• Title/Summary/Keyword: Dual Kalman Filter

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Real-time Decision of G/R Ratio using the Dual Kalman Filter (Dual Kalman Filter를 이용한 G/R 비의 실시간 결정)

  • Yoo, Chul-Sang;Kim, Jung-Ho
    • Proceedings of the Korea Water Resources Association Conference
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    • 2011.05a
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    • pp.353-356
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    • 2011
  • 본 연구에서는 G/R 비의 실시간 결정을 목적으로 Dual Kalman Filter를 이용하였다. Dual Kalman Filter 는 이중추정(dual estimation)을 기반으로 하는 자료동화기법으로 기존 Kalman Filter와 상이한 상태-공간 모형으로 구성된다. 이에 Dual Kalman Filter와 기존 Kalman Filter의 적용성능을 비교 검토하였으며, 다양한 비교를 위하여 강우의 임계치와 누적시간의 고려여부에 따른 결과를 추가적으로 검토하였다. 두 기법의 적용성능 비교결과 Dual Kalman Filter가 우수한 것으로 나타났다. 이는 Dual Kalman Filter 기법이 G/R 비의 큰 변동성과 이상치를 효과적으로 필터링하고, 시계열 모형의 매개변수를 실시간으로 갱신하여 정확한 예측치를 추정하였기 때문인 것으로 판단된다.

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Real-time bias correction of Beaslesan dual-pol radar rain rate using the dual Kalman filter (듀얼칼만필터를 이용한 이중편파 레이더 강우의 실시간 편의보정)

  • Na, Wooyoung;Yoo, Chulsang
    • Journal of Korea Water Resources Association
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    • v.53 no.3
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    • pp.201-214
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    • 2020
  • This study proposes a bias correction method of dual-pol radar rain rate in real time using the dual Kalman filter. Unlike the conventional Kalman filter, the dual Kalman filter predicts state variables with two systems (state estimation system and model estimation system) at the same time. Bias of rain rate is corrected by applying the bias correction ratio to the rain rate estimate. The bias correction ratio is predicted from the state-space model of the dual Kalman filter. This method is applied to a storm event with long duration occurred in July 2016. Most of the bias correction ratios are estimated between 1 and 2, which indicates that the radar rain rate is underestimated than the ground rain rate. The AR (1) model is found to be appropriate for explaining the time series of the bias correction ratio. The time series of the bias correction ratio predicted by the dual Kalman filter shows a similar tendency to that of observation data. As the variability of the bias correction increases, the dual Kalman filter has better prediction performance than the Kalman filter. This study shows that the dual Kalman filter can be applied to the bias correction of radar rain rate, especially for long and heavy storm events.

A Learning Algorithm for a Recurrent Neural Network Base on Dual Extended Kalman Filter (두개의 Extended Kalman Filter를 이용한 Recurrent Neural Network 학습 알고리듬)

  • Song, Myung-Geun;Kim, Sang-Hee;Park, Won-Woo
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.349-351
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    • 2004
  • The classical dynamic backpropagation learning algorithm has the problems of learning speed and the determine of learning parameter. The Extend Kalman Filter(EKF) is used effectively for a state estimation method for a non linear dynamic system. This paper presents a learning algorithm using Dual Extended Kalman Filter(DEKF) for Fully Recurrent Neural Network(FRNN). This DEKF learning algorithm gives the minimum variance estimate of the weights and the hidden outputs. The proposed DEKF learning algorithm is applied to the system identification of a nonlinear SISO system and compared with dynamic backpropagation learning algorithm.

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Kalman Randomized Joint UKF Algorithm for Dual Estimation of States and Parameters in a Nonlinear System

  • Safarinejadian, Behrouz;Vafamand, Navid
    • Journal of Electrical Engineering and Technology
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    • v.10 no.3
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    • pp.1212-1220
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    • 2015
  • This article presents a new nonlinear joint (state and parameter) estimation algorithm based on fusion of Kalman filter and randomized unscented Kalman filter (UKF), called Kalman randomized joint UKF (KR-JUKF). It is assumed that the measurement equation is linear. The KRJUKF is suitable for time varying and severe nonlinear dynamics and does not have any systematic error. Finally, joint-EKF, dual-EKF, joint-UKF and KR-JUKF are applied to a CSTR with cooling jacket, in which production of propylene glycol happens and performance of KR-JUKF is evaluated.

Precise Positioning Algorithm Development for Quadrotor Flying Robots Using Dual Extended Kalman Filter (듀얼 확장 칼만 필터를 이용한 쿼드로터 비행로봇 위치 정밀도 향상 알고리즘 개발)

  • Seung, Ji-Hoon;Lee, Deok-Jin;Ryu, Ji-Hyoung;Chong, Kil To
    • Journal of Institute of Control, Robotics and Systems
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    • v.19 no.2
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    • pp.158-163
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    • 2013
  • The fusion of the GPS (Global Positioning System) and DR (Dead Reckoning) is widely used for position and latitude estimation of vehicles such as a mobile robot, aerial vehicle and marine vehicle. Among the many types of aerial vehicles, grater focus is given on the quad-rotor and accuracy of the position information is becoming more important. In order to exactly estimate the position information, we propose the fusion method of GPS and Gyroscope sensor using the DEKF (Dual Extended Kalman Filter). The DEKF has an advantage of simultaneously estimating state value and a parameter of dynamical system. It can also be used even if state value is not available. In order to analyze the performance of DEKF, the computer simulation for estimating the position, the velocity and the angle in a circle trajectory of quad-rotor was done. As it can be seen from the simulation results using own proposed DEKF instead of EKF on own fusion method in the navigation of a quad-rotor gave better performance values.

LTR properties for output-delayed systems (출력 시간 지연 시스템의 루우프 복구특성)

  • 이상정;홍석민
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.161-167
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    • 1993
  • This paper presents robustness properties of the Kalman Filter ad the associated LQG/LTR method for linear time-invariant systems having delays in both the state and output. A circle condition relating to the return difference matrix associated with the Kalman filter is derived. Using this circle condition, it is shown that the Kalman filter guarantees(1/2, .inf.) gain margin and .+-.60.deg. phase margin, which are the same as those for nondelay systems. However, it is shown that, even for minimum phase plants, the LQG/LTR method can not recover the target loop transfer function. Instead, an upper bound on the recovery error is obtained using an upper bound of the solution of the Kalman filter Riccati equations. Finally, some dual properties between output-delated system and input-delayed systems are exploited.

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Design of Fault Isolator of Satellite Reaction Wheel System Using Dual Filter and Multi-hypothesis Extended Kalman Filter (이중 필터와 다중 가설 확장 칼만 필터를 적용한 인공위성 반작용 휠의 고장 분리기 설계)

  • Choi, Kwang-Rok;Park, Chan-Gook
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.37 no.12
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    • pp.1225-1231
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    • 2009
  • One reaction wheel cluster of satellite usually has four reaction wheels. Each wheel is not arranged parallel to the attitude axis of satellite. Therefore, if one reaction wheel is broken, it is very hard to isolate the fault except using the sensors of wheel itself. In this paper, the isolator of satellite reaction wheel cluster is designed. Using a dual filter, FDP(Fault Detection Parameter) is made to detect fault, and using a multi-hypothesis extended Kalman filter, fault isolation of wheel cluster is done. We verify the improvement of isolation performance of wheel cluster by simulation with 4-reaction wheel cluster.

Parameter Estimation for Multipath Error in GPS Dual Frequency Carrier Phase Measurements Using Unscented Kalman Filters

  • Lee, Eun-Sung;Chun, Se-Bum;Lee, Young-Jae;Kang, Tea-Sam;Jee, Gyu-In;Kim, Jeong-Rae
    • International Journal of Control, Automation, and Systems
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    • v.5 no.4
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    • pp.388-396
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    • 2007
  • This paper describes a multipath estimation method for Global Positioning System (GPS) dual frequency carrier phase measurements. Multipath is a major error source in high precision GPS applications, i.e., carrier phase measurements for precise positioning and attitude determinations. In order to estimate and remove multipath at carrier phase measurements, an array GPS antenna system has been used. The known geometry between the antennas is used to estimate multipath parameters. Dual frequency carrier phase measurements increase the redundancy of measurements, so it can reduce the number of antennas. The unscented Kalman filter (UKF) is recently applied to many areas to overcome some of the limitations of the extended Kalman filter (EKF) such as weakness to severe nonlinearity. This paper uses the UKF for estimating multipath parameters. A series of simulations were performed with GPS antenna arrays located on a straight line with one reflector. The geometry information of the antenna array reduces the number of estimated multipath parameters from four to three. Both the EKF and the UKF are used as estimation algorithms and the results of the EKF and the UKF are compared. When the initial parameters are far from true parameters, the UKF shows better performance than the EKF.

Discharging/Charging Voltage-Temperature Pattern Recognition for Improved SOC/Capacity Estimation and SOH Prediction at Various Temperatures

  • Kim, Jong-Hoon;Lee, Seong-Jun;Cho, Bo-Hyung
    • Journal of Power Electronics
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    • v.12 no.1
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    • pp.1-9
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    • 2012
  • This study investigates an application of the Hamming network-dual extended Kalman filter (DEKF) based on pattern recognition for high accuracy state-of-charge (SOC)/capacity estimation and state-of-health (SOH) prediction at various temperatures. The averaged nine discharging/charging voltage-temperature (DCVT) patterns for ten fresh Li-Ion cells at experimental temperatures are measured as representative patterns, together with cell model parameters. Through statistical analysis, the Hamming network is applied to identify the representative pattern that matches most closely with the pattern of an arbitrary cell measured at any temperature. Based on temperature-checking process, model parameters for a representative DCVT pattern can then be applied to estimate SOC/capacity and to predict SOH of an arbitrary cell using the DEKF. This avoids the need for repeated parameter measuremet.

Evaluation of RTK Methods for Moving Vehicles and Practical Recommendations

  • Kim, Sae-Kyeol;Kim, Euiho
    • Journal of Positioning, Navigation, and Timing
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    • v.10 no.4
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    • pp.253-262
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    • 2021
  • Global Navigation Satellite Systems (GNSS) based precise positioning using Real Time Kinematic (RTK) technique has been proposed as an enabler of the formation operation of moving vehicles. In RTK methods, the integer ambiguity of GNSS carrier phase measurements must be resolved. Although there have been many proposed algorithms for the integer ambiguity resolution, the widelane combination of carrier phase measurements and LAMBDA methods have gained the most popularity in literatures when dual frequency GNSS measurements were used. In this paper, we evaluated five alternative methods to determine relative positions of moving base and rover receivers; the round-off scheme of widelane carrier phase, instant least-squares and Kalman filter-based LAMBDA with widelane carrier phase, instant least-squares and Kalman filter-based LAMBDA with dual frequency measurements. The paper presented the performance of each method using flight test data, which showed their strength and weakness in the aspects of time-to-first-fix, ambiguity resolution success ratio, and relative position errors. Based on that, we provided practical recommendations of RTK operations for moving vehicles.