• Title/Summary/Keyword: Error covariance

Search Result 272, Processing Time 0.032 seconds

A complementary study on analysis of simulation results using statistical models (통계모형을 이용하여 모의실험 결과 분석하기에 대한 보완연구)

  • Kim, Ji-Hyun;Kim, Bongseong
    • The Korean Journal of Applied Statistics
    • /
    • v.35 no.4
    • /
    • pp.569-577
    • /
    • 2022
  • Simulation studies are often conducted when it is difficult to compare the performance of nonparametric estimators theoretically. Kim and Kim (2021) showed that more systematic and accurate comparisons can be made if you analyze the simulation results using a regression model,. This study is a complementary study on Kim and Kim (2021). In the variance-covariance matrix for the error term of the regression model, only heteroscedasticity was considered and covariance was ignored in the previous study. When covariance is considered together with the heteroscedasticity, the variance-covariance matrix becomes a block diagonal matrix. In this study, a method of estimating and using the block diagonal variance-covariance matrix for the analysis was presented. This allows you to find more pairs of estimators with significant performance differences while ensuring the nominal confidence level.

Covariance-based source localization performance improvement for underwater ultra-short baseline systems (공분산 기반 수중 ultra-short baseline 시스템의 위치 추정 성능 개선 기법)

  • Sangman Han;Minhyuk Cha;Haklim Ko;Hojun Lee
    • The Journal of the Acoustical Society of Korea
    • /
    • v.43 no.1
    • /
    • pp.89-94
    • /
    • 2024
  • Since Ultra-Short BaseLine (USBL) uses an array with narrow sensor spacing, precise synchronization is required to improve source localization performances. However, in the underwater environment, synchronization errors occur due to relatively strong noise and underwater acoustic channels such as multipath and Doppler, which deteriorates the source localization performances. This paper proposes a covariance-based synchronization compensation method to improve the source localization performances of the underwater USBL systems. The proposed method arranges the received signals through cross-correlation and calculates the covariance of the arranged signals. The synchronization error is related to the phase difference in the covariance. Thus, the phase difference is estimated as the covariance and compensated. Computer simulations demonstrate that the proposed method has better source localization performances than the conventional cross-correlation method.

A Study on Look Error Estimation and Adaptive Array Angle Estimation (지향 오차 추정과 적응 배열 입사방향 추정 방법에 대한 연구)

  • Lee, Kwan-Hyeong;Song, Woo-Young;Lee, Myung-Ho
    • Journal of the Korea Society of Computer and Information
    • /
    • v.16 no.9
    • /
    • pp.155-162
    • /
    • 2011
  • It is using to incident angle estimation technique in order to target estimation in radar. This paper was estimated incident angle estimation for target using adaptive array incident angle and single look error incident angle estimation technique. We estimated signal incident angle of target to removal main lobe and side lobe to adaptive array incident angle technique. It is difficult to correctly target estimation because single look technique increase direction error of signal incident angle. In order to receive a desired target signal must be not almost look error between signal incident angle and look angle. we had decreased to occur a look error using delay time and single look condition to calculation a covariance when incident angle estimate. Through simulation, we show that the proposed incident angle estimation technique improves the performance of target estimation compared to previous method.

Error Analysis of GNSS Attitude Determination System (GNSS 자세결정시스템의 오차해석)

  • Hwang Dong-Hwan;Lee Sang-Jeong;Park Chan-Sik
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.12 no.3
    • /
    • pp.300-306
    • /
    • 2006
  • In this paper an error analysis of 3-dimensional GNSS attitude determination system is given. The attitude error covariance matrix is derived and analyzed. It implies that attitude errors are affected by the baseline length and configuration, the satellites numbers and geometry, receiver measurement noises and the nominal attitude of the vehicle. By defining Euler Angle Dilution Of Precision (EADOP) which is analogous to GDOP, roll, pitch and yaw errors can be efficiently analyzed. However the expression of the attitude error is too complex to get some intuitions. Therefore with a commonly adopted assumption, new expressions for attitude error are derived. The formulas are easy to compute and represent the attitude error as a function of the nominal attitude of a vehicle, the baseline configuration and the receiver noise. Using the formula, the accuracy of the attitude can be analytically predicted without the computer simulations. Applications to some widely used configurations reveal the effectiveness of the proposed method.

Adaptive Particle Filter Design for Radome Aberration Error Compensation (레이돔 굴절 오차 보상을 위한 적응 파티클 필터 설계)

  • Han, Sang-Sul;Lee, Sang-Jeong
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.17 no.9
    • /
    • pp.947-953
    • /
    • 2011
  • Radome aberration error causes degradation of miss distance as well as stability of high maneuver missile system with RF seeker. A study about radome compensation method is important in this kind of missile system design. Several kinds of methods showed good compensation performance in their paper. Proposed adaptive Particle filter estimates line of sight rate excluding the radome induced error. This paper shows effectiveness of adaptive Particle filter as compensation method of radome aberration error. Robust performance of this filter depends on external aiding measurement, target acceleration. Tuning of system error covariance can make this filter unsensitive against the error of target acceleration information. This paper demonstrates practical usage of adaptive Particle filter for reducing miss distance and increasing stability against disturbance of radome aberration error through performance analysis.

A Study on the Errors in the Free-Gyro Positioning and Directional System (자유자이로 위치 및 방위시스템의 오차에 관한 연구)

  • Jeong, Tae-Gweon
    • Journal of Navigation and Port Research
    • /
    • v.37 no.4
    • /
    • pp.329-335
    • /
    • 2013
  • This paper is to develop the position error equations including the attitude errors, the errors of nadir and ship's heading, and the errors of ship's position in the free-gyro positioning and directional system. In doing so, the determination of ship's position by two free gyro vectors was discussed and the algorithmic design of the free-gyro positioning and directional system was introduced briefly. Next, the errors of transformation matrices of the gyro and body frames, i.e. attitude errors, were examined and the attitude equations were also derived. The perturbations of the errors of the nadir angle including ship's heading were investigated in each stage from the sensor of rate of motion of the spin axis to the nadir angle obtained. Finally, the perturbation error equations of ship's position used the nadir angles were derived in the form of a linear error model and the concept of FDOP was also suggested by using covariance of position error.

Performance Analysis of the state model based optimal FIR filter (STATE MODEL BASED OPTIMAL FIR 필터의 성능분석)

  • Lee, Kyu-Seung;Kwon, Wook-Hyun
    • Proceedings of the KIEE Conference
    • /
    • 1988.07a
    • /
    • pp.917-920
    • /
    • 1988
  • The effects of the errors due to incorrect a priori informations on the noise model as well as the system model in the continuous state model based optimal FIR filter is considered. When the optimal filter is perturbed, the error covariance is derived. From this equation, the performance of the state model based optimal FIR filter is analyzed for the given modeling error. Also the state model based optimal FIR filter is compared to the standard Kalman filter by an example.

  • PDF

Optimal configurations for redundant two-degree of freedom sensor systems (2-자유도 중첩센서의 최적배치)

  • 정도형;이장규;박찬국;박흥원;정태호
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1991.10a
    • /
    • pp.258-263
    • /
    • 1991
  • Optimal configurations for redundant TDOF (Two Degree Of Freedom) sensor systems are proposed. The determinant of error covariance matrix is used as the performance index, and optimal configurations for 2 TDOF sensor system and 3 TDOF sensor system are evaluated by minimizing the index.

  • PDF

An application of observer to the linear stochastic contimuous systems (관측자의 선형확률연속시스템에의 적용)

  • 고명삼;홍석교
    • 전기의세계
    • /
    • v.24 no.5
    • /
    • pp.103-106
    • /
    • 1975
  • This Paper deals with an applicatoin of Luenberger Observer to the Linear Stochastic Systems. The basic technique is the use of a matrix version of the Maximum Principle of Pontryagin coupled with the use of gradient matrices to derive the gain matix for minimum error covariance. The optimal observer which is derived turns out to be identical to the well-known Kalman-Bucy Filter.

  • PDF

Error Analysis of 3-Dimensional GPS Attitude Determination System

  • Park Chan-Sik;Cho Deuk-Jae;Cha Eun-Jong;Hwang Dong-Hwan;Lee Sang-Jeong
    • International Journal of Control, Automation, and Systems
    • /
    • v.4 no.4
    • /
    • pp.480-485
    • /
    • 2006
  • In this paper, the error investigation of a 3-dimensional GPS attitude determination system using the error covariance analysis is given. New efficient formulas for computing the Euler Angle Dilution of Precision (EADOP) are also derived. The formulas are easy to compute and represent the attitude error as a function of the nominal attitude of a vehicle, the baseline configuration and the receiver noise. Using the formula, the accuracy of the Euler angle can be analytically predicted without the use of computer simulations. Applications to some configurations reveal the effectiveness of the proposed method.