• Journal of information and communication convergence engineering
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• 제8권1호
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• pp.23-28
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• 2010

According to increasing projection order, the AP algorithm bas noise amplification problem in large background noise. This phenomenon degrades the performances of the AP algorithm. In this paper, we analyze convergence characteristic of the AP algorithm and then suggest a noise robust modified AP algorithm for reducing this problem. The proposed algorithm normalizes the update equation to reduce noise amplification of AP algorithm, by adding the multiplication of error power and projection order to auto-covariance matrix of input signal. By computer simulation, we show the improved performance than conventional AP algorithm.

• 전기의세계
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• 제29권7호
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• pp.471-477
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• 1980

This paper deals with a modified Kalman filter. An approaching horizon with a suitable initial condition will be considered, which is a little different from the classical Kalman filter. It will be shown in this paper that the new filter with approaching horizons is not only easy to computer but also possesses asymptotic stability properties. Thus this new estimatoris an excellent compromise between the ease of computation and the strict sense of optimality. When this estimator is used for the standard problem, the error covariance bound has been obtained. It is shown that the new estimator can be used as a suboptimal estimator which has a stability property. It is also demonstrated that the steady state Kalman filter can be obtained from the moving horizon estimator by taking the horizon parameter as infinity.

• Korean Journal of Mathematics
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• 제25권1호
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• pp.45-60
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• 2017

This paper focuses on estimation of an non-integral quadratic function (NIQF) and integral quadratic function (IQF) of a random signal in dynamic system described by a linear stochastic differential equation. The quadratic form of an unobservable signal indicates useful information of a signal for control. The optimal (in mean square sense) and suboptimal estimates of NIQF and IQF represent a function of the Kalman estimate and its error covariance. The proposed estimation algorithms have a closed-form estimation procedure. The obtained estimates are studied in detail, including derivation of the exact formulas and differential equations for mean square errors. The results we demonstrate on practical example of a power of signal, and comparison analysis between optimal and suboptimal estimators is presented.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.241-245
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• 2005

Strapdown inertial navigation system (SINS) integrated with astronavigation system (ANS) yields reliable mission capability and enhanced navigational accuracy for spacecrafts. The theory and characteristics of integrated system based on unscented Kalman filtering is investigated in this paper. This Kalman filter structure uses unscented transform to approximate the result of applying a specified nonlinear transformation to a given mean and covariance estimate. The filter implementation subsumed here is in a direct feedback mode. Axes misalignment angles of the SINS are observation to the filter. A simple approach for simulation of axes misalignment using stars observation is presented. The SINS error model required for the filtering algorithm is derived in space-stabilized mechanization. Simulation results of the integrated navigation system using a medium accuracy SINS demonstrates the validity of this method on improving the navigation system accuracy with the estimation and compensation for gyros drift, and the position and velocity errors that occur due to the axes misalignments.

• 한국콘크리트학회:학술대회논문집
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• 한국콘크리트학회 2006년도 춘계학술발표회 논문집(I)
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• pp.506-509
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• 2006

Extended Kalman Filter iterate the prediction and the filtering based on Initial state for the next time step. EKF method for the estimation of nonlinear parameters of a structural dynamic system is necessary that initial of state vector and error covariance matrix. Because those are unknown exactly, generally selected random values. That occasion observability problem appear because of unknown initial values. In this study, for the estimation of the nonlinear parameters, a simple one degree of Freedom example is carried out by Extended Kalman Filter. And initial value assumption for Parameter Estimation of Dynamic System are developed. The result of analysis is compared with calculated standard values.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 22-24 Oct. 1991
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• pp.125-130
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• 1991

This paper presents a tracking filter using pseudomeasurements in an estimated line-of-sight Cartesian coordinate system(ELCCS) whose x-axis is on the line-of-sight to an estimated target position. A target dynamics model and a measurement equation in the ELCCS are derived first and then a tracking filter in the ELCCS named moving coordinate tracking filter(MCTF) is proposed. It is shown that this MCTF is equivalent to a Kalman filter in the inertial Cartesian coordinate system which is widely used in the target tracking system. By approximating the MCTF for a pseudomeasurement noise and an error covariance matrix in the ELCCS, decoupling of three axes can be achieved. In this case, named decoupled moving coordinate tracking filter(DMCTF), computation time can be drastically reduced by utilizing its parallel structure. Finally, the stochastic properties of the MCTF and DMCTF are presented. Especially, a sufficient condition of nondestabilizing deviation for the DMCTF is proposed. The performance of the MCTF and DMCTF are compared with a conventional Kalman tracking filter.

• ETRI Journal
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• 제34권5호
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• pp.684-689
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• 2012

A mode-singular-value-decomposition (SVD) maximum likelihood (ML) estimation procedure is proposed for the source localization problem under an additive measurement error model. In a practical situation, the noise variance is usually unknown. In this paper, we propose an algorithm that does not require the noise covariance matrix as a priori knowledge. In the proposed method, the weight is derived by the inverse of the noise magnitude square in the ML criterion. The performance of the proposed method outperforms that of the existing methods and approximates the Taylor-series ML and Cram$\acute{e}$r-Rao lower bound.

• 제어로봇시스템학회논문지
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• 제17권12호
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• pp.1183-1187
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• 2011

In this paper, an optimal FIR (Finite-Impulse-Response) filter is proposed for discrete time-varying state-space models. The proposed filter estimates the current state using measured output samples on the recent time horizon so that the variance of the estimation error is minimized. It is designed to be linear, unbiased, with an FIR structure, and is independent of any state information. Due to its FIR structure, the proposed filter is believed to be robust for modeling uncertainty or numerical errors than other IIR filters, such as the Kalman filter. For a general system with system and measurement noise, the proposed filter is derived without any artificial assumptions such as the nonsingular assumption of the system matrix A and any infinite covariance of the initial state. A numerical example show that the proposed FIR filter has better performance than the Kalman filter based on the IIR (Infinite- Impulse-Response) structure when modeling uncertainties exist.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2003년도 하계종합학술대회 논문집 Ⅳ
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• pp.1711-1714
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• 2003

The noise in an image degrades image quality and deteriorates coding efficiency of compression. Recently, various edge-preserving noise filtering methods based on the nonstationary image model have been proposed to overcome this problem. In most conventional nonstationary image models, however, pixels are assumed to be uncorrelated to each other In order not to increase the computational burden too much. As a result, some detailed information is lost in the filtered results. In this paper, we propose a computationally feasible adaptive noise smoothing algorithm which considers the nonstationary correlation characteristics of images. We assume that an image has a nonstationary mean and can be segmented into subimages which have individually different stationary correlations. Taking advantage of the special structure of the covariance matrix that results from the proposed image model, we derive a computationally efficient FFT-based adaptive linear minimum mean square error filter. The justification for the proposed image model is presented and the effectiveness of the proposed algorithm is demonstrated experimentally.

• 한국멀티미디어학회논문지
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• 제20권11호
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• pp.1720-1728
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• 2017

Active shape model is widely used in the field of image processing especially on arbitrary meaningful shape extraction from single gray level image. Cootes et. al. showed efficient detection of variable shape from image by using covariance and mean shape from learning. There are two stages of learning and testing. Hahn applied enhanced shape alignment method rather than using Cootes's rotation and scale scheme. Hahn did not modified the profile itself. In this paper, the method using directional one dimensional profile is proposed to enhance Cootes's one dimensional profile and the shape alignment algorithm of Hahn is combined. The performance of the proposed method was superior to Cootes's and Hahn's. Average landmark estimation error for each image was 27.72 pixels and 39.46 for Cootes's and 33.73 for Hahn's each.