• Title/Summary/Keyword: Error covariance

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

  • 윤강식;이병욱;박래홍
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.34S no.5
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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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    • v.8 no.1
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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/.

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

  • 정태호;송기원
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10a
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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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A criterion for selecting sensor outputs in bearing estimation algorithm without eigendecomposition (고유치분해가 필요없는 방위각 추정 알고리듬에서 센서신호의 선택기준)

  • 정대원;박상배;이균경
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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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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A study on the detection threshold for multitarget tracking (다중표적 추적을 위한 표적 탐지 임계값에 대한 연구)

  • 이양원;이봉기;김광태;김경기
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10a
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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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The Effect of Stochastic Taxes on Asset Prices (세금 불확실성 하의 자산 가격 결정)

  • Kim, Chang-Soo
    • The Korean Journal of Financial Management
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    • v.12 no.2
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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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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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    • v.36 no.4
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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.

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

  • Yu, Suk Hyun;Koo, Youn Seo;Kwon, Hee Yong
    • Journal of Korea Multimedia Society
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    • v.18 no.7
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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.

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

  • Bang, Hyo-Choong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.38 no.3
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    • pp.243-248
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    • 2010
  • This study addresses spacecraft moment of inertial estimation approach using Modified Rodrigues Parameters(MRP). The MRP offer advantage by avoiding singularity in Kalman Filter design for attitude determination caused by the norm constraint of quaternion parameters. Meanwhile, MRP may suffer singularity for large angular displacement, so that we designed appropriate reference attitude motion for accurate estimation. The proposed approach is expected to provide stable error covariance update with accurate spacecraft mass property estimation results.

A Tracking Filter with Motion Compensation in Local Navigation Frame for Ship-borne 2D Surveillance Radar (2 차원 탐색 레이다를 위한 국부 항법 좌표계에서의 운동보상을 포함한 추적필터)

  • Kim, Byung-Doo;Lee, Ja-Sung
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.5
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    • pp.507-512
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    • 2007
  • This paper presents a tracking filter with ship's motion compensation for a ship-borne radar tracking system. The ship's maneuver is described by displacement and rotational motions in the ship-centered east-north frame. The first order Taylor series approximation of the measurement error covariance of the converted measurement is derived in the ship-centered east-north frame. The ship's maneuver is compensated by incorporating the measurement error covariance of the converted measurement and displacement of the position state in the tracking filter. The simulation results via 500 Monte-Carlo runs show that the proposed method follows the target successfully and provides consistent tracking performance during ship's maneuvers while the conventional tracking filter without ship motion compensation fails to track during such periods.