently, work on a 5G mobile communication system has begun, and next to a new 5G air interface, LTE will be an essential component. The evolution of LTE will therefore strive to meet 5G requirements and to address 5G use cases. In this article, we provide an overview of foreseen key technology areas and components for LTE Release 14, including latency reductions, enhancements for machine-type communication, operation in unlicensed spectrum, massive multi-antenna systems, broadcasting, positioning, and support for intelligent transportation systems.

The identification of multivariable state space models in innovation form is solved in a subspace identification framework using convex nuclear norm optimization. The convex optimization approach allows to include constraints on the unknown matrices in the data-equation characterizing subspace identification methods, such as the lower triangular block-Toeplitz of weighting matrices constructed from the Markov parameters of the unknown observer. The classical use of instrumental variables to remove the influence of the innovation term on the data equation in subspace identification is avoided. The avoidance of the instrumental variable projection step has the potential to improve the accuracy of the estimated model predictions, especially for short data length sequences. (C) 2016 Elsevier Ltd. All rights reserved.

This paper presents a data-driven receding horizon fault estimation method for additive actuator and sensor faults in unknown linear time-invariant systems, with enhanced robustness to stochastic identification errors. State-of-the-art methods construct fault estimators with identified state-space models or Markov parameters, without compensating for identification errors. Motivated by this limitation, we first propose a receding horizon fault estimator parameterized by predictor Markov parameters. This estimator provides (asymptotically) unbiased fault estimates as long as the subsystem from faults to outputs has no unstable transmission zeros. When the identified Markov parameters are used to construct the above fault estimator, stochastic identification errors appear as model uncertainty multiplied with unknown fault signals and online system inputs/outputs (I/O). Based on this fault estimation error analysis, we formulate a mixed-norm problem for the offline robust design that regards online I/O data as unknown. An alternative online mixed-norm problem is also proposed that can further reduce estimation errors at the cost of increased computational burden. Based on a geometrical interpretation of the two proposed mixed-norm problems, systematic methods to tune the user-defined parameters therein are given to achieve desired performance trade-offs. Simulation examples illustrate the benefits of our proposed methods compared to recent literature. (C) 2016 Elsevier Ltd. All rights reserved.

Nonlinear Kalman filters are algorithms that approximately solve the Bayesian filtering problem by employing the measurement update of the linear Kalman filter (KF). Numerous variants have been developed over the past decades, perhaps most importantly the popular sampling based sigma point Kalman filters.In order to make the vast literature accessible, we present nonlinear KF variants in a common framework that highlights the computation of mean values and covariance matrices as the main challenge. The way in which these moment integrals are approximated distinguishes, for example, the unscented KF from the divided difference KF.With the KF framework in mind, a moment computation problem is defined and analyzed. It is shown how structural properties can be exploited to simplify its solution. Established moment computation methods, and their basics and extensions, are discussed in an extensive survey. The focus is on the sampling based rules that are used in sigma point KF. More specifically, we present three categories of methods that use sigma-points 1) to represent a distribution (as in the UKF); 2) for numerical integration (as in Gauss-Hermite quadrature); 3) to approximate nonlinear functions (as in interpolation). Prospective benefits and downsides are listed for each of the categories and methods, including accuracy statements. Furthermore, the related KF publications are listed.The theoretical discussion is complemented with a comparative simulation study on instructive examples.

In this study, Random Forests (RF) classifier is proposed for ECG heartbeat signal classification in diagnosis of heart arrhythmia. Discrete wavelet transform (DWT) is used to decompose ECG signals into different successive frequency bands. A set of different statistical features were extracted from the obtained frequency bands to denote the distribution of wavelet coefficients. This study shows that RF classifier achieves superior performances compared to other decision tree methods using 10-fold cross-validation for the ECG datasets and the obtained results suggest that further significant improvements in terms of classification accuracy can be accomplished by the proposed classification system. Accurate ECG signal classification is the major requirement for detection of all arrhythmia types. Performances of the proposed system have been evaluated on two different databases, namely MIT-BIH database and St. -Petersburg Institute of Cardiological Technics 12-lead Arrhythmia Database. For MIT-BIH database, RF classifier yielded an overall accuracy 99.33 % against 98.44 and 98.67 % for the C4.5 and CART classifiers, respectively. For St. -Petersburg Institute of Cardiological Technics 12-lead Arrhythmia Database, RF classifier yielded an overall accuracy 99.95 % against 99.80 % for both C4.5 and CART classifiers, respectively. The combined model with multiscale principal component analysis (MSPCA) de-noising, discrete wavelet transform (DWT) and RF classifier also achieves better performance with the area under the receiver operating characteristic (ROC) curve (AUC) and F- measure equal to 0.999 and 0.993 for MIT-BIH database and 1 and 0.999 for and St. Petersburg Institute of Cardiological Technics 12-lead Arrhythmia Database, respectively. Obtained results demonstrate that the proposed system has capacity for reliable classification of ECG signals, and to assist the clinicians for making an accurate diagnosis of cardiovascular disorders (CVDs).

The first order stable spline (SS-1) kernel (also known as the tunedcorrelated kernel) is used extensively in regularized system identification, where the impulse response is modeled as a zero-mean Gaussian process whose covariance function is given by well designed and tuned kernels. In this paper, we discuss the maximum entropy properties of this kernel. In particular, we formulate the exact maximum entropy problem solved by the SS-1 kernel without Gaussian and uniform sampling assumptions. Under general sampling assumption, we also derive the special structure of the SS-1 kernel (e.g. its tridiagonal inverse and factorization have closed form expression), also giving to it a maximum entropy covariance completion interpretation.

This note presents an efficient approach for the evaluation of multi-parametric mixed integer quadratic programming (mp-MIQP) solutions, occurring for instance in control problems involving discrete time hybrid systems with quadratic cost. Traditionally, the online evaluation requires a sequential comparison of piecewise quadratic value functions. We introduce a lifted parameter space in which the piecewise quadratic value functions become piecewise affine and can be merged to a single value function defined over a single polyhedral partition without any overlaps. This enables efficient point location approaches using a single binary search tree. Numerical experiments with a power electronics application demonstrate an online speedup up to an order of magnitude. We also show how the achievable online evaluation time can be traded off against the offline computational time.

Safety and security applications benefit from better situational awareness. Radar micro-Doppler signatures from an observed target carry information about the target's activity, and have potential to improve situational awareness. This article describes, compares, and discusses two methods to classify human activity based on radar micro-Doppler data. The first method extracts physically interpretable features from the time-velocity domain such as the main cycle time and properties of the envelope of the micro-Doppler spectra and use these in the classification. The second method derives its features based on the components with the most energy in the cadence-velocity domain (obtained as the Fourier transform of the time-velocity domain). Measurements from a field trial show that the two methods have similar activity classification performance. It is suggested that target base velocity and main limb cadence frequency are indirect features of both methods, and that they do often alone suffice to discriminate between the studied activities. This is corroborated by experiments with a reduced feature set. This opens up for designing new more compact feature sets. Moreover, weaknesses of the methods and the impact of non-radial motion are discussed.

Tracking human body motions using inertial sensors has become a well-accepted method in ambulatory applications since the subject is not confined to a lab-bounded volume. However, a major drawback is the inability to estimate relative body positions over time because inertial sensor information only allows position tracking through strapdown integration, but does not provide any information about relative positions. In addition, strapdown integration inherently results in drift of the estimated position over time. We propose a novel method in which a permanent magnet combined with 3-D magnetometers and 3-D inertial sensors are used to estimate the global trunk orientation and relative pose of the hand with respect to the trunk. An Extended Kalman Filter is presented to fuse estimates obtained from inertial sensors with magnetic updates such that the position and orientation between the human hand and trunk as well as the global trunk orientation can be estimated robustly. This has been demonstrated in multiple experiments in which various hand tasks were performed. The most complex task in which simultaneous movements of both trunk and hand were performed resulted in an average rms position difference with an optical reference system of 19.7 +/- 2.2 mm whereas the relative trunk-hand and global trunk orientation error was 2.3 +/- 0.9 and 8.6 +/- 8.7 deg respectively.

The particle Gibbs sampler is a systematic way of using a particle filter within Markov chain Monte Carlo. This results in an off-the-shelf Markov kernel on the space of state trajectories, which can be used to simulate from the full joint smoothing distribution for a state space model in a Markov chain Monte Carlo scheme. We show that the particle Gibbs Markov kernel is uniformly ergodic under rather general assumptions, which we will carefully review and discuss. In particular, we provide an explicit rate of convergence, which reveals that (i) for fixed number of data points, the convergence rate can be made arbitrarily good by increasing the number of particles and (ii) under general mixing assumptions, the convergence rate can be kept constant by increasing the number of particles superlinearly with the number of observations. We illustrate the applicability of our result by studying in detail a common stochastic volatility model with a non-compact state space.

In this paper, we propose using Gaussian processes to track an extended object or group of objects, that generates multiple measurements at each scan. The shape and the kinematics of the object are simultaneously estimated, and the shape is learned online via a Gaussian process. The proposed algorithm is capable of tracking different objects with different shapes within the same surveillance region. The shape of the object is expressed analytically, with well-defined confidence intervals, which can be used for gating and association. Furthermore, we use an efficient recursive implementation of the algorithm by deriving a state space model in which the Gaussian process regression problem is cast into a state estimation problem.

Filtering and smoothing algorithms for linear discrete-time state-space models with skewed and heavy-tailed measurement noise are presented. The algorithms use a variational Bayes approximation of the posterior distribution of models that have normal prior and skew-t-distributed measurement noise. The proposed filter and smoother are compared with conventional low-complexity alternatives in a simulated pseudorange positioning scenario. In the simulations the proposed methods achieve better accuracy than the alternative methods, the computational complexity of the filter being roughly 5 to 10 times that of the Kalman filter.

Today, the workflows that are involved in industrial assembly and production activities are becoming increasingly complex. To efficiently and safely perform these workflows is demanding on the workers, in particular when it comes to infrequent or repetitive tasks. This burden on the workers can be eased by introducing smart assistance systems. This article presents a scalable concept and an integrated system demonstrator designed for this purpose. The basic idea is to learn workflows from observing multiple expert operators and then transfer the learnt workflow models to novice users. Being entirely learning-based, the proposed system can be applied to various tasks and domains. The above idea has been realized in a prototype, which combines components pushing the state of the art of hardware and software designed with interoperability in mind. The emphasis of this article is on the algorithms developed for the prototype: 1) fusion of inertial and visual sensor information from an on-body sensor network (BSN) to robustly track the user’s pose in magnetically polluted environments; 2) learning-based computer vision algorithms to map the workspace, localize the sensor with respect to the workspace and capture objects, even as they are carried; 3) domain-independent and robust workflow recovery and monitoring algorithms based on spatiotemporal pairwise relations deduced from object and user movement with respect to the scene; and 4) context-sensitive augmented reality (AR) user feedback using a head-mounted display (HMD). A distinguishing key feature of the developed algorithms is that they all operate solely on data from the on-body sensor network and that no external instrumentation is needed. The feasibility of the chosen approach for the complete action-perception-feedback loop is demonstrated on three increasingly complex datasets representing manual industrial tasks. These limited size datasets indicate and highlight the potential of the chosen technology as a combined entity as well as point out limitations of the system.

We study cooperative sensor network localization in a realistic scenario where 1) the underlying measurement errors more probably follow a non-Gaussian distribution; 2) the measurement error distribution is unknown without conducting massive offline calibrations; and 3) non-line-of-sight identification is not performed due to the complexity constraint and/or storage limitation. The underlying measurement error distribution is approximated parametrically by a Gaussian mixture with finite number of components, and the expectation-conditional maximization (ECM) criterion is adopted to approximate the maximum-likelihood estimator of the unknown sensor positions and an extra set of Gaussian mixture model parameters. The resulting centralized ECM algorithms lead to easier inference tasks and meanwhile retain several convergence properties with a proof of the "space filling" condition. To meet the scalability requirement, we further develop two distributed ECM algorithms where an average consensus algorithm plays an important role for updating the Gaussian mixture model parameters locally. The proposed algorithms are analyzed systematically in terms of computational complexity and communication overhead. Various computer based tests are also conducted with both simulation and experimental data. The results pin down that the proposed distributed algorithms can provide overall good performance for the assumed scenario even under model mismatch, while the existing competing algorithms either cannot work without the prior knowledge of the measurement error statistics or merely provide degraded localization performance when the measurement error is clearly non-Gaussian.

For communities of agents which are not necessarily cooperating, distributed processes of opinion forming are naturally represented by signed graphs, with positive edges representing friendly and cooperative interactions and negative edges the corresponding antagonistic counterpart. Unlike for nonnegative graphs, the outcome of a dynamical system evolving on a signed graph is not obvious and it is in general difficult to characterize, even when the dynamics are linear. In this paper, we identify a significant class of signed graphs for which the linear dynamics are however predictable and show many analogies with positive dynamical systems. These cases correspond to adjacency matrices that are eventually positive, for which the Perron-Frobenius property still holds and implies the existence of an invariant cone contained inside the positive orthant. As examples of applications, we determine cases in which it is possible to anticipate or impose unanimity of opinion in decision/voting processes even in presence of stubborn agents, and show how it is possible to extend the PageRank algorithm to include negative links.

In optimization algorithms used for on-line Model Predictive Control (MPC), linear systems of equations are often solved in each iteration. This is true both for Active Set methods as well as for Interior Point methods, and for linear MPC as well as for nonlinear MPC and hybrid MPC. The main computational effort is spent while solving these linear systems of equations, and hence, it is of greatest interest to solve them efficiently. Classically, the optimization problem has been formulated in either of two ways. One leading to a sparse linear system of equations involving relatively many variables to compute in each iteration and another one leading to a dense linear system of equations involving relatively few variables. In this work, it is shown that it is possible not only to consider these two distinct choices of formulations. Instead it is shown that it is possible to create an entire family of formulations with different levels of sparsity and number of variables, and that this extra degree of freedom can be exploited to obtain even better performance with the software and hardware at hand. This result also provides a better answer to a recurring question in MPC; should the sparse or dense formulation be used.

This paper addresses one of the main challenges in physical activity monitoring, as indicated by recent benchmark results: The difficulty of the complex classification problems exceeds the potential of existing classifiers. Therefore, this paper proposes the ConfAdaBoost.M1 algorithm. This algorithm is a variant of the AdaBoost.M1 that incorporates well-established ideas for confidence-based boosting. ConfAdaBoost.M1 is compared to the most commonly used boosting methods using benchmark datasets from the UCI machine learning repository.  Moreover, it is evaluated on an activity recognition and an intensity estimation problem, including a large number of physical activities from the recently released PAMAP2 dataset. The presented results indicate that the proposed ConfAdaBoost.M1 algorithm significantly improves the classification performance on most of the evaluated datasets, especially for larger and more complex classification tasks. Finally, two empirical studies are designed and carried out to investigate the feasibility of ConfAdaBoost.M1 for physical activity monitoring applications in mobile systems.

Particle Metropolis-Hastings (PMH) allows for Bayesian parameter inference in nonlinear state space models by combining MCMC and particle filtering. The latter is used to estimate the intractable likelihood. In its original formulation, PMH makes use of a marginal MCMC proposal for the parameters, typically a Gaussian random walk. However, this can lead to a poor exploration of the parameter space and an inefficient use of the generated particles.

We propose two alternative versions of PMH that incorporate gradient and Hessian information about the posterior into the proposal. This information is more or less obtained as a byproduct of the likelihood estimation. Indeed, we show how to estimate the required information using a fixed-lag particle smoother, with a computational cost growing linearly in the number of particles. We conclude that the proposed methods can: (i) decrease the length of the burn-in phase, (ii) increase the mixing of the Markov chain at the stationary phase, and (iii) make the proposal distribution scale invariant which simplifies tuning.

A method for fusing Synthetic Aperture Radar (SAR) images with opticalaerial images is presented. This is done in a navigation framework, where the absolute position and orientation of the flying platform, as computed from the inertial navigation system, is corrected based on the aerial image coordinates taken as ground truth. The method is suitable for new low-price SAR systems for small unmanned vehicles. The primary application is remote sensing, where the SAR image provides one further "colour" channel revealing reflectivity to radio waves. The method is based on first applying an edge detection algorithm to the images and then optimising the most important navigation states by matching the two binary images. To get a measure of the estimation uncertainty, we embed the optimisation in a least squares framework, where an explicit method to estimate the (relative) size of the errors is presented. The performance is demonstrated on real SAR and aerial images, leading to an error of only a few pixels.

Estimation-based iterative learning control (ILC) is applied to a parallel kinematic manipulator known as the Gantry-Tau parallel robot. The system represents a control problem where measurements of the controlled variables are not available. The main idea is to use estimates of the controlled variables in the ILC algorithm, and in the paper this approach is evaluated experimentally on the Gantry-Tau robot. The experimental results show that an ILC algorithm using estimates of the tool position gives a considerable improvement of the control performance. The tool position estimate is obtained by fusing measurements of the actuator angular positions with measurements of the tool path acceleration using a complementary filter.

Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). We present a new PMCMC algorithm that we refer to as particle Gibbs with ancestor sampling (PGAS). PGAS provides the data analyst with an off-the-shelf class of Markov kernels that can be used to simulate, for instance, the typically high-dimensional and highly autocorrelated state trajectory in a state-space model. The ancestor sampling procedure enables fast mixing of the PGAS kernel even when using seemingly few particles in the underlying SMC sampler. This is important as it can significantly reduce the computational burden that is typically associated with using SMC. PGAS is conceptually similar to the existing PG with backward simulation (PGBS) procedure. Instead of using separate forward and backward sweeps as in PGBS, however, we achieve the same effect in a single forward sweep. This makes PGAS well suited for addressing inference problems not only in state-space models, but also in models with more complex dependencies, such as non-Markovian, Bayesian nonparametric, and general probabilistic graphical models.

Among the many different formulations of Model Predictive Control (MPC) with guaranteed stability, one that has attracted significant attention is the formulation with a terminal cost and terminal constraint set, the so called dual mode formulation. In this technical note our goal is to make minimal changes to the dual mode framework, for the linear polytopic case, in order to develop a flexible reference tracking algorithm with guaranteed stability and low complexity, which is intuitive and easily understood. The main idea is to introduce a scaling variable that dynamically scales the terminal constraint set and therefore allows it to be centered around an arbitrary setpoint without violating the stability conditions. The main benefit of the algorithm is reduced complexity of the resulting QP compared to other state of art methods without loosing performance.

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.

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.

In this chapter we show that chordal structure can be used to devise efficient optimization methods for many common model predictive control problems. The chordal structure is used both for computing search directions efficiently as well as for distributing all the other computations in an interior-point method for solving the problem. The chordal structure can stem both from the sequential nature of the problem as well as from distributed formulations of the problem related to scenario trees or other formulations. The framework enables efficient parallel computations.

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.

This paper proposes a method to generate informative trajectories for a mobile sensor that tracks agile targets.The goal is to generate a sensor trajectory that maximizes the tracking performance, captured by a measure of the covariance matrix of the target state estimate. The considered problem is acombination of estimation and control, and is often referred to as informative path planning (IPP). When using nonlinear sensors, the tracking performance depends on the actual measurements, which are naturally unavailable in the planning stage.The planning problem hence becomes a stochastic optimization problem, where the expected tracking performance is used inthe objective function. The main contribution of this work is anapproximation of the problem based on deterministic sampling of the predicted target distribution. This is in contrast to prior work, where only the most likely target trajectory is considered.It is shown that the proposed method greatly improves the ability to track agile targets, compared to a baseline approach.   

In this work we consider a nonlinear interconnected system describing a decision-making process in a community of agents characterized by the coexistence of collaborative and antagonistic interactions. The resulting signed graph is in general not structurally balanced. It is shown in the paper that the decision-making process is affected by the frustration of the signed graph, in the sense that a nontrivial decision can be reached only if the social commitment of the agents is high enough to win the disorder introduced by the frustration in the network. The higher the frustration of the graph, the higher the commitment strength required from the agents.

We explore the problem of identification of LPV models when the scheduling variables are not known in advance and the model parameters exhibit a dynamic dependence on them. We consider an affine ARX model structure whose parameters vary with time. We solve for the models parameters and scheduling variables in two steps. In the first step, we use the measured input-output data to realize a parameter trajectory by solving a regularized Hankel matrix rank minimization problem. The regularization penalty is guided by the prior knowledge regarding the nature of systems time variation. In the second step, the scheduling variables are estimated as parameters of a sparse ARX structure relating the models parameters to the measured input-output variables. The effectiveness of the proposed approach is illustrated with two practical examples. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

The demand for fuel-efficient transport solutions are steadily increasing with the goal of reducing environmental impact and increasing efficiency. Heavy-Duty Vehicle (HDV) platooning is a promising concept where multiple HDVs drive together in a convoy with small intervehicular spacing. By doing this, the aerodynamic drag is reduced which in turn lowers fuel consumption. We propose a novel Model Predictive Control (MPC) framework for longitudinal control of the follower vehicle in a platoon consisting of two HDVs when no vehicle-to-vehicle communication is available. In the framework, the preceding vehicle's velocity profile is predicted using artificial neural networks which uses a topographic map of the road as input and is trained offline using synthetic data. The gear shifting and mass of consumed fuel for the controlled follower vehicle is modeled and used within the MPC controller. The efficiency of the proposed framework is verified in simulation examples and is benchmarked with a currently available control solution.  

In this work, we study the multiple kernel based regularized system identification with the hyper-parameter estimated by using the Steins unbiased risk estimators (SURE). To approach the problem, a QR factorization is first employed to compute SUREs objective function and its gradient in an efficient and accurate way. Then we propose an algorithm to solve the SURE problem, which contains two parts: the outer optimization part and the inner optimization part. For the outer optimization part, the coordinate descent algorithm is used and for the inner optimization part, the projection gradient algorithm is used. Finally, the efficacy of the proposed algorithm is demonstrated by numerical simulations. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

In this paper, we study the asymptotic properties of the generalized cross validation (GCV) hyperparameter estimator and establish its connection with the Steins unbiased risk estimators (SURE) as well as the mean squared error (MSE). It is shown that as the number of data goes to infinity, the GCV has the same asymptotic property as the SURE does and both of them converge to the best hyperparameter in the MSE sense. We illustrate the efficacy of the result by Monte Carlo simulations. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

Because of the increased demand on fault detection, monitoring and predictive maintenance, online or recursive identification is playing a more important role in systems engineering. In the recent releases of System Identification Toolbox (TM) for MATLAB (R), this has been reflected in a more substantial support for online techniques. This contribution gives an account of these improvements. It covers the addition of nonlinear filtering algorithms, such as the extended Kalman filter, the unscented Kalman filter and particle filters. The traditional recursive estimation techniques for polynomial models have also been enhanced with a more versatile syntax. Several new Simulink (R) blocks have been developed to support Simulink (R) models with online estimation. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

Using Maximum Likelihood (or Prediction Error) methods to identify linear state space model is a prime technique. The likelihood function is a nonconvex function and care must be exercised in the numerical maximization. Here the focus will be on affine parameterizations which allow some special techniques and algorithms. Three approaches to formulate and perform the maximization are described in this contribution: (1) The standard and well known Gauss Newton iterative search, (2) a scheme based on the EM (expectation-maximization) technique, which becomes especially simple in the affine parameterization case, and (3) a new approach based on lifting the problem to a higher dimension in the parameter space and introducing rank constraints. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

This paper describes an Arduino Due based platform for digital signal processing (DSP) education. The platform consists of an in-house developed shield for robust interfacing with analog audio signals and user inputs, and an off-the-shelf Arduino Due that executes the students DSP code. This combination enables direct use of the Arduino integrated development environment (IDE), with its low barrier to entry for students, its low maintenance need and cross platform interoperability, and its large user base. Relevant hardware and software features of the platform are discussed throughout, as are design choices made in relation to learning objectives, and the planned use of the platform in our own DSP course.

A key requirement of autonomous vehicles is the capability to safely navigate in their environment. However, outside of controlled environments, safe navigation is a very difficult problem. In particular, the real-world often contains both complex 3D structure, and dynamic obstacles such as people or other vehicles. Dynamic obstacles are particularly challenging, as a principled solution requires planning trajectories with regard to both vehicle dynamics, and the motion of the obstacles. Additionally, the real-time requirements imposed by obstacle motion, coupled with real-world computational limitations, make classical optimality and completeness guarantees difficult to satisfy. We present a unified optimization-based motion planning and control solution, that can navigate in the presence of both static and dynamic obstacles. By combining optimal and receding-horizon control, with temporal multi-resolution lattices, we can precompute optimal motion primitives, and allow real-time planning of physically-feasible trajectories in complex environments with dynamic obstacles. We demonstrate the framework by solving difficult indoor 3D quadcopter navigation scenarios, where it is necessary to plan in time. Including waiting on, and taking detours around, the motions of other people and quadcopters.

In this paper, recursive Bobrovsky-Zakai bounds for filtering, prediction and smoothing of nonlinear dynamic systems are presented. The similarities and differences to an existing Bobrovsky-Zakai bound in the literature for the filtering case are highlighted. The tightness of the derived bounds are illustrated on a simple example where a linear system with non-Gaussian measurement likelihood is considered. The proposed bounds are also compared with the performance of some well known filters/predictors/smoothers and other Bayesian bounds.

Feedback linearization is compared to Jacobian linearization for LQ control of atwo-link industrial manipulator. A method for obtaining equivalent nominal performance forboth control designs is introduced. An experimentally verified benchmark model with industrialrelevance is used for comparing the designs. Results do not show any conclusive advantages ofFeedback linearization.

A conceive-design project is presented. The project runs over the first two years of the engineering education programs at the Methodist University of São Paulo, and the paper focuses on the first semester of the Computer Engineering Program. The projects are carried out in teams of students from different programs and the results are presented to a board of faculty members and sometimes participants from our partner companies, at the end of each semester. There are around 200 students involved in total. For the first semester, students are required to conceive, design and document an environmentally-friendly product or service. The conceive-design project is integrated with surrounding modules is the curriculum, such as Entrepreneurship and Innovation and Economics, Society and Environmental Issues.

A general trajectory planner for optimal control problems is presented and applied to a robot system. The approach is based on timed elastic bands and nonlinear model predictive control. By exploiting the sparsity in the underlying optimization problems the computational effort can be significantly reduced, resulting in a real-time capable planner. In addition, a localization based switching strategy is employed to enforce convergence and stability. The planning procedure is illustrated in a robotics application using a realistic SCARA type robot.

A model-based method to perform odometry using an array of magnetometers that sense variations in a local magnetic field is presented. The method requires no prior knowledge of the magnetic field, nor does it compile any map of it. Assuming that the local variations in the  magnetic field can be described by a curl and divergence free polynomial model, a maximum likelihood estimator is derived. To gain insight into the array design criteria and the achievable estimation performance, the identifiability conditions of the estimation problem are analyzed and the Cramér-Rao bound for the one-dimensional case is derived. The analysis shows that with a second-order model it is sufficient to have six magnetometer triads in a plane to obtain local identifiability. Further, the Cramér-Rao bound shows that the estimation error is inversely proportional to the ratio between the rate of change of the magnetic field and the noise variance, as well as the length scale of the array. The performance of the proposed estimator is evaluated using real-world data. The results show that, when there are sufficient variations in the magnetic field, the estimation error is of the order of a few percent of the displacement. The method also outperforms current state-of-theart method for magnetic odometry

Variational inference using the reparameterization trick has enabled large-scale approximate Bayesian inference in complex probabilistic models, leveraging stochastic optimization to sidestep intractable expectations. The reparameterization trick is applicable when we can simulate a random variable by applying a differentiable deterministic function on an auxiliary random variable whose distribution is fixed. For many distributions of interest (such as the gamma or Dirichlet), simulation of random variables relies on acceptance-rejection sampling. The discontinuity introduced by the accept-reject step means that standard reparameterization tricks are not applicable. We propose a new method that lets us leverage reparameterization gradients even when variables are outputs of a acceptance-rejection sampling algorithm. Our approach enables reparameterization on a larger class of variational distributions. In several studies of real and synthetic data, we show that the variance of the estimator of the gradient is significantly lower than other state-of-the-art methods. This leads to faster convergence of stochastic gradient variational inference.

We present two approaches for using imaging sensors on-board small unmanned aerial systems (UAS) for positioning and navigation. Two types of sensors are used; laser scanners and a camera operating in the visual wavelengths. The laser scanners produce sparse 3D data that are registered to produce a local map. For the images from the video camera the optical flow and height estimates are fused and then matched with a geo-referenced aerial image. Both approaches include data from the inertial navigation system. The approaches can be used for accurate ego-positioning, and thus for navigation. The approaches are GPS independent and can work in GPS denied conditions, for example urban canyons, indoor environments, forest areas or while jammed. Applications are primarily within societal security and military defense.

Regularization of simple linear regression models for system identification is a recent much-studied problem. Several parameterizations ("kernels") of the regularization matrix have been suggested together with different ways of estimating ("tuning") its parameters. This contribution defines an asymptotic view on the problem of tuning and selection of kernels. It is shown that the SURE approach to parameter tuning provides an asymptotically consistent estimate of the optimal (in a MSE sense) hyperparameters. At the same time it is shown that the common marginal likelihood (empirical Bayes) approach does not enjoy that property. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

\This paper deals with the problem of controlling linear complex networks in an efficient way, i.e., with limited control energy. A general principle is provided, based on the eigenvalues of the network. It is shown numerically that the cost of controlling a network grows with the (absolute value of the) real part of the eigenvalues of the adjacency matrix. Constructive rules for driver node selection are also provided, based on the (weighted) topology of the network. In particular, we show that the key to have an energetically efficient driver node placement strategy is to use the skewness of the outdegree versus indegree distributions of the network, a topological property not associated before to controllability. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

The aim of this paper is to investigate the problem of selecting driver nodes enabling the control of a network with minimal control energy. The networks we are interested in are coupled harmonic oscillators, i.e., networks in which the eigenvalues are all purely imaginary. For them, several criteria for driver node selection are presented, based on the different measures of control energy considered in this context. The constructive algorithms we develop for these criteria are normally solving the problem in a heuristic way, although in one case the exact solution can be computed efficiently regardless of size. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

Input selection is an important and oftentimes difficult challenge in system identification. In order to achieve less complex models, irrelevant inputs should be methodically and correctly discarded before or under the estimation process. In this paper we introduce a novel method of input selection that is carried out as a natural extension in a subspace method. We show that the method robustly and accurately performs input selection at various noise levels and that it provides good model estimates. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

This paper addresses reconstruction of linear dynamic networks from heterogeneous datasets. Those datasets consist of measurements from linear dynamical systems in multiple experiments subjected to different experimental conditions, e.g., changes/perturbations in parameters, disturbance or noise. A main assumption is that the Boolean structures of the underlying networks are the same in all experiments. The ARMAX model is adopted to parameterize the general linear dynamic network representation "Dynamical Structure Function" (DSF), which provides the Granger Causality graph as a special case. The network identification is performed by integrating all available datasets and promote group sparsity to assure both network sparsity and the consistency of Boolean structures over datasets. In terms of solving the problem, a treatment by the iterative reweighted l(1) method is used, together with its implementations via proximal methods and ADMM for large-dimensional networks. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

In the consensus problem considered in this paper, each agent can impose a lower and an upper bound on the achievable consensus values. We show that if such state constraints are implemented by saturating the value transmitted to the neighboring nodes, the resulting constrained consensus problem must converge to the intersection of the intervals imposed by the individual agents.

This paper considers the input design of kernelbased regularization methods for LTI system identification. We first derive the Bayesian mean squared error matrix under the Bayesian perspective, and then use some typical scalar measures (e.g., the A-optimality, D-optimality, and E-optimality) as optimization criteria for the input design problem. Instead of directly solving the nonconvex optimization problem, we propose a two-step procedure. The first step is to solve a convex optimization and the second one is to determine the inverse image of a quadratic map. Both of these two steps can be solved efficiently by the proposed method and hence all the globally optimal inputs are found. In particular, we show that for some kernels, the optimal input under the D-optimality has an explicit expression.

The continuous-time subspace identification using state-variable filtering has been investigated for a long time. Due to the simple orthogonal basis functions that were adopted by the existing methods, the identification performance is quite sensitive to the selection of the system-dynamic parameter associated with an orthogonal basis. To cope with this problem, a subspace identification method using generalized orthonormal(Takenaka-Malmquist) basis functions is developed, which has the potential to perform better than the existing state-variable filtering methods since the adopted Takenaka-Malmquist basis has more degree of freedom in selecting the system-dynamic parameters. As a price for the flexibility of the generalized orthonormal bases, the transformed state-space model is time-varying or parameter-varying which cannot be identified using traditional subspace identification methods. To this end, a new subspace identification algorithm is developed by exploiting the structural properties of the time-variant system matrices, which is then validated by numerical simulations.

Network reconstruction has become particularly important in systems biology, and is now expected to deliver information on causality. Systems in nature are inherently nonlinear. However, for nonlinear dynamical systems with hidden states, how to give a useful definition of dynamic networks is still an open question. This paper presents a useful definition of Boolean dynamic networks for a large class of nonlinear systems. Moreover, a robust inference method is provided. The well-known Millar-10 model in systems biology is used as a numerical example, which provides the ground truth of causal networks for key mRNAs involved in eukaryotic circadian clocks. In addition, as second contribution of this paper, we suggest definitions of linear network identifiability, which helps to unify the available work on network identifiability.

One-dimensional Bayesian filtering and smoothing problems can be solved numerically using a number of algorithms, even in nonlinear and non-Gaussian cases. In this educational paper we advocate for the benefits of visualizing the obtained posterior densities as complement to, e.g., estimation error analysis. In addition to a review of Bayesian filtering and smoothing and the respective point mass and particle solutions, we devise a novel algorithm for filtering when the likelihood cannot be evaluated. Several instructive examples are discussed and easily adjustable matlab code is provided as complement to this paper.

In this paper, the derivation of the Bayesian Bhattacharyya bound for discrete-time filtering as proposed ina paper by Reece and Nicholson is revisited. It turns out that the results presented in the aforementioned contribution are incorrect, as some expectations appearing in the information matrix recursions are missing. This paper gives a generalized derivation of the N-th order Bayesian Bhattacharyya bound and presents corrected expressions for the case N = 2. A nonlinear toy example is used to illustrate the results

Classification of motion mode (walking, running, standing still) and device mode (hand-held, in pocket, in back-pack) is an enabler in personal navigation systems for the purpose of saving energy and design parameter settings and also for its own sake. Our main contribution is to publish one of the most extensive datasets for this problem, including inertial data from eight users, each one performing three pre-defined trajectories carrying four smartphones and seventeen inertial measurement units on the body. All kind of metadata is available such as the ground truth of all modes and position. A second contribution is the first study on a joint classifier of motion and device mode, respectively, where preliminary but promising results are presented.

Many positioning systems rely on accuratetime of arrival measurements. In this paper, we addressnot only the accuracy but also the relevance of Time ofArrival (TOA) measurement error modeling. We discusshow better knowledge of these errors can improve relativedistance estimation, and compare the impact of differentlydetailed measurement error information. These models arecompared in simulations based on models derived froman Ultra Wideband (UWB) measurement campaign. Theconclusion is that significant improvements can be madewithout providing detailed received signal information butwith a generic and relevant measurement error model.

Advances in sensor systems have resulted in the availability of high resolution sensors, capable of generating massive amounts of data. For complex systems to run online, the primary focus is on computationally efficient filters for the estimation of latent states related to the data. In this paper a novel method for efficient state estimation with the unscented Kalman Filter is proposed. The focus is on applications consisting of a massive amount of data. From a modelling perspective, this amounts to a measurement vector with dimensionality significantly greater than the dimensionality of the state vector. The efficiency of the filter is derived from a parallel filter structure which is enabled by the expectation propagation algorithm. A novel parallel measurement processing expectation propagation unscented Kalman filter is developed. The primary advantage of the novel algorithm is in the ability to achieve computational improvements with negligible loses in filter accuracy. An example of robot localization with a high resolution laser rangefinder sensor is presented. A 47.53% decrease in computational time was exhibited for a scenario with a processing platform consisting of 4 processors, with a negligible loss in accuracy.

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.

Recent years have seen the rise of Unmanned Aerial Systems (UAS) as a platform for geoobservation, and so too for the tracking of sea ice. Being a mobile platform, the research on UAS path-planning is extensive and usually involves an objective-function to minimize. For the purpose of observation however, the objective-function typically changes as observations are made along the path.

Further, the general problem involves multiple UAS and—in the case of sea ice tracking—vast geographical areas.

In this paper we discuss the architectural outline of a system capable of fusing data from multiple sources—UAS’s and others—as well as incorporating that data for both path-planning, sea ice movement prediction and target initialization. The system contains tracking of sea ice objects, situation map logic and is expandable as discussed with path-planning capabilities for closing the loop of optimizing paths for information acquisition.

Assessing the fundamental performance limitationsin Bayesian filtering can be carried out using the parametricCram´er-Rao bound (CRB). The parametric CRB puts a lowerbound on mean square error (MSE) matrix conditioned on aspecific state trajectory realization. In this work, we derive theparametric CRB for state-space models, where the measurementequation is modeled by a Gaussian process regression.These models appear, for instance in proximity report-basedpositioning, where proximity reports are obtained by hardthresholding of received signal strength (RSS) measurements, thatare modeled through Gaussian process regression. The proposedparametric CRB is evaluated on selected state trajectories andfurther compared with the positioning performance obtained bythe particle filter. The results corroborate that the positioningaccuracy achieved in this framework is close to the parametricCRB.

 In this work an Inertial Measurement Unit is used to improve tool position estimates for an ABB IRB 4600 industrial robot, starting from estimates based on motor angle forward kinematics. A Complementary Filter and an Extended Kalman Filter are investigated. The Complementary Filter is found to perform on par with the Extended Kalman Filter while having lower complexity both in the tuning process and the filtering computations.

Acoustic frequency tracking of a harmonic signalwith continuously varying frequency is considered. The Rao-Blackwellized point mass filter (RBPMF), previously proposed bythe authors for mechanical vibration tracking, is applied to the problem. The RBPMF is compared with two periodogram-based methods, and the similarities and differences between them are explained. Both experimental and simulation results in a Doppler frequency tracking scenario are presented, and the results show that the RBPMF can have significantly less estimation error than the competing methods.

In polar region operations, drift ice positioning and tracking is useful for both scientific and safety reasons. At its core is a Multi-Target Tracking (MTT) problem in which currents and winds make motion modeling difficult. One recent algorithm in the MTT field, employed in this paper, is the Labeled Multi-Bernoulli (LMB) filter. In particular, a proposed reformulation of the LMB equations exposes a structure which is exploited to propose a compact algorithm for the generation of the filter's posterior distribution. Further, spatial indexing is applied to the clustering process of the filter, allowing efficient separation of the filter into smaller, independent parts with lesser total complexity than that of an unclustered filter. Many types of sensors can be employed to generate detections of sea ice, and in this paper a recorded dataset from a Terrestrial Radar Interferometer (TRI) is used to demonstrate the application of the Spatially Indexed Labeled Multi-Bernoulli filter to estimate the currents of an observed area in Kongsfjorden, Svalbard.

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. 

In order to meet the requirements for autonomous systems in real world applications, reliable path following controllers have to be designed to execute planned paths despite the existence of disturbances and model errors. In this paper we propose a Linear Quadratic controller for stabilizing a 2-trailer system with possible off-axle hitching around preplanned paths in backward motion. The controller design is based on a kinematic model of a general 2-trailer system including the possibility for off-axle hitching. Closed-loop stability is proved around a set of paths, typically chosen to represent the possible output from the path planner, using theory from linear differential inclusions. Using convex optimization tools a single quadratic Lyapunov function is computed for the entire set of paths.

The identification of continuous-time models of dynamical systems based on sampled measurements of input and output signals is a research topic that has received much attention during the past decades. However, a framework for the correct assessment of the performance of various estimation methods, as well as their numerical reliability, is still missing due to a number of benchmarking difficulties, equally applicable to both discrete-and continuous-time identification problems. This paper revisits this topic, reports new numerical results, highlights several fundamental aspects regarding the definition of an appropriate benchmark for the evaluation of continuous-time linear model identification algorithms and discusses several means of addressing the related existing problems.

In a continuous-time nonlinear driftless control system, a geometric phase is a consequence of nonintegrability of the vector fields, and it describes how cyclic trajectories in shape space induce non-periodic motion in phase space, according to an area rule. The aim of this paper is to shown that geometric phases exist also for discrete-time driftless nonlinear control systems, but that unlike their continuous-time counterpart, they need not obey any area rule, i.e., even zero-area cycles in shape space can lead to nontrivial geometric phases. When the discrete-time system is obtained through Euler discretization of a continuous-time system, it is shown that the zero-area geometric phase corresponds to the gap between the Euler discretization and an exact discretization of the continuous-time system.

When an aircraft is flying and burning fuel the center of gravity (c.g.) of the aircraft shifts slowly. The c.g. can also be shifted abruptly when e.g. a ghter aircraft releases a weapon. The shift in c.g. is difficult to measure or estimate so the flight control systems need to be robustly designed to cope with this variation. However for fighter aircrafts with high manoeuvrability there is room for improvements. In this paper we investigate if the use of adaptive control law augmentation can be used to better cope with the change in c.g. We augment a baseline controller with a robust Model Reference Adaptive Control (MRAC) design and analyse its benets and possible issues.

In many traffic situations there are times where interaction with other drivers is necessary and unavoidable in order to safely progress towards an intended destination. This is especially true for merge manoeuvres into dense traffic, where drivers sometimes must be somewhat aggressive and show the intention of merging in order to interact with the other driver and make the driver open the gap needed to execute the manoeuvre safely. Many motion planning frameworks for autonomous vehicles adopt a reactive approach where simple models of other traffic participants are used and therefore need to adhere to large margins in order to behave safely. However, the large margins needed can sometimes get the system stuck in congested traffic where time gaps between vehicles are too small. In other situations, such as a highway merge, it can be significantly more dangerous to stop on the entrance ramp if the gaps are found to be too small than to make a slightly more aggressive manoeuvre and let the driver behind open the gap needed. To remedy this problem, this work uses the Intelligent Driver Model (IDM) to explicitly model the interaction of other drivers and evaluates the risk by their required deceleration in a similar manner as the Minimum Overall Breaking Induced by Lane change (MOBIL) model that has been used in large scale traffic simulations before. This allows the algorithm to evaluate the effect on other drivers depending on our own trajectory plans by simulating the nearby traffic situation. Finding a globally optimal solution is often intractable in these situations so instead a large set of candidate trajectories are generated that are evaluated against the traffic scene by forward simulations of other traffic participants. By discretization and using an efficient trajectory generator together with efficient modelling of the traffic scene real-time demands can be met.

In multiparametric programming an optimization problem which is dependent on a parameter vector is solved parametrically. In control, multiparametric quadratic programming (mp-QP) problems have become increasingly important since the optimization problem arising in Model Predictive Control (MPC) can be cast as an mp-QP problem, which is referred to as explicit MPC. One of the main limitations with mp-QP and explicit MPC is the amount of memory required to store the parametric solution and the critical regions. In this paper, a method for exploiting low rank structure in the parametric solution of an mp-QP problem in order to reduce the required memory is introduced. The method is based on ideas similar to what is done to exploit low rank modifications in generic QP solvers, but is here applied to mp-QP problems to save memory. The proposed method has been evaluated experimentally, and for some examples of relevant problems the relative memory reduction is an order of magnitude compared to storing the full parametric solution and critical regions.

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.

This paper describes the motivation, the current state and the further actions of an improvement process of the engineering education at the Military Institute of Engineering (IME) in Brazil. Based on the reasons for why and how to change, the CDIO framework has been chosen as the kernel of this improvement process. The activities realized the plan of the further actions and the open questions are presented in this paper. The paper is a condensed presentation of the report (Cerqueira et. al., 2016), where a thorough background and more details can be found.

We study severely quantized received signal strength (RSS)-based cooperative localization in wireless sensor networks. We adopt the well-known sum-product algorithm over a wireless network (SPAWN) framework in our study. To address the challenge brought by severely quantized measurements, we adopt the principle of importance sampling and design appropriate proposal distributions. Moreover, we propose a parametric SPAWN in order to reduce both the communication overhead and the computational complexity. Experiments with real data corroborate that the proposed algorithms can achieve satisfactory localization accuracy for severely quantized RSS measurements. In particular, the proposed parametric SPAWN outperforms its competitors by far in terms of communication cost. We further demonstrate that knowledge about non-connected sensors can further improve the localization accuracy of the proposed algorithms.

The commercial interest in proximity services is increasing. Application examples include location-based information and advertisements, logistics, social networking, file sharing, etc. In this paper, we consider network-based positioning based on times series of proximity reports from a mobile device, either only a proximity indicator, or a vector of RSS from observed nodes. Such positioning corresponds to a latent and nonlinear observation model. To address these problems, we combine two powerful tools, namely particle filtering and Gaussian process regression (GPR) for radio signal propagation modeling. The latter also provides some insights into the spatial correlation of the radio propagation in the considered area. Radio propagation modeling and positioning performance are evaluated in a typical office area with Bluetooth-Low-Energy (BLE) beacons deployed for proximity detection and reports. Results show that the positioning accuracy can be improved by using GPR.

Drive cycle following is important for concept comparisons when evaluating vehicle concepts, but it can be time consuming to develop good driver models that can achieve accurate following of a specific velocity profile. Here, a new approach is proposed where a simple driver model based on a PID controller is extended with an Iterative Learning Control (ILC) algorithm. Simulation results using a nonlinear vehicle and control system model show that it is possible to achieve very good cycle following in a few iterations with little tuning effort. It is also possible to utilize the repetitive behavior in the drive cycle to accelerate the convergence of the ILC algorithm even further.

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.