• Title/Summary/Keyword: 구조적 칼만 필터

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Trace of Moving Object using Structured Kalman Filter (구조적 칼만 필터를 이용한 이동 물체의 추적)

  • Jang, Dae-Sik;Jang, Seok-Woo;Kim, Gye-young;Choi, Hyung-Il
    • Journal of KIISE:Software and Applications
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    • v.29 no.5
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    • pp.319-325
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    • 2002
  • Tracking moving objects is one of the most important techniques in motion analysis and understanding, and it has many difficult problems to solve. Especially, estimating and identifying moving objects, when the background and moving objects vary dynamically, are very difficult. It is possible under such a complex environment that targets may disappear totally or partially due to occlusion by other objects. The Kalman filter has been used to estimate motion information and use the information in predicting the appearance of targets in succeeding frames. In this paper, we propose another version of the Kalman filter, to be called structured Kalman filter, which can successfully work its role of estimating motion information under a deteriorating condition such as occlusion. Experimental results show that the suggested approach is very effective in estimating and tracking non-rigid moving objects reliably.

An Adaptive Hybrid Filter for WiFi-Based Positioning Systems (와이파이 기반 측위 시스템을 위한 적응형 혼합 필터)

  • Park, Namjoon;Jung, Suk Hoon;Moon, Yoonho;Han, Dongsoo
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.12 no.4
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    • pp.76-86
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    • 2013
  • As the basic Kalman filter is limited to be used for indoor navigation, and particle filters incur serious computational overhead, especially in mobile devices, we propose an adaptive hybrid filter for WiFi-based indoor positioning systems. The hybrid filter utilizes the same prediction framework of the basic Kalman filter, and it adopts the notion of particle filters only using a small number of particles. Restricting the predicts of a moving object to a small number of particles on a way network and substituting a dynamic weighting scheme for Kalman gain are the key features of the filter. The adaptive hybrid filter showed significantly better accuracy than the basic Kalman filter did, and it showed greatly improved performance in processing time and slightly better accuracy compared with a particle filter.

A Finite Memory Structure Smoothing Filter and Its Equivalent Relationship with Existing Filters (유한기억구조 스무딩 필터와 기존 필터와의 등가 관계)

  • Kim, Min Hui;Kim, Pyung Soo
    • KIPS Transactions on Computer and Communication Systems
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    • v.10 no.2
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    • pp.53-58
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    • 2021
  • In this paper, an alternative finite memory structure(FMS) smoothing filter is developed for discrete-time state-space model with a control input. To obtain the FMS smoothing filter, unbiasedness will be required beforehand in addition to a performance criteria of minimum variance. The FMS smoothing filter is obtained by directly solving an optimization problem with the unbiasedness constraint using only finite measurements and inputs on the most recent window. The proposed FMS smoothing filter is shown to have intrinsic good properties such as deadbeat and time-invariance. In addition, the proposed FMS smoothing filter is shown to be equivalent to existing FMS filters according to the delay length between the measurement and the availability of its estimate. Finally, to verify intrinsic robustness of the proposed FMS smoothing filter, computer simulations are performed for a temporary model uncertainty. Simulation results show that the proposed FMS smoothing filter can be better than the standard FMS filter and Kalman filter.

Comparative assessment of ensemble kalman filtering and particle filtering for lumped hydrologic modeling (집중형 수문모형에 대한 앙상블 칼만필터와 파티클 필터의 수문자료동화 특성 비교)

  • Garim Lee;Bomi Kim;Songhee Lee;Seong Jin Noh
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.233-233
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    • 2023
  • 효율적인 수자원 관리에 필수적인 요소 중 하나는 유역 유출의 정확한 예측이다. 동일한 유역이라 할지라도 과거 기후조건에 대해 매개변수나 모형구조가 최적화된 수문모형은 현재나 미래 기후에 대해 최적이라 할수 없으며, 이에 따라 유역 유출 해석의 불확실성 또한 증가하고 있다. 수문자료동화는 모형의 입력 자료에 따른 불확실성을 줄이고 예측정확도를 향상 시킬 수 있는 방법으로, 수문모형의 상태량이나 매개변수를 업데이트하여 모형 초기 조건의 가능성 높은 추정치를 생성하는 기법이다. 본 연구에서는 국내 댐 상류 유역에 대해 집중형 수문모형과 순차자료동화 기법의 연계 패키지인 airGRdatassim 모형을 적용하여, 앙상블 칼만 필터와 파티클 필터 기법의 수문자료동화 특성을 비교 분석하고, 자료동화와 관련된 하이퍼-매개변수의 불확실성이 수문모의 성능에 미치는 영향을 분석하였다. 자료동화 적용 결과, 두 자료동화 기법 중 파티클 필터에 의한 모의성능이 높았으며 기상강제력 노이즈의 범위, 갱신 대상 상태량 설정, 앙상블 설정 등 수문자료동화의 설정과 관련된 하이퍼 매개변수의 불확실성은 두 기법별 뚜렷한 차이를 보였다. 또한, 본 연구에서는 일단위에서 시단위로 확장한 유량 예측 자료동화의 시험 모의결과 및 앙상블 수문동화기법의 도전과제에 대해서도 논의한다.

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Harmonic Estimation of Power Signal Based on Time-varying Optimal Finite Impulse Response Filter (시변 최적 유한 임펄스 응답 필터 기반 전력 신호 고조파 검출)

  • Kwon, Bo-Kyu
    • The Journal of Korean Institute of Information Technology
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    • v.16 no.11
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    • pp.97-103
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    • 2018
  • In this paper, the estimation method for the power signal harmonics is proposed by using the time-varying optimal finite impulse response (FIR) filter. To estimate the magnitude and phase-angle of the harmonic components, the time-varying optimal FIR filter is designed for the state space representation of the noisy power signal which the magnitude and phase is considered as a stochastic process. Since the time-varying optimal FIR filter used in the proposed method does not use any priori information of the initial condition and has FIR structure, the proposed method could overcome the demerits of Kalman filter based method such as poor estimation and divergence problem. Due to the FIR structure, the proposed method is more robust against to the model uncertainty than the Kalman filter. Moreover, the proposed method gives more general solution than the time-invariant optimal FIR filter based harmonic estimation method. To verify the performance and robustness of the proposed method, the proposed method is compared with time-varying Kalman filter based method through simulation.

Kalman Filter-based Data Recovery in Wireless Smart Sensor Network for Infrastructure Monitoring (구조물 모니터링을 위한 무선 스마트 센서 네트워크의 칼만 필터 기반 데이터 복구)

  • Kim, Eun-Jin;Park, Jong-Woong;Sim, Sung-Han
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.20 no.3
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    • pp.42-48
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    • 2016
  • Extensive research effort has been made during the last decade to utilize wireless smart sensors for evaluating and monitoring structural integrity of civil engineering structures. The wireless smart sensor commonly has sensing and embedded computation capabilities as well as wireless communication that provide strong potential to overcome shortcomings of traditional wired sensor systems such as high equipment and installation cost. However, sensor malfunctioning particularly in case of long-term monitoring and unreliable wireless communication in harsh environment are the critical issues that should be properly tackled for a wider adoption of wireless smart sensors in practice. This study presents a wireless smart sensor network(WSSN) that can estimate unmeasured responses for the purpose of data recovery at unresponsive sensor nodes. A software program that runs on WSSN is developed to estimate the unmeasured responses from the measured using the Kalman filter. The performance of the developed network software is experimentally verified by estimating unmeasured acceleration responses using a simply-supported beam.

Comparative assessment of sequential data assimilation-based streamflow predictions using semi-distributed and lumped GR4J hydrologic models: a case study of Namgang Dam basin (준분포형 및 집중형 GR4J 수문모형을 활용한 순차자료동화 기반 유량 예측 특성 비교: 남강댐 유역 사례)

  • Lee, Garim;Woo, Dong Kook;Noh, Seong Jin
    • Journal of Korea Water Resources Association
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    • v.57 no.9
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    • pp.585-598
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    • 2024
  • To mitigate natural disasters and efficiently manage water resources, it is essential to enhance hydrologic prediction while reducing model structural uncertainties. This study analyzed the impact of lumped and semi-distributed GR4J model structures on simulation performance and evaluated uncertainties with and without data assimilation techniques. The Ensemble Kalman Filter (EnKF) and Particle Filter (PF) methods were applied to the Namgang Dam basin. Simulation results showed that the Kling-Gupta efficiency (KGE) index was 0.749 for the lumped model and 0.831 for the semi-distributed model, indicating improved performance in semi-distributed modeling by 11.0%. Additionally, the impact of uncertainties in meteorological forcings (precipitation and potential evapotranspiration) on data assimilation performance was analyzed. Optimal uncertainty conditions varied by data assimilation method for the lumped model and by sub-basin for the semi-distributed model. Moreover, reducing the calibration period length during data assimilation led to decreased simulation performance. Overall, the semi-distributed model showed improved flood simulation performance when combined with data assimilation compared to the lumped model. Selecting appropriate hyper-parameters and calibration periods according to the model structure was crucial for achieving optimal performance.

Implementation of a Wireless Distributed Sensor Network Using Data Fusion Kalman-Consensus Filer (정보 융합 칼만-Consensus 필터를 이용한 분산 센서 네트워크 구현)

  • Song, Jae-Min;Ha, Chan-Sung;Whang, Ji-Hong;Kim, Tae-Hyo
    • Journal of the Institute of Convergence Signal Processing
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    • v.14 no.4
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    • pp.243-248
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    • 2013
  • In wireless sensor networks, consensus algorithms for dynamic systems may flexibly usable for their data fusion of a sensor network. In this paper, a distributed data fusion filter is implemented using an average consensus based on distributed sensor data, which is composed of some sensor nodes and a sink node to track the mean values of n sensors' data. The consensus filter resolve the problem of data fusion by a distribution Kalman filtering scheme. We showed that the consensus filter has an optimal convergence to decrease of noise propagation and fast tracking ability for input signals. In order to verify for the results of consensus filtering, we showed the output signals of sensor nodes and their filtering results, and then showed the result of the combined signal and the consensus filtering using zeegbee communication.

The Development of Model for the Prediction of Water Demand using Kalman Filter Adaptation Model in Large Distribution System (칼만필터의 적응형모델 기법을 이용한 광역상수도 시스템의 수요예측 모델 개발)

  • 한태환;남의석
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.15 no.2
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    • pp.38-48
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    • 2001
  • Kalman Filter model of demand for residental water and consumption pattern wore tested for their ability to explain the hourly residental demand for water in metro-politan distribution system. The daily residental demand can be obtained from Kalman Filter model which is optimized by statistical analysis of input variables. The hourly residental demand for water is calculated from the daily residental demand and consumption pattern. The consumption pattern which has 24 time rates is characterized by data granulization in accordance with season kind, weather and holiday. The proposed approach is applied to water distribution system of metropolitan areas in Korea and its effectiveness is checked.

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Missile aerodynamic structure and parameter identification using the extended Kalman Filter and maximum likelihood method (확장 칼만 필터와 최대공산법을 이용한 미사일 공력계수)

  • 성태경;이장규;박양배
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.262-265
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    • 1986
  • 미사일의 동특성은 공력계수(aerodynamic coefficients)들의 구조 및 그 계수값에 의해 결정된다. 현재까지 공력계수는 풍동시험(wind tunnel test)에 의한 모형법으로 구하는 것이 보편적이었으나 모형과 실제 시스템의 차이에 의해 발생하는 오차, 풍동시험의 오차, 모형의 스케일 팩터(scale factor)오차, 실제 대기조건의 특성에 의한 오차 등에 의해, 시제품을 이용한 실제 비행시험 결과가 풍동시험 모델을 이용한 컴퓨터 시뮬레이션(computer simulation)의 가상 비행 데이타와 차이를 나타내게 된다. 이러한 차이를 감소시키기 위하여 필터 이론을 적용하기 위해서는 수학적 계수 모델이 필요하게 된다. 본 연구에서는 풍동시험모델로부터 3가지의 수학적 모델을 가정하고 이를 이용하여 확장칼만필터(extended Kalman Filter: EKF)와 최대공산법(maximum likelihood method :ML)을 각각 적용시켰을때 추정된 계수치에 의한 가상비행데이타와, 풍동시험모델에 의한 가상비행데이타를 비교하여, 수학적 계수 모델 설정에 따른 각 알고리즘의 추정결과를 알아보고, 이에의해 계수 모델 설정의 방법 및 기준, 그리고 계수구조 설정에 따른 EKF와 ML의 성질을 조사하였다.

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