• Title/Summary/Keyword: 언센티드 칼만 필터

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The Unscented Kalman Filter Based Backward Filters for the Precise INS/GPS System (정밀 INS/GPS시스템을 위한 언센티드 칼만 필터 기반의 역방향 필터연구)

  • Kwon, Jay-Hyoun;Lee, Jong-Ki;Lee, Ji-Sun
    • Journal of the Korean Association of Geographic Information Studies
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    • v.13 no.2
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    • pp.157-167
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    • 2010
  • Unscented Kalman filter based backward filter is derived and the positions from extended Kalman filter, unscented Kalman filter, and extended Kalman smoother are compared and analyzed through a simulation test. Considering the poor GPS signal reception, the simulation is performed under the assumption of only the start and end points of the trajectory, composed of 4 curves and 5 straight sections in the area of $40m{\times}40m $, are known. The test shows that the smoothers generate much better positioning results of 8~9m improvement compared to those from the forward filters. For the comparison between the smoothers, the analysis is performed separately for the curves and straight segments. In both cases, the unscented Kalman smoother generates better positioning error; 10cm and 23cm improved positioning results in straight segment and curves, respectively.

Nonlinear System State Estimating Using Unscented Particle Filters (언센티드 파티클 필터를 이용한 비선형 시스템 상태 추정)

  • Kwon, Oh-Shin
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.17 no.6
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    • pp.1273-1280
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    • 2013
  • The UKF algorithm for tracking moving objects has fast convergence speed and good tracking performance without the derivative computation. However, this algorithm has serious drawbacks which limit its use in conditions such as Gaussian noise distribution. Meanwhile, the particle filter(PF) is a state estimation method applied to nonlinear and non-Gaussian systems without these limitations. But this method also has some disadvantages such as computation increase as the number of particles rises. In this paper, we propose the Unscented Particle Filter (UPF) algorithm which combines Unscented Kalman Filter (UKF) and Particle Filter (PF) in order to overcome these drawbacks.The performance of the UPF algorithm was tested to compare with Particle Filter using a 2-DOF (Degree of Freedom) Pendulum System. The results show that the proposed algorithm is more suitable to the nonlinear and non-Gaussian state estimation compared with PF.

A Performance Comparison of Nonlinear Kalman Filtering Based Terrain Referenced Navigation (비선형 칼만 필터 기반의 지형참조항법 성능 비교)

  • Mok, Sung-Hoon;Bang, Hyo-Choong;Yu, Myeong-Jong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.40 no.2
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    • pp.108-117
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    • 2012
  • This paper focuses on a performance analysis of TRN among various nonlinear filtering methods. In a TRN research, extended Kalman filter(EKF) is a basic estimation algorithm. In this paper, iterated EKF(IEKF), EKF with stochastic linearization(SL), and unscented Kalman filter(UKF) algorithms are introduced to compare navigation performance with original EKF. In addition to introduced sequential filters, bank of Kalman filters method, which is one of the batch method, is also presented. Finally, by simulating an artificial aircraft mission, EKF with SL was chosen as the most consistent filter in the introduced sequential filters. Also, results suggested that the bank of Kalman filters can be alternative for TRN, when a fast convergence of navigation solution is needed.

Tire Lateral Force Estimation System Using Nonlinear Kalman Filter (비선형 Kalman Filter를 사용한 타이어 횡력 추정 시스템)

  • Lee, Dong-Hun;Kim, In-Keun;Huh, Kun-Soo
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.6
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    • pp.126-131
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    • 2012
  • Tire force is one of important parameters which determine vehicle dynamics. However, it is hard to measure tire force directly through sensors. Not only the sensor is expensive but also installation of sensors on harsh environments is difficult. Therefore, estimation algorithms based on vehicle dynamic models are introduced to estimate the tire forces indirectly. In this paper, an estimation system for estimating lateral force and states is suggested. The state-space equation is constructed based on the 3-DOF bicycle model. Extended Kalman Filter, Unscented Kalman Filter and Ensemble Kalman Filter are used for estimating states on the nonlinear system. Performance of each algorithm is evaluated in terms of RMSE (Root Mean Square Error) and maximum error.

Accurate State of Charge Estimation of LiFePO4 Battery Based on the Unscented Kalman Filter and the Particle Filter (언센티드 칼만 필터와 파티클 필터에 기반한 리튬 인산철 배터리의 정확한 충전 상태 추정)

  • Nguyen, Thanh-Tung;Awan, Mudassir Ibrahim;Choi, Woojin
    • Proceedings of the KIPE Conference
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    • 2017.07a
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    • pp.126-127
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    • 2017
  • An accurate State Of Charge (SOC) estimation of battery is the most important technique for Electric Vehicles (EVs) and Energy Storage Systems (ESSs). In this paper a new integrated Unscented Kalman Filter-Particle Filter (UKF-PF) is employed to estimate the SOC of a $LiFePO_4$ battery cell and a significant improvement is obtained as compared to the other methods. The parameters of the battery is modeled by the second order Auto Regressive eXogenous (ARX) model and estimated by using Recursive Least Square (RLS) method to calculate value of each element in the model. The proposed algorithm is established by combining a parameter identification technique using RLS method with ARX model and an SOC estimation technique using UKF-PF.

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Parameter Estimation of Recurrent Neural Networks Using A Unscented Kalman Filter Training Algorithm and Its Applications to Nonlinear Channel Equalization (언센티드 칼만필터 훈련 알고리즘에 의한 순환신경망의 파라미터 추정 및 비선형 채널 등화에의 응용)

  • Kwon Oh-Shin
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.5
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    • pp.552-559
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    • 2005
  • Recurrent neural networks(RNNs) trained with gradient based such as real time recurrent learning(RTRL) has a drawback of slor convergence rate. This algorithm also needs the derivative calculation which is not trivialized in error back propagation process. In this paper a derivative free Kalman filter, so called the unscented Kalman filter(UKF), for training a fully connected RNN is presented in a state space formulation of the system. A derivative free Kalman filler learning algorithm makes the RNN have fast convergence speed and good tracking performance without the derivative computation. Through experiments of nonlinear channel equalization, performance of the RNNs with a derivative free Kalman filter teaming algorithm is evaluated.

Parameter Estimation of 2-DOF System Based on Unscented Kalman Filter (UKF 기반 2-자유도 진자 시스템의 파라미터 추정)

  • Seung, Ji-Hoon;Kim, Tae-Yeong;Atiya, Amir;Parlos, Alexander;Chong, Kil-To
    • Journal of the Korean Society for Precision Engineering
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    • v.29 no.10
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    • pp.1128-1136
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    • 2012
  • In this paper, the states and parameters in a dynamic system are estimated by applying an Unscented Kalman Filter (UKF). The UKF is widely used in various fields such as sensor fusion, trajectory estimation, and learning of Neural Network weights. These estimations are necessary and important in determining the stability of a mobile system, monitoring, and predictions. However, conventional approaches are difficult to estimate based on the experimental data, due to properties of non-linearity and measurement noises. Therefore, in this paper, UKF is applied in estimating the states and parameters needed. An experimental dynamic system has been set up for obtaining data and the experimental data is collected for parameter estimation. The measurement noises are primarily reduced by applying the Low Pass Filter (LPF). Given the simulation results, the estimated error rate is 39 percent more efficient than the results obtained using the Least Square Method (LSM). Secondly, the estimated parameters have an average convergence period of four seconds.

Indoor Localization Using Unscented Kalman/FIR Hybrid Filter (언센티드 칼만/FIR 하이브리드 필터를 이용한 실내 위치 추정)

  • Pak, Jung Min;Ahn, Choon Ki;Lim, Myo Taeg;Song, Moon Kyou
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.11
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    • pp.1057-1063
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    • 2015
  • This paper proposes a new nonlinear filtering algorithm that combines the unscented Kalman filter (UKF) and the finite impulse response (FIR) filter. The proposed filter is called the unscented Kalman/FIR hybrid filter (UKFHF). In the UKFHF algorithm, the UKF is used as the main filter, which produces state estimates under ideal conditions. When failures of the UKF are detected, the FIR filter is operated. Using the output of the FIR filter, the UKF is reset and rebooted. In this way, the UKFHF recovers from failures. The proposed UKFHF is applied to indoor human localization using wireless sensor networks. Through simulations, the performance of the UKFHF is demonstrated in comparison with that of the UKF.