• Journal of the Korean Society for Aeronautical & Space Sciences
• /
• v.40 no.2
• /
• pp.108-117
• /
• 2012

This paper focuses on a performance analysis of TRN among various nonlinear filtering methods. In a TRN research, extended Kalman filter(EKF) is a basic estimation algorithm. In this paper, iterated EKF(IEKF), EKF with stochastic linearization(SL), and unscented Kalman filter(UKF) algorithms are introduced to compare navigation performance with original EKF. In addition to introduced sequential filters, bank of Kalman filters method, which is one of the batch method, is also presented. Finally, by simulating an artificial aircraft mission, EKF with SL was chosen as the most consistent filter in the introduced sequential filters. Also, results suggested that the bank of Kalman filters can be alternative for TRN, when a fast convergence of navigation solution is needed.

• Journal of Electrical Engineering and Technology
• /
• v.9 no.6
• /
• pp.2107-2113
• /
• 2014

Particle filtering (PF) has shown its outperforming results compared to that of classical Kalman filtering (KF), particularly for highly nonlinear problems. However, PF may not be universally superior to the extended KF (EKF) although the case (i.e. an example that the EKF outperforms PF) is seldom reported in the literature. Particularly, PF approaches show degraded performance for problems where the state noise is very small or zero. This is because particles become identical within a few iterations, which is so called particle impoverishment (PI) phenomenon; consequently, no matter how many particles are employed, we do not have particle diversity regardless of if the impoverished particle is close to the true state value or not. In this paper, we investigate this PI phenomenon, and show an example problem where a classical KF approach outperforms PF approaches in terms of mean squared error (MSE) criterion. Furthermore, we compare the processing speed of the EKF and PF approaches, and show the better speed performance of classical EKF approaches. Therefore, PF approaches may not be always better option than the classical EKF for nonlinear problems. Specifically, we show the outperforming result of unscented Kalman filter compared to that of PF approaches (which are shown in Fig. 7(c) for processing speed performance, and Fig. 6 for MSE performance in the paper).

• Proceedings of the Korean Society of Precision Engineering Conference
• /
• 2013.05a
• /
• pp.311-312
• /
• 2013

• Proceedings of the Korean Society of Precision Engineering Conference
• /
• 2013.05a
• /
• pp.313-314
• /
• 2013

• Journal of Institute of Control, Robotics and Systems
• /
• v.12 no.2
• /
• pp.93-100
• /
• 2006

In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

• Journal of the Institute of Electronics and Information Engineers
• /
• v.50 no.1
• /
• pp.232-238
• /
• 2013

This paper study the position estimation of MBK system according to the non-linear filter for non-Gaussian noise in underwater sensor networks. In the filter to estimate location, recently, the extended Kalman filter (EKF) and particle filter are getting attention. EKF is widely used due to the best algorithm in the Gaussian noise environment, but has many restrictions on the usage in non-Gaussian noise environment such as in underwater. In this paper, we propose the improved One-Dimension Particle Filter (ODPF) using the distribution re-interpretation techniques based on the maximum likelihood. Through the simulation, we compared and analyzed the proposed particle filter with the EKF in non-Gaussian underwater sensor networks. In the case of both the sufficient statistical sample and the sufficient calculation capacity, we confirm that the ODPF's result shows more accurate localization than EKF's result.

• Journal of Astronomy and Space Sciences
• /
• v.25 no.3
• /
• pp.283-290
• /
• 2008

Satellite formation flying can provide the platform for interferometric observation to acquire the precise data and ensure the flexibility for space mission. This paper presents development and verification of an algorithm to estimate the baseline between formation flying satellites. To estimate a baseline(relative navigation) in real time, EKF(Extended Kalman Filter) and UKF(Unscented Kalman Filter) are used. Measurements for updating a state-vector in Kalman Filter are GPS single difference data. In results, The position errors in estimated baseline are converged to less than ${\pm}1m$ in both EKF and UKF. And as using the two types of Kalman filter, it is clear that the unscented Kalman filter shows a relatively better performance than the extended Kalman filter by comparing an efficiency to the model which has a non-linearity.

• Journal of Positioning, Navigation, and Timing
• /
• v.6 no.3
• /
• pp.105-116
• /
• 2017

Several wireless localization algorithms are evaluated for the IR-UWB-based indoor location with the assumption that the ranging measurements contain the channelwise Non-Calibration Error (NCE). The localization algorithms can be divided into the Model-free Localization (MfL) methods and Model-based Kalman Filtering (MbKF). The algorithms covered in this paper include Iterative Least Squares (ILS), Direct Solution (DS), Difference of Squared Ranging Measurements (DSRM), and ILS-Common (ILS-C) methods for the MfL methods, and Extended Kalman Filter (EKF), EKF-Each Channel (EKF-EC), EKF-C, Cubature Kalman Filter (CKF), and CKF-C for the MbKF. Experimental results show that the DSRM method has better accuracy than the other MfL methods. Also, it demands smallest computation time. On the other hand, the EKF-C and CKF-C require some more computation time than the DSRM method. The accuracy of the EKF-C and CKF-C is, however, best among the 9 methods. When comparing the EKF-C and CKF-C, the CKF-C can be easily used. Finally, it is concluded that the CKF-C can be widely used because of its ease of use as well as it accuracy.

• 제어로봇시스템학회:학술대회논문집
• /
• 2000.10a
• /
• pp.188-188
• /
• 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.

• Proceedings of the Korea Concrete Institute Conference
• /
• 2006.05a
• /
• pp.506-509
• /
• 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.