• 제목/요약/키워드: Extended Kalman filter training

검색결과 19건 처리시간 0.025초

Comparison of EKF and UKF on Training the Artificial Neural Network

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • 제15권2호
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    • pp.499-506
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    • 2004
  • The Unscented Kalman Filter is known to outperform the Extended Kalman Filter for the nonlinear state estimation with a significance advantage that it does not require the computation of Jacobian but EKF has a competitive advantage to the UKF on the performance time. We compare both algorithms on training the artificial neural network. The validation data set is used to estimate parameters which are supposed to result in better fitting for the test data set. Experimental results are presented which indicate the performance of both algorithms.

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칼만필터로 훈련되는 순환신경망을 이용한 시변채널 등화 (Equalization of Time-Varying Channels using a Recurrent Neural Network Trained with Kalman Filters)

  • 최종수;권오신
    • 제어로봇시스템학회논문지
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    • 제9권11호
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    • pp.917-924
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    • 2003
  • Recurrent neural networks have been successfully applied to communications channel equalization. Major disadvantages of gradient-based learning algorithms commonly employed to train recurrent neural networks are slow convergence rates and long training sequences required for satisfactory performance. In a high-speed communications system, fast convergence speed and short training symbols are essential. We propose decision feedback equalizers using a recurrent neural network trained with Kalman filtering algorithms. The main features of the proposed recurrent neural equalizers, utilizing extended Kalman filter (EKF) and unscented Kalman filter (UKF), are fast convergence rates and good performance using relatively short training symbols. Experimental results for two time-varying channels are presented to evaluate the performance of the proposed approaches over a conventional recurrent neural equalizer.

시그마포인트 칼만필터를 이용한 순환신경망 학습 및 채널등화 (A Recurrent Neural Network Training and Equalization of Channels using Sigma-point Kalman Filter)

  • 권오신
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 심포지엄 논문집 정보 및 제어부문
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    • pp.3-5
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    • 2007
  • This paper presents decision feedback equalizers using a recurrent neural network trained algorithm using extended Kalman filter(EKF) and sigma-point Kalman filter(SPKF). EKF is propagated, analytically through the first-order linearization of the nonlinear system. This can introduce large errors in the true posterior mean and covariance of the Gaussian random variable. The SPKF addresses this problem by using a deterministic sampling approach. The features of the proposed recurrent neural equalizer And we investigate the bit error rate(BER) between EKF and SPKF.

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A MODIFIED EXTENDED KALMAN FILTER METHOD FOR MULTI-LAYERED NEURAL NETWORK TRAINING

  • KIM, KYUNGSUP;WON, YOOJAE
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제22권2호
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    • pp.115-123
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    • 2018
  • This paper discusses extended Kalman filter method for solving learning problems of multilayered neural networks. A lot of learning algorithms for deep layered network are sincerely suffered from complex computation and slow convergence because of a very large number of free parameters. We consider an efficient learning algorithm for deep neural network. Extended Kalman filter method is applied to parameter estimation of neural network to improve convergence and computation complexity. We discuss how an efficient algorithm should be developed for neural network learning by using Extended Kalman filter.

확장칼만필터에 의하여 학습된 다층뉴럴네트워크를 이용한 헬리오스타트 태양추적오차의 모델링 (Modeling of Heliostat Sun Tracking Error Using Multilayered Neural Network Trained by the Extended Kalman Filter)

  • 이상은;박영칠
    • 제어로봇시스템학회논문지
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    • 제16권7호
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    • pp.711-719
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    • 2010
  • Heliostat, as a concentrator reflecting the incident solar energy to the receiver located at the tower, is the most important system in the tower-type solar thermal power plant, since it determines the efficiency and performance of solar thermal plower plant. Thus, a good sun tracking ability as well as its good optical property are required. In this paper, we propose a method to compensate the heliostat sun tracking error. We first model the sun tracking error, which could be measured using BCS (Beam Characterization System), by multilayered neural network. Then the extended Kalman filter was employed to train the neural network. Finally the model is used to compensate the sun tracking errors. Simulated result shows that the method proposed in this paper improve the heliostat sun tracking performance dramatically. It also shows that the training of neural network by the extended Kalman filter provides faster convergence property, more accurate estimation and higher measurement noise rejection ability compared with the other training methods like gradient descent method.

시그마 포인트를 이용한 채널 등화용 순환신경망 훈련 알고리즘 (Training Algorithm of Recurrent Neural Network Using a Sigma Point for Equalization of Channels)

  • 권오신
    • 한국정보통신학회논문지
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    • 제11권4호
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    • pp.826-832
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    • 2007
  • 고속 통신 시스템의 채널 등화에 순환 신경망이 자주 이용되고 있다. 기존의 등화방법은 대부분 시불변 채널을 주로 다루었다. 그러나 이동통신과 같은 현대의 통신환경은 페이딩으로 인하여 시변특성을 갖는다. 본 논문에서는 비선형 시변 시스템에 적용하여 성능이 우수한 결정 피드백 순환신경망을 채널등화기로 이용하며, 또한 채널 등화에 빠른 수렴속도와 우수한 추적성능을 지니는 확장된 칼만필터와 시그마 포인트 칼만필터를 이용한 두 종류의 훈련 알고리즘을 제안한다. 확장된 칼만필터를 이용한 경우 비선형 시스템의 1차 선형화 과정에서 커다란 오차를 유발할 수도 있으며, 이에 대한 대안으로 시그마 포인트 칼만필터를 이용하여 이러한 문제점을 극복할 수 있다.

First Principle을 결합한 최소제곱 Support Vector Machine의 예측 능력 (Prediction Performance of Hybrid Least Square Support Vector Machine with First Principle Knowledge)

  • 김병주;심주용;황창하;김일곤
    • 한국정보과학회논문지:소프트웨어및응용
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    • 제30권7_8호
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    • pp.744-751
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    • 2003
  • 본 논문에서는 최근 뛰어난 예측력으로 각광받는 최소제곱 Support Vector Machine(Least Square Support Vector Machine: LS-SVM)과 First Principle(FP)을 결합한 하이브리드 최소제곱ㆍSupport Vector Machine 모델, HLS-SVM(Hybrid Least Square-Super Vector Machine)을 제안한다. 제안한 모델인 하이브리드 최소제곱 Support Vector Machine을 기존의 방법인 하이브리드 신경망(Hybrid Neural Network:HNN), 비선형 칼만필터와 하이브리드 신경망을 결합한 HNN-EKF (Hybrid Neural Network with Extended Kalman Filter) 모델과 비교해 보았다. HLS-SVM 모델은 학습 및 validation 과정에서는 HNN-EKF와 근사한 성능을 보였고, HNN 보다는 우수한 결과를 보였고, 일반화 성능에서는 HNN-EKF에 비해 3배, HNN보다 100배정도 우수한 결과를 보였다.

Experimental and numerical study of autopilot using Extended Kalman Filter trained neural networks for surface vessels

  • Wang, Yuanyuan;Chai, Shuhong;Nguyen, Hung Duc
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제12권1호
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    • pp.314-324
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    • 2020
  • Due to the nonlinearity and environmental uncertainties, the design of the ship's steering controller is a long-term challenge. The purpose of this study is to design an intelligent autopilot based on Extended Kalman Filter (EKF) trained Radial Basis Function Neural Network (RBFNN) control algorithm. The newly developed free running model scaled surface vessel was employed to execute the motion control experiments. After describing the design of the EKF trained RBFNN autopilot, the performances of the proposed control system were investigated by conducting experiments using the physical model on lake and simulations using the corresponding mathematical model. The results demonstrate that the developed control system is feasible to be used for the ship's motion control in the presences of environmental disturbances. Moreover, in comparison with the Back-Propagation (BP) neural networks and Proportional-Derivative (PD) based control methods, the EKF RBFNN based control method shows better performance regarding course keeping and trajectory tracking.

A Neural Network and Kalman Filter Hybrid Approach for GPS/INS Integration

  • Wang, Jianguo Jack;Wang, Jinling;Sinclair, David;Watts, Leo
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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    • pp.277-282
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    • 2006
  • It is well known that Kalman filtering is an optimal real-time data fusion method for GPS/INS integration. However, it has some limitations in terms of stability, adaptability and observability. A Kalman filter can perform optimally only when its dynamic model is correctly defined and the noise statistics for the measurement and process are completely known. It is found that estimated Kalman filter states could be influenced by several factors, including vehicle dynamic variations, filter tuning results, and environment changes, etc., which are difficult to model. Neural networks can map input-output relationships without apriori knowledge about them; hence a proper designed neural network is capable of learning and extracting these complex relationships with enough training. This paper presents a GPS/INS integrated system that combines Kalman filtering and neural network algorithms to improve navigation solutions during GPS outages. An Extended Kalman filter estimates INS measurement errors, plus position, velocity and attitude errors etc. Kalman filter states, and gives precise navigation solutions while GPS signals are available. At the same time, a multi-layer neural network is trained to map the vehicle dynamics with corresponding Kalman filter states, at the same rate of measurement update. After the output of the neural network meets a similarity threshold, it can be used to correct INS measurements when no GPS measurements are available. Selecting suitable inputs and outputs of the neural network is critical for this hybrid method. Detailed analysis unveils that some Kalman filter states are highly correlated with vehicle dynamic variations. The filter states that heavily impact system navigation solutions are selected as the neural network outputs. The principle of this hybrid method and the neural network design are presented. Field test data are processed to evaluate the performance of the proposed method.

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Wavelet Neural Network Based Generalized Predictive Control of Chaotic Systems Using EKF Training Algorithm

  • Kim, Kyung-Ju;Park, Jin-Bae;Choi, Yoon-Ho
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.2521-2525
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    • 2005
  • In this paper, we presented a predictive control technique, which is based on wavelet neural network (WNN), for the control of chaotic systems whose precise mathematical models are not available. The WNN is motivated by both the multilayer feedforward neural network definition and wavelet decomposition. The wavelet theory improves the convergence of neural network. In order to design predictive controller effectively, the WNN is used as the predictor whose parameters are tuned by error between the output of actual plant and the output of WNN. Also the training method for the finding a good WNN model is the Extended Kalman algorithm which updates network parameters to converge to the reference signal during a few iterations. The benefit of EKF training method is that the WNN model can have better accuracy for the unknown plant. Finally, through computer simulations, we confirmed the performance of the proposed control method.

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