• Title/Summary/Keyword: Extended Filter

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Performance Comparison of Various Extended Kalman Filter and Cost-Reference Particle Filter for Target Tracking with Unknown Noise (노이즈 불확실성하에서의 확장칼만필터의 변종들과 코스트 레퍼런스 파티클필터를 이용한 표적추적 성능비교)

  • Shin, Myoungin;Hong, Wooyoung
    • Journal of the Korea Society for Simulation
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    • v.27 no.3
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    • pp.99-107
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    • 2018
  • In this paper, we study target tracking in two dimensional space using a Extended Kalman filter(EKF), various Extended Kalman Filter and Cost-Reference Particle Filter(CRPF), which can effectively estimate the state values of nonlinear measurement equation. We introduce various Extended Kalman Filter which the Unscented Kalman Filter(UKF), the Central Difference Kalman Filter(CDKF), the Square Root Unscented Kalman Filter(SR-UKF), and the Central Difference Kalman Filter(SR-CDKF). In this study, we calculate Mean Square Error(MSE) of each filters using Monte-Carlo simulation with unknown noise statistics. Simulation results show that among the various of Extended Kalman filter, Square Root Central Difference Kalman Filter has the best results in terms of speed and performance. And, the Cost-Reference Particle Filter has an advantageous feature that it does not need to know the noise distribution differently from Extended Kalman Filter, and the simulation result shows that the excellent in term of processing speed and accuracy.

An Extended Finite Impulse Response Filter for Discrete-time Nonlinear Systems (이산 비선형 시스템에 대한 확장 유한 임펄스 응답 필터)

  • Han, Sekyung;Kwon, Bo-Kyu;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.1
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    • pp.34-39
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    • 2015
  • In this paper, a finite impulse response (FIR) filter is proposed for discrete-time nonlinear systems. The proposed filter is designed by combining the estimate of the perturbation state and nominal state. The perturbation state is estimated by adapting the optimal time-varying FIR filter for the linearized perturbation model and the nominal state is directly obtained from the nonlinear nominal trajectory model. Since the FIR structured estimators use the finite horizon information on the most recent time interval, the proposed extended FIR filter satisfies the bounded input/bounded output (BIBO) stability, which can't be obtained from infinite impulse response (IIR) estimators. Thus, it can be expected that the proposed extended FIR filter is more robust than IIR structured estimators such as an extended Kalman filter for the round-of errors and the uncertainties from unknown initial states and uncertain system model parameters. The simulation results show that the proposed filter has better performance than the extended Kalman filter (EKF) in both robustness and fast convergency.

Nonlinearity-Compensation Extended Kalman Filter for Handling Unexpected Measurement Uncertainty in Process Tomography

  • Kim, Jeong-Hoon;Ijaz, Umer Zeeshan;Kim, Bong-Seok;Kim, Min-Chan;Kim, Sin;Kim, Kyung-Youn
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.1897-1902
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    • 2005
  • The objective of this paper is to estimate the concentration distribution in flow field inside the pipeline based on electrical impedance tomography. Special emphasis is given to the development of dynamic imaging technique for two-phase field undergoing a rapid transient change. Nonlinearity-compensation extended Kalman filter is employed to cope with unexpected measurement uncertainty. The nonlinearity-compensation extended Kalman filter compensates for the influence of measurement uncertainty and solves the instability of extended Kalman filter. Extensive computer simulations are carried out to show that nonlinearity-compensation extended Kalman filter has enhanced estimation performance especially in the unexpected measurement environment.

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Aircraft parameter estimation using the extended kalman filter (확장 칼만 필터를 이용한 항공기 파라미터 추정)

  • 송용규;황명신;박욱제
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1655-1658
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    • 1997
  • To obtain aircraft dynamic parameters, various estimation methods such as Maximum Likelihood, Linear Regression are applied. In this paper we adopt the extended Kalman filter(EKF) to estimate the stability and control derivatives in aircraft dynamic models from flight test data. The extended Kalman filter is applied to nonlinear augmented system assuming that unknown parameters are additional states. In this work, the results of the extended Kalman filter are compared with the results of the wind tunnel test using Chang Gong-91 aircraft flight test data.

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Nonlinear Filter for Orbit Determination (궤도결정을 위한 비선형 필터)

  • Yoon, Jangho
    • Journal of Aerospace System Engineering
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    • v.10 no.1
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    • pp.21-28
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    • 2016
  • Orbit determination problems have been interest of many researchers for long time. Due to the high nonlinearity of the equation of motion and the measurement model, it is necessary to linearize the both equations. To avoid linearization, the filter based on Fokker-Planck equation is designed. with the extended Kalman filter update mechanism, in which the associated Fokker-Planck equation was solved efficiently and accurately via discrete quadrature and the measurement update was done through the extended Kalman filter update mechanism. This filter based on the DQMOM and the EKF update is applied to the orbit determination problem with appropriate modification to mitigate the filter smugness. Unlike the extended Kalman filter, the hybrid filter based on the DQMOM and the EKF update does not require the burdensome evaluation of the Jacobian matrix and Gaussian assumption for the system, and can still provide more accurate estimations of the state than those of the extended Kalman filter especially when measurements are sparse. Simulation results indicate that the advantages of the hybrid filter based on the DQMOM and the EKF update make it a promising alternative to the extended Kalman filter for orbit estimation problems.

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

  • Song, Seungeon;Shin, Han-Seop;Kim, Dae-Oh;Ko, Seokjun
    • IEMEK Journal of Embedded Systems and Applications
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    • v.12 no.4
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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).

Performance Comparison in Estimating the Number of Competing Terminals in IEEE 802.11 Networks (Kalman vs. H Infinity Filter) (IEEE 802.11 시스템에서 경쟁 터미널 수 추정기법 성능분석 (칼만필터 vs. H Infinity Filter))

  • Kim, Taejin;Lim, Jaechan;Hong, Daehyoung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37A no.11
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    • pp.1001-1011
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    • 2012
  • In this paper, the effects to system performance are evaluated in IEEE 802.11 system when the number of competing terminals are estimated and reflected to the system. The IEEE 802.11 system uses DCF (Distributed Coordination Function) for the multiple access method, and the system throughput performance depends on the accuracy of the estimated number of competing terminals. We propose extended H infinity filter (EHIF) approach which does not require the noise information for estimating the number of competing terminals. Simulation results show that EHIF outperforms the extended Kalman filter in both saturated and non-saturated network conditions.

Attitude Estimation using Adaptive Extended Kalman Filter (적응 확장 칼만 필터를 이용한 3차원 자세 추정)

  • Suh, Young-Soo;Shin, Yeong-Hun;Park, Sang-Kyeong;Kang, Hee-Jun
    • Proceedings of the KIEE Conference
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    • 2004.05a
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    • pp.41-43
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    • 2004
  • This paper is concerned with attitude estimation using low cost, small-sized accelerometers and gyroscopes. A two step extended Kalman filter is proposed, which adaptively compensates external acceleration. External acceleration is the main source of estimation error. In the proposed filter, direction of external acceleration is estimated. According to the estimated direction, the accelerometer measurement covariance matrix of the two step extended Kalman filter is adjusted. The proposed algorithm is verified through experiments.

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A Krein Space Approach for Robust Extended Kalman Filtering on Mobile Robots in the Presence of Uncertainties

  • Jin, Seung-Hee;Park, Jin-Bae
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.1771-1776
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    • 2003
  • In mobile robot navigation, one of the key problems is the pose estimation of the mobile robot. Although the odometry can be used to describe the motions of the mobile robots quite simple and accurately, the validities of the models are limited by a number of error sources contaminating the encoder outputs so that applying the conventional extended Kalman filter to these nominal model does not yield the satisfactory performance. As a remedy for this problem, we consider the uncertain nonlinear kinematic model of the mobile robot that contains the norm bounded uncertainties and also propose a new robust extended Kalman filter based on the Krein space approach. The proposed robust filter has the same recursive structure as the conventional extended Kalman filter and can hence be readily designed to effectively account for the uncertainties. The computer simulations will be given to verify the robustness against the parameter variation as well as the reliable performance of the proposed robust filter.

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Design of Incoming Ballistic Missile Tracking Systems Using Extended Robust Kalman Filter (확장 강인 칼만 필터를 이용한 접근 탄도 미사일 추적 시스템 설계)

  • 이현석;나원상;진승희;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.188-188
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    • 2000
  • The most important problem in target tracking can be said to be modeling the tracking system correctly. Although the simple linear dynamic equation for this model has used until now, the satisfactory performance could not be obtained owing to uncertainties of the real systems in the case of designing the filters baged on the dynamic equations. In this paper, we propose the extended robust Kalman filter (ERKF) which can be applied to the real target tracking system with the parameter uncertainties. A nonlinear dynamic equation with parameter uncertainties is used to express the uncertain system model mathematically, and a measurement equation is represented by a nonlinear equation to show data from the radar in a Cartesian coordinate frame. To solve the robust nonlinear filtering problem, we derive the extended robust Kalman filter equation using the Krein space approach and sum quadratic constraint. We show the proposed filter has better performance than the existing extended Kalman filter (EKF) via 3-dimensional target tracking example.

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