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Ulrich Bangert science forum beginner
Joined: 27 Jun 2006
Posts: 4

Posted: Tue Jun 27, 2006 1:54 am Post subject:
Re: Glitch/inconsistency detection in navigation data



Rune,
this problem is the classical application for so called "robust statistical
methods".
1) Decide for a window length of n data points. This window will be used to
scan through your data for outlier and glitch detection.
2) Get the first n points of data (in case of your three dimensional
problem, cover each dimension on its own)
3) Compute the MEDIAN of the data (= the 50% PERCENTILE) If in doubt how to
compute the MEDIAN, check MATLAB help. The MEDIAN is a very good
approximation to the mean value of your data. However, the MEDIAN is
completely insensitive to outliers and glitches as long as the number of
ourliers within your window is smaller then n/2. Note that you now have a
outlier insensitive measure for the mean of your data. The MEDIAN is to
robust counterpiece to the MEAN.
4) For all data within your window compute the absolute value of the
difference between the data and the median and put the results of this
operation into a buffer array.
5) Multiply all values in your buffer with a scaling constant 1/0.654.
6) Compute the MEDIAN of the the data in your buffer. The MEDIAN of the
buffer values is the so called "MAD" (Median absolute deviation) of the
original values within your window. The MAD is the outlier insensitive
robust counterpiece to the normal standard deviation which is highly
sensitive to outliers. The scaling factor of 1/0.645 makes the MAD directly
comparable to the standard deviation for normal distributed values.
7) A rule of thumb in classical statistics is: If data is more far away from
the mean than 5 time the standard deviation, it is most probably a outlier.
Now that you have robust values available apply this rule to the robust
values: If data is more than 5 time away from the MEDIAN than the MAD then
it is most probably a outlier.
8) If a outlier is detected be sure to remove it from all diemensions.
9) Shift your window by one and go to step 3
10) Repeat for all data
Sounds as if a lot computing power is necessary for the algorithm and yes,
indeed it is. Note that computing the MEDIAN involves ordering the data
within your window in an ascending order and you need to compute a MEDIAN
twice per window shift. Use a fast sorting algorithm!
I use the above method as my standard outlier detection routine whereever i
expect to be confronted with outliers and it works very well. Note that the
length of the window is a compromise between processing time and having
enough values in the window to make significant statistics with. Note also,
that this algorithm detects outliers fairly well but is not well suited if
your your data contains inconsitencies like sudden steps (offsets that
stay).
Regards
Ulrich
"Rune Allnor" <allnor@tele.ntnu.no> schrieb im Newsbeitrag
news:1151317297.168309.116350@m73g2000cwd.googlegroups.com...
Quote:  Hi folks.
Assume you are given som 20,000  100,000 points of raw (x,y,z)
navigation data as previously logged on some platform, and are asked
to clean up the data.
My first, naive idea is to use some Kalman filter. So far so good.
However, the data might contain glitches (jumps) or other
inconsistencies
that need to be sorted out before feeding them to the Kalman filter.
How would you go about detecting glitches and maybe even do a
firstpass correction of such data? A manual check of 100,000 data
points doesn't seem as a very tempting prospect...
Rune



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Rune Allnor science forum beginner
Joined: 03 May 2005
Posts: 18

Posted: Tue Jun 27, 2006 3:41 am Post subject:
Re: Glitch/inconsistency detection in navigation data



Tim Wescott wrote:
Quote:  Rune Allnor wrote:
Hi folks.
Assume you are given som 20,000  100,000 points of raw (x,y,z)
navigation data as previously logged on some platform, and are asked
to clean up the data.
My first, naive idea is to use some Kalman filter. So far so good.
However, the data might contain glitches (jumps) or other
inconsistencies
that need to be sorted out before feeding them to the Kalman filter.
How would you go about detecting glitches and maybe even do a
firstpass correction of such data? A manual check of 100,000 data
points doesn't seem as a very tempting prospect...
Rune
Hey Rune:
One thing you could do would be to compare the data with the Kalman
filter output, and ignore it whenever there's too much difference. This
causes problems if your system truly moves outside of your 'known good'
band.
Another thing that works is to discount the data when it's glitchy, but
not completely. You could either have two state evolution rules, one
for when the data is 'bad' and another for when it's 'good'. This would
result in the filter being influenced by genuinely bad data, but it
would also result in the filter being able to find it's way home if it
were way off track.
My understanding of Kalman filters is somewhat casual*, but I do know
that the classic construction assumes linear systems excited by Gaussian
noise, and quadratic cost functions. If your underlying systems aren't
linear, if your noise isn't Gaussian or if your cost functions aren't
quadratic then the optimal solution isn't linear anymore, so a plain ol'
Kalman filter is ruled out  search around on the term 'extended
Kalman' for insight in that case.

Right... things get messy when all the nice idealizations and
assumptions turn out to be a bit too ideal... been there.
Quote:  * I've got to get a good book on this.

Let me know if you find one. All I have in my library (which I don't
have access to for another couple of weeks) is an early 90s
edition of Brown and Kwang(?).
Rune 

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Steve Underwood science forum beginner
Joined: 26 May 2005
Posts: 7

Posted: Tue Jun 27, 2006 4:30 am Post subject:
Re: Glitch/inconsistency detection in navigation data



Rune Allnor wrote:
Quote:  Hi folks.
Assume you are given som 20,000  100,000 points of raw (x,y,z)
navigation data as previously logged on some platform, and are asked
to clean up the data.
My first, naive idea is to use some Kalman filter. So far so good.
However, the data might contain glitches (jumps) or other
inconsistencies
that need to be sorted out before feeding them to the Kalman filter.
How would you go about detecting glitches and maybe even do a
firstpass correction of such data? A manual check of 100,000 data
points doesn't seem as a very tempting prospect...
Rune
You didn't say what kind of navigational system this is. I think that 
might affect the nature of what you see quite a bit.
I'm no nav system expert. I've simply had cause to use the output of nav
systems for various purposes. Understanding the qualities of the nav
data has been a somewhat low priority compared to my other tasks. That
said.....
My experience with taking data from inertial navigation systems is that
at first sight they look real glitchy. However, if you apply almost any
simple LPF  say, a single pole LPF  with a suitable cut off frequency
the data quietens down wonderfully. What appear at first sight to be
glitches actually appear to be unbiased noise that simply has a very
spiky quality.
Steve 

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Rune Allnor science forum beginner
Joined: 03 May 2005
Posts: 18

Posted: Tue Jun 27, 2006 5:05 am Post subject:
Re: Glitch/inconsistency detection in navigation data



JF Mezei wrote:
Quote:  Eliminating "stray" waypoints requires knowledge of the situation.
If you are travelling by foot and taking trackpoints every minute, then
a point that is more than 250 metres off the general direction of travel
is an exception. ( running at 15km/h for one minute) If it is an olympic
runner, hen you need to increase that value.
If travelling on a bicycle, you need to know the condition. If on a main
road, a trackpoint doesn't need to be that far off before it is an
exception. But if travelling up a switchback on a mountain pass road in
the alps, then a lot of your points will be "off course" but still very
valid to map your track.
If travelling by car on the same road, your trackpoints may not be taken
at sufficiently close intervals to log some of the switchbacks and log
just a mostly straight road up the mountain with minor ddviations
between each point.
If you have 3 points, A B and C, B can be considred an exception if the
discance between B and the axis AC is greater than some amount. (the
aviation formulary has those equations to calculate distance between a
point and an axis).
Now, if you have 4 points, A B C and D with B and C being odd, the above
logic won't work because B will be within the limits of the AC axis.

I think this approach might be useful. Do you have any references
(books, articles) to how these things are done in aviation?
Rune 

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JF Mezei science forum beginner
Joined: 26 Jun 2006
Posts: 6

Posted: Tue Jun 27, 2006 6:22 am Post subject:
Re: Glitch/inconsistency detection in navigation data



Rune Allnor wrote:
Quote:  If you have 3 points, A B and C, B can be considred an exception if the
discance between B and the axis AC is greater than some amount.
I think this approach might be useful. Do you have any references
(books, articles) to how these things are done in aviation?

No. The ideas were given to me here (sci.geo.satellitenav) years ago
while I was post processing some tracks data I had accumulated during a
bike trip through australia. I built logic to simplify the number of
points (remove those that do not define a change in direction, and
remove those that are "stray".).
Another thing to consider: if you are a large cargo ship overating in
the stlawrence seaway, a stray point may be really easy to spot because
a ship simply cannot move on a dime. But if you are a canoe on a rapidly
flowing river, you may catch an eddy currnt that quickly pushes you off
course.
But for an aircraft, you need to really define the requirements and
handling os any glitch. Are you allowed to filter data out which will
not get logged onto the flight recorder ? The advantage of aviation is
that you can coorolate GPS with the primary instruments. (UINS and
barometric altimetre). So if you see a glitch on the GPS but no glitch
on the other systems, then the GOPS probably experienced a glitch. But
if it is visible on all 3 systems, then it is probably turbulence etc etc. 

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JF Mezei science forum beginner
Joined: 26 Jun 2006
Posts: 6

Posted: Tue Jun 27, 2006 7:21 am Post subject:
Re: Glitch/inconsistency detection in navigation data



Ulrich Bangert wrote:
Quote:  this problem is the classical application for so called "robust statistical
methods".

How would your method handle a situation where one is riding a bike at
30km on a very flat road for 6 hours in a steady speed, and for one
minute, you have this kamakaze downhill where you reach 80km/ h and then
ride up a hill at 10kmh for 7 minutes. Would it "filter out" those
readings of going down and then up the hill ? 

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JF Mezei science forum beginner
Joined: 26 Jun 2006
Posts: 6

Posted: Tue Jun 27, 2006 7:29 am Post subject:
Re: Glitch/inconsistency detection in navigation data



Another aspect to consider:
When I processed my australian track logs, those points, taken at 1
minute intervals, that were very near to each other were in fact VERY
significant because this indicated a place where I stopped ( in some
cases, I want those to stand out to show places where whater was available).
So from a simplification of the trackpoints to draw a route, those
points can be removed, but you want to mark those points as significant
stops and possibly create a waypoint for them.
So one must really be familiar with the activity and how the data was
collected before selecting some logic to simplify a series of points.
Another aspect: many GPS have an "auto" feature to write track points
into the log. Generallly, track points are written when there is a
change in speed/direction and possibly at some regular intervals. But if
you do not know the exact logic used by the unit to decide if a
trackpoint is to be written or not, you cannot really decide how to
remove trackpoints statistically. 

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Rune Allnor science forum beginner
Joined: 03 May 2005
Posts: 18

Posted: Tue Jun 27, 2006 7:37 am Post subject:
Re: Glitch/inconsistency detection in navigation data



Ulrich Bangert wrote: lots of interesting stuff.
Thanks. Sounds like something to look into. Processing speed is
(as of yet) insignificant if it can release manhours for other duties.
Where I am right now, manhours are expensive. If a computer
needs 12 hours for this sort of job, then so be it, if it can be done
in the human operator's time off watch.
Rune 

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Steve Underwood science forum beginner
Joined: 26 May 2005
Posts: 7

Posted: Tue Jun 27, 2006 8:25 am Post subject:
Re: Glitch/inconsistency detection in navigation data



JF Mezei wrote:
Quote:  Another aspect to consider:
When I processed my australian track logs, those points, taken at 1
minute intervals, that were very near to each other were in fact VERY
significant because this indicated a place where I stopped ( in some
cases, I want those to stand out to show places where whater was available).
So from a simplification of the trackpoints to draw a route, those
points can be removed, but you want to mark those points as significant
stops and possibly create a waypoint for them.
So one must really be familiar with the activity and how the data was
collected before selecting some logic to simplify a series of points.
Another aspect: many GPS have an "auto" feature to write track points
into the log. Generallly, track points are written when there is a
change in speed/direction and possibly at some regular intervals. But if
you do not know the exact logic used by the unit to decide if a
trackpoint is to be written or not, you cannot really decide how to
remove trackpoints statistically.

Related fun things happen in radar tracking. There you usually have
reasonable x and y estimates (based on the r and theta you measure), and
a weak z measurement (based on a very limit accuracy angular
measurement). You can track a target and predict based on what is a
reasonable side to side turn rate. However, a fighter can roll over then
do a hard downward half loop and go back in the direction it came. Your
nicely filtered track basically stops abruptly and goes backwards, and
your weak height information doesn't always help that much in tracking
in 3D. Airliners are easy to track, but the interesting targets are a
real pain.
This kind of filtering is like the tale I heard of the world's most
accurate weather forecasts. I was told a DJ in the Caribbean spent years
saying the weather would be whatever it was yesterday. Because the
weather there has long period of similar conditions punctuated by abrupt
changes, his accuracy was very high, but his usefulness was zero. :)
Regards,
Steve 

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Ulrich Bangert science forum beginner
Joined: 27 Jun 2006
Posts: 4

Posted: Wed Jun 28, 2006 6:01 am Post subject:
Re: Glitch/inconsistency detection in navigation data



To Rune:
On a typical pc with a window width of 100 I process 600000 data points in
12 minutes, so it is not THAT slow that my first mail may have indicated. I
use this algorithm for example in a freeware software named "Plotter". You
can download "Plotter" from my homepage
www.ulrichbangert.de
If you manage to load your data files with that (chances are..) you can
immediatly test the quality and the speed of the outlier detection.
To JF Mezei:
I you managed to figure out exactly what the algorithm does, you will have
noticed that for detecting outliers everything is significant, that is
INSIDE the window, nothing else. For that reason, if this algorithm is
applied to the scenario you present, the first thing to say is, that it does
not matter at all whether you have been riding for 6, 12, 18 or anything
hours before you meet the hill. The algorithm is completely insensitive to
that!
The window is something like "If you want to detect outliers look only to
values in the neighbourhood and decide what is normal and what is not for
them". Please note also, that your scenario arises the question for a
definition of "oulier". Other people would pehrhaps think that the "hill
scenario" IS indeed a outlier that should be removed while you think it is
very significant. Note, that the algorithm can fit BOTH kind of views by
adopting the window length. If you make the window length greater than 2 X
the "hill length" then the hill will be completely removed from the data. If
you find that the hill is significant then make the window length smaller
than 2X the "hill length", in this case the hill will not be filtered out.
By applying the rule "a event shorter than n/2 may be a outlier" YOU decide
what is an outlier not the algorithm.
I cannot accept your second objection, it is a outlier detection algorithm,
not a biker's rest detection algorithm. But if you want to put forward the
question whether the rest will be detected as an outlier or not, the same
rules apply as above: If the window length is set to value so that the
length of the braking action before stop and the window length "match" then
the stop will be recognized as a "normal" change in data
Regards
Ulrich
"Rune Allnor" <allnor@tele.ntnu.no> schrieb im Newsbeitrag
news:1151393854.224220.97860@p79g2000cwp.googlegroups.com...
Quote: 
Ulrich Bangert wrote: lots of interesting stuff.
Thanks. Sounds like something to look into. Processing speed is
(as of yet) insignificant if it can release manhours for other duties.
Where I am right now, manhours are expensive. If a computer
needs 12 hours for this sort of job, then so be it, if it can be done
in the human operator's time off watch.
Rune



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Rune Allnor science forum beginner
Joined: 03 May 2005
Posts: 18

Posted: Wed Jun 28, 2006 6:24 am Post subject:
Re: Glitch/inconsistency detection in navigation data



Ulrich Bangert wrote:
Quote:  To Rune:
On a typical pc with a window width of 100 I process 600000 data points in
12 minutes, so it is not THAT slow that my first mail may have indicated. I
use this algorithm for example in a freeware software named "Plotter". You
can download "Plotter" from my homepage
www.ulrichbangert.de
If you manage to load your data files with that (chances are..) you can
immediatly test the quality and the speed of the outlier detection.

I'll definately have a look into this. Your first post indicated you
have programmed these things in matlab? If so, there is a speedup
potential here. I usually get a speedup on the order of 1050x when
I port from matlab to C or C++.
Rune 

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JF Mezei science forum beginner
Joined: 26 Jun 2006
Posts: 6

Posted: Wed Jun 28, 2006 6:58 am Post subject:
Re: Glitch/inconsistency detection in navigation data



Ulrich Bangert wrote:
Quote:  very significant. Note, that the algorithm can fit BOTH kind of views by
adopting the window length. If you make the window length greater than 2 X
the "hill length" then the hill will be completely removed from the data. If
you find that the hill is significant then make the window length smaller
than 2X the "hill length", in this case the hill will not be filtered out.

Ok. fair enough. But that still leaves the requirement that the user
know about the type of data that he has to process, the types of
irregularities which must be retained, and those that can be removed
because this will be needed to decide on the window size. And one also
need to know how the data was collected.
Say on a long straight road, a car turns off and drives 100m to a water
hole/pump. With periodic trackpoint recording, you could have a couple
of stray points. With "auto" track recording, chances are very good that
the GPS would record a point at the turnoff, one point at the stop for
water, and again a point once the car gets back to main road and turns
back into the normal direction.
Now, both would have a couple of stray points from a purely
"mathematical" point of view. But in the second case, a human could
more clearly see a path away from road and back to the road at the same
intersection to resume course.
So one must really understand the "event" as well as how the data was
recorded for that event before starting to process such data and
eliminate points judged to be "bad". 

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Ulrich Bangert science forum beginner
Joined: 27 Jun 2006
Posts: 4

Posted: Wed Jun 28, 2006 7:52 am Post subject:
Re: Glitch/inconsistency detection in navigation data



Rune,
as a dedicated follower of PASCAL i program in Borland DELPHI which produces
native code that i do not suspect to be significantly slower then C/C++
generated code. But over the years I have found that the Matlab help system
gives me information about mathematical topics at exactly the level that
seems to match me, that's why i pointed to it. If Plotter does not read your
files, then (in case they are ASCII) send me a few lines of it. I am very
interested to make my file read routines as universal as possible, so every
nogo is a object of interest.
Regards
Ulrich
"Rune Allnor" <allnor@tele.ntnu.no> schrieb im Newsbeitrag
news:1151475859.983140.83250@d56g2000cwd.googlegroups.com...
Quote: 
Ulrich Bangert wrote:
To Rune:
On a typical pc with a window width of 100 I process 600000 data points
in
12 minutes, so it is not THAT slow that my first mail may have
indicated. I
use this algorithm for example in a freeware software named "Plotter".
You
can download "Plotter" from my homepage
www.ulrichbangert.de
If you manage to load your data files with that (chances are..) you can
immediatly test the quality and the speed of the outlier detection.
I'll definately have a look into this. Your first post indicated you
have programmed these things in matlab? If so, there is a speedup
potential here. I usually get a speedup on the order of 1050x when
I port from matlab to C or C++.
Rune



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Ulrich Bangert science forum beginner
Joined: 27 Jun 2006
Posts: 4

Posted: Wed Jun 28, 2006 8:07 am Post subject:
Re: Glitch/inconsistency detection in navigation data



Hello JF Mezei,
Quote:  Ok. fair enough. But that still leaves the requirement that the user
know about the type of data that he has to process, the types of
irregularities which must be retained, and those that can be removed
because this will be needed to decide on the window size. And one also
need to know how the data was collected.

Agreed!
Quote:  of stray points. With "auto" track recording, chances are very good that
the GPS would record a point at the turnoff, one point at the stop for
water, and again a point once the car gets back to main road and turns
back into the normal direction.

I am not sure if i interprete the term "auto track recording" in the right
way. Perhaps it is even a "standard" term in navigation that i am not aware
of (I have seen the question for outlier detection purely from a
mathematical point of view). But if it is some kind of "event driven" track
recording you are of course right that the proposed algorithm can not handle
data acquired in this way because some frontend entity has already made the
decision what an event is and what not and has missed to acquire the
"surrounding data" that are necessary for the algorithm.
Regards
Ulrich
"JF Mezei" <jfmezei.spamnot@teksavvy.com> schrieb im Newsbeitrag
news:44A2289A.BF59B898@teksavvy.com...
Quote:  Ulrich Bangert wrote:
very significant. Note, that the algorithm can fit BOTH kind of views by
adopting the window length. If you make the window length greater than 2
X
the "hill length" then the hill will be completely removed from the
data. If
you find that the hill is significant then make the window length
smaller
than 2X the "hill length", in this case the hill will not be filtered
out.
Ok. fair enough. But that still leaves the requirement that the user
know about the type of data that he has to process, the types of
irregularities which must be retained, and those that can be removed
because this will be needed to decide on the window size. And one also
need to know how the data was collected.
Say on a long straight road, a car turns off and drives 100m to a water
hole/pump. With periodic trackpoint recording, you could have a couple
of stray points. With "auto" track recording, chances are very good that
the GPS would record a point at the turnoff, one point at the stop for
water, and again a point once the car gets back to main road and turns
back into the normal direction.
Now, both would have a couple of stray points from a purely
"mathematical" point of view. But in the second case, a human could
more clearly see a path away from road and back to the road at the same
intersection to resume course.
So one must really understand the "event" as well as how the data was
recorded for that event before starting to process such data and
eliminate points judged to be "bad". 


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Jerry Avins science forum Guru
Joined: 03 May 2005
Posts: 534

Posted: Wed Jun 28, 2006 2:58 pm Post subject:
Re: Glitch/inconsistency detection in navigation data



JF Mezei wrote:
...
Quote:  So one must really understand the "event" as well as how the data was
recorded for that event before starting to process such data and
eliminate points judged to be "bad".

One must always understand data in order to analyze and interpret it
meaningfully. Believing otherwise is like believing that someone can
manage a business without understanding its nature.
Jerry

Engineering is the art of making what you want from things you can get.
ŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻŻ 

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