• Title/Summary/Keyword: Extended Kalman

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A study on the Parameter Identification for a Mechanical Dynamic System Using a Time-Domain Extened Kalman Filter Algorithm (시간 영역에서의 Extended Kalman Filter 알고리즘을 이용한 동적 기계 시스템의 파라미터 추정에 관한 연구)

  • 이용복;김창호;사종성;김광식
    • Journal of KSNVE
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    • v.2 no.2
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    • pp.135-140
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    • 1992
  • The Extended Kalman Filter(EKF) algorithm estimates variables and unknown parameters simultaneously and is applied to parameter identification of linear and nonlinear mechanical systems. In this paper, an EKF algorithm was developed through a computer simulation and then applied to a sealing test system as a practical example. Comparing with the frequency domain analysis, it was proved to be a useful alternative for the parameter identification.

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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.

A continuous-time modified gain extended Kalman filter

  • Song, Taek-Lyul
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.269-274
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    • 1986
  • A continuous-time modified gain extended Kalman filter (MGEKF) is developed in an effort to extend the discrete-time results of 1) and 2). Used as an observer, it is globally exponentially convergent. For stochastic system, the stability of the MGEKF is proven under certain conditions. The performance of the MGEKF is compared with that of the EKF for a particular nonlinear system where the fininate dimensional optimal filter exists.

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Autonomous Navigation Algorithm Development with Extended Kalman Filter and Sliding Mode Control (확장형 칼만필터와 슬라이딩 모드 제어기법을 이용한 자율항법 알고리즘 개발)

  • Yun, Duk-Sun;Yu, Hwan-Shin
    • Journal of Advanced Navigation Technology
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    • v.11 no.4
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    • pp.378-387
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    • 2007
  • In this paper, Authors develop and verify the algorithm for enhancing the performance of Unmanned vehicle's Autonomous navigation, and also propose the method of establishing much more precise Navigation locus. Unmanned vehicle has a destination, however orientation is not notified, which make it find the future orientation itself. Extended Kalman Filter make it access to the desirable direction, which coupled with INS and GPS is proposed in this paper. Sliding mode control could overcome the side slip and lateral minor movement of the vehicle. The test result would shows the effectiveness of Extended kalman filter and Slide mode control for the navigation.

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Sparsity-constrained Extended Kalman Filter concept for damage localization and identification in mechanical structures

  • Ginsberg, Daniel;Fritzen, Claus-Peter;Loffeld, Otmar
    • Smart Structures and Systems
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    • v.21 no.6
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    • pp.741-749
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    • 2018
  • Structural health monitoring (SHM) systems are necessary to achieve smart predictive maintenance and repair planning as well as they lead to a safe operation of mechanical structures. In the context of vibration-based SHM the measured structural responses are employed to draw conclusions about the structural integrity. This usually leads to a mathematically illposed inverse problem which needs regularization. The restriction of the solution set of this inverse problem by using prior information about the damage properties is advisable to obtain meaningful solutions. Compared to the undamaged state typically only a few local stiffness changes occur while the other areas remain unchanged. This change can be described by a sparse damage parameter vector. Such a sparse vector can be identified by employing $L_1$-regularization techniques. This paper presents a novel framework for damage parameter identification by combining sparse solution techniques with an Extended Kalman Filter. In order to ensure sparsity of the damage parameter vector the measurement equation is expanded by an additional nonlinear $L_1$-minimizing observation. This fictive measurement equation accomplishes stability of the Extended Kalman Filter and leads to a sparse estimation. For verification, a proof-of-concept example on a quadratic aluminum plate is presented.

Parameter identification for nonlinear behavior of RC bridge piers using sequential modified extended Kalman filter

  • Lee, Kyoung Jae;Yun, Chung Bang
    • Smart Structures and Systems
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    • v.4 no.3
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    • pp.319-342
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    • 2008
  • Identification of the nonlinear hysteretic behavior of a reinforced concrete (RC) bridge pier subjected to earthquake loads is carried out based on acceleration measurements of the earthquake motion and bridge responses. The modified Takeda model is used to describe the hysteretic behavior of the RC pier with a small number of parameters, in which the nonlinear behavior is described in logical forms rather than analytical expressions. Hence, the modified extended Kalman filter is employed to construct the state transition matrix using a finite difference scheme. The sequential modified extended Kalman filter algorithm is proposed to identify the unknown parameters and the state vector separately in two steps, so that the size of the problem for each identification procedure may be reduced and possible numerical problems may be avoided. Mode superposition with a modal sorting technique is also proposed to reduce the size of the identification problem for the nonlinear dynamic system with multi-degrees of freedom. Example analysis is carried out for a continuous bridge with a RC pier subjected to earthquake loads in the longitudinal and transverse directions.

THE ORBIT DETERMINATION OF LEO SATELLITES USING EXTENDED KALMAN FILTER (확장 칼만 필터를 이용한 LEO 위성의 궤도결정 방법)

  • 손건호;김광렬;최규홍
    • Journal of Astronomy and Space Sciences
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    • v.12 no.1
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    • pp.133-142
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    • 1995
  • We studied the nonlinear estimation problem of extended Kalman filter and appled this method to LEO satellite system. Through this method the performance of extended Kalman filter was analyzed. There were certain presumption taken; J2 and atmospheric drag were simply considered in the dynamic model of LEO satellite and the system noise error of $\sigma_r$=150m, $\sigma_r$=10m/s was presumed in the observation data. As results of this simulation, the overall state estimation errors of extended Kalman filter were within the presumed error range and also the ability of performance was maximized when the condition was the state process noise Q has the 1/10 level of covariance matrix Po.

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Design of Incoming Ballistic Missile Tracking Systems Using Extended Robust Kalman Fister (접근 탄도 미사일 추적 시스템에 사용하는 확장강인칼만필터 설계)

  • Shin, Jong-Gu;Lee, Hyun-Seok;Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 2000.11d
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    • pp.660-662
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    • 2000
  • The most important problem in traget 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 based 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. To solve the robust nonlinear fettering 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 example.

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