• Title/Summary/Keyword: Error covariance

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Non-redundant Precoding Based Blind Channel Estimation Scheme for OFDM Systems (OFDM 시스템에서 비중복 프리코딩을 이용한 미상 채널 추정 방법)

  • Seo, Bang-Won
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37 no.6A
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    • pp.450-457
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    • 2012
  • For orthogonal frequency-division multiplexing (OFDM) systems, we propose a blind channel estimation scheme based on non-redundant precoding. In the proposed scheme, a modified covariance matrix is first obtained by dividing the covariance matrix of the received signal vector by the precoding matrix element-by-element. Then, the channel vector is estimated as an eigenvector corresponding to the largest eigenvalue of the modified covariance matrix. The eigenvector can be obtained by power method with low computational complexity instead of the complicated eigenvalue decomposition. We analytically derive a mean square error (MSE) of the proposed channel estimation scheme and show that the analysis result coincides well with the simulation result. Also, simulation results show that the proposed scheme has better MSE and bit error rate (BER) performance than conventional channel estimation schemes.

Development of the Three-Dimensional Variational Data Assimilation System for the Republic of Korea Air Force Operational Numerical Weather Prediction System (공군 현업 수치예보를 위한 삼차원 변분 자료동화 체계 개발 연구)

  • Noh, Kyoungjo;Kim, Hyun Mee;Kim, Dae-Hui
    • Journal of the Korea Institute of Military Science and Technology
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    • v.21 no.3
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    • pp.403-412
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    • 2018
  • In this study, a three-dimensional variational(3DVAR) data assimilation system was developed for the operational numerical weather prediction(NWP) system at the Republic of Korea Air Force Weather Group. The Air Force NWP system utilizes the Weather Research and Forecasting(WRF) meso-scale regional model to provide weather information for the military service. Thus, the data assimilation system was developed based on the WRF model. Experiments were conducted to identify the nested model domain to assimilate observations and the period appropriate in estimating the background error covariance(BEC) in 3DVAR. The assimilation of observations in domain 2 is beneficial to improve 24-h forecasts in domain 3. The 24-h forecast performance does not change much depending on the estimation period of the BEC in 3DVAR. The results of this study provide a basis to establish the operational data assimilation system for the Republic of Korea Air Force Weather Group.

Steady State Kalman Filter based IMM Tracking Filter for Multi-Target Tracking (다중표적 추적을 위한 정상상태 칼만필터 기반 IMM 추적필터)

  • 김병두;이자성
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.8
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    • pp.71-78
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    • 2006
  • When a tracking filter may be designed in the Cartesian coordinate, the covariance of the measurement errors varies according to the range and the bearing of an interested target. In this paper, interacting multiple model based tracking filter is formulated in the Cartesian coordinate utilizing the analytic solution of the steady state Kalman filter, which can be able to consider the variation of the measurement error covariance. 100 Monte Carlo runs performed to verify the proposed method. The performance of the proposed method is compared with the conventional fixed gain and Kalman filter based IMM tracking filter in terms of the root mean square error. The simulation results show that the proposed approach meaningfully reduces the computation time and provides a similar tracking performance in comparison with the conventional Kalman filter based IMM tracking filter.

Detection of Voltage Sag using An Adaptive Extended Kalman Filter Based on Maximum Likelihood

  • Xi, Yanhui;Li, Zewen;Zeng, Xiangjun;Tang, Xin
    • Journal of Electrical Engineering and Technology
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    • v.12 no.3
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    • pp.1016-1026
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    • 2017
  • An adaptive extended Kalman filter based on the maximum likelihood (EKF-ML) is proposed for detecting voltage sag in this paper. Considering that the choice of the process and measurement error covariance matrices affects seriously the performance of the extended Kalman filter (EKF), the EKF-ML method uses the maximum likelihood method to adaptively optimize the error covariance matrices and the initial conditions. This can ensure that the EKF has better accuracy and faster convergence for estimating the voltage amplitude (states). Moreover, without more complexity, the EKF-ML algorithm is almost as simple as the conventional EKF, but it has better anti-disturbance performance and more accuracy in detection of the voltage sag. More importantly, the EKF-ML algorithm is capable of accurately estimating the noise parameters and is robust against various noise levels. Simulation results show that the proposed method performs with a fast dynamic and tracking response, when voltage signals contain harmonics or a pulse and are jointly embedded in an unknown measurement noise.

Evaluation of Performance of Atmospheric Re-Entry System for the Uncertainties Using the Monte-Carlo Simulation (몬테-칼로 모의실험을 이용한 대기권 재진입 시스템의 불확실성 성능 평가)

  • Lee, Dae-Woo;Cho, Kyeum-Rae;Oh, Se-Jong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.30 no.7
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    • pp.51-60
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    • 2002
  • The Monte-Carlo simulation of statistical analysis is used to investigate the final conditions of states as well as the footprint boundaries resulting from the atmospheric re-entry dispersions. The re-entry dispersions in this paper are specified by a $7\times7$ covariance matrix of latitude, longitude, altitude, bank angle, flight path angle, heading error, and range at entry velocity. The error sources that affect these at re-entry for a deboost are the uncertainties associated with atmospheric density and temperature, initial errors, wind, and estimation error of aerodynamic coefficients. Using $3{\sigma}_n$ deviations of these errors and a nominal flight trajectory, the covariance matrix of state variables can be determined by performing a trajectory error analysis. Major considerations in the application of the Monte-Carlo method are the simulation of perturbed trajectories, bank reversal, and determination of the impact points for each of these trajectories. This paper analyzes the results of uncertainties from the viewpoint of aero-coefficients and bank reversal.

Underwater Hybrid Navigation System Based on an Inertial Sensor and a Doppler Velocity Log Using Indirect Feedback Kalman Filter (간접 되먹임 필터를 이용한 관성센서 및 초음파 속도센서 기반의 수중 복합항법 시스템)

  • Lee, Chong-Moo;Lee, Pan-Mook;Seong, Woo-Jae
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2003.05a
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    • pp.149-156
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    • 2003
  • This paper presents an underwater hybrid navigation system for a semi-autonomous underwater vehicle (SAUV). 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. The errors of inertial measurement units increase with time due to the bias errors of gyros and accelerometers. A navigational system model is derived to include the error model of the USBL acoustic navigation sensor and the scale effect and bias errors of the DVL, of which the state equation composed of the navigation states and sensor parameters is 25 in the order. The conventional extended Kalman filter was used to propagate the error covariance, update the measurement errors and correct the state equation when the measurements are available. Simulation was performed with the 6-d.o.f. equations of motion of SAUV in a lawn-mowing survey mode. The hybrid underwater navigation system shows good tracking performance by updating the error covariance and correcting the system's states with the measurement errors from a DVL, a magnetic compass and a depth senor. The error of the estimated position still slowly drifts in horizontal plane about 3.5m for 500 seconds, which could be eliminated with the help of additional USBL information.

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Modified Kalman Filter Method for the Position Estimation of an Autonomous Mobile Robot (자율이동 로봇의 위치추정을 위한 변형된 칼만필터 방식)

  • Eom, Ki-Hwan;Kang, Seong-Ho;Kim, Joo-Woong
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.12 no.4
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    • pp.781-790
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    • 2008
  • In order to improve on the divergence by noise convariance in the Kalman filter position estimation, we propose a method of position estimating through compensating the autonomous mobile robot's noise. Proposed method is the modified Kalman filter using neural network. It is prevented the divergence by the estimation of measurement noise covariance and system noise covariance. In order to verify the effectiveness of the proposed method, we performed simulations and experiments for position estimation. The results show that convergence and position error is reduced than the Kalman filter method.

Comparisons of Error Characteristics between TOA and TDOA Positioning in Dense Multipath Environment (다중경로 환경에서의 TOA방식과 TDOA방식의 측위성능 비교)

  • Park, Ji-Won;Park, Ji-Hee;Song, Seung-Hun;Sung, Tae-Kyung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.2
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    • pp.415-421
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    • 2009
  • TOA(time-of-arrival) and TDOA(time-difference-of-arrival) positioning techniques are commonly used in many radio-navigation systems. From the literature, it is known that the position estimate and error covariance matrix of TDOA obtained by GN(Gauss-Newton) method is exactly the same as that of TOA when the error source of the range measurement is only an IID white Gaussian noise. In case of geo-location and indoor positioning, however, multi-path or NLOS(non-line-of-sight) error is frequently appeared in range measurements. Though its occurrence is random, the multipath acts like a bias for a stationary user if it occurs. This paper presents the comparisons of error characteristics between TOA and TDOA positioning in presence of multi-path or NLOS error. It is analytically shown that the position estimate of TDOA is exactly the same as that of TOA even when bias errors are included in range measurements with different magnitudes. By computer simulation, position estimation error and error distribution are analyzed in presence of range bias errors.

Adaptive Wireless Localization Filter Containing NLOS Error Mitigation Function

  • Cho, Seong Yun
    • Journal of Positioning, Navigation, and Timing
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    • v.5 no.1
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    • pp.1-9
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    • 2016
  • Range-based wireless localization system must measure accurate range between a mobile node (MN) and reference nodes. However, non-line-of-sight (NLOS) error caused by the spatial structures disturbs the localization system obtaining the accurate range measurements. Localization methods using the range measurements including NLOS error yield large localization error. But filter-based localization methods can provide comparatively accurate location solution. Motivated by the accuracy of the filter-based localization method, a filter residual-based NLOS error estimation method is presented in this paper. Range measurement-based residual contains NLOS error. By considering this factor with NLOS error properties, NLOS error is mitigated. Also a process noise covariance matrix tuning method is presented to reduce the time-delay estimation error caused by the single dynamic model-based filter when the speed or moving direction of a MN changes, that is the used dynamic model is not fit the current dynamic of a MN. The presented methods are evaluated by simulation allowing direct comparison between different localization methods. The simulation results show that the presented filter is more accurate than the iterative least squares- and extended Kalman filter-based localization methods.

Diagnostics of Observation Error of Satellite Radiance Data in Korean Integrated Model (KIM) Data Assimilation System (한국형수치예보모델 자료동화에서 위성 복사자료 관측오차 진단 및 영향 평가)

  • Kim, Hyeyoung;Kang, Jeon-Ho;Kwon, In-Hyuk
    • Atmosphere
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    • v.32 no.4
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    • pp.263-276
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    • 2022
  • The observation error of satellite radiation data that assimilated into the Korean Integrated Model (KIM) was diagnosed by applying the Hollingsworth and Lönnberg and Desrozier techniques commonly used. The magnitude and correlation of the observation error, and the degree of contribution for the satellite radiance data were calculated. The observation errors of the similar device, such as Advanced Technology Microwave Sounder (ATMS) and Advanced Microwave Sounding Unit-A shows different characteristics. The model resolution accounts for only 1% of the observation error, and seasonal variation is not significant factor, either. The observation error used in the KIM is amplified by 3-8 times compared to the diagnosed value or standard deviation of first-guess departures. The new inflation value was calculated based on the correlation between channels and the ratio of background error and observation error. As a result of performing the model sensitivity evaluation by applying the newly inflated observation error of ATMS, the error of temperature and water vapor analysis field were decreased. And temperature and water vapor forecast field have been significantly improved, so the accuracy of precipitation prediction has also been increased by 1.7% on average in Asia especially.