• 제목/요약/키워드: Extended Kalman Filtering

검색결과 84건 처리시간 0.033초

적응비선형 필터링과 전략적 채략이동 목표물의 추적에 관하여 (On Nonlinear Adaptive Filtering and Maneuvering Target Tracking)

  • 이만형;김종화
    • 대한전기학회논문지
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    • 제36권12호
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    • pp.908-917
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    • 1987
  • Most of moving targets are modelled as nonlinear dynamic equations. In recent years, the extended Kalman filter is frequently used for estimating their behaviors. The conditional Gaussian filter is more suitable than extended kalman filter in the filtering problem of nonlinear systems. But extended Kalman filter and conditional Gaussian filter often do not give optimal estimates and fail to track target trajectories because of its properties. Therefore it is desirable to use adaptive techniques to adapt target maneuvers. In this paper, we will discuss adaptive filtering technique using innovation process based on extended Kalman filter in real time, and suggest another maneuver estimation method using MRAS technique.

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칼만필터의 최근 동향 및 발전 (Advanced Kalman filter - a survey)

  • 이장규;이연석
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 16-17 Oct. 1987
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    • pp.464-469
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    • 1987
  • The Kalman filter is an optimal linear estimator that has been an active research topic for the past three decades. The scheme has become the milestone of modern filtering, and it is applied to many areas including navigations and controls of free vehicle. The Kalman filter technique is matured. But some problems are still remained to be resolved. The prevention of divergence induced by digital implementation, nonoptimal application for nonlinear system, and application to non-Gaussian processes are some of the problems. This paper surveys the problems. The square root filtering is suggested to prevent the divergence. The extended Kalman filter is used for nonlinear systems. And, many other approaches to Kalman-like optimal estimators are also investigated.

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분산된 센서들의 Registration 오차를 줄이기 위한 새로운 필터링 방법 (New Filtering Method for Reducing Registration Error of Distributed Sensors)

  • 김용식;이재훈;도현민;김봉근;타니카와 타미오;오바 코타로;이강;윤석헌
    • 로봇학회논문지
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    • 제3권3호
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    • pp.176-185
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    • 2008
  • In this paper, new filtering method for sensor registration is provided to estimate and correct error of registration parameters in multiple sensor environments. Sensor registration is based on filtering method to estimate registration parameters in multiple sensor environments. Accuracy of sensor registration can increase performance of data fusion method selected. Due to various error sources, the sensor registration has registration errors recognized as multiple objects even though multiple sensors are tracking one object. In order to estimate the error parameter, new nonlinear information filtering method is developed using minimum mean square error estimation. Instead of linearization of nonlinear function like an extended Kalman filter, information estimation through unscented prediction is used. The proposed method enables to reduce estimation error without a computation of the Jacobian matrix in case that measurement dimension is large. A computer simulation is carried out to evaluate the proposed filtering method with an extended Kalman filter.

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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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    • 제어로봇시스템학회 2003년도 ICCAS
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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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확장 강인 칼만 필터를 이용한 접근 탄도 미사일 추적 시스템 설계 (Design of Incoming Ballistic Missile Tracking Systems Using Extended Robust Kalman Filter)

  • 이현석;나원상;진승희;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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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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칼만필터링을 사용한 목표물 추적시스템의 설계 (Design of Target Tracking System using Kalman Filtering)

  • 김종화;이만형
    • 대한전기학회논문지
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    • 제37권9호
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    • pp.636-645
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    • 1988
  • A new filter algorithm is suggested improving structurally the conventional extended Kalman filter of which the performance is dependent on the selection of the reference axes, by use of line-of-sight axes and gain rotation technique. The implementation method using microcomputer which implements tracking Kalman filter is introduced in terms of hardware and software. Then, through the simulation the performance of suggested filter is compared with that of conventional extended Kalman filter and the possibility of the real time tracking of moving target is investigated.

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확장 칼만 필터를 이용한 2차원 트러스 구조물의 손상 추정에 적용된 5가지 손상지표의 유효성 및 수렴성에 관한 연구 (A Study on the Effectiveness and Convergency of Five Damage Measures for Damage Assessment of 2-Dimensional Truss Sturctures using Extended Kalman Filter)

  • 유숙경;서일교;권택진
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2000년도 봄 학술발표회논문집
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    • pp.207-214
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    • 2000
  • In this paper, a study of the effenctiveness and convergency of five damage measures for structural damage detection of 2-dimensional truss structure using the extended Kalman filtering algorithm is presented. These damage measures are associated with the change in mode shape and displacement due to structural damage. Damage measures contain the change in natural frequency, mode shape, curvature of mode shape, displacement of static force and curvature of displacement of static force. The effectiveness and convergency of these damage measures by using extended Kalman filtering algorithm are demonstrated with the numerical examples.

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구조물의 동특성치 예측을 위한 확장칼만필터기법의 초기치 설정에 관한 연구 (Initial value assumption for Estimation of Structural Dynamic System using Extended Kalman Filtering)

  • 정인희;양원직;강대언;오종식;박홍신;이원호
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2006년도 춘계학술발표회 논문집(I)
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    • pp.506-509
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    • 2006
  • Extended Kalman Filter iterate the prediction and the filtering based on Initial state for the next time step. EKF method for the estimation of nonlinear parameters of a structural dynamic system is necessary that initial of state vector and error covariance matrix. Because those are unknown exactly, generally selected random values. That occasion observability problem appear because of unknown initial values. In this study, for the estimation of the nonlinear parameters, a simple one degree of Freedom example is carried out by Extended Kalman Filter. And initial value assumption for Parameter Estimation of Dynamic System are developed. The result of analysis is compared with calculated standard values.

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