• 한국음향학회지
• /
• 제14권3호
• /
• pp.37-48
• /
• 1995

일반화된 완전최소자승법 (generalized total least squares method, GTLS)의 ARMA 시스템 식별에의 적용과 GTLS의 적응알고리듬에 대하여 논한다. 일반화된 완전최소자승법은 일별과 출력을 알고 있는 시스템식별 (system identification)문제에서, 출력이 잡음에 의하여 오염된 경우, 편이되지 않은 해를 구하기 위하여 사용되는 방법이다. 본 논문에서는 먼저 GTLS를 ARMA 시스템 식별에 적용하기 위한 formulation을 하고, 일반화된 완전최소자승법의 일반 해의 성질과 역행렬 정리 (matrix inverse lemma)를 이용하여 적응 GTLS 방법을 제안한다. 다음 제안된 방법을 통하여 시스템식별에 적용하여 그 성능을 평가한다. 또한 GTLS 알고리듬과 제안한 적응 GTLS 알고리듬의 성능을 수학적으로 해석하고 컴퓨터 시뮬레이션을 통하여 이를 검증한다.

• 한국해양공학회지
• /
• 제17권4호
• /
• pp.73-80
• /
• 2003

This paper presents considerations on the results of the rotating arm test, which was carried out for assessment of an hybrid navigation system for a semi-autonomous underwater vehicle. The navigation system consists of an inertial measurement unit(IMU), an ultra-short baseline(USBL) acoustic navigation sensor and a doppler velocity log(DVL) accompanying a magnetic compass. A navigational systemmodel is derived to include the scale effect and bias errors of the DVL, of which the state equation composed of the navigation states and sensor parameters are 25 in the order. The extended Kalman filter was used to propagate the error covariance, The rotating arm tests were carried out in the Ocean Engineering Basin of KRISO, to generate circular motion. The hybrid underwater navigation system shows good tracking performance against the circular planar motion. Additionally this paper checked the effects of the sampling ratio of the navigation system and the possibility of the dead reckoning with the DVL and the magnetic compass to estimate the position of the vehicle.

• 제어로봇시스템학회논문지
• /
• 제22권7호
• /
• pp.536-542
• /
• 2016

To enhance tracking efficiency, a target-tracking filter with a resource management algorithm is required. One of the resource management algorithms chooses or evaluates the proper sampling time using cost functions which are related to the target tracking filter. We propose a resource management algorithm for bearing only tracking environments. Since the tracking performance depends on the system observability, the bearing-only tracking is one of challenging target-tracking fields. The proposed algorithm provides the adaptive sampling time using the variation rate of the error covariance matrix from the target-tracking filter. The simulation verifies the efficiency performance of the proposed algorithm.

• 한국컴퓨터정보학회논문지
• /
• 제22권12호
• /
• pp.69-77
• /
• 2017

This paper represents a novel framework for multi-scale image fusion. Multi-scale Kalman Smoothing (MKS) algorithm with quad-tree structure can provide a powerful multi-resolution image fusion scheme by employing Markov property. In general, such approach provides outstanding image fusion performance in terms of accuracy and efficiency, however, quad-tree based method is often limited to be applied in certain applications due to its stair-like covariance structure, resulting in unrealistic blocky artifacts at the fusion result where finest scale data are void or missed. To mitigate this structural artifact, in this paper, a new scheme of multi-scale fusion framework is proposed. By employing Super Resolution (SR) technique on MKS algorithm, fine resolved measurement is generated and blended through the tree structure such that missed detail information at data missing region in fine scale image is properly inferred and the blocky artifact can be successfully suppressed at fusion result. Simulation results show that the proposed method provides significantly improved fusion results in the senses of both Root Mean Square Error (RMSE) performance and visual improvement over conventional MKS algorithm.

• 응용통계연구
• /
• 제27권2호
• /
• pp.227-237
• /
• 2014

우리는 회귀분석에서 설명변수들 중 일부가 질적 변수인 경우 지시변수를 사용한다. 또한 공분산분석모형에서는 관심인자의 효과에 대한 유의성 검정시 연속변수인 공변수로 주어지는 방해인자를 미리 회귀분석으로 제거한다. 지시변수 사용 회귀모형이나 공분산분석모형을 위한 확증적 자료분석 전에 탐색적 자료분석의 한 수단으로서 자료깊이에 근거한 DD-plot을 이용하면 집단 간의 차이를 쉽게 알아볼 수 있다. 이 방법은 오차항의 통계모형을 가정하지 않으므로 유용한 탐색적 방법이 될 수 있다. 몇 가지 사례들을 통하여 DD-plot이 지시변수 사용 회귀모형이나 공분산분석모형을 위한 그래픽 탐색적 자료분석방법으로서 유용함을 보였다.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• 제8권11호
• /
• pp.4170-4188
• /
• 2014

In this study, we present a denoising algorithm for high-frame-rate videos in an ultra-low illumination environment on the basis of Kalman filtering model and a new motion segmentation scheme. The Kalman filter removes temporal noise from signals by propagating error covariance statistics. Regarded as the process noise for imaging, motion is important in Kalman filtering. We propose a new motion estimation scheme that is suitable for serious noise. This scheme employs the small motion vector characteristic of high-frame-rate videos. Small changing patches are intentionally neglected because distinguishing details from large-scale noise is difficult and unimportant. Finally, a spatial bilateral filter is used to improve denoising capability in the motion area. Experiments are performed on videos with both synthetic and real noises. Results show that the proposed algorithm outperforms other state-of-the-art methods in both peak signal-to-noise ratio objective evaluation and visual quality.

• 한국인터넷방송통신학회논문지
• /
• 제20권4호
• /
• pp.65-71
• /
• 2020

실내외에서 스마트폰의 이동 궤적을 정밀하게 추적하기 위하여 WiFi Fingerprint 방식과 Pedestrian Dead Reckoning 방식을 연동하였다. 전자는 절대 위치를 추정할 수 있으나 실제 위치로부터 랜덤하게 오차가 발생하며, 후자는 연속적으로 위치를 추정하지만 이동할수록 오차가 누적되는 각각의 장단점이 있다. 본 논문에서는 두 가지 방식의 추정 위치 데이터를 연동시키기 위한 모델과 Kalman Filter 수식을 정립하였고, 최적 시스템 파라미터를 도출하였다. 시스템 잡음과 측정 잡음의 공분산 값에 따른 성능을 분석하였다. 측정된 데이터와 시뮬레이션을 이용하여, 두 가지 방식이 상호 보완된 향상된 성능을 확인하였다.

• 한국통신학회논문지
• /
• 제37권6A호
• /
• pp.480-487
• /
• 2012

다중 반송파 부호 분할 다중 접속 (MC-CDMA) 시스템을 위한 기존의 미상 채널 추정 방법들은, 수신 신호의 공분산 행렬에 대한 역행렬을 구하거나, 그 공분산 행렬에 대한 고유치 분해를 필요로 하기 때문에, 매우 많은 계산량을 필요로 한다. 따라서, 이러한 방법들은 복잡성 때문에 하향링크 시스템의 수신기에서는 사용하기가 어려운 방법들이다. 본 논문에서는 하향링크 MC-CDMA 시스템에 적합한 매우 낮은 복잡성을 갖는 간단한 미상 채널 추정 방법을 제안한다. 그리고, 모의 실험을 통해, 낮은 복잡성에도 불구하고, 제안하는 채널 추정 방법이 기존 방법들보다 더 우수한 채널 추정 성능과 비트 오율 성능을 나타낸다는 것을 보인다.

• 한국기계가공학회지
• /
• 제15권2호
• /
• pp.131-138
• /
• 2016

In order to improve the performance of an extended Kalman filter, a simplified indirect inference method (SIIM) fuzzy logic system (FLS) is proposed. The proposed FLS is composed of two fuzzy input variables, four fuzzy rules and one fuzzy output. Two normalized fuzzy input variables are the variance between the trace of a prior and a posterior covariance matrix, and the residual error of a Kalman algorithm. One fuzzy output variable is the weighting factor to adjust for the Kalman gain. There is no need to decide the number and the membership function of input variables, because we employ the normalized monotone increasing/decreasing function. The single parameter to be determined is the magnitude of a universe of discourse in the output variable. The structure of the proposed FLS is simple and easy to apply to various nonlinear state estimation problems. The simulation results show that the proposed FLS has strong adaptability to estimate the states of the incoming/outgoing moving objects, and outperforms the conventional extended Kalman filter algorithm by providing solutions that are more accurate.

• ETRI Journal
• /
• 제34권3호
• /
• pp.379-387
• /
• 2012

In this paper, an error compensation technique for a dead reckoning (DR) system using a magnetic compass module is proposed. The magnetic compass-based azimuth may include a bias that varies with location due to the surrounding magnetic sources. In this paper, the DR system is integrated with a Global Positioning System (GPS) receiver using a finite impulse response (FIR) filter to reduce errors. This filter can estimate the varying bias more effectively than the conventional Kalman filter, which has an infinite impulse response structure. Moreover, the conventional receding horizon Kalman FIR (RHKF) filter is modified for application in nonlinear systems and to compensate the drawbacks of the RHKF filter. The modified RHKF filter is a novel RHKF filter scheme for nonlinear dynamics. The inverse covariance form of the linearized Kalman filter is combined with a receding horizon FIR strategy. This filter is then combined with an extended Kalman filter to enhance the convergence characteristics of the FIR filter. Also, the receding interval is extended to reduce the computational burden. The performance of the proposed DR/GPS integrated system using the modified RHKF filter is evaluated through simulation.