Journal of the Korea Institute of Military Science and Technology (한국군사과학기술학회지)

The Korea Institute of Military Science and Technology (한국군사과학기술학회)
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Application of Recurrent Neural-Network based Kalman Filter for Uncertain Target Models

불확정 표적 모델에 대한 순환 신경망 기반 칼만 필터 설계

  • DongBeom Kim (Department of Electrical Engineering, Hanyang University) ;
  • Daekyo Jeong (Missile Research Division, Agency for Defense Development (ADD)) ;
  • Jaehyuk Lim (Missile Research Division, Agency for Defense Development (ADD)) ;
  • Sawon Min (Land Radar Team, Hanwha Systems Co., Ltd.) ;
  • Jun Moon (Department of Electrical Engineering, Hanyang University)
  • 김동범 (한양대학교 전기공학과) ;
  • 정대교 (국방과학연구소 미사일연구원) ;
  • 임재혁 (국방과학연구소 미사일연구원) ;
  • 민사원 (한화시스템(주) 지상레이다팀) ;
  • 문준 (한양대학교 전기공학과)
  • Received : 2022.11.17
  • Accepted : 2023.01.30
  • Published : 2023.02.05
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Abstract

For various target tracking applications, it is well known that the Kalman filter is the optimal estimator(in the minimum mean-square sense) to predict and estimate the state(position and/or velocity) of linear dynamical systems driven by Gaussian stochastic noise. In the case of nonlinear systems, Extended Kalman filter(EKF) and/or Unscented Kalman filter(UKF) are widely used, which can be viewed as approximations of the(linear) Kalman filter in the sense of the conditional expectation. However, to implement EKF and UKF, the exact dynamical model information and the statistical information of noise are still required. In this paper, we propose the recurrent neural-network based Kalman filter, where its Kalman gain is obtained via the proposed GRU-LSTM based neural-network framework that does not need the precise model information as well as the noise covariance information. By the proposed neural-network based Kalman filter, the state estimation performance is enhanced in terms of the tracking error, which is verified through various linear and nonlinear tracking problems with incomplete model and statistical covariance information.

Keywords

Acknowledgement

이 논문은 2022년도 한화시스템(주)의 재원을 지원 받아 수행된 연구임. 본 논문 발전을 위해 심사를 해주신 심사위원님들께 감사말씀을 드립니다.

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