• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.25-25
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• 2023

The ensemble optimal interpolation (EnOI) scheme is a sub-optimal alternative to the ensemble Kalman filter (EnKF) with a reduced computational demand making it potentially more suitable for operational applications. Since only one model is integrated forward instead of an ensemble of model realizations, online estimation of the background error covariance matrix is not possible in the EnOI scheme. In this study, we investigate two Gaussian noise based ensemble generation strategies to produce dynamic covariance matrices for assimilation of water level observations into a distributed hydrological model. In the first approach, spatially correlated noise, sampled from a normal distribution with a fixed fractional error parameter (which controls its standard deviation), is added to the model forecast state vector to prepare the ensembles. In the second method, we use an adaptive error estimation technique based on the innovation diagnostics to estimate this error parameter within the assimilation framework. The results from a real and a set of synthetic experiments indicate that the EnOI scheme can provide better results when an optimal EnKF is not identified, but performs worse than the ensemble filter when the true error characteristics are known. Furthermore, while the adaptive approach is able to reduce the sensitivity to the fractional error parameter affecting the first (non-adaptive) approach, results are usually worse at ungauged locations with the former.

• Journal of the Korean Institute of Intelligent Systems
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• v.25 no.4
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• pp.361-368
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• 2015

This paper reports an unscented Kalman filter approach for localization of a mobile robot in an indoor environment. The method proposes a new model of measurement uncertainty which adjusts the error covariance according to the measured distance. The method also uses non-zero off diagonal values in error covariance matrices of motion uncertainty and measurement uncertainty. The method is tested through experiments in an indoor environment of 100*40 m working space using a differential drive robot which uses Laser range finder as an exteroceptive sensor. The results compare the localization performance of the proposed method with the conventional method which doesn't use adaptive measurement uncertainty model. Also, the experiment verifies the improvement due to non-zero off diagonal elements in covariance matrices. This paper contributes to implementing and evaluating a practical UKF approach for mobile robot localization.

• Journal of Power Electronics
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• v.18 no.4
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• pp.1127-1139
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• 2018

A reduced particle-unscented Kalman filter estimation method, along with a splice-equivalent circuit model, is proposed for the state-of-charge estimation of an aeronautical lithium-ion battery pack. The linearization treatment is not required in this method and only a few sigma data points are used, which reduce the computational requirement of state-of-charge estimation. This method also improves the estimation covariance properties by introducing the equilibrium parameter state of balance for the aeronautical lithium-ion battery pack. In addition, the estimation performance is validated by the experimental results. The proposed state-of-charge estimation method exhibits a root-mean-square error value of 1.42% and a mean error value of 4.96%. This method is insensitive to the parameter variation of the splice-equivalent circuit model, and thus, it plays an important role in the popularization and application of the aeronautical lithium-ion battery pack.

• Journal of Power Electronics
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• v.18 no.1
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• pp.234-250
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• 2018

This paper presents a new load sharing control for use between paralleled three-phase inverters in an islanded microgrid based on the online line impedance estimation by the use of a Kalman filter. In this study, the mismatch of power sharing when the line impedance changes due to temperature, frequency, significant differences in line parameters and the requirements of the Plug-and-Play mode for inverters connected to a microgrid has been solved. In addition, this paper also presents a new droop control method working with the line impedance that is different from the traditional droop algorithm when the line impedance is assumed to be pure resistance or pure inductance. In this paper, the line impedance estimation for parallel inverters uses the minimum square method combined with a Kalman filter. In addition, the secondary control loops are designed to restore the voltage amplitude and frequency of a microgrid by using a combined nominal value SOGI-PLL with a generalized integral block and phase lock loop to monitor the exact voltage magnitude and frequency phase at the PCC. A control model has been simulated in Matlab/Simulink with three voltage source inverters connected in parallel for different ratios of power sharing. The simulation results demonstrate the accuracy of the proposed control method.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.49 no.4
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• pp.311-320
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• 2021

A study is performed for the real time fault diagnosis during operation and health estimation relating to performance deterioration in a turbojet engine used for an unmanned air vehicle. For this study the real time dynamic model is derived from the transient thermodynamic gas path analysis. For real fault conditions which are manipulated for the simulation, the detection techniques are applied such as Kalman filter and probabilistic decision-making approach based on statistical hypothesis test. Thereby the effectiveness is verified by showing good fault detection and isolation performances. For the health estimation with measurement parameters, it shows using an assumed performance degradation that the method by adaptive Kalman filter is feasible in practice for a condition based diagnosis and maintenance.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.30B no.3
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• pp.10-21
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• 1993

Bilinear models are attractive for adaptive filtering applications because they can approximate a large class of nonlinear systems adequately, and usually with considerable parsimony in the number of coefficients compared with Volterra models. But bilinear filters have stability problem because they involve nonlinear feedback. Adaptive algorithms for bilinear filters may be diverge and have poor convergence characteristics when input signal is large In this paper, necessary and sufficient condition for mean square stability of bilinear filters for given input signal statistics is briefly described, and the method obtaining the input bound to guarantee the stability of bilinear filters is presented. New RPEM algorithm, which does not diverge and has the superior convergence characteristics compared with the conventional RPEM algorithm when input signal is large, is derived by applying the time-varying Kalman filtering concept to the conventional RPEM algorithm.

• The Journal of Information Technology
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• v.10 no.4
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• pp.27-39
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• 2007

Object tracking in a real time environment is one of challenging subjects in computer vision area during past couple of years. This paper proposes a method of object detection and tracking using adaptive background estimation in real time environment. To obtain a stable and adaptive background, we combine 3-frame differential method and running average single gaussian background model. Using this background model, we can successfully detect moving objects while minimizing false moving objects caused by noise. In the tracking phase, we propose a matching criteria where the weight of position and inner brightness distribution can be controlled by the size of objects. Also, we adopt a Kalman Filter to overcome the occlusion of tracked objects. By experiments, we can successfully detect and track objects in real time environment.

• Proceedings of the Acoustical Society of Korea Conference
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• 1987.11a
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• pp.79-81
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• 1987

In this paper we propose a fast adaptive least squares algorithm for linear phase FIR filters. The algorithm requires 10m multiplications per data point where m is the filter order. Both linear phase cases with constant phase delay and constant group delay are examined. Simulation results demonstrate that the proeposed algorithm is superior to the LMS gradient algorithm and the averaging scheme used for the modified fast Kalman algorithm.

• Proceedings of the KIEE Conference
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• 1992.07a
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• pp.236-238
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• 1992

This paper proposes a new algorithm to estimate time-varying parameters by combining KFSM(Kalman Filter with Shift Matrix) with neural network compansator. While the time varying parameters are estimated from KFSM, the error coverence of system, R(k) are compansated by neural network concurrently. The casestudy using computer simulation proves the usefullness and advantages of the proposed algorithm in this paper.

• The Journal of the Acoustical Society of Korea
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• v.16 no.3E
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• pp.32-36
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• 1997

This study models mobile communication channels as a discrete finite Markovian process, and Markovian jump linear system having parallel Kalman filter type is applied. What is newly proposed in this paper is an equation for obtaining the transition matrix according to sampling time by using a weighted Gaussian sum approximation and its simple calculation process. Experiments show that the proposed method has superior performance and reuires computation compared to the existing MJLS using the ransition matrix given by a statistical method or from priori information.