The present invention relates to an estimation device that estimates a state related to a vibration sensor such as a seismometer, a vibration sensor system using the same, and a method and program relating thereto. The present invention particularly relates to an estimation device that estimates a state related to a vibration sensor by sensor fusion for integrating data from multiple sensors (also referred to as measuring devices), a vibration sensor system, and a method and program relating thereto.
The sensor fusion is a technique by which data from multiple sensors is joined together to take their advantages, compensate the drawbacks and estimate and control a state of an object. An integrated inertial navigation system (chapter 9 of Non Patent Literature 1) in which position signals from a global navigation satellite system are integrated into an inertial navigation system with a gyroscope and an accelerometer is a typical successful example. In recent years, a sensor fusion technique for integrating various sensors including a millimeter wave radar for autonomous driving of an automobile in conjunction with an artificial intelligence (AI) technique has come to attract attention.
As techniques in the sensor fusion, statistical inference such as Bayesian inference and a maximum likelihood method is used (Non Patent Literature 2), but one of frequently used methods is Kalman filter (Non Patent Literature 3). Actually, Non Patent literature 1 covers an integrated inertial navigation system as one field of application of Kalman filter, in Kalman filter books. The statistical inference uses data from the sensors, and the sensor fusion has an object to determine how to integrate to utilize the data. The technique is an extroverted technique.
To observe earthquakes, a high-sensitivity short period velocimeter, a very broad band velocimeter, a strong motion seismometer, and the like have been used according to the purpose. In recent years, for example, there has been a worldwide trend in which the very broad band velocimeter and the strong motion seismometer are both provided and the earthquakes are detected in real time with a wider dynamic range. This integration is an introverted technique to improve the performance of the sensor itself, and is free of magnificence of a global navigation satellite system and autonomous driving of an automobile. However, the sensor fusion in which multiple seismometers are fused and integrated is one of important technical objects in the earthquake observation seeking extension of measurement frequency band and dynamic range. The basis of the sensor fusion in the earthquake observation is the integration of two types of seismometers. For example, the sensor fusion of the very broad band velocimeter and the short period velocimeter is used to extend the measurement frequency band. This can be easily implemented by complementary filtering (Non Patent Literature 4). However, as far as the inventors know, the current situation is considered in which the sensor fusion of a kind for extending the dynamic range by fusing two types of seismometers has not reached a practical level yet.
Non Patent Literature 1: Grewal, M. S. and A. P. Andrews (2008). Kalman filtering, Wiley-IEEE Press.
Non Patent Literature 2: Kagami Shingo, Ishikawa Masatoshi (2005), Sensor Fusion-An Architectural Perspective on Information Processing in Sensor Networks-The IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences (Japanese edition) A, J88-A, No. 12, 1404-1412
Non Patent Literature 3: Kalman, R. E. (1960). A new approach to linear filtering and prediction problems, ASME. Journal of Basic Engineering, 82, 34-45
Non Patent Literature 4: Kinoshita Shigeo (2014), State Feedback Sensor and Response Compensation using Complementary Filtering, Earthquake, 66, 101-113
Non Patent Literature 5: Anderson, B. D. O. and J. B. Moore (1979). Optimal filtering, Prentice-Hall, Inc.
In view of the foregoing, an object of the present invention is to provide a method of a practical level for performing sensor fusion of multiple vibration sensors such as a seismometer.
In order to solve the above-mentioned problem, the present invention provides an estimation device that estimates, according to discrete time, a state vector related to a vibration sensor and calculates a covariance matrix related to the state vector according to the discrete time, the state vector changing in time according to an external input, the estimation device comprising: a measurement acquisition unit that acquires a measurement measured by an external measurement device of a physical quantity related to vibration as the external input; a sensor value acquisition unit that acquires a sensor value of the vibration sensor; a data storage unit that stores a state vector estimate obtained by previous estimation, a post covariance matrix obtained by previous calculation, the measurement corresponding to a time corresponding to the previous estimation and the previous calculation, and a covariance matrix of a system noise; a state vector prior estimate calculation unit that calculates a state vector prior estimate using the state vector estimate obtained by the previous estimation and the measurement corresponding to the time corresponding to the previous estimation and the previous calculation; a prior covariance matrix calculation unit that calculates a prior covariance matrix using the post covariance matrix obtained by the previous calculation and the covariance matrix of the system noise; a Kalman gain calculation unit that calculates a Kalman gain using the prior covariance matrix; a state vector estimate calculation unit that calculates a state vector estimate in present estimation using the state vector prior estimate, the Kalman gain, and the sensor value; and a post covariance matrix calculation unit that calculates a post covariance matrix in present calculation using the prior covariance matrix and the Kalman gain.
The present invention provides a vibration sensor system comprising: the vibration sensor; the external measurement device; and the above-described estimation device.
The external measurement device may be capable of converting acceleration by calculation, and have a dynamic range exceeding an upper limit of a dynamic range of the vibration sensor, and the measurement acquisition unit may acquire a measurement of the acceleration.
The vibration sensor may comprise a pendulum, and the vibration sensor may measure values of one or more of displacement, velocity, and acceleration, and the sensor value acquisition unit may acquire the values of one or more of the displacement, the velocity, and the acceleration.
The Kalman gain calculation unit may adjust a Kalman gain by calculation using a Kalman gain adjustment term, and when the values of one or more of the displacement, the velocity, and the acceleration of the vibration sensor are greater than predetermined values, the Kalman gain may be adjusted to increase the Kalman gain adjustment term as compared with a case where the one or more values are smaller than the predetermined values, so that the Kalman gain is reduced.
The vibration sensor may be a vibration sensor that comprises a pendulum and measure values of one or more of displacement, velocity, and acceleration, and may be provided, by a subsequent-stage Kalman filter, with a simulated sensor that simulates an operation of a vibration sensor comprising a pendulum by calculation, and determine values of one or more of displacement, velocity, and acceleration of a simulated pendulum by calculation, and the state vector estimate calculation unit may use, as the sensor value, the values of one or more of the displacement, the velocity, and the acceleration measured by the vibration sensor or values obtained by multiplying a coefficient by the values of one or more of the displacement, the velocity, and the acceleration of the simulated pendulum determined by the simulated sensor, according to magnitudes of the values of one or more of the displacement, the velocity, and the acceleration measured by the vibration sensor.
The present invention provides a method, to be executed by an estimation device, of estimating, according to discrete time, a state vector related to a vibration sensor and calculating a covariance matrix related to the state vector according to the discrete time, the state vector changing in time according to an external input, the method comprising the steps of; acquiring a measurement measured by an external measurement device of a physical quantity related to vibration as the external input; acquiring a sensor value of the vibration sensor; calculating a state vector prior estimate using a state vector estimate obtained by previous estimation and a measurement corresponding to a time corresponding to the previous estimation and previous calculation; calculating a prior covariance matrix using a post covariance matrix obtained by the previous calculation and a covariance matrix of a system noise; calculating a Kalman gain using the prior covariance matrix; calculating a state vector estimate in present estimation using the state vector prior estimate, the Kalman gain, and the sensor value; and calculating a post covariance matrix in present calculation using the prior covariance matrix and the Kalman gain.
The present invention provides a program that causes a computer to execute a method of estimating, according to discrete time, a state vector related to a vibration sensor and calculating a covariance matrix related to the state vector according to the discrete time, the state vector changing in time according to an external input, the program causing the computer to execute the steps of; acquiring a measurement measured by an external measurement device of a physical quantity related to vibration as the external input; acquiring a sensor value of the vibration sensor; calculating a state vector prior estimate using a state vector estimate obtained by previous estimation and a measurement corresponding to a time corresponding to the previous estimation and previous calculation; calculating a prior covariance matrix using a post covariance matrix obtained by the previous calculation and a covariance matrix of a system noise; calculating a Kalman gain using the prior covariance matrix; calculating a state vector estimate in present estimation using the state vector prior estimate, the Kalman gain, and the sensor value; and calculating a post covariance matrix in present calculation using the prior covariance matrix and the Kalman gain.
According to the present invention, the sensor fusion of multiple vibration sensors makes it possible to integrate and use the multiple vibration sensors such as a seismometer. In an example, the sensor fusion of the high-sensitivity geophone and the low-sensitivity geophone makes it possible to extend a dynamic range of the high-sensitivity geophone.
Hereinafter, embodiments for carrying out the present invention will be described. It should be noted that the present invention is not limited to the specific embodiments described below and can be appropriately changed within the scope of the claims of the present invention.
In the following embodiments, there is proposed one method of extending a dynamic range of a high-sensitivity geophone (a high-sensitivity vibration sensor) by performing sensor fusion of the high-sensitivity geophone and a low-sensitivity acceleration geophone (a low-sensitivity vibration sensor as an example of an “external measurement device”) having a dynamic range exceeding a dynamic range of the high-sensitivity geophone. The sensor fusion of a very broad band (VBB) velocimeter and a strong motion seismometer is first developed as a specific example, but the method is applicable to the integration of three types of high-sensitivity seismometers (a displacement sensor, a velocimeter, and an accelerometer) and the strong motion seismometer.
Concept of Sensor Fusion
An example of a flow of sensor fusion to be proposed is conceptually illustrated in
Configuration of Sensor Fusion Using Virtual Sensor (Software Sensor)
In the block diagram of
{umlaut over (w)}(n) [Expression 1]
represents an acceleration record of the low-sensitivity accelerometer (the unit is meters per second squared (m/s2), and the same applies to the following), and ym(n) represents a record of a high-sensitivity seismometer to which the normality noise is added. Specifically, in the example of
C′ [Expression 2]
represents an operator for converting the state vector into observation data (which is expressed by a matrix or a vector corresponding to an object to be observed), and assuming that a state at the discrete time n (a state vector) is expressed by
X(n) [Expression 3]
(a column vector), and an estimate of the state vector at the discrete time n by the Kalman filter is expressed by
{circumflex over (x)}(n) [Expression 4]
, an estimate of an observation quantity is obtained by the following observation equation:
ŷ(n)=C′{circumflex over (x)}(n) [Expression 5]
(Equation 1)
I3 [Expression 6]
represents a three-dimensional unit matrix.
Φ [Expression 7]
represents a transition matrix that defines the transition of the state vector, and
Bw [Expression 8]
represents a column vector that selects an input signal, and the values of Φ and Bw are specifically defined according to the model.
K(n) [Expression 9]
represents a Kalman gain, and in this example, is determined, as a vector (a column vector) in a filtering step as described later.
As illustrated in
{umlaut over (w)}(n) [Expression 10]
and the record of the high-sensitivity velocimeter
v(n) [Expression 11]
is input to the Kalman filter. The observation noise r(n) represents the normality noise, wherein the average value E[r(n)] is zero, and the variance E[r2(n)] is expressed by R(n) (E represents a statistical average, and the same applies to the following). R(n) is a quantity set from outside (by a user or the like of the vibration sensor system), and therefore the magnitude of the Kalman gain can be adjusted by adjusting R(n).
In the sensor fusion illustrated in
{umlaut over (w)}(n) [Expression 12]
is regarded as a control input from the outside, ym(n) is regarded as an observation value, and using these values, the state related to the FSF sensor is estimated by executing a prediction step and a filtering step of a linear Kalman filter. ym(n) obtained by adding the normality noise to the observation value actually observed by the high-sensitivity geophone is input as ym(n) in
x(n+1)=Φx(n)+Bw{umlaut over (w)}(n)+q(n) [Expression 13]
(Equation 2)
and
y
m(n)=C′x(n)+r(n) [Expression 14]
(Equation 3)
Q(n)=E[q(n)q′(n)] [Expression 15]
(Equation 4)
R(n)=E[r2(n)] [Expression 16]
(Equation 5)
Note that
q(n) [Expression 17]
represents a normality system noise (the average is a zero column vector), and
q′(n) [Expression 18]
represents a row vector given as a transposed matrix of
q(n) [Expression 19]
, In this specification, [*]′ represents a transposed matrix of a matrix (or a vector) [*] or a vector given as the transposed matrix. A symbol ′″ represents transposition. In addition,
Q(n) [Expression 20]
expressed by (Equation 4) represents a covariance matrix of the system noise.
Specific Configuration of Vibration Sensor System
Next, a specific configuration of the vibration sensor system for performing the sensor fusion according to the present invention will be described.
The estimation device 2 is a device for performing estimation by the above-described Kalman filter, and includes a measurement acquisition unit 201, a data storage unit 202, and a sensor value acquisition unit 203. The Kalman filter calculation unit 200 is a device for operating the Kalman filter using the simulated sensor equivalent to the vibration sensor in the measurement band, and includes a state vector prior estimate calculation unit 204, a prior covariance matrix calculation unit 205, a Kalman gain calculation unit 206, a state vector estimate calculation unit 207, and a post covariance matrix calculation unit 208. These various functional units may be implemented by a computer for executing a state estimation program. A device configuration example of the estimation device as such an example is illustrated in a block diagram of
The estimation device 2 illustrated in
Specifically, the measurement acquisition unit 201 is a functional unit that acquires an acceleration value from the external measurement device 3 (accelerometer as the low-sensitivity geophone), and is first implemented by the data input-output device of the input-output unit 211 controlled by the CPU that executes the state estimation program and the various programs. The data storage unit 202 is implemented by the storage unit 210 controlled by the CPU that executes the state estimation program and the various programs, and stores, for estimation to be repeatedly performed, a state vector estimate obtained by the previous estimation, a post covariance matrix obtained by the previous calculation, measurements corresponding to the times corresponding to the previous estimation and the previous calculation, and the covariance matrix of the system noise, as described later. The sensor value acquisition unit 203 is a functional unit that acquires a sensor value of the vibration sensor 4, and is implemented by the data input-output device of the input-output unit 211 controlled by the CPU that executes the state estimation program and the various programs. The state vector prior estimate calculation unit 204 is a functional unit to be implemented by the CPU that executes the state estimation program (in particular, a state vector prior estimate calculation module) and the various programs, and calculates a state vector prior estimate. The prior covariance matrix calculation unit 205 is a functional unit to be implemented by the CPU that executes the state estimation program (in particular, a prior covariance matrix calculation module) and the various programs, and calculates a prior covariance matrix. The Kalman gain calculation unit 206 is a functional unit to be implemented by the CPU that executes the state estimation program (in particular, a Kalman gain calculation module) and the various programs, and calculates a Kalman gain. The state vector estimate calculation unit 207 is a functional unit to be implemented by the CPU that executes the state estimation program (in particular, a state vector estimate calculation module) and the various programs, and calculates a state vector estimate. The post covariance matrix calculation unit 208 is a functional unit to be implemented by the CPU that executes the state estimation program (in particular, a post covariance matrix calculation module) and the various programs, and calculates a post covariance matrix.
The external measurement device 3 is herein an accelerometer (which can convert the acceleration by the calculation, and has a dynamic range exceeding an upper limit of the dynamic range of the high-sensitivity geophone) as the low-sensitivity geophone, and is configured using a micro electro mechanical systems (MEMS)-type acceleration sensor, for example. The external measurement device 3 also includes an input-output device for inputting a command signal from the outside, outputting a measurement record of acceleration, and the like.
Model of High-Sensitivity Velocimeter
Next, an embodiment of a vibration sensor system using a model of a high-sensitivity velocimeter will be specifically described as a first embodiment of the present invention.
The FSF sensor is assembled in a manner similar to a negative feedback seismometer designed using classical proportional-integral-differential (PID) controller theory, and simulates the operation of the VBB seismometer illustrated in
an impedance element RI (expressed by a resistor R[Ω]), an impedance element RD (expressed by a resistor RD [Ω]), and an impedance element RV (expressed by a resistor RV [Ω]), and includes an integrator expressed by an integral sign
∫ [Expression 22]
(T(s) is a time constant. The operation of the integrator is expressed by the following mathematical formula:
Although not illustrated in
When input displacement w(t) (the unit is m. In this specification, if the unit is not specified, the quantity is expressed using the MKSA unit system) is applied to the vibration sensor 4 in response to a case where the ground surface or the like on which the vibration sensor 4 is installed vibrates, the pendulum 4001 vibrates (relative displacement of the pendulum in the storage container 4005 with respect to the container is expressed by x(t) (the unit is m)). Intervals among the three capacitive plates included in the displacement detector 4004 change in response to the displacement of the pendulum 4001. Specifically, assuming that each of the interval between the upper capacitive plate and the central capacitive plate and the interval between the central capacitive plate and the lower capacitive plate is d [m] in a stationary state, when the pendulum 4001 is displaced by x in a direction illustrated in
As a result, the interval between the upper capacitive plate and the central capacitive plate becomes d−x, and the interval between the central capacitive plate and the lower capacitive plate becomes d+x. Accordingly, each of the capacitance between the upper capacitive plate and the central capacitive plate and the capacitance between the central capacitive plate and the lower capacitive plate changes, and the displacement x of the pendulum 4001 is detected, as a voltage proportional to the displacement, by an electrical circuit AD. The above-described circuit element performs the differential and integral calculus or the like with respect to the detected voltage, which causes a current i(t) to flow in the servo coil to control so that the pendulum 4001 rests. That is, the current i(t) flows (is fed back) in the servo coil in the magnetic field by the magnet (see
is generated, as restoring acceleration, with respect to the input displacement w(t) (G [N/A] is a motor generator constant of the servo coil, and m [kg] is a mass of the pendulum 4001), and the restoring acceleration:
{umlaut over (ŵ)}(t)={umlaut over (w)}(t) [Expression 25]
(Equation 7)
is achieved (“{umlaut over ( )}” added above w means the second-order derivative with respect to time, and “{dot over ( )}” added above w means the first-order derivative with respect to time. Quantities other than w that change in time are indicated by the time derivative appropriately in the same manner.) The acceleration, velocity, and displacement are obtained, sensor values, from a current required for the control. Specifically, the acceleration output of the pendulum 4001 is obtained from an output terminal of the differentiator GS, and the velocity output of the pendulum 4001 is obtained from an output terminal of the displacement-to-voltage conversion amplifier AD, and the displacement output of the pendulum 4001 is obtained from an output terminal of the integrator.
Next, a model for simulating the operation of the VBB seismometer illustrated in
Mass of pendulum=m [kg], Attenuation coefficient=h [dimensionless quantity], Natural circular frequency=ω0 [rad], Motor generator constant of servo coil=G [N/A]
[Characteristics of FSF Sensor]Velocity output sensitivity Sv [V/(m/s)], Low band cut-off circular frequency=ωc[rad], and
Attenuation coefficient =ζ (zeta)=0.6321 [Expression 26]
The FSF sensor is implemented in four steps on the basis of the above-described specifications. First, in step 1, a feedback gain vector (a column vector):
k=[k
1
, k
2
, k
3]′ [Expression 27]
(Equation 8)
is determined as follows. Here, a high band cut-off circular frequency ω3 for preventing oscillation is applied as a control parameter by way of trial, and is calculated. The high band cut-off circular frequency is normally about 103 [Hz] to be on the safe side.
ω3≈2π·103 (Control parameter) [Expression 28]
(Equation 9)
k
1=ωc2ω3, k2=ωc2−ω02+2ζωcω3, k3=ω3−2hω0+2ζωc [Expression 29]
(Equation 10)
Next, in step 2, the acceleration sensitivity SA and the displacement signal sensitivity SD are determined. At this time, the time constant T of the integrator and the coefficient GS of the differentiator are applied as the control parameters. On the other hand, there is no problem even if SA and SD are applied to obtain AD, T, and GS.
Finally, in step 3, the feedback impedances RV, RD, and RI in
Step 4 is validation operation, and the obtained transfer function of the FSF sensor is calculated. Here, HA(s), HV(s), and HD(s) represent transfer functions related to the acceleration, velocity, and displacement outputs of the FSF sensor with respect to the acceleration, velocity, and displacement inputs, respectively. The pole structures of these transfer functions are obtained from a common characteristic equation Δ (s)=0.
A block diagram of the FSF sensor constructed in the above-described steps is as illustrated in
In
y(t)=[d(t) v(t) a(t)]′ [Expression 34]
(Equation 15)
is obtained as an output (it should be noted that an observation noise is not introduced at this point). In addition, the restoring acceleration
{umlaut over (ŵ)}(t)≡b(t) [Expression 35]
(Equation 16)
is expressed, using
k=[k
1
, k
2
, k
3]′ [Expression 36]
(Equation 17)
, as
b(t)=k′·x(t) [Expression 37]
(Equation 18)
, (inner product calculation) (this is the meaning of the full state feedback). The details are as illustrated in
When the block diagrams of
{dot over (x)}(t)=Ax(t)+B{umlaut over (w)}(t) [Expression 38]
where
If only the velocity output is observed in the observation vector, (Equation 20) is expressed by the following equation.
v(t)=C′x(t), C=[0 AD 0]′ [Expression 40]
(Equation 21)
Design examples of the FSF sensor are as follows in a case where the VBB type is a target. First, a geophone element is assumed in which the mass of the pendulum is set to m=0.09 [kg], the natural frequency is set to f0=1.5 [Hz], the attenuation coefficient is set to 0.4, and the motor generator constant is set to G=56 [N/A]. Next, the characteristics of the VBB are set to SV=750 [V/(m/s)] and
When f3=1.062 [kHz] is applied under the above-described conditions, the feedback gain becomes
k
1=18.2975[s−3], k2=352.96[s−2], k3=6,667[s−1] [Expression 42]
(Equation 23)
, and
a
d=5×106[V/m] [Expression 43]
(Equation 24)
is obtained. Furthermore, if
T=80[s], GS=0.003[s−1] [Expression 44]
(Equation 25)
, the sensitivity of the acceleration output
S
A=2.2523[V/(m/s2)] [Expression 45]
(Equation 26)
, and the sensitivity of the displacement output
S
D=9.375[V/m] [Expression 46]
(Equation 27)
are obtained. The frequency response characteristics of the acceleration, velocity, and displacement outputs with respect to the acceleration input of the designed FSF sensor are as shown in
1[V/(m/s2)], 1[V/(m/s)], 1[V/m] [Expression 47]
is set to 0 [dB].
The model of the high-sensitivity velocimeter described above is summarized as follows. When the state vector is expressed by
where
(Equation 30)
Here,
v(n) [Expression 51]
is a quantity not including the observation noise.
(Equation 28) to (Equation 30) are representation of the continuous time system, but when the sampling time ΔT is transformed, as a parameter, to a discrete system, they are expressed by
nΔT≤t<(n+1)ΔT [Expression 52]
(Equation 31)
, and under the condition of
{umlaut over (w)}(n)={umlaut over (w)}(nΔT)={umlaut over (w)}(t) [Expression 53]
(Equation 32)
, the following equation is obtained.
x(n+1)=Φx(n)+Bw{umlaut over (w)}(n) [Expression 54]
(Equation 33)
Φ≡eAΔT [Expression 55]
(Equation 34)
and
Bw≡∫0ΔT eA(ΔT−τ)B dτ [Expression 56]
(Equation 35)
v(n)=C′x(n) [Expression 57]
(Equation 36)
With respect to the linear model of (Equation 33) to (Equation 36) (in this stage, both of the system noise and the observation noise are not introduced. For the block diagram of the system, see
q(n) [Expression 58]
(the normality noise with average 0 and covariance matrix Q(n)) is introduced. Furthermore, the quantity obtained by adding the observation noise r(n) to
v(n) [Expression 59]
is newly defined as y2(n) as follows.
y
2(n)=v(n)+r(n) [Expression 60]
(Equation 37)
The observation noise r(n) is the normality noise with average 0 and variance R(n). The above-described (Equation 37) is a signal model of the high-sensitivity velocimeter in the case where there is the observation noise.
As described above, the configuration of the sensor fusion of
x(n+1)=ψx(n)+Bw{umlaut over (w)}(n)+q(n), Q=E[q(n)Q′(n)] y2(n)=C′x(n)+r(n) [Expression 61]
(Equation 38)
including the system noise and the observation noise.
In this model, when (Equation 38) is described as
y
2(n)=v(n)+r(n) [Expression 62]
(Equation 39)
,
r(n)=y2(n)−v(n) [Expression 63]
(Equation 40)
is obtained, and therefore if, in the range in which the VBB is not clipped,
{umlaut over (w)}(n) [Expression 64]
can be obtained with sufficient accuracy,
y2(n)≡v(n) [Expression 65]
(Equation 41)
is obtained, resulting in
r(n)≈0 [Expression 66]
(Equation 42)
In the range in which the VBB is clipped, if
|y2(n)|>>|v(n)| [Expression 67]
(Equation 43)
r(n)≅y2(n) [Expression 68]
(Equation 44)
is obtained, but this means not
v(n)≈0 [Expression 69]
(Equation 45)
, but
|v(n)|<<|r(n)|[Expression 70]
(Equation 46)
The signal observed by the VBB is modeled by the observation noise r(n) of this nature. In (Equation 38), as further extension of interpretation, r(n) is modeled as the time-varying normality noise with average 0 and variance R(n).
State Estimation by Kalman Filter
The linear Kalman filter when there is a control input is applicable to the system of (Equation 38). The prediction step and the filtering step of the linear Kalman filter in this case are as follows.
In (Equation 47),
is a prior state estimate of the state vector
x(n) [Expression 73]
, and
is a prior covariance matrix (a prior error covariance matrix) which is a prior value of a covariance matrix (an error covariance matrix)
P(n) [Expression 76]
related to the state vector
x(n) [Expression 75]
{circumflex over (x)}(N−1) [Expression 77]
is an estimate of the state vector
x(n−1) [Expression 78]
at the discrete time n−1, and
{circumflex over (P)}(n−1) [Expression 79]
is a post covariance matrix which is a value of the covariance matrix
P(n−1) [Expression 80]
at the discrete time n−1 which is calculated by the Kalman filter.
{circumflex over (x)}(n) [Expression 81]
is an estimate of the state vector
x(n) [Expression 82]
at the discrete time n, and
{circumflex over (P)}(n) [Expression 83]
is a post covariance matrix which is a value of the covariance matrix
P(n) [Expression 84]
at the discrete time n which is calculated by the Kalman filter. Furthermore,
I [Expression 85]
is an identity matrix (a matrix of three rows by three columns in the present embodiment).
As described above, the system noise and the observation noise are introduced, which makes it possible to perform the sensor fusion (to estimate the state of the FSF sensor or the pendulum of the high-sensitivity geophone) using the Kalman filter.
Operation Flow of Vibration Sensor System
Next, a general operational flow of the vibration sensor system 1 will be described separately for during design and during operation.
During Design
Subsequently, the input-output unit 211 of the estimation device 2 acquires a low-sensitivity geophone discrete signal (an acceleration record) from the external measurement device 3 and acquires a high-sensitivity geophone discrete signal (a velocity record) from the vibration sensor 4 from moment to moment (step S1103), and the data of these acquired records is stored in the storage unit 210. The simulated sensor (the processing unit 209) adds, to the high-sensitivity geophone discrete signal, an observation signal from the observation noise model as described in (Equation 37) (step S1104), and generates a linear system including the system noise (Equation 38). Hereinafter, the simulated sensor acquires the acceleration records from the external measurement device 3 from moment to moment, generates the system noise and the observation noise from the respective noise models (are predefined and stored in the storage unit 210. As described later, the noise models are adjustable afterward.) from moment to moment, and continues to generate the high-sensitivity velocity record y2(n) according to the model of (Equation 38) at each discrete time n. Note that in the state vector in (Equation 38)
x(n) [Expression 86]
, the initial value at n=0 is previously provided and stored, as the state estimation program data, in the storage unit 210 (the same applies to variables requiring initial values for the others such as the system noise).
Next, the processing unit 209 of the estimation device 2 executes a state estimation program using the acquired record data, and the various types of data stored in the storage unit 210, thereby estimates pendulum motion of the high-sensitivity geophone by the Kalman filter having an exogenous input according to (Equation 47), and the calculation of the estimate
{circumflex over (x)}(n) [Expression 88]
of the state vector
x(n) [Expression 87]
and the calculation of the value by the Kalman filter
{circumflex over (P)}(n) [Expression 90]
of the post covariance matrix of the estimation error
P(n) [Expression 89]
are performed from moment to moment (step S1105). Note that
R(n−n0) [Expression 91]
in the Kalman gain in (Equation 47) is the variance of the observation noise, or an externally settable quantity (a “Kalman gain adjustment term”) (in an example, the quantity is input by a user via the input-output unit 211 and is stored, as the state estimation program data, in the storage unit 210 by the processing unit 209 that executes the state estimation program). When a velocity indicated in the velocity record input from the vibration sensor 4 is greater than a predetermined value (in an example, the value is input by a user via the input-output unit 211 and is stored, as the state estimation program data, in the storage unit 210 by the processing unit 209 that executes the state estimation program) (e.g., when the velocity record of the high-sensitivity velocimeter is saturated), the processing unit 209 that executes the state estimation program increases the Kalman gain adjustment term as compared with the case where the velocity is smaller than the predetermined value, whereby the Kalman gain can be reduced.
The output of the state feedback geophone that is calculated from the pendulum motion of the high-sensitivity geophone estimated by the above-described Kalman filter is obtained by the estimation by the Kalman filter by the processing unit 209 that executes the state estimation program (S1106). The output is a fused signal of the high sensitivity (vibration sensor 4) and the low sensitivity (external measurement device 3) (S1107), and each component of the estimated state vector is displayed by the display device of the input-output unit 211, whereby a user can know the estimated state of the pendulum.
Furthermore, during the design, the processing unit 209 that executes the state estimation program makes comparison determination between the record values of acceleration, velocity and the like indicated by the signals from the external measurement device 3 and the vibration sensor 4 and the values of acceleration, velocity and the like calculated from the state vector estimated using the Kalman filter (step S1108). In an example, when a difference between the record values indicated by the signals from the external measurement device 3 and the vibration sensor 4 and the values calculated from the state vector estimated using the Kalman filter exceeds a predetermined value at a certain discrete time, the processing unit 209 that executes the state estimation program determines that the coincidence between the record values and the calculated values is low (“NO” in the conditional branch of step S1108), and adjusts the observation noise model by changing the magnitude of the variance of the observation noise (step S1109). Using the observation noise from the observation noise model after the adjustment, the processes from step S1104 to step S1108 are performed again. These processes are repeated until it is determined in step S1108 that the coincidence is high. When it is determined in step S1108 that the coincidence is high (in an example, when a difference between the record values indicated by the signals from the external measurement device 3 and the vibration sensor 4 and the values calculated from the state vector estimated using the Kalman filter does not exceed the predetermined value. “YES” in the conditional branch of step S1108), the design ends.
During Operation
The linear system of (Equation 38) and the Kalman filter of (Equation 47) are determined including various calculation parameters and noise models, by the design process illustrated using
Details of Calculation by Kalman Filter
The detailed flow of the calculation by the Kalman filter which is performed in step S1105 in the flowchart of
First, the state vector prior estimate calculation unit 204 reads, from the storage unit 210, the previous state vector estimate data, the previous post covariance matrix data, the previous measurement data, and the calculation parameters (step S1301). The read data is temporarily stored in the RAM of the processing unit 209 (the temporary storage of various types of data in the RAM is omitted as necessary in the following description and the above description. Reading of various types of data from the storage unit is also omitted as necessary). To perform the initial estimation or perform the process using (Equation 47) in which n=1, the previous state vector estimate data, the previous post covariance matrix data, and the previous measurement data (each data obtained at n=0) each are initial value data that is previously stored in the storage unit 210 via the input-output unit 211 by the user and is provided from the outside.
Subsequently, the state vector prior estimate calculation unit 204 calculates the prior estimate of the state vector
according to the equation of the prediction step
(n)=Φ{circumflex over (x)}(n−1)+Bw {umlaut over (w)}(n−1) [Expression 92]
(Equation 48)
Equation 47) (step S1302), and is temporarily stored in the RAM of the processing unit 209.
Next, the prior covariance matrix calculation unit 205 calculates the prior covariance matrix
according to the equation of the prediction step
(n)=Φ{circumflex over (P)}(n−1)Φ′+Q(n) [Expression 94]
(Equation 49)
in (Equation 47) (step S1303), and is temporarily stored in the RAM of the processing unit 209.
Next, the Kalman gain calculation unit 206 calculates the Kalman gain according to the equation of the filtering step
in (Equation 47) (step S1304), and is temporarily stored in the RAM of the processing unit 209. Here, the Kalman gain calculation unit 206 adjusts the Kalman gain by the calculation using the Kalman gain adjustment term
R(n−n0) [Expression 97]
. Specifically, when a value (v(n)) of the high-sensitivity geophone discrete signal acquired in step S1103 in the flow of
Next, the state vector estimate calculation unit 207 calculates the state vector estimate
{circumflex over (x)}(n) [Expression 99]
according to the equation of the filtering step
{circumflex over (x)}(n)=
(Equation 51)
in (Equation 47) (step S1305), and is temporarily stored in the RAM of the processing unit 209.
Next, the post covariance matrix calculation unit 208 calculates the post covariance matrix
{circumflex over (P)}(n) [Expression 101]
according to the equation of the filtering step
{circumflex over (P)}(n)=[I−K(n)C′]{circumflex over (P)}(n) [Expression 100]
(Equation 52)
in (Equation 47) (step S1306), and is temporarily stored in the RAM of the processing unit 209.
Next, in step S1307, the state vector estimate calculation unit 207 stores, in the storage unit 210, the state vector estimate estimated in step S1305 (the state vector estimate at the discrete time n is used as the “previous state vector estimate data” in a Kalman filter process at the discrete time n+1), and the post covariance matrix calculation unit 208 stores, in the storage unit 210, the post covariance matrix calculated in step S1306 (the post covariance matrix at the discrete time n is used as the “previous post covariance matrix data” in a Kalman filter process at the discrete time n+1). In addition, the processing unit 209 that executes the state estimation program stores, in the storage unit 210, the various types of data of the measurement acquired from the external measurement device 3 (the measurement at the discrete time n is used as the “previous measurement data” in a Kalman filter process at the discrete time n+1). The processes in steps S1301 to S1307 are repeated from moment to moment together with the data signal acquisition processes in step S1103 and step 1201 (the flow may be a flow in which all the data acquisition processes are performed first, and then all the Kalman filter processes are performed, or in which the Kalman filter process is performed at a certain discrete time immediately after the data is acquired at the discrete time, the discrete time is incremented by one (incrementation), the data is acquired at the next discrete time, and then the Kalman filter process is performed, so that the data acquisition and the Kalman filter process may be synchronized with each other), and the process by the Kalman filter ends when a predetermined end condition is satisfied that the low-sensitivity geophone discrete signal and the high-sensitivity geophone discrete signal are not acquired or the discrete time reaches a predetermined end value.
The process according to the flow during the operation illustrated in
Model of High-Sensitivity Displacement Sensor
Next, an embodiment where a high-sensitivity displacement sensor is used as the vibration sensor 4 will be described as a second embodiment of the present invention. However, as for portions that are identical to those in the first embodiment, description thereof will be omitted.
In the vibration sensor of
d(t) [Expression 102]
and the velocity signal
v(t) [Expression 103]
are output simultaneously, and therefore these signals can be used together.
At this time, when the state vector of the pendulum related to the vibration sensor 4 is expressed by
the state space representation is expressed by
{dot over (x)}(t)=Ax(t)+B{umlaut over (w)}(t) [Expression 105]
where
When the sampling time ΔT is transformed, as a parameter, to a discrete system, the representation of the continuous time system is expressed by
nΔT≤t<(n+1)ΔT [Expression 107]
(Equation 56)
, and under the condition of
{umlaut over (w)}(n)={umlaut over (w)}(nΔT)={umlaut over (w)}(t) [Expression 108 ]
(Equation 57)
, the following equation is obtained:
x(n+1)=Φx(n)+Bw{umlaut over (w)}(n), [Expression 109]
where
Accordingly, in view of the normality noise
with the average vector which is a zero vector (a two-dimensional column vector) and the covariance matrix
R(n) [Expression 11]
, the signal model of the high-sensitivity displacement sensor is expressed by
and the sensor fusion can be performed by the following Kalman filter.
The device configuration and the operational flows during the design and during the operation of the vibration sensor system 1 can be achieved in the same manner as in the first embodiment except that after the system noise
q(n) [Expression 115]
is introduced in the same manner as in the first embodiment,
x(n+1)=Φx(n)+Bw{umlaut over (w)}(n)+q(n), Q=E[q(n)q′(n)] ym(n)=C′x(n)+r(n) [Expression 116]
(Equation 63)
is used as the equation of the linear system and the equation of (Equation 62) is used as the equation of the Kalman filter.
Model of High-Sensitivity Accelerometer
Next, an embodiment where a high-sensitivity accelerometer is used as the vibration sensor 4 will be described as a third embodiment of the present invention. However, as for portions that are identical to those in the first embodiment, description thereof will be omitted.
In the case of the VBB accelerometer of
a(t) [Expression 117]
v(t) [Expression 118]
of the high-sensitivity velocimeter is replaced with
a(t) [Expression 119]
, the sensor fusion can be performed. However, in the seismometer having the configuration of
When the state vector of the pendulum related to the vibration sensor 4 is expressed by
the state space representation of
{dot over (x)}(t)=Ax(t)+B{umlaut over (w)}(t) [Expression 121]
where
When the sampling time ΔT is transformed, as a parameter, to a discrete system, the representation of the continuous time system is expressed by
nΔT≤t>(n+1)ΔT [Expression 123]
(Equation 67)
, and under the condition of
{umlaut over (w)}(n)={umlaut over (w)}(nΔT)={umlaut over (w)}(t) [Expression 124]
(Equation 68)
, the following equation is obtained:
x(n+1)=Φx(n)+Bw {umlaut over (w)}(n), [Expression 125]
where
Φ≡eAΔT and Bw≡∫0ΔT eA(ΔT−τ)B dτ (Equation 69)
,
a(n)=C′x(n) [Expression 126]
(Equation 70)
.
Accordingly, in view of the normality noise
r(n) [Expression 128]
with average 0 and variance
R(n) [Expression 127]
, the signal model of the high-sensitivity accelerometer is expressed by
y
3(n)=a(n)+r(n) [Expression 129]
(Equation 71)
, and the sensor fusion can be performed by the Kalman filter illustrated in
The device configuration and the operational flows during the design and during the operation of the vibration sensor system 1 can be achieved in the same manner as in the first embodiment except that after the system noise
q(n) [Expression 131]
is introduced in the same manner as in the first embodiment,
x(n +1)=Φx(n)+Bw {umlaut over (w)}(n)+q(n), Q=E[q(n)q′(n)] y3(n)=C′x(n)+(n) [Expression 132]
(Equation 73)
is used as the equation of the linear system and the equation of (Equation 72) is used as the equation of the Kalman filter.
The present invention can be utilized in the state estimation related to all the vibration sensors including the seismometer.
1 Vibration sensor system
Number | Date | Country | Kind |
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2020-028155 | Feb 2020 | JP | national |
Filing Document | Filing Date | Country | Kind |
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PCT/JP2021/005883 | 2/17/2021 | WO |