• Proceedings of the KIEE Conference
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• 1988.07a
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• pp.917-920
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• 1988

The effects of the errors due to incorrect a priori informations on the noise model as well as the system model in the continuous state model based optimal FIR filter is considered. When the optimal filter is perturbed, the error covariance is derived. From this equation, the performance of the state model based optimal FIR filter is analyzed for the given modeling error. Also the state model based optimal FIR filter is compared to the standard Kalman filter by an example.

• Journal of Institute of Control, Robotics and Systems
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• v.21 no.9
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• pp.807-810
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• 2015

In this paper, a finite impulse response(FIR) fixed-lag smoother is proposed for discrete-time nonlinear systems. If the actual state trajectory is sufficiently close to the nominal state trajectory, the nonlinear system model can be divided into two parts: The error-state model and the nominal model. The error state can be estimated by adapting the optimal time-varying FIR smoother to the error-state model, and the nominal state can be obtained directly from the nominal trajectory model. Moreover, in order to obtain more robust estimates, the linearization errors are considered as a linear function of the estimation errors. Since the proposed estimator has an FIR structure, the proposed smoother can be expected to have better estimation performance than the IIR-structured estimators in terms of robustness and fast convergence. Additionally the proposed method can give a more general solution than the optimal FIR filtering approach, since the optimal FIR smoother is reduced to the optimal FIR filter by setting the fixed-lag size as zero. To illustrate the performance of the proposed method, simulation results are presented by comparing the method with an optimal FIR filtering approach and linearized Kalman filter.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.413-418
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• 2003

In this paper, a new multirate optimal finite impulse response (FIR) filter is proposed for the signal reconstruction in the nosy filter bank systems. The multirate optimal FIR filter replaces the conventional synthesis filters and the Kalman synthesis filter. First, the generic linear model is derived from the multirate state space model for an autoregressive (AR)input signal. Second, the multirate optimal FIR filter is derived from the multirate generic linear model using the minimum variance criterion. This paper also provides numerical examples and results. The simulation results illustrate that the performance is improved compared with conventional synthesis filters and the proposed filter has advantages over the Kalman synthesis filter.

• Journal of Institute of Control, Robotics and Systems
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• v.19 no.5
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• pp.481-487
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• 2013

This paper presents an FIR (Finite Impulse Response) fixed-interval smoothing filter for fast and exact estimating state variables of a discrete nonlinear system with modeling uncertainty. Conventional IIR (Infinite Impulse Response) filter and smoothing filter can estimate state variables of a system with an exact model when the system is observable. When there is an uncertainty in the system model, however, conventional IIR filter and smoothing filter may cause large errors because the filters cannot estimate the state variables corresponding to the uncertain model exactly. To solve this problem, FIR filters that have fast estimation properties and have robustness to the modeling uncertainty have been developed. However, there is time-delay estimation phenomenon in the FIR filter. The FIR smoothing filter proposed in this paper makes up for the drawbacks of the IIR filter, IIR smoothing filter, and FIR filter. Therefore, the FIR smoothing filter has good estimation performance irrespective of modeling uncertainty. The proposed FIR smoothing filter is applied to the integrated navigation system composed of a magnetic compass based DR (Dead Reckoning) and a GPS (Global Positioning System) receiver. Even when the magnetic compass error that changes largely as the surrounding magnetic field is modeled as a random constant, it is shown that the FIR smoothing filter can estimate the varying magnetic compass error fast and exactly with simulation results.

• Journal of the Korean Society of Environmental Restoration Technology
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• v.19 no.6
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• pp.19-30
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• 2016

The projection of climate-related range shift is critical information for conservation planning of Korean fir (Abies koreana E. H. Wilson). We first modeled the distribution of Korean fir under current climate condition using five single-model species distribution models (SDMs) and the pre-evaluation weighted ensemble method and then predicted the distributions under future climate conditions projected with HadGEM2-AO under four $CO_2$ emission scenarios, the Representative Concentration Pathways (RCP) 2.6, 4.5, 6.0 and 8.5. We also investigated the predictive uncertainty stemming from five individual algorithms and four $CO_2$ emission scenarios for better interpretation of SDM projections. Five individual algorithms were Generalized linear model (GLM), Generalized additive model (GAM), Multivariate adaptive regression splines (MARS), Generalized boosted model (GBM) and Random forest (RF). The results showed high variations of model performances among individual SDMs and the wide range of diverging predictions of future distributions of Korean fir in response to RCPs. The ensemble model presented the highest predictive accuracy (TSS = 0.97, AUC = 0.99) and predicted that the climate habitat suitability of Korean fir would increase under climate changes. Accordingly, the fir distribution could expand under future climate conditions. Increasing precipitation may account for increases in the distribution of Korean fir. Increasing precipitation compensates the negative effects of increasing temperature. However, the future distribution of Korean fir is also affected by other ecological processes, such as interactions with co-existing species, adaptation and dispersal limitation, and other environmental factors, such as extreme weather events and land-use changes. Therefore, we need further ecological research and to develop mechanistic and process-based distribution models for improving the predictive accuracy.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2532-2537
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• 2005

FIR(Finite Impulse Response) filter is well known to be ideal for the finite time state-space model, but it requires much computation due to its inherent non-recursive structure especially when the measurement interval grows to a large extent. And often a fixed-lag smoother based on the finite time interval is needed to monitor the soundness of the system model and the measurement model, but the computation burden of FIR-type smoother imposes much restriction of its usage for real-time application. Conventional recursive forms of FIR estimator[1]-[4] could not be used for real time applications, since they are numerically unstable in their recursive equations. To cope with this problem, we suggest a stable recursive form FIR estimator(SRFIR) and its usefulness is demonstrated for designing the real-time fixed-lag smoother on the finite time window through an example of detection of rate bias in the anti-aircraft gun fire control system.

• 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.

• 제어로봇시스템학회:학술대회논문집
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• 1995.10a
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• pp.352-355
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• 1995

In this paper, estimation error bounds of the optimal FIR (Finite Impulse Response) filter, which is proposed by Kwon et al.[1, 2], are presented in discrete-time systems with the model uncertainty. Performance bounds are here represented by the upper bounds on the difference of the estimation error covariances between the nominal and real values in case of the systems with the noise or model parameter uncertainty. The estimation error bounds of the discrete-time optimal FIR filter is compared with those of the Kalman filter via a numerical example applied to the simulation problem by Toda and Patel[3]. Simulation results show that the former has robuster performance than the latter.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2516-2520
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• 2005

In this paper, finite impulse response (FIR) smoothers are proposed for discrete-time systems. The proposed FIR smoother is designed under the constraints of linearity, unbiasedness, FIR structure, and independence of the initial state information. It is also obtained by directly minimizing the performance criterion with unbiased constraints. The approach to the MVF smoother proposed in this paper is logical and systematic, while existing results have heuristic assumption, such as infinite covariance of the initial state. Additionally, the proposed MVF smoother is based on the general system model that may have the singular system matrix and has both system and measurement noises. Thorough simulation studies, it is shown that the proposed MVF smoother is more robust against modeling uncertainties numerical errors than fixed-lag Kalman smoother which is infinite impulse response (IIR) type estimator.

• Journal of Institute of Control, Robotics and Systems
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• v.1 no.1
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• pp.20-24
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• 1995

In this paper we analyze the performance bounds of the optimal FIR filter in continuous time systems with modeling uncertainty. The performance bounds are presented by the estimation error convariance and they are here expressed by the upper bounds of the difference of the estimation error covariance between the real and nominal values in case of the system with model uncertainties whose upper bounds are imperfrctly known a priori. The performance bounds of the optimal FIR filter are compared with those of the Kalman filter via a numerical example applied to the estimation of the motion of an aircraft carrier at sea, which shows the former has better performances than the latter.