• 제목/요약/키워드: Error covariance

검색결과 274건 처리시간 0.027초

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.

측정오차를 고려한 거리영상의 변환계수 추출 (Extraction of registration parameters from range images considering measurement error)

  • 윤강식;이병욱;박래홍
    • 전자공학회논문지S
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    • 제34S권5호
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    • pp.66-72
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    • 1997
  • In this paper, we propose a method improving the accuracy of th eregistration coefficients calculated form two range images considering the measurement error. The employed range finder is based on triangulation and the depth measurement error is described with an error covariance matrix, which is based on thesensitivity of the range measurements. Experimental results demonstrate that the registration coefficients obtained with the proposed method are better than the results when the measurment errors are neglected.

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BOUNDS OF ZERO MEAN GAUSSIAN WITH COVARIANCE FOR AVERAGE ERROR OF TRAPEZOIDAL RULE

  • Hong, Bum-Il;Choi, Sung-Hee;Hahm, Nahm-Woo
    • Journal of applied mathematics & informatics
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    • 제8권1호
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    • pp.231-242
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    • 2001
  • We showed in [2] that if r≤2, zero mean Gaussian of average error of the Trapezoidal rule is proportional to h/sub i//sup 2r+3/ on the interval [0,1]. In this paper, if r≥3, we show that zero mean Gaussian of average error of the Trapezoidal rule is bounded by Ch⁴/sub i/h⁴/sub j/.

스트랩다운 관성항법장치의 신호변환기 양자화 오차모델 (Quantization error model of signal converter in strapdown inertial navigation system)

  • 정태호;송기원
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1991년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 22-24 Oct. 1991
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    • pp.131-135
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    • 1991
  • A quantization error model is suggested for analog to frequency(A/F) converter in strapdown inertial navigation system(SDINS),which is characterized by some white noise exciting the state variables. Also, effects on the performance of SDINS by analog to digital(A/D) converter and A/F converter are analyzed and compared via covariance simulation. As a result, A/F converter turns out to be superior to the A/D converter with respect to the induced navigation error and the difficulty in circuit realization. The quantization error model developed in this paper appears to be useful for optimal filter design.

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Precise Orbit Determination Based on the Unscented Transform for Optical Observations

  • Hwang, Hyewon;Lee, Eunji;Park, Sang-Young
    • Journal of Astronomy and Space Sciences
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    • 제36권4호
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    • pp.249-264
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    • 2019
  • In this study, the precise orbit determination (POD) software is developed for optical observation. To improve the performance of the estimation algorithm, a nonlinear batch filter, based on the unscented transform (UT) that overcomes the disadvantages of the least-squares (LS) batch filter, is utilized. The LS and UT batch filter algorithms are verified through numerical simulation analysis using artificial optical measurements. We use the real optical observation data of a low Earth orbit (LEO) satellite, Cryosat-2, observed from optical wide-field patrol network (OWL-Net), to verify the performance of the POD software developed. The effects of light travel time, annual aberration, and diurnal aberration are considered as error models to correct OWL-Net data. As a result of POD, measurement residual and estimated state vector of the LS batch filter converge to the local minimum when the initial orbit error is large or the initial covariance matrix is smaller than the initial error level. However, UT batch filter converges to the global minimum, irrespective of the initial orbit error and the initial covariance matrix.

PM10 예보 향상을 위한 민감도 분석에 의한 역모델 파라메터 추정 (Inverse Model Parameter Estimation Based on Sensitivity Analysis for Improvement of PM10 Forecasting)

  • 유숙현;구윤서;권희용
    • 한국멀티미디어학회논문지
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    • 제18권7호
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    • pp.886-894
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    • 2015
  • In this paper, we conduct sensitivity analysis of parameters used for inverse modeling in order to estimate the PM10 emissions from the 16 areas in East Asia accurately. Parameters used in sensitivity analysis are R, the observational error covariance matrix, and B, a priori (background) error covariance matrix. In previous studies, it was used with the predetermined parameter empirically. Such a method, however, has difficulties in estimating an accurate emissions. Therefore, an automatically determining method for the most suitable value of R and B with an error measurement criteria and posteriori emissions accuracy is required. We determined the parameters through a sensitivity analysis, and improved the accuracy of posteriori emissions estimation. Inverse modeling methods used in the emissions estimation are pseudo inverse, NNLS (Nonnegative Least Square), and BA(Bayesian Approach). Pseudo inverse has a small error, but has negative values of emissions. In order to resolve the problem, NNLS is used. It has a unrealistic emissions, too. The problems are resolved with BA(Bayesian Approach). We showed the effectiveness and the accuracy of three methods through case studies.

고유치분해가 필요없는 방위각 추정 알고리듬에서 센서신호의 선택기준 (A criterion for selecting sensor outputs in bearing estimation algorithm without eigendecomposition)

  • 정대원;박상배;이균경
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.70-75
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    • 1993
  • The performance of the BEWE(Bearing Estimation Without Eigendecomposition) algorithm depends on the sensor outputs which are selected to construct the projection matrix. In this paper, we construct the covariance matrix of the bearing estimates for two targets and propose the criterion to select the sensor outputs which minimize the covariance matrix. The computer simulation conforms that the estimation error is smallest when the sensor outputs are selected based on the proposed criterion.

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다중표적 추적을 위한 표적 탐지 임계값에 대한 연구 (A study on the detection threshold for multitarget tracking)

  • 이양원;이봉기;김광태;김경기
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 19-21 Oct. 1992
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    • pp.834-838
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    • 1992
  • Tracking performance depends on the quantity of the measurement data. In the Kalman-Bucy filter and other trackers, this dependence is well understood in terms of the measurement noise covariance matrix, which specifies the uncertainty in the value of measurement inputs. In this paper, we derived approximated error covariance matrix to evaluate the dependence of target detection probability and false alarm probability in the presence of uncertainty of measurement origin.

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세금 불확실성 하의 자산 가격 결정 (The Effect of Stochastic Taxes on Asset Prices)

  • 김창수
    • 재무관리연구
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    • 제12권2호
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    • pp.207-219
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    • 1995
  • This paper develops an equilibrium asset pricing model with taxation in the economy. The expected excess rate of return on a risky asset is shown to be an increasing function of the covariance of asset return with aggregate consumption rate changes and the covariance of asset return with the tax rates as well. Thus, the expected execss rate of return can be decomposed as the consumption risk premium and the tax premium. The capital asset pricing model derived in the absence of taxes is shown to understate the expected excess rate of return and to have a misspecification error in the economy with taxation.

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Modified Rodrigues Parameter 기반의 인공위성 관성모멘트 추정 연구 (Spacecraft Moment of Inertial Estimation by Modified Rodrigues Parameters)

  • 방효충
    • 한국항공우주학회지
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    • 제38권3호
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    • pp.243-248
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    • 2010
  • 본 연구에서는 인공위성의 관성 모멘트 추정을 위해 MRP(Modified Rodrigues Parameter) 자세 변수기반의 추정기를 설계하였다. MRP는 인공위성 자세 결정시 쿼터니 언(Quaternion) 파라미터의 구속 조건으로부터 발생하는 필터의 오차 공분산 행렬의 특이(Singularity) 현상을 피할 수 있는 장점이 있다. 한편 MRP의 경우 자세각 변위가 클 경우에 역시 특이현상이 발생할 수 있어 이를 피하기 위해 적절한 자세각 범위에서 인위적인 기준 운동을 생성하여 필터 설계에 적용하였다. 쿼터니언 파라미터의 단점을 극복하여 보다 안정된 오차 공분산 갱신 결과의 필터의 개선된 성능을 예상할 수 있다.