• 제목/요약/키워드: Error covariance

검색결과 271건 처리시간 0.033초

Gaussian noise addition approaches for ensemble optimal interpolation implementation in a distributed hydrological model

  • Manoj Khaniya;Yasuto Tachikawa;Kodai Yamamoto;Takahiro Sayama;Sunmin Kim
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2023년도 학술발표회
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    • pp.25-25
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    • 2023
  • The ensemble optimal interpolation (EnOI) scheme is a sub-optimal alternative to the ensemble Kalman filter (EnKF) with a reduced computational demand making it potentially more suitable for operational applications. Since only one model is integrated forward instead of an ensemble of model realizations, online estimation of the background error covariance matrix is not possible in the EnOI scheme. In this study, we investigate two Gaussian noise based ensemble generation strategies to produce dynamic covariance matrices for assimilation of water level observations into a distributed hydrological model. In the first approach, spatially correlated noise, sampled from a normal distribution with a fixed fractional error parameter (which controls its standard deviation), is added to the model forecast state vector to prepare the ensembles. In the second method, we use an adaptive error estimation technique based on the innovation diagnostics to estimate this error parameter within the assimilation framework. The results from a real and a set of synthetic experiments indicate that the EnOI scheme can provide better results when an optimal EnKF is not identified, but performs worse than the ensemble filter when the true error characteristics are known. Furthermore, while the adaptive approach is able to reduce the sensitivity to the fractional error parameter affecting the first (non-adaptive) approach, results are usually worse at ungauged locations with the former.

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Kalman Filtering with Optimally Scheduled Measurements in Bandwidth Limited Communication Media

  • Pasand, Mohammad Mahdi Share;Montazeri, Mohsen
    • ETRI Journal
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    • 제39권1호
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    • pp.13-20
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    • 2017
  • A method is proposed for scheduling sensor accesses to the shared network in a networked control system. The proposed method determines the access order in which the sensors are granted medium access through minimization of the state estimation error covariance. Solving the problem by evaluating the error covariance for each possible ordered set of sensors is not practical for large systems. Therefore, a convex optimization problem is proposed, which yields approximate yet acceptable results. A state estimator is designed for the augmented system resulting from the incorporation of the optimally chosen communication sequence in the plant dynamics. A car suspension system simulation is conducted to test the proposed method. The results show promising improvement in the state estimation performance by reducing the estimation error norm compared to round-robin scheduling.

추적 레이더에서 적응형 확장 칼만 필터의 성능 분석 (Performance Analysis of Adaptive Extended Kalman Filter in Tracking Radar)

  • 송승언;신한섭;김대오;고석준
    • 대한임베디드공학회논문지
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    • 제12권4호
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    • pp.223-229
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    • 2017
  • An angle error is a factor obstructing to track accurate position in tracking radars. And the noise incurring the angle error can be divided as follows; thermal noise and glint. In general, Extended Kalman filter used in tracking radars is designed with considering thermal noise only. The Extended Klaman filter uses a fixed measurement error covariance when updating an estimate state by using ahead state and measurement. But, a noise power varies according to the range. Therefore we purposes the adaptive Kalman filter which changes the measurement noise covariance according to the range. In this paper, we compare the performance of the Extended Kalman filter and the proposed adaptive Kalman filter by considering KSLV-I (Korean Satellite Launch Vehicles).

Accommodation Rule Based on Navigation Accuracy for Double Faults in Redundant Inertial Sensor Systems

  • Yang, Cheol-Kwan;Shim, Duk-Sun
    • International Journal of Control, Automation, and Systems
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    • 제5권3호
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    • pp.329-336
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    • 2007
  • This paper considers a fault accommodation problem for inertial navigation systems (INS) that have redundant inertial sensors such as gyroscopes and accelerometers. It is wellknown that the more sensors are used, the smaller the navigation error of INS is, which means that the error covariance of the position estimate becomes less. Thus, when it is decided that double faults occur in the inertial sensors due to fault detection and isolation (FDI), it is necessary to decide whether the faulty sensors should be excluded or not. A new accommodation rule for double faults is proposed based on the error covariance of triad-solution of redundant inertial sensors, which is related to the navigation accuracy of INS. The proposed accommodation rule provides decision rules to determine which sensors should be excluded among faulty sensors. Monte Carlo simulation is performed for dodecahedron configuration, in which case the proposed accommodation rule can be drawn in the decision space of the two-dimensional Cartesian coordinate system.

Singular Value Decomposition Approach to Observability Analysis of GPS/INS

  • Hong, Sin-Pyo;Chun, Ho-Hwan
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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    • pp.133-138
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    • 2006
  • Singular value decomposition (SDV) approach is applied to the observability analysis of GPS/INS in this paper. A measure of observability for a subspace is introduced. It indicates the minimum size of perturbation in the information matrix that makes the subspace unobservable. It is shown that the measure has direct connections with observability of systems, error covariance, and singular structure of the information matrix. The observability measure given in this paper is applicable to the multi-input/multi-output time-varying systems. An example on the observability analysis of GPS/INS is given. The measure of observability is confirmed to be less sensitive to system model perturbation. It is also shown that the estimation error for the vertical component of gyro bias can be considered unobservable for small initial error covariance for a constant velocity horizontal motion.

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Development of an AOA Location Method Using Covariance Estimation

  • Lee, Sung-Ho;Roh, Gi-Hong;Sung, Tae-Kyung
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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    • pp.485-489
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    • 2006
  • In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and closed-form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a self-tuning weighted least square AOA algorithm that is a modified version of the conventional closed-form solution. In order to estimate the error covariance matrix as a weight, two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

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이동로봇의 위치인식을 위한 공분산 행렬 예측 기법 (An Estimation Method of the Covariance Matrix for Mobile Robots' Localization)

  • 도낙주;정완균
    • 제어로봇시스템학회논문지
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    • 제11권5호
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    • pp.457-462
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    • 2005
  • An empirical way of a covariance matrix which expresses the odometry uncertainty of mobile robots is proposed. This method utilizes PC-method which removes systematic errors of odometry. Once the systematic errors are removed, the odometry error can be modeled using the Gaussian probability distribution, and the parameters of the distribution can be represented by the covariance matrix. Experimental results show that the method yields $5{\%}$ and $2.3{\%}$ offset for the synchro and differential drive robots.

ERROR BOUNDS FOR SUMPSONS QUADRATURE THROUGH ZERO MEAN GEUSSIAN WITH COVARIANCE

  • Hong, Bum-Il;Choi, Sung-Hee;Hahm, Nahm-Woo
    • 대한수학회논문집
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    • 제16권4호
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    • pp.691-701
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    • 2001
  • We computed zero mean Gaussian of average error bounds pf Simpsons quadrature with convariances in [2]. In this paper, we compute zero mean Gaussian of average error bounds between Simpsons quadrature and composite Simpsons quadra-ture on four consecutive subintervals. The reason why we compute these on subintervals is because these results enable us to compute a posteriori error bounds on the whole interval in the later paper.

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포인트와 라인 세그먼트의 해석적 에러 검증을 위한 확률기반 시뮬레이션 모델에 관한 연구 (A Study on Stochastic Simulation Models to Internally Validate Analytical Error of a Point and a Line Segment)

  • 홍성철;주용진
    • Spatial Information Research
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    • 제21권2호
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    • pp.45-54
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    • 2013
  • 해석적 또는 시뮬레이션 오차 모델은 공간 데이터가 가지는 위치오차의 분포를 설명 하는데 유용하다. 그러나 두 오차 모델은 위치오차를 모델링을 하기위하여 다른 접근 방법을 이용하므로 정의된 조건 내에서 올바른 위치오차를 예측 하는지 확인하는 내적 검증을 필요로 한다. 이에 본 논문은 오차타원과 에러밴드 모델을 이용하여 제시한 포인트와 라인 세그먼트 시뮬레이션 오차 모델을 내부적으로 검증하는 방법을 제안하였다. 시뮬레이션 오차 모델은 분산-공분산 행렬(variance-covariance matrix)의 변수에 의해 규정된 확률분포에 따라 몬테카를로 시뮬레이션을 이용하여 위치오차들을 생성한다. 검증절차에서는 시뮬레이션 모델에 의한 위치오차의 집합을 해석적 오차 모델에 의한 이론적 위치오차와 비교하였다. 결과적으로 제안된 시뮬레이션 오차 모델은 정의된 위치오차에 따라 동일한 공간 데이터의 위치적 불확실성을 실현함을 확인할 수 있었다.

PSN 픽터의 해석 및 추적성능 예측 ((Theoretical Analysis and Performance Prediction for PSN Filter Tracking))

  • 정영헌;김동현;홍순목
    • 전자공학회논문지SC
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    • 제39권2호
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    • pp.166-175
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    • 2002
  • 이 논문에서는 표적 추적에 사용되는 PSN(Probabilistic Strongest Neighbor) 필터의 추적 성능을 예측한다. PSN 필터는 가장 강한 신호 크기를 가진 측정이 표적이외의 것으로부터 발생할 수 있다는 사건을 충분히 고려하기 때문에, 추적 성능에서 뿐만 아니라, 계산량 측면에서도 PDA(Probabilistic Data association) 필터보다 뛰어나다고 알려져 있다. 추적필터의 추정오차 공분산행렬(covariance matrix)은 추적의 성능을 결정하는 성능지수(performance index)로 널리 사용된다. PSN 필터의 추정오차 공분산행렬은 측정 데이터의 함수로써, 측정 데이터와 무관하게 추적기의 성능을 표현하기 위해서 HYCA(HYbrid Conditional Average)방법을 이용하여 추정오차 공분산행렬의 기대값에 대한 식을 제시하였다. 수치실험을 통하여 이 논문에서 제시한 성능 예측이 타당함을 보인다.