• Title/Summary/Keyword: Error Covariance

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Orbit Determination of KOMPSAT-1 and Cryosat-2 Satellites Using Optical Wide-field Patrol Network (OWL-Net) Data with Batch Least Squares Filter

  • Lee, Eunji;Park, Sang-Young;Shin, Bumjoon;Cho, Sungki;Choi, Eun-Jung;Jo, Junghyun;Park, Jang-Hyun
    • Journal of Astronomy and Space Sciences
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    • v.34 no.1
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    • pp.19-30
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    • 2017
  • The optical wide-field patrol network (OWL-Net) is a Korean optical surveillance system that tracks and monitors domestic satellites. In this study, a batch least squares algorithm was developed for optical measurements and verified by Monte Carlo simulation and covariance analysis. Potential error sources of OWL-Net, such as noise, bias, and clock errors, were analyzed. There is a linear relation between the estimation accuracy and the noise level, and the accuracy significantly depends on the declination bias. In addition, the time-tagging error significantly degrades the observation accuracy, while the time-synchronization offset corresponds to the orbital motion. The Cartesian state vector and measurement bias were determined using the OWL-Net tracking data of the KOMPSAT-1 and Cryosat-2 satellites. The comparison with known orbital information based on two-line elements (TLE) and the consolidated prediction format (CPF) shows that the orbit determination accuracy is similar to that of TLE. Furthermore, the precision and accuracy of OWL-Net observation data were determined to be tens of arcsec and sub-degree level, respectively.

An Adaptive Speed Estimation Method Based on a Strong Tracking Extended Kalman Filter with a Least-Square Algorithm for Induction Motors

  • Yin, Zhonggang;Li, Guoyin;Du, Chao;Sun, Xiangdong;Liu, Jing;Zhong, Yanru
    • Journal of Power Electronics
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    • v.17 no.1
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    • pp.149-160
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    • 2017
  • To improve the performance of sensorless induction motor (IM) drives, an adaptive speed estimation method based on a strong tracking extended Kalman filter with a least-square algorithm (LS-STEKF) for induction motors is proposed in this paper. With this method, a fading factor is introduced into the covariance matrix of the predicted state, which forces the innovation sequence orthogonal to each other and tunes the gain matrix online. In addition, the estimation error is adjusted adaptively and the mutational state is tracked fast. Simultaneously, the fading factor can be continuously self-tuned with the least-square algorithm according to the innovation sequence. The application of the least-square algorithm guarantees that the information in the innovation sequence is extracted as much as possible and as quickly as possible. Therefore, the proposed method improves the model adaptability in terms of actual systems and environmental variations, and reduces the speed estimation error. The correctness and the effectiveness of the proposed method are verified by experimental results.

Error analysis for a strapdown inertial navigation system (스트랩다운 관성항법장치의 오차해석)

  • 심덕선;박찬국;송유섭
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.286-289
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    • 1986
  • 항법(navigation)은 기준좌표계에 대한 항체(vehicle)의 위치나 속도를 알아내기 위한 것으로 이를 위한 시스템이 관성항법장치(inertial navigation system-INS)이며 항법기능을 수행하기 위하여 항체에 놓여진 쎈서의 관성성질을 이용한다. INS는 specific force와 관성 각속도의 측정에서 얻은 데이타를 처리함으로 그 기능을 수행한다. 스트랩다운 INS(SINS)는 관성항법장치의 한 종류로 analytic INS라고도 하는데 기준좌표축을 유지하기 위하여 안정테이블을 사용하지 않고 쎈서들을 항체에 직접 부착시켜 초기상태와 현재상태와의 사이에 상대적인 회전방향을 해석적으로 계산한다. INS의 성능은 수많은 오차원(error source)의 함수로 주어지며 이 오차원 중에는 주위환경에 의한 것도 있고 INS 구성에 사용된 기구(instruments)와 관련된 것도 있다. INS 를 해석하는 목적은 항법의 정확도를 알아보는데 있으며 또한 각각의 오차원의 값을 추정하는 것도 부가적인 목적이 된다. 이러한 오차의 추정치는 사양(specification)을 모르는 부품의 성능을 식별하는데 사용될 수 있다. 따라서 INS를 해석함으로 INS를 구성하는 어떤 부품에 대한 성능이 어느정도 개선을 필요로 하는가 알 수 있다. 본 논문에서는 SINS의 오차원을 크게 고도계의 불확실성, 중력의 편향과 이상, 가속도계의 불확실성, 자이로의 불확실성의 네 그룹으로 나누어 상호분산해석(covariance analysis)방법으로 각 오차원이 시스템에 미치는 영향을 알아보았다.

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Aquifer Parameter Identification and Estimation Error Analysis from Synthetic and Actual Hydraulic Head Data (지하수위 자료를 이용한 대수층의 수리상수 추정과 추정오차 분석)

  • 현윤정;이강근;성익환
    • The Journal of Engineering Geology
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    • v.6 no.2
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    • pp.83-93
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    • 1996
  • A method is proposed to estimate aquifer parameters in a heterogeneous and anisotropic aquifer under steady-state groundwater flow conditions on the basis of maximum likelihood concept. Zonation method is adopted for parameterization, and estimation errors are analyzed by examining the estimation error covariance matrix in the eigenspace. This study demonstrates the ability of the proposed model to estimate parameters and helps to understand the characteristics of the inverse problem. This study also explores various features of the inverse methodology by applying it to a set of field data of the Taegu area. In the field example, transmissivities were estimated under three different zonation patterns. Recharge rates in the Taegu area were also estimated using MODINV which is an inverse model compatible with MODFLOW.The estimation results indicate that anisotropy of aquifer parameters should be considered for the crystalline rock aquifer which is the dominant aquifer system in Korea.

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The Behavior of the Term Structure of Interest Rates with the Markov Regime Switching Models (마코프 국면전환을 고려한 이자율 기간구조 연구)

  • Rhee, Yu-Na;Park, Se-Young;Jang, Bong-Gyu;Choi, Jong-Oh
    • Journal of Korean Institute of Industrial Engineers
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    • v.36 no.3
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    • pp.203-211
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    • 2010
  • This study examines a cointegrated vector autoregressive (VAR) model where parameters are subject to switch across the regimes in the term structure of interest rates. To employ the regime switching framework, the Markov-switching vector error correction model (MS-VECM) is allowed to the regime shifts in the vector of intercept terms, the variance-covariance terms, the error correction terms, and the autoregressive coefficient parts. The corresponding approaches are illustrated using the term structure of interest rates in the US Treasury bonds over the period of 1958 to 2009. Throughout the modeling procedure, we find that the MS-VECM can form a statistically adequate representation of the term structure of interest rate in the US Treasury bonds. Moreover, the regime switching effects are analyzed in connection with the historical government monetary policy and with the recent global financial crisis. Finally, the results from the comparisons both in information criteria and in forecasting exercises with and without the regime switching lead us to conclude that the models in the presence of regime dependence are superior to the linear VECM model.

Comparison of Ensemble Perturbations using Lorenz-95 Model: Bred vectors, Orthogonal Bred vectors and Ensemble Transform Kalman Filter(ETKF) (로렌쯔-95 모델을 이용한 앙상블 섭동 비교: 브레드벡터, 직교 브레드벡터와 앙상블 칼만 필터)

  • Chung, Kwan-Young;Barker, Dale;Moon, Sun-Ok;Jeon, Eun-Hee;Lee, Hee-Sang
    • Atmosphere
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    • v.17 no.3
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    • pp.217-230
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    • 2007
  • Using the Lorenz-95 simple model, which can simulate many atmospheric characteristics, we compare the performance of ensemble strategies such as bred vectors, the bred vectors rotated (to be orthogonal to each bred member), and the Ensemble Transform Kalman Filter (ETKF). The performance metrics used are the RMSE of ensemble means, the ratio of RMS error of ensemble mean to the spread of ensemble, rank histograms to see if the ensemble member can well represent the true probability density function (pdf), and the distribution of eigen-values of the forecast ensemble, which can provide useful information on the independence of each member. In the meantime, the orthogonal bred vectors can achieve the considerable progress comparing the bred vectors in all aspects of RMSE, spread, and independence of members. When we rotate the bred vectors for orthogonalization, the improvement rate for the spread of ensemble is almost as double as that for RMS error of ensemble mean compared to the non-rotated bred vectors on a simple model. It appears that the result is consistent with the tentative test on the operational model in KMA. In conclusion, ETKF is superior to the other two methods in all terms of the assesment ways we used when it comes to ensemble prediction. But we cannot decide which perturbation strategy is better in aspect of the structure of the background error covariance. It appears that further studies on the best perturbation way for hybrid variational data assimilation to consider an error-of-the-day(EOTD) should be needed.

Alignment and Navigation of Inertial Navigation and Guidance Unit using Inertial Explorer Software (Inertial Explorer 소프트웨어를 이용한 관성항법유도장치 정렬 및 항법계산)

  • Kim, Jeong-Yong;Oh, Jun-Seok;Roh, Woong-Rae
    • Aerospace Engineering and Technology
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    • v.9 no.1
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    • pp.50-59
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    • 2010
  • In this paper, the alignment and navigation results by INGU(Inertial Navigation and Guidance Unit) onboard software and by Inertial Explorer which is a post-processing software specialized for IMU(Inertial Measurement Unit) are compared for identification of inertial sensor error models and estimation of alignment and navigation errors for KSLV-I INGU. For verification of the IMU error estimated by Kalman Filter of Inertial Explorer, the covariance parameters of inertial sensor error model state are identified by using stochastic error model of inertial sensors estimated by Allan variance and the alignment and navigation test with static condition and the land navigation test with dynamic condition are carried out. The validity of inertial sensor model for KSLV-I INGU is verified by comparison the alignment and navigation results of INGU on-board software and Inertial Explorer.

Improved extended kalman filter design for radar tracking

  • Park, Seong-Taek;Lee, Jang-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.153-156
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    • 1996
  • A new filtering algorithm for radar tracking is developed based on the fact that correct evaluation of the measurement error covariance can be made possible by doing it with respect to the Cartesian state vector. The new filter may be viewed as a modification of the extended Kalman filter where the variance of the range measurement errors is evaluated in an adaptive manner. The structure of the proposed filter allows sequential measurement processing scheme to be incorporated into the scheme, and this makes the resulting algorithm favorable in both estimation accuracy and computational efficiency.

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Estimation Properties of Kalman Filter for the System with Unobservable Bias (관측 불가능한 바이어스가 있는 시스템의 칼만필터 추정특성)

  • Song, Gi-Won;Lee, Sang-Jeong
    • Journal of Institute of Control, Robotics and Systems
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    • v.7 no.10
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    • pp.874-881
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    • 2001
  • By showing the existence of the ARE solution and the convergence property of the DRE solution, this paper proves that a Kalman filter for the linear system with the unobservable bias is stable. It is also shown that the Kalman filter has a biased steady state estimation error whose covariance is affected mainly by the unobservable bias. Finally, the results are illustrated through a 2nd order system example including the inertial navigation system.

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Fused Navigation of Unmanned Surface Vehicle and Detection of GPS Abnormality (무인 수상정의 융합 항법 및 GPS 이상 검출)

  • Ko, Nak Yong;Jeong, Seokki
    • Journal of Institute of Control, Robotics and Systems
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    • v.22 no.9
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    • pp.723-732
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    • 2016
  • This paper proposes an approach to fused navigation of an unmanned surface vehicle(USV) and to detection of the outlier or interference of global positioning system(GPS). The method fuses available sensor measurements through extended Kalman filter(EKF) to find the location and attitude of the USV. The method uses error covariance of EKF for detection of GPS outlier or interference. When outlier or interference of the GPS is detected, the method excludes GPS data from navigation process. The measurements to be fused for the navigation are GPS, acceleration, angular rate, magnetic field, linear velocity, range and bearing to acoustic beacons. The method is tested through simulated data and measurement data produced through ground navigation. The results show that the method detects GPS outlier or interference as well as the GPS recovery, which frees navigation from the problem of GPS abnormality.