• 제목/요약/키워드: Covariance Estimation

검색결과 324건 처리시간 0.022초

적응형 Unscented 칼만필터를 이용한 플러디드 납축전지의 SOC 추정 (SOC Estimation of Flooded Lead Acid Battery Using an Adaptive Unscented Kalman Filter)

  • 압둘바싯칸;최우진
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2016년도 추계학술대회 논문집
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    • pp.59-60
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    • 2016
  • Flooded lead acid batteries are still very popular in the industry because of their low cost as compared to their counterparts. State of Charge (SOC) estimation is of great importance for a flooded lead acid battery to ensure its safe working and to prevent it from over-charging or over-discharging. Different types of Kalman Filters are widely used for SOC estimation of batteries. The values of process and measurement noise covariance of a filter are usually calculated by trial and error method and taken as constant throughout the estimation process. While in practical cases, these values can vary as well depending upon the dynamics of the system. Therefore an Adaptive Unscented Kalman Filter (AUKF) is introduced in which the values of the process and measurement noise covariance are updated in each iteration based on the residual system error. A comparison of traditional and Adaptive Unscented Kalman Filter is presented in the paper. The results show that SOC estimation error by the proposed method is further reduced by 3 % as compared to traditional Unscented Kalman Filter.

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Development of an AOA Location Method Using Covariance Estimation

  • Lee, Sung-Ho;Roh, Gi-Hong;Sung, Tae-Kyung
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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    • pp.485-489
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    • 2006
  • In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and closed-form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a self-tuning weighted least square AOA algorithm that is a modified version of the conventional closed-form solution. In order to estimate the error covariance matrix as a weight, two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

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OFDM 시스템에서 비중복 프리코딩을 이용한 미상 채널 추정 방법 (Non-redundant Precoding Based Blind Channel Estimation Scheme for OFDM Systems)

  • 서방원
    • 한국통신학회논문지
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    • 제37권6A호
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    • pp.450-457
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    • 2012
  • 직교 주파수 분할 다중화 시스템에서 비중복 프리코딩을 이용한 미상 채널 추정 방식을 제안한다. 제안한 방식에서는 수신 신호에 대한 공분산 행렬을 구하고, 그 행렬의 각 원소들을 프리코딩 행렬의 각 원소로 나눔으로써 변형된 공분산 행렬을 구한다. 이 행렬의 최대 고유값에 해당하는 고유벡터를 구함으로써 채널 계수들을 추정하게 된다. 이 때, 고유 벡터를 구하기 위하여 많은 계산량을 필요로 하는 고유치 분해 기법 대신에 간단한 파워 기법을 적용함으로써 계산량을 크게 줄이게 된다. 제안하는 채널 추정 방식의 평균 제곱 오차에 대한 이론적인 값을 유도하고, 모의실험 결과와 비교함으로써 유도한 값이 실험 결과와 일치한다는 것을 확인한다. 또한, 모의실험을 통해서, 제안한 방법이 기존 방법들보다 더 우수한 채널 추정 성능과 비트 오율 성능을 나타낸다는 것을 보인다.

Estimation of Genetic and Phenotypic Covariance Functions for Body Weight as Longitudinal Data of SD-II Swine Line

  • Liu, Wenzhong;Cao, Guoqing;Zhou, Zhongxiao;Zhang, Guixian
    • Asian-Australasian Journal of Animal Sciences
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    • 제15권5호
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    • pp.622-626
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    • 2002
  • Growth records over six generations of 686 pigs in SD-II Swine Line were used to estimate the genetic and phenotypic covariance functions for body weight as longitudinal data. A random regression model with Legendre polynomials of age as independent variables was used to estimate the (co)variances among the regression coefficients, thus the coefficients of genetic and permanent environmental covariance functions by restricted maximum likelihood employing the average information algorithm. The results showed that, using litter effect as additional random effect, a reduced order of fit did not describe the data adequately. For all five orders of fit, however, the change trends of genetic and phenotypic (co)variances were very similar from ${\kappa}$=3 onwards.

고해상도 DOA 시스템을 위한 새로운 방법 제안 (A new mthod for high resolution DOA systems)

  • 고학임;문대철
    • 한국통신학회논문지
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    • 제21권2호
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    • pp.340-346
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    • 1996
  • In this paper, we propose a ne weighted backward covariance matrix method to enhance the resolution for direction-of-arrival(DOA) estimation. The proposed method (MEVM:modified eigenvector method) is an enhanced covariance matrix method which is an extended form of the conventional covariance matrix. We analyze the effect of using the weighted forward-baskward covariance matrix on the performance of the eigenvector method(EVM). By comparing the perturbation angle of the noise-subspace, we show that the spectral estimate obtained using the proposed method is less distorted than the spectral estimate obtained using the conventional EVM. The simulation results show that the new method is more accurate and has better resolution than the conventional EVM under the same noise conditions.

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이동로봇의 위치인식을 위한 공분산 행렬 예측 기법 (An Estimation Method of the Covariance Matrix for Mobile Robots' Localization)

  • 도낙주;정완균
    • 제어로봇시스템학회논문지
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    • 제11권5호
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    • pp.457-462
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    • 2005
  • An empirical way of a covariance matrix which expresses the odometry uncertainty of mobile robots is proposed. This method utilizes PC-method which removes systematic errors of odometry. Once the systematic errors are removed, the odometry error can be modeled using the Gaussian probability distribution, and the parameters of the distribution can be represented by the covariance matrix. Experimental results show that the method yields $5{\%}$ and $2.3{\%}$ offset for the synchro and differential drive robots.

Dynamic linear mixed models with ARMA covariance matrix

  • Han, Eun-Jeong;Lee, Keunbaik
    • Communications for Statistical Applications and Methods
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    • 제23권6호
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    • pp.575-585
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    • 2016
  • Longitudinal studies repeatedly measure outcomes over time. Therefore, repeated measurements are serially correlated from same subject (within-subject variation) and there is also variation between subjects (between-subject variation). The serial correlation and the between-subject variation must be taken into account to make proper inference on covariate effects (Diggle et al., 2002). However, estimation of the covariance matrix is challenging because of many parameters and positive definiteness of the matrix. To overcome these limitations, we propose autoregressive moving average Cholesky decomposition (ARMACD) for the linear mixed models. The ARMACD allows a class of flexible, nonstationary, and heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the random effects covariance matrix. We analyze a real dataset to illustrate our proposed methods.

Bayesian updated correlation length of spatial concrete properties using limited data

  • Criel, Pieterjan;Caspeele, Robby;Taerwe, Luc
    • Computers and Concrete
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    • 제13권5호
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    • pp.659-677
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    • 2014
  • A Bayesian response surface updating procedure is applied in order to update the parameters of the covariance function of a random field for concrete properties based on a limited number of available measurements. Formulas as well as a numerical algorithm are presented in order to update the parameters of response surfaces using Markov Chain Monte Carlo simulations. The parameters of the covariance function are often based on some kind of expert judgment due the lack of sufficient measurement data. However, a Bayesian updating technique enables to estimate the parameters of the covariance function more rigorously and with less ambiguity. Prior information can be incorporated in the form of vague or informative priors. The proposed estimation procedure is evaluated through numerical simulations and compared to the commonly used least square method.

웨이브렛 분해를 이용한 유색잡음 환경하의 도래각 추정 (Direction of Arrival Estimation in Colored Noise Using Wavelet Decomposition)

  • 김명진
    • 대한전자공학회논문지SP
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    • 제37권6호
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    • pp.48-59
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    • 2000
  • 안테나 센서 어레이를 이용하여 수신되는 전파의 도래각을 추정하는 방식으로서 MUSIC(multiple signal classification)과 같은 고유분해(eigendecomposition)를 기반으로 한 방식은 백색잡음 환경하에서는 고분해능의 우수한 성능을 보이지만 유색잡음이 존재하는 환경에서는 성능이 크게 저하된다. 본 논문에서는 주기성을 가진 신호에 잡음이 더해진 선호를 웨이브렛 영역으로 변환하여 신호와 잡음을 분리하는 방법을 사용하여 유색잡음이 있는 환경에서 도래각 추정 문제를 접근하였다. 배경잡음만 있는 경우 센서 어레이 출력을 이산 웨이브렛 분해를 하여 얻은 멀티스케일 성분들의 공분산 행렬은 밴드화된 행렬로 근사화 할 수 있는데 비하여 협대역 신호는 멀티스케일 성분간의 상관성은 급속히 감소하는 현상을 보이지 않고 공분산 행렬에서는 신호성분이 전체 행렬에 분포한다. 어레이 출력의 공분산 행렬을 웨이브렛 영역으로 변환하여 유색잡음에 해당하는 특정 밴드를 삭제하고 MUSIC과 같은 기존의 공간 스펙트럼 추정방식을 적용하여 도래각을 추정 한 다음 그 결과로 부터 신호성분을 합성하여 삭제한 밴드를 채우는 과정을 반복하여 정확한 도래각을 얻는 방안을 제안하였다. 제안된 알고리즘의 성능을 여러 가지 형태의 상관함수 특성을 가진 유색잡음 환경에서 모의실험을 통하여 기존 방식과 비교 분석하였다.

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Orthogonal Waveform Space Projection Method for Adaptive Jammer Suppression

  • Lee, Kang-In;Yoon, Hojun;Kim, Jongmann;Chung, Young-Seek
    • Journal of Electrical Engineering and Technology
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    • 제13권2호
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    • pp.868-874
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    • 2018
  • In this paper, we propose a new jammer suppression algorithm that uses orthogonal waveform space projection (OWSP) processing for a multiple input multiple output (MIMO) radar system exposed to a jamming signal. Generally, a conventional suppression algorithm based on adaptive beamforming (ABF) needs a covariance matrix composed of the jammer and noise only. By exploiting the orthogonality of the transmitting waveforms of MIMO, we can construct a transmitting waveform space (TWS). Then, using the OWSP processing, we can build a space orthogonal to the TWS that contains no SOI. By excluding the SOI from the received signal, even in the case that contains the SOI and jamming signal, the proposed algorithm makes it possible to evaluate the covariance matrix for ABF. We applied the proposed OWSP processing to suppressing the jamming signal in bistatic MIMO radar. We verified the performance of the proposed algorithm by comparing the SINR loss to that of the ideal covariance matrix composed of the jammer and noise only. We also derived the computational complexity of the proposed algorithm and compared the estimation of the DOD and DOA using the SOI with those using the generalized likelihood ratio test (GLRT) algorithm.