• Title/Summary/Keyword: EKF (Extended Kalman Filter)

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Accuracy Improvement of Multi-GNSS Kinematic PPP with EKF Smoother

  • Choi, Byung-Kyu;Sohn, Dong-Hyo;Lee, Sang Jeong
    • Journal of Positioning, Navigation, and Timing
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    • v.10 no.2
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    • pp.83-89
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    • 2021
  • The extended Kalman filter (EKF) is widely used for global navigation satellite system (GNSS) applications. It is difficult to obtain precise positions with an EKF one-way (forward or backward) filter. In this paper, we propose an EKF smoother to improve the positioning accuracy by integrating forward and backward filters. For the EKF smoother experiment, we performed PPP using GNSS data received at the DAEJ reference station for a month. The effectiveness of the proposed approach is validated with multi-GNSS kinematic PPP experiments. The EKF smoother showed 35%, 6%, and 22% improvement in east, north, and up directions, respectively. In addition, accurate tropospheric zenith total delay (ZTD) values were calculated by a smoother. Therefore, the results from EKF smoother demonstrate that better accuracy of position can be achieved.

Time Domain Identification of nonlinear Structural Dynamic Systems Using Unscented Kalman Filter (Unscented Kalman Filter를 이용한 비선형 동적 구조계의 시간영역 규명기법)

  • 윤정방
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2001.04a
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    • pp.180-189
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    • 2001
  • In this study, recently developed unscented Kalman filter (UKF) technique is studied for identification of nonlinear structural dynamic systems as an alternative to the extended Kalman filter (EKF). The EKF, which was originally developed as a state estimator for nonlinear systems, has been frequently employed for parameter identification by introducing the state vector augmented with the unknown parameters to be identified. However, the EKF has several drawbacks such as biased estimations and erroneous estimations especially for highly nonlinear dynamic systems due to its crude linearization scheme. To overcome the weak points of the EKF, the UKF was recently developed as a state estimator. Numerical simulation studies have been carried out on nonlinear SDOF system and nonlinear MDOF system. The results from a series of numerical simulations indicate that the UKF is superior to the EKF in the system identification of nonlinear dynamic systems especially highly nonlinear systems.

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Time Domain Identification of Nonlinear Structural Dynamic Systems Using Unscented Kalman Filter (Unscented Kalman Filter를 이용한 비선형 동적 구조계의 시간영역 규명기법)

  • Yun, Chung-Bang;Koo, Ki-Young
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2001.10a
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    • pp.117-126
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    • 2001
  • In this study, the recently developed unscented Kalman filter (UKF) technique is studied for identification of nonlinear structural dynamic systems as an alternative to the extended Kalman filter (EKF). The EKF, which was originally developed as a state estimator for nonlinear systems, has been frequently employed for parameter identification by introducing the state vector augmented with the unknown parameters to be identified. However, the EKF has several drawbacks such as biased estimations and erroneous estimations especially for highly nonlinear dynamic systems due to its crude linearization scheme. To overcome the weak points of the EKF, the UKF was recently developed as a state estimator. Numerical simulation studies have been carried out on nonlinear SDOF system and nonlinear MDOF system. The results from a series of numerical simulations indicate that the UKF is superior to the EKF in the system identification of nonlinear dynamic systems especially highly nonlinear systems.

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Prediction Performance of Hybrid Least Square Support Vector Machine with First Principle Knowledge (First Principle을 결합한 최소제곱 Support Vector Machine의 예측 능력)

  • 김병주;심주용;황창하;김일곤
    • Journal of KIISE:Software and Applications
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    • v.30 no.7_8
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    • pp.744-751
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    • 2003
  • A hybrid least square Support Vector Machine combined with First Principle(FP) knowledge is proposed. We compare hybrid least square Support Vector Machine(HLS-SVM) with early proposed models such as Hybrid Neural Network(HNN) and HNN with Extended Kalman Filter(HNN-EKF). In the training and validation stage HLS-SVM shows similar performance with HNN-EKF but better than HNN, whereas, in the testing stage, it shows three times better than HNN-EKF, hundred times better than HNN model.

Extended Kalman Filter Method for Wi-Fi Based Indoor Positioning (Wi-Fi 기반 옥내측위를 위한 확장칼만필터 방법)

  • Yim, Jae-Geol;Park, Chan-Sik;Joo, Jae-Hun;Jeong, Seung-Hwan
    • Journal of Information Technology Applications and Management
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    • v.15 no.2
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    • pp.51-65
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    • 2008
  • The purpose of this paper is introducing WiFi based EKF(Extended Kalman Filter) method for indoor positioning. The advantages of our EKF method include: 1) Any special equipment dedicated for positioning is not required. 2) implementation of EKF does not require off-line phase of fingerprinting methods. 3) The EKF effectively minimizes squared deviation of the trilateration method. In order to experimentally prove the advantages of our method, we implemented indoor positioning systems making use of the K-NN(K Nearest Neighbors), Bayesian, decision tree, trilateration, and our EKF methods. Our experimental results show that the average-errors of K-NN, Bayesian and decision tree methods are all close to 2.4 meters whereas the average errors of trilateration and EKF are 4.07 meters and 3.528 meters, respectively. That is, the accuracy of our EKF is a bit inferior to those of fingerprinting methods. Even so, our EKF is accurate enough to be used for practical indoor LBS systems. Moreover, our EKF is easier to implement than fingerprinting methods because it does not require off-line phase.

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The Development Of An Image Stabilization System Using An Extended Kalman Filter Used In A Mobile Robot (모바일 로봇을 위한 Ekf이미지 안정화 시스템 개발)

  • Choi, Yun-Won;Saitov, Dilshat;Kang, Tae-Hun;Lee, Suk-Gyu
    • The Journal of Korea Robotics Society
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    • v.5 no.4
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    • pp.367-376
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    • 2010
  • This Paper Proposes A Robust Image Stabilization System For A Mobile Robot Using An Extended Kalman Filter (Ekf). Though Image Information Is One Of The Most Efficient Data Used For Robot Navigation, It Is Subjected To Noise Which Is The Result Of Internal Vibration As Well As External Factors Such As Uneven Terrain, Stairs, Or Marshy Surfaces. The Camera Vibration Deteriorates The Image Resolution By Destroying The Image Sharpness, Which Seriously Prevents Mobile Robots From Recognizing Their Environment For Navigation. In This Paper, An Inclinometer Was Used To Measure The Vibration Angle Of The Camera System Mounted On The Robot To Obtain A Reliable Image By Compensating For The Angle Of The Camera Vibration. In Addition The Angle Prediction Obtained By Using The Ekf Enhances The Image Response Analysis For Real Time Performance. The Experimental Results Show The Effectiveness Of The Proposed System Used To Compensate For The Blurring Of The Images.

On-line Parameter Estimation of Interior Permanent Magnet Synchronous Motor using an Extended Kalman Filter

  • Sim, Hyun-Woo;Lee, June-Seok;Lee, Kyo-Beum
    • Journal of Electrical Engineering and Technology
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    • v.9 no.2
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    • pp.600-608
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    • 2014
  • This paper presents estimation of d-axis and q-axis inductance of an interior permanent magnet synchronous motor (IPMSM) by using an extended Kalman filter (EKF). The EKF is widely used for control applications including the motor sensorless control and parameter estimation. The motor parameters can be changed by temperature and air-gap flux. In particular, the variation of the inductance affects torque characteristics like the maximum torque per ampere (MTPA) control. Therefore, by estimating the parameters, it is possible to improve the torque characteristics of the motor. The performance of the proposed estimator is verified by simulations and experimental results based on an 11kW PMSM drive system.

Two-Dimensional Localization Problem under non-Gaussian Noise in Underwater Acoustic Sensor Networks (비가우시안 노이즈가 존재하는 수중 환경에서 2차원 위치추정)

  • Lee, DaeHee;Yang, Yeon-Mo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.23 no.5
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    • pp.418-422
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    • 2013
  • This paper has considered the location estimation problem in two dimension space by using a non-linear filter under non-Gaussian noise in underwater acoustic sensor networks(UASNs). Recently, the extended Kalman filter (EKF) is widely used in location estimation. However, the EKF has a lot of problems in the non-linear system under the non-gaussian noise environment like underwater environment. In this paper, we propose the improved Two-Dimension Particle Filter (TDPF) using the re-interpretation distribution techniques based on the maximum likelihood (ML). Through the simulation, we compared and analyzed the proposed TDPF with the EKF under the non-Gaussian underwater sensor networks. Finally, we determined that the TDPF's result shows more accurate localization than EKF's result.

Performance Comparison in Estimating the Number of Competing Terminals in IEEE 802.11 Networks (Kalman vs. H Infinity Filter) (IEEE 802.11 시스템에서 경쟁 터미널 수 추정기법 성능분석 (칼만필터 vs. H Infinity Filter))

  • Kim, Taejin;Lim, Jaechan;Hong, Daehyoung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37A no.11
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    • pp.1001-1011
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    • 2012
  • In this paper, the effects to system performance are evaluated in IEEE 802.11 system when the number of competing terminals are estimated and reflected to the system. The IEEE 802.11 system uses DCF (Distributed Coordination Function) for the multiple access method, and the system throughput performance depends on the accuracy of the estimated number of competing terminals. We propose extended H infinity filter (EHIF) approach which does not require the noise information for estimating the number of competing terminals. Simulation results show that EHIF outperforms the extended Kalman filter in both saturated and non-saturated network conditions.

A Performance Comparison of Extended and Unscented Kalman Filters for INS/GPS Tightly Coupled Approach (INS/GPS 강결합 기법에 대한 EKF 와 UKF의 성능 비교)

  • Kim Kwang-Jin;Yu Myeong-Jong;Park Young-Bum;Park Chan-Gook
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.8
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    • pp.780-788
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    • 2006
  • This paper deals with INS/GPS tightly coupled integration algorithms using extend Kalman filter (EKF) and unscented Kalman filter (UKF). In the tightly coupled approach, nonlinear pseudorange measurement models are used for the INS/GPS integration Kalman filter. Usually, an EKF is applied for this task, but it may diverge due to poor functional linearization of the nonlinear measurement. The UKF approximates a distribution about the mean using a set of calculated sigma points and achieves an accurate approximation to at least second-order. We introduce the generalized scaled unscented transformation which modifies the sigma points themselves rather than the nonlinear transformation. The generalized scaled method is used to transform the pseudo range measurement of the tightly coupled approach. To compare the performance of the EKF- and UKF-based tightly coupled approach, real van test and simulation have been carried out with feedforward and feedback indirect Kalman filter forms. The results show that the UKF and EKF have an identical performance in case of the feedback filter form, but the superiority of the UKF is demonstrated in case of the feedforward filer form.