Robust and reliable estimation via recursive nonlinear dynamic data reconciliation based on cubature Kalman filter

Since measurements of process variables are subject to measurements errors as well as process variability, data reconciliation is the procedure of optimally adjusting measured date so that the adjusted values obey the conservation laws and constraints. Thus, data reconciliation for dynamic systems is fundamental and important for control, fault detection, and system optimization. Attempts to successfully implement estimators are often hindered by serve process nonlinearities, complicated state constraints, and un-measurable perturbations. As a constrained minimization problem, the dynamic data reconciliation is dynamically carried out to product smoothed estimates with variances from the original data. Many algorithms are proposed to solve such state estimation such as the extended Kalman filter (EKF), the unscented Kalman filter, and the cubature Kalman filter (CKF). In this paper, we investigate the use of CKF algorithm in comparative with the EKF to solve the nonlinear dynamic data reconciliation problem. First we give a broad overview of the recursive nonlinear data dynamic reconciliation (RNDDR) scheme, then present an extension to the CKF algorithm, and finally address the issue of how to solve the constraints in the CKF approach. The CCRNDDR method is proposed by applying the RNDDR in the CKF algorithm to handle nonlinearity and algebraic constraints and bounds. As the sampling idea is incorporated into the RNDDR framework, more accurate estimates can obtained via the recursive nature of the estimation procedure. The performance of the CKF approach is compared with EKF and RNDDR on nonlinear process systems with constraints. The conclusion is that with an error optimization solution of the correction step, the reformulated CKF shows high performance on the selection of nonlinear constrained process systems. Simulation results show the CCRNDDR is an efficient, accurate and stable method for real-time state estimation for nonlinear dynamic processes.     

A new method for estimating the axis of rotation and the center of rotation.

A new method is presented for estimating the parameters of two different models of a joint. The two models are: (1) A rotational joint with a fixed axis of rotation, also referred to as a hinge joint and (2) a ball and socket model, corresponding to a spherical joint. Given the motion of a set of markers, it is shown how the parameters can be estimated, utilizing the whole data set. The parameters are estimated from motion data by minimizing two objective functions. The method does not assume a rigid body motion, but only that each marker rotates around the same fixed axis of rotation or center of rotation. Simulation results indicate that in situations where the rigid body assumption is valid and when measurement noise is present, the proposed method is inferior to methods that utilize the rigid body assumption. However, when there are large skin movement artefacts, simulation results show the proposed method to be more robust.     

Tracking the motion of hidden segments using kinematic constraints and Kalman filtering

Motion capture for biomechanical applications involves in almost all cases sensors or markers that are applied to the skin of the body segments of interest. This paper deals with the problem of estimating the movement of connected skeletal segments from 3D position data of markers attached to the skin. The use of kinematic constraints has been shown previously to reduce the error in estimated segment movement that are due to skin and muscles moving with respect to the underlying segment. A kinematic constraint reduces the number of degrees of freedom between two articulating segments. Moreover, kinematic constraints can help reveal the movement of some segments when the 3D marker data otherwise are insufficient. Important cases include the human ankle complex and the phalangeal segments of the horse, where the movement of small segments is almost completely hidden from external observation by joint capsules and ligaments. This paper discusses the use of an extended Kalman filter for tracking a system of connected segments. The system is modeled using rigid segments connected by simplified joint models. The position and orientation of the mechanism are specified by a set of generalized coordinates corresponding to the mechanism's degrees of motion. The generalized coordinates together with their first time derivatives can be used as the state vector of a state space model governing the kinematics of the mechanism. The data collected are marker trajectories from skin-mounted markers, and the state vector is related to the position of the markers through a nonlinear function. The Jacobian of this function is derived. The practical use of the method is demonstrated on a model of the distal part of the limb of the horse. Monte Carlo simulations of marker data for a two-segment system connected by a joint with three degrees of freedom indicate that the proposed method gives significant improvement over a method, which does not make use of the joint constraint, but the method requires that the model is a good approximation of the true mechanism. Applying the method to data on the movement of the four distal-most segments of the horse's limb shows good between trial consistency and small differences between measured marker positions and marker positions predicted by the model.     

The effect of anisotropic systematic errors in estimating helical angles

A common question in movement studies is how the results should be interpreted with respect to systematic and random errors. In this study, simulations are made in order to see how a rigid body's orientation in space (i.e. helical angle between two orientations) is affected by (1) a systematic error added to a single marker (2) a combination of this systematic error and Gaussian white noise. The orientation was estimated after adding a systematic error to one marker within the rigid body. This procedure was repeated with Gaussian noise added to each marker.

In conclusion, results show that the systematic error's effect on estimated orientation depends on number of markers in the rigid body and also on which direction the systematic error is added. The systematic error has no effect if the error is added along the radial axis (i.e. the line connecting centre of mass and the affected marker).     

Kinematical models to reduce the effect of skin artifacts on marker-based human motion estimation

The estimation of the skeletal motion obtained from marker-based motion capture systems is known to be affected by significant bias caused by skin movement artifacts, which affects joint center and rotation axis estimation. Among different techniques proposed in the literature, that based on rigid body model, still the most used by commercial motion capture systems, can smooth only part of the above effects without eliminating their main components. In order to sensibly improve the accuracy of the motion estimation, a novel technique, named local motion estimation (LME), is proposed. This rests on a recently described approach that, using virtual humans and extended Kalman filters, estimates the kinematical variables directly from 2D measurements without requiring the 3D marker reconstruction. In this paper, we show how such method can be extended to include the computation of the local marker displacement due to skin artifacts. The 3D marker coordinates, expressed in the corresponding local reference coordinate frames, are inserted into the state vector of the filter and their dynamics is automatically estimated, with adequate accuracy, without assuming any particular deformation function. Simulated experiments of lower limb motion, involving systematic mislocations (5, 10, 20 mm) and random errors of the marker coordinates and joint center locations (+/-5, +/-10, +/-15 mm), have shown that artifact motion can be substantially decoupled from the global skeletal motion with an effective increase of the accuracy wrt standard techniques. In particular, the comparison between the nominal kinematical variables and the one recovered from markers attached to the skin surface proved LME to be sensibly superior (50% in the worse condition) to the methods imposing marker-bone rigidity. In conclusion, while requiring further validation on real movement data, we argue that the proposed method can constitute an appropriate approach toward the improvement of the human motion estimation.     

The natural frequency of the foot-surface cushion during the stance phase of running

Researchers have reported on the stiffness of running in holistic terms, i.e. for the structures that are undergoing deformation as a whole rather than in terms of specific locations. This study aimed to estimate both the natural frequency and the viscous damping coefficient of the human foot-surface cushion, during the period between the heel strike and the mid-stance phase of running, using a purposely developed one degree-of-freedom inverted pendulum state space model of the leg. The model, which was validated via a comparison of measured and estimated ground reaction forces, incorporated a novel use of linearized and extended Kalman filter estimators. Investigation of the effect of variation of the natural frequency and/or the damping of the cushioning mechanism during running, using the said model, revealed the natural frequency of running on said foot-surface cushion, during the stance phase, to lie between 5 and 11 Hz. The "extended Kalman filter (EKF)" approach, that was used here for the first time to directly apply measured ground forces, may be widely applicable to the identification process of combined estimation of both unknown physiological state and mechanical characteristics of the environment in an inverse dynamic model.     

Online nonlinear sequential Bayesian estimation of a biological wastewater treatment process

Online estimation of unknown state variables is a key component in the accurate modelling of biological wastewater treatment processes due to a lack of reliable online measurement systems. The extended Kalman filter (EKF) algorithm has been widely applied for wastewater treatment processes. However, the series approximations in the EKF algorithm are not valid, because biological wastewater treatment processes are highly nonlinear with a time-varying characteristic. This work proposes an alternative online estimation approach using the sequential Monte Carlo (SMC) methods for recursive online state estimation of a biological sequencing batch reactor for wastewater treatment. SMC is an algorithm that makes it possible to recursively construct the posterior probability density of the state variables, with respect to all available measurements, through a random exploration of the states by entities called ‘particle’. In this work, the simplified and modified Activated Sludge Model No. 3 with nonlinear biological kinetic models is used as a process model and formulated in a dynamic state-space model applied to the SMC method. The performance of the SMC method for online state estimation applied to a biological sequencing batch reactor with online and offline measured data is encouraging. The results indicate that the SMC method could emerge as a powerful tool for solving online state and parameter estimation problems without any model linearization or restrictive assumptions pertaining to the type of nonlinear models for biological wastewater treatment processes.     

Hip joint centre localisation with an unscented Kalman filter

The accurate estimation of the hip joint centre (HJC) in gait analysis and in computer assisted orthopaedic procedures is a basic requirement. Functional methods, based on rigid body localisation, assessing the kinematics of the femur during circumduction movements (pivoting) have been used for estimating the HJC. Localising the femoral segment only, as it is usually done in total knee replacement procedure, can give rise to estimation errors, since the pelvis, during the passive pivoting manoeuvre, might undergo spatial displacements. This paper presents the design and test of an unscented Kalman filter that allows the estimation of the HJC by observing the pose of the femur and the 3D coordinates of a single marker attached to the pelvis. This new approach was validated using a hip joint mechanical simulator, mimicking both hard and soft tissues. The algorithm performances were compared with the literature standards and proved to have better performances in case of pelvis translation greater than 8 mm, thus satisfying the clinical requirements of the application.     

LICHENICOLOUS SPECIES OFARTHONIAONLOBARIACEAEWITH NOTES ON EXCLUDED TAXA

The species ofArthonias. lat. (Arthoniales,Ascomycotina) lichenicolous on species ofPseudocyphellariaand otherLobariaceaeare revised. Thirteen species are accepted, and eight species are described as new (all from the Southern Hemisphere):Arthonia badiaWedin & Hafellner,A. coriifoliaeWedin & Hafellner,A. flavicantisWedin & Hafellner,A. maculiformisWedin & Hafellner,A. minutaWedin & Hafellner,A. santessonianaWedin & Hafellner,‘A.’ semi-immersaWedin & Hafellner, andA. subaggregataWedin & Hafellner. Comparative notes on additional accepted species previously described fromPseudocyphellariaor otherLobariaceae(A. pelvetii,A. plectocarpoides,A. pseudocyphellariae,A. stictaria, andA. subconveniens) are included, and a key to theArthonia(and similar) species growing onLobariaceaeis presented. The coelomycete genusSubhysteropycnisWedin & Hafellner is described for the speciesS. maculiformansWedin & Hafellner, the macroconidal anamorph ofArthonia badia. The lecanoralean genusCorticiruptorWedin & Hafellner is described as new to accommodate the single lichenicolous speciesC. abeloneae(P. M. Jørg.) Wedin & Hafellner comb. nov., and the additional new combinationPlectocarpon linitae(R. Sant.) Wedin & Hafellner is proposed. The namesCelidium pelvetiiHepp,Sticta auratababortivaSchaer. andArthonia stictariaNyl. are lectotypified, and the typifications are discussed.     

An Extended Kalman Filtering Approach to Modeling Nonlinear Dynamic Gene Regulatory Networks via Short Gene Expression Time Series

In this paper, the extended Kalman filter (EKF) algorithm is applied to model the gene regulatory network from gene time series data. The gene regulatory network is considered as a nonlinear dynamic stochastic model that consists of the gene measurement equation and the gene regulation equation. After specifying the model structure, we apply the EKF algorithm for identifying both the model parameters and the actual value of gene expression levels. It is shown that the EKF algorithm is an online estimation algorithm that can identify a large number of parameters (including parameters of nonlinear functions) through iterative procedure by using a small number of observations. Four real-world gene expression data sets are employed to demonstrate the effectiveness of the EKF algorithm, and the obtained models are evaluated from the viewpoint of bioinformatics.     

A framework for structural equation models in general pedigrees

Background/Aims: Structural Equation Modeling (SEM) is an analysis approach that accounts for both the causal relationships between variables and the errors associated with the measurement of these variables. In this paper, a framework for implementing structural equation models (SEMs) in family data is proposed. Methods: This framework includes both a latent measurement model and a structural model with covariates. It allows for a wide variety of models, including latent growth curve models. Environmental, polygenic and other genetic variance components can be included in the SEM. Kronecker notation makes it easy to separate the SEM process from a familial correlation model. A limited information method of model fitting is discussed. We show how missing data and ascertainment may be handled. We give several examples of how the framework may be used. Results: A simulation study shows that our method is computationally feasible, and has good statistical properties. Conclusion: Our framework may be used to build and compare causal models using family data without any genetic marker data. It also allows for a nearly endless array of genetic association and/or linkage tests. A preliminary Matlab program is available, and we are currently implementing a more complete and user-friendly R package.     

Simultaneous inference for semiparametric nonlinear mixed-effects models with covariate measurement errors and missing responses

Semiparametric nonlinear mixed-effects (NLME) models are flexible for modeling complex longitudinal data. Covariates are usually introduced in the models to partially explain interindividual variations. Some covariates, however, may be measured with substantial errors. Moreover, the responses may be missing and the missingness may be nonignorable. We propose two approximate likelihood methods for semiparametric NLME models with covariate measurement errors and nonignorable missing responses. The methods are illustrated in a real data example. Simulation results show that both methods perform well and are much better than the commonly used naive method.     

Sampling frequencies and measurement error for linear and temporal gait parameters in primate locomotion

Quantitative analyses of animal motion are increasingly easy to conduct using simple video equipment and relatively inexpensive software packages. With careful use, such analytical tools have the potential to quantify differences in movement between individuals or species and to allow insights into the behavioral consequences of morphological differences between taxa. However, as with any other type of measurement, there are errors associated with kinematic measurements. Because normative kinematic data on human and nonhuman primate locomotion are used to model aspects of gait of fossil hominins, errors in the extant data influence the accuracy of fossil gait reconstructions. The principal goal of this paper is to illustrate the effect of camera speeds (frame rates) on kinematic measurement errors, and to demonstrate how these errors vary with subject size, movement velocity, and sample size. Kinematic data for human walking and running (240 Hz), as well as data for primate quadrupedal walking and running (180 Hz) were used as inputs for a simulation of the measurement errors associated with various linear and temporal kinematic variables. Measurement errors were shown to increase as camera speed, subject body size, and interval duration all decrease, and as movement velocity increases. These results have implications for the methods used to calculate subject velocity and suggest that using a moving marker to measure the linear displacements of the body is preferable to the use of a stationary marker. Finally, while slower camera speeds will always result in higher measurement errors than do faster camera speeds, this effect can be moderated to some extent by collecting sufficiently large samples of data.     

Expected estimating equations for missing data, measurement error, and misclassification, with application to longitudinal nonignorable missing data

Summary .   Missing data, measurement error, and misclassification are three important problems in many research fields, such as epidemiological studies. It is well known that missing data and measurement error in covariates may lead to biased estimation. Misclassification may be considered as a special type of measurement error, for categorical data. Nevertheless, we treat misclassification as a different problem from measurement error because statistical models for them are different. Indeed, in the literature, methods for these three problems were generally proposed separately given that statistical modeling for them are very different. The problem is more challenging in a longitudinal study with nonignorable missing data. In this article, we consider estimation in generalized linear models under these three incomplete data models. We propose a general approach based on expected estimating equations (EEEs) to solve these three incomplete data problems in a unified fashion. This EEE approach can be easily implemented and its asymptotic covariance can be obtained by sandwich estimation. Intensive simulation studies are performed under various incomplete data settings. The proposed method is applied to a longitudinal study of oral bone density in relation to body bone density.     

A better way to estimate population trends

Estimation of a population trend from a time series of abundance data is an important task in ecology, yet such estimation remains logistically and conceptually challenging in practice. First, the extent to which unequal intervals in the time series, due to missing observations or irregular sampling, compromise trend estimation is not well‐known. Furthermore, the predominant trend estimation method (loglinear regression of abundance data against time) ignores the possibility of process noise, while an alternative method (the ‘diffusion approximation’) ignores observation error in the abundance data. State‐space models that account for both process noise and observation error exist but have been little used. We study an adaptation of the exponential growth state‐space (EGSS) model for use with missing data in the time series, and we compare its trend estimation to the status quo methods. The EGSS model provides superior estimates of trend across wide ranges of time series length and sources of variation. The performance of the EGSS model even with half of the counts in the time series missing implies that trend estimates may be improved by diverting effort away from annual monitoring and towards increasing time series length or improving precision of the abundance estimates for years that data are collected.     

A family-based likelihood ratio test for general pedigree structures that allows for genotyping error and missing data

The purpose of this work is the development of a family-based association test that allows for random genotyping errors and missing data and makes use of information on affected and unaffected pedigree members. We derive the conditional likelihood functions of the general nuclear family for the following scenarios: complete parental genotype data and no genotyping errors; only one genotyped parent and no genotyping errors; no parental genotype data and no genotyping errors; and no parental genotype data with genotyping errors. We find maximum likelihood estimates of the marker locus parameters, including the penetrances and population genotype frequencies under the null hypothesis that all penetrance values are equal and under the alternative hypothesis. We then compute the likelihood ratio test. We perform simulations to assess the adequacy of the central chi-square distribution approximation when the null hypothesis is true. We also perform simulations to compare the power of the TDT and this likelihood-based method. Finally, we apply our method to 23 SNPs genotyped in nuclear families from a recently published study of idiopathic scoliosis (IS). Our simulations suggest that this likelihood ratio test statistic follows a central chi-square distribution with 1 degree of freedom under the null hypothesis, even in the presence of missing data and genotyping errors. The power comparison shows that this likelihood ratio test is more powerful than the original TDT for the simulations considered. For the IS data, the marker rs7843033 shows the most significant evidence for our method (p = 0.0003), which is consistent with a previous report, which found rs7843033 to be the 2nd most significant TDTae p value among a set of 23 SNPs.     

A new type of model-based Roentgen stereophotogrammetric analysis for solving the occluded marker problem

Roentgen stereophotogrammetric analysis (RSA) measures micromotion of an orthopaedic implant with respect to its surrounding bone. A problem in RSA is that the markers are sometimes overprojected by the implant itself. This study describes the so-called Marker Configuration Model-based RSA (MCM-based RSA) that is able to measure the pose of a rigid body in situations where less than three markers could be detected in both images of an RSA radiograph. MCM-based RSA is based on fitting a Marker Configuration model (MC-model) to the projection lines from the marker projection positions in the image to their corresponding Roentgen foci. An MC-model describes the positions of markers relative to each other and is obtained using conventional RSA. We used data from 15 double examinations of a clinical study of total knee prostheses and removed projections of the three tibial component markers, simulating occlusion of markers. The migration of the tibial component with respect to the bone, which should be zero, for the double examination is a measure of the accuracy of algorithm. With the new algorithm, it is possible to estimate the pose of a rigid body of which one or two markers are occluded in one of the images of the RSA radiograph with high accuracy as long as a proper MC-model of the markers in the rigid body is available. The new algorithm makes RSA more robust for occlusion of markers. This improves the results of clinical RSA studies because the number of lost RSA follow-up moments is reduced.     

A Novel Approach to Solve the “Missing Marker Problem” in Marker-Based Motion Analysis That Exploits the Segment Coordination Patterns in Multi-Limb Motion Data

Marker-based human motion analysis is an important tool in clinical research and in many practical applications. Missing marker information caused by occlusions or a marker falling off is a common problem impairing data quality. The current paper proposes a conceptually new gap filling algorithm and presents results from a proof-of-principle analysis. The underlying idea of the proposed algorithm was that a multitude of internal and external constraints govern human motion and lead to a highly subject-specific movement pattern in which all motion variables are intercorrelated in a specific way. Two principal component analyses were used to determine how the coordinates of a marker with gaps correlated with the coordinates of the other, gap-free markers. Missing marker data could then be reconstructed through a series of coordinate transformations. The proposed algorithm was tested by reconstructing artificially created gaps in a 20-step walking trial and in an 18-s one-leg balance trial. The measurement accuracy’s dependence on the marker position, the length of the gap, and other parameters were evaluated. Even if only 2 steps of walking or 1.8 s of postural sway (10% of the whole marker data) were provided as input in the current study, the reconstructed marker trajectory differed on average no more than 11 mm from the originally measured trajectory. The reconstructed result improved further, on average, to distances below 5 mm if the marker trajectory was available more than 50% of the trial. The results of this proof-of-principle analysis supported the assumption that missing marker information can be reconstructed from the intercorrelations between marker coordinates, provided that sufficient data with complete marker information is available. Estimating missing information cannot be avoided entirely in many situations in human motion analysis. For some of these situations, the proposed reconstruction method may provide a better solution than what is currently available.     

A constrained extended Kalman filter for the optimal estimate of kinematics and kinetics of a sagittal symmetric exercise

This paper presents a method for real-time estimation of the kinematics and kinetics of a human body performing a sagittal symmetric motor task, which would minimize the impact of the stereophotogrammetric soft tissue artefacts (STA). The method is based on a bi-dimensional mechanical model of the locomotor apparatus the state variables of which (joint angles, velocities and accelerations, and the segments lengths and inertial parameters) are estimated by a constrained extended Kalman filter (CEKF) that fuses input information made of both stereophotogrammetric and dynamometric measurement data. Filter gains are made to saturate in order to obtain plausible state variables and the measurement covariance matrix of the filter accounts for the expected STA maximal amplitudes. We hypothesised that the ensemble of constraints and input redundant information would allow the method to attenuate the STA propagation to the end results. The method was evaluated in ten human subjects performing a squat exercise. The CEKF estimated and measured skin marker trajectories exhibited a RMS difference lower than 4 mm, thus in the range of STAs. The RMS differences between the measured ground reaction force and moment and those estimated using the proposed method (9 N and 10 N m) were much lower than obtained using a classical inverse dynamics approach (22 N and 30 N m). From the latter results it may be inferred that the presented method allows for a significant improvement of the accuracy with which kinematic variables and relevant time derivatives, model parameters and, therefore, intersegmental moments are estimated.