• Title/Summary/Keyword: Augmented State Kalman Filter

Search Result 27, Processing Time 0.041 seconds

Design of Suboptimal Robust Kalman Filter for Linear Systems with Parameter Uncertainty (파라미터 불확실성을 갖는 선형 시스템에 대한 준최적 강인 칼만필터 설계)

  • Jin, Seung-Hee;Kim, Kyung-Keun;Park, Jin-Bae;Yoon, Tae-Sung
    • Proceedings of the KIEE Conference
    • /
    • 1997.07b
    • /
    • pp.620-623
    • /
    • 1997
  • This paper is concerned with the design of a suboptimal Kalman filter with robust state estimation performance for system models represented in the state space, which are subjected to parameter uncertainties in both the state and measurement matrices. Under the assumption that the uncertain system is quadratically stable, if the augmented system composed of the uncertain system and the filter is controllable, the proposed filter can provide the upper bound of the estimation error variance for all admissible uncertain parameters. This upper bound can be represented as the convex function of a parameter introduced in the design procedure, and the optimized upper bound of the estimation error variance can also be found via the optimization of this convex function.

  • PDF

Adaptive Augmented Kalman Modeling for Embedded Autonomous Robot Systems under Wireless Sensor Network

  • Cho, Hyun-Cheol;Kim, Kwan-Hyung;Yeo, Dae-Yeon;Lee, Kwon-Soon
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2010.05a
    • /
    • pp.975-978
    • /
    • 2010
  • This paper presents a Kalman filter based modeling algorithm for autonomous robots. State of the robot systems is measured by using embedded sensors and then carried to a host computer via ubiquitous sensor network (USN). We settle a linear state space motion equation for unknown system dynamics and modify a popular Kalman filter algorithm in deriving suitable parameter estimation mechanism. We conduct real-time experiment to test our proposed modeling algorithm where velocity state of the constructed robot is used as system observation.

  • PDF

Comparison of the Estimation-Before-Modeling Technique with the Parameter Estimation Method Using the Extended Kalman Filter in the Estimation of Manoeuvring Derivatives of a Ship (선박 조종미계수 식별 시 모델링 전 추정기법과 확장 Kalman 필터에 의한 계수추정법의 비교에 관한 연구)

  • 윤현규;이기표
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.40 no.5
    • /
    • pp.43-52
    • /
    • 2003
  • Two methods which estimate manoeuvring derivatives in the model of hydrodynamic force and moment acting on a manoeuvring ship using sea trial data were compared. One is the widely used parameter estimation method by using the Extended Kalman Filter (EKF), which estimates state variables of linearized state space model at every instant after dealing with the coefficients as the augmented state variables. The other one is the Estimation-Before-Modeling (EBM) technique, so called the two-step method. In the first step, hydrodynamic force of which dynamic model is assumed the third-order Gauss-Markov process is estimated along with motion variables by the EKF and the modified Bryson-Frazier smoother. Then, in the next step, manoeuvring derivatives are identified through the regression analysis. If the exact structure of hydrodynamic force could be known, which was an ideal case, the EKF method would be regarded as being more superior compared to the EBM technique. However the EBM technique was more robust than the EKF method from a realistic point of view where the assumed model structure was slightly different from the real one.

A two-stage and two-step algorithm for the identification of structural damage and unknown excitations: numerical and experimental studies

  • Lei, Ying;Chen, Feng;Zhou, Huan
    • Smart Structures and Systems
    • /
    • v.15 no.1
    • /
    • pp.57-80
    • /
    • 2015
  • Extended Kalman Filter (EKF) has been widely used for structural identification and damage detection. However, conventional EKF approaches require that external excitations are measured. Also, in the conventional EKF, unknown structural parameters are included as an augmented vector in forming the extended state vector. Hence the sizes of extended state vector and state equation are quite large, which suffers from not only large computational effort but also convergence problem for the identification of a large number of unknown parameters. Moreover, such approaches are not suitable for intelligent structural damage detection due to the limited computational power and storage capacities of smart sensors. In this paper, a two-stage and two-step algorithm is proposed for the identification of structural damage as well as unknown external excitations. In stage-one, structural state vector and unknown structural parameters are recursively estimated in a two-step Kalman estimator approach. Then, the unknown external excitations are estimated sequentially by least-squares estimation in stage-two. Therefore, the number of unknown variables to be estimated in each step is reduced and the identification of structural system and unknown excitation are conducted sequentially, which simplify the identification problem and reduces computational efforts significantly. Both numerical simulation examples and lab experimental tests are used to validate the proposed algorithm for the identification of structural damage as well as unknown excitations for structural health monitoring.

Practical Pinch Torque Detection Algorithm for Anti-Pinch Window Control System Application

  • Lee, Hye-Jin;Ra, Won-Sang;Yoon, Tae-Sung;Park, Jin-Bae
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2005.06a
    • /
    • pp.2526-2531
    • /
    • 2005
  • A practical pinch torque estimator based on the Kalman filter is proposed for low-cost anti-pinch window control systems. To obtain the accurate angular velocity from Hall-effect sensor measurements, the angular velocity calculation algorithm is executed with additional procedures for removing the measurement noises. Apart from the previous works using the angular velocity estimates and torque estimates for detecting the pinched condition, the torque rate is augmented to the system model and the proposed pinch estimator is derived by applying the steady-state Kalman filter recursion to the model. The motivation of this approach comes from the idea that the bias errors in torque estimates due to the motor parameter uncertainties can be almost eliminated by introducing the torque rate state. For detecting the pinched condition, a systematic way to determine the threshold level of the torque rate estimates is also suggested via the deterministic estimation error analysis. Simulation results are given to certify the pinch detection performance of the proposed algorithm and its robustness against the motor parameter uncertainties.

  • PDF

Structural identification based on incomplete measurements with iterative Kalman filter

  • Ding, Yong;Guo, Lina
    • Structural Engineering and Mechanics
    • /
    • v.59 no.6
    • /
    • pp.1037-1054
    • /
    • 2016
  • Structural parameter evaluation and external force estimation are two important parts of structural health monitoring. But the structural parameter identification with limited input information is still a challenging problem. A new simultaneous identification method in time domain is proposed in this study to identify the structural parameters and evaluate the external force. Each sampling point in the time history of external force is taken as the unknowns in force evaluation. To reduce the number of unknowns for force evaluation the time domain measurements are divided into several windows. In each time window the structural excitation is decomposed by orthogonal polynomials. The time-variant excitation can be represented approximately by the linear combination of these orthogonal bases. Structural parameters and the coefficients of decomposition are added to the state variable to be identified. The extended Kalman filter (EKF) is augmented and selected as the mathematical tool for the implementation of state variable evaluation. The proposed method is validated numerically with simulation studies of a time-invariant linear structure, a hysteretic nonlinear structure and a time-variant linear shear frame, respectively. Results from the simulation studies indicate that the proposed method is capable of identifying the dynamic load and structural parameters fairly accurately. This method could also identify the time-variant and nonlinear structural parameter even with contaminated incomplete measurement.

Unscented KALMAN Filtering for Spacecraft Attitude and Rate Determination Using Magnetometer

  • Kim, Sung-Woo;Abdelrahman, Mohammad;Park, Sang-Young;Choi, Kyu-Hong
    • Journal of Astronomy and Space Sciences
    • /
    • v.26 no.1
    • /
    • pp.31-46
    • /
    • 2009
  • An Unscented Kalman Filter (UKF) for estimation of the attitude and rate of a spacecraft using only magnetometer vector measurement is developed. The attitude dynamics used in the estimation is the nonlinear Euler's rotational equation which is augmented with the quaternion kinematics to construct a process model. The filter is designed for small satellite in low Earth orbit, so the disturbance torques include gravity-gradient torque, magnetic disturbance torque, and aerodynamic drag torque. The magnetometer measurements are simulated based on time-varying position of the spacecraft. The filter has been tested not only in the standby mode but also in the detumbling mode. Two types of actuators have been modeled and applied in the simulation. The PD controller is used for the two types of actuators (reaction wheels and thrusters) to detumble the spacecraft. The estimation error converged to within 5 deg for attitude and 0.1 deg/s for rate respectively when the two types of actuators were used. A joint state parameter estimation has been tested and the effect of the process noise covariance on the parameter estimation has been indicated. Also, Monte-Carlo simulations have been performed to test the capability of the filter to converge with the initial conditions sampled from a uniform distribution. Finally, the UKF performance has been compared to that of the EKF and it demonstrates that UKF slightly outperforms EKF. The developed algorithm can be applied to any type of small satellites that are actuated by magnetic torquers, reaction wheels or thrusters with a capability of magnetometer vector measurements for attitude and rate estimation.

Design of Robust Optimal Controller for Nano Stage using Sliding-mode Control (나노 스테이지에 대한 슬라이딩-모드 제어 기반의 강인 최적 제어기 설계)

  • Choi, In-Sung;Choi, Seung-Ok;You, Kwan-Ho
    • Proceedings of the KIEE Conference
    • /
    • 2007.04a
    • /
    • pp.101-103
    • /
    • 2007
  • In this paper. we design a robust optimal controller for ultra-precision positioning system. Generally, it is hard to control the nanometric scale positioning system because of the parameter uncertainties and external disturbances. To solve this problem. we suggest a control algorithm based on the modified sliding-mode control and the LQ control in an augmented system. The augmented system is composed of additional state variables: state estimates and control input in the nominal system. Through comparison with LQ optimal control, it is verified that the proposed control algorithm is more robust to the unexpected parameter variations and external noises.

  • PDF

Parameter Estimation of Dynamic System Based on UKF (UKF 기반한 동역학 시스템 파라미터의 추정)

  • Seung, Ji-Hoon;Chong, Kil-To
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.13 no.2
    • /
    • pp.772-778
    • /
    • 2012
  • In this paper, the states and the parameters in the dynamic system are simultaneously estimated by applying the UKF(Unscented Kalman Filter), which is widely used for estimating the state of non-linear systems. Estimating the parameter is very important in various fields, such as system control, modeling, analysis of performance, and prediction. Most of the dynamic systems which are dealt with in engineering have non-linearity as well as some noise. Therefore, the parameter estimation is difficult. This paper estimates the states and the parameters applying to the UKF, which is a non-linear filter and has strong noise. The augmented equation is used by including the addition of the parameter factors to the original state equation of the system. Moreover, it is simulated by applying to a 2-DOF(Degree of Freedom) dynamic system composed of the pendulum and the slide. The measurement noise of the dynamic equation is assumed to be a Gaussian distribution. As the simulation results show, the proposed parameter estimation performs better than the LSM(Least Square Method). Furthermore, the estimation errors and convergence time are within three percent and 0.1 second, respectively. Consequentially, the UKF is able to estimate the system states and the parameters for the system, despite having measurement data with noise.

Unknown-Parameter Estimation of Electric-Hydraulic Servo Cylinder Based on Measurements (측정 데이터 기반 전기-유압 서보 실린더의 미지 변수 추정)

  • Seung, Ji Hoon;Yoo, Sung Goo;Seul, Nam O;Noh, Jackyou
    • IEMEK Journal of Embedded Systems and Applications
    • /
    • v.14 no.6
    • /
    • pp.347-353
    • /
    • 2019
  • Electric-hydraulic sever cylinders are used in many offshore applications such as wind energy farms, solar farms and plants. Jack-up barges are often used for these offshore system operations. Jack-up barge control is up/down by hydraulic cylinder position control. Working in harsh environments can lead to changes in internal parameters. This nonlinearity makes precise control difficult. In order to overcome the problems, we proposed a method of unknown-parameter estimation algorithm based on measurements obtained by system. In this paper, we employee Unscented Kalman filter (UKF) to estimate states and unknown-parameter from augmented nonlinear equation. Performance of estimation results is verified in simulation on an environments of Matlab. The estimation results of the state and unknown-parameter show that the estimation error of unknown-parameter is reduced according to decreasing the state estimation error.