• Title/Summary/Keyword: Filter model

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A Linear Reservoir Model with Kslman Filter in River Basin (Kalman Filter 이론에 의한 하천유역의 선형저수지 모델)

  • 이영화
    • Journal of Environmental Science International
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    • v.3 no.4
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    • pp.349-356
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    • 1994
  • The purpose of this study is to develop a linear reservoir model with Kalman filter using Kalman filter theory which removes a physical uncertainty of :ainfall-runoff process. A linear reservoir model, which is the basic model of Kalman filter, is used to calculate runoff from rainfall in river basin. A linear reservoir model with Kalman filter is composed of a state-space model using a system model and a observation model. The state-vector of system model in linear. The average value of the ordinate of IUH for a linear reservoir model with Kalman filter is used as the initial value of state-vector. A .linear reservoir model with Kalman filter shows better results than those by linear reserevoir model, and decreases a physical uncertainty of rainfall-runoff process in river basin.

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Federated Information Mode-Matched Filters in ACC Environment

  • Kim Yong-Shik;Hong Keum-Shik
    • International Journal of Control, Automation, and Systems
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    • v.3 no.2
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    • pp.173-182
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    • 2005
  • In this paper, a target tracking algorithm for tracking maneuvering vehicles is presented. The overall algorithm belongs to the category of an interacting multiple-model (IMM) algorithm used to detect multiple targets using fused information from multiple sensors. First, two kinematic models are derived: a constant velocity model for linear motions, and a constant-speed turn model for curvilinear motions. Fpr the constant-speed turn model, a nonlinear information filter is used in place of the extended Kalman filter. Being equivalent to the Kalman filter (KF) algebraically, the information filter is extended to N-sensor distributed dynamic systems. The model-matched filter used in multi-sensor environments takes the form of a federated nonlinear information filter. In multi-sensor environments, the information-based filter is easier to decentralize, initialize, and fuse than a KF-based filter. In this paper, the structural features and information sharing principle of the federated information filter are discussed. The performance of the suggested algorithm using a Monte Carlo simulation under the two patterns is evaluated.

Performance Analysis of the state model based optimal FIR filter (STATE MODEL BASED OPTIMAL FIR 필터의 성능분석)

  • Lee, Kyu-Seung;Kwon, Wook-Hyun
    • 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.

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Rao-Blackwellized Multiple Model Particle Filter Data Fusion algorithm (Rao-Blackwellized Multiple Model Particle Filter자료융합 알고리즘)

  • Kim, Do-Hyeung
    • Journal of Advanced Navigation Technology
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    • v.15 no.4
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    • pp.556-561
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    • 2011
  • It is generally known that particle filters can produce consistent target tracking performance in comparison to the Kalman filter for non-linear and non-Gaussian systems. In this paper, I propose a Rao-Blackwellized multiple model particle filter(RBMMPF) to enhance computational efficiency of the particle filters as well as to reduce sensitivity of modeling. Despite that the Rao-Blackwellized particle filter needs less particles than general particle filter, it has a similar tracking performance with a less computational load. Comparison results for performance is listed for the using single sensor information RBMMPF and using multisensor data fusion RBMMPF.

Model based optimal FIR synthesis filter for a nosy filter bank system

  • Lee, Hyun-Beom;Han, Soo-Hee;Kwon, Wook-Hyun
    • 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.

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A EM-Log Aided Navigation Filter Design for Maritime Environment (해상환경용 EM-Log 보정항법 필터 설계)

  • Jo, Minsu
    • Journal of Advanced Navigation Technology
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    • v.24 no.3
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    • pp.198-204
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    • 2020
  • This paper designs a electromagnetic-log (EM-Log) aided navigation filter for maritime environment without global navigation satellite system (GNSS). When navigation is performed for a long time, Inertial navigation system (INS)'s error gradually diverges. Therefore, an integrated navigation method is used to solve this problem. EM-Log sensor measures the velocity of the vehicle. However, since the measured velocity from EM-Log contains the speed of the sea current, the aided navigation filter is required to estimate the sea current. This paper proposes a single model filter and interacting multiple (IMM) model filter methods to estimate the sea current and analyzes the influence of the sea current model on the filter. The performance of the designed aided navigation filter is verified using a simulation and the improvement rate of the filter compared to the pure navigation is analyzed. The performance of single model filter is improved when the sea current model is correct. However, when the sea current model is incorrect, the performance decreases. On the other hands, IMM model filter methods show the stable performance compared to the single model.

Maneuvering Target Tracking Using Multiresolutional Interacting Multiple Model Filter

  • Yu, C,H.;Choi, J.W.;Song, T.L.
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.2340-2344
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    • 2003
  • This paper considers a tracking filter algorithm which can track a maneuvering target. Multiresolutional Interacting Multiple Model (MRIMM) algorithm is proposed to reduce computational burden. In this paper multiresolutional state space model equation and multiresolutional measurement equation are derived by using wavelet transform. This paper shows the outline of MRIMM algorithm. Simulation results show that MRIMM algorithm maintains a good tracking performance and reduces computational burden.

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Estimation of baro-altimeter errors via model transition technique (모델 전이 기법을 이용한 기압고도계의 오차 추정)

  • 황익호
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.32-35
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    • 1996
  • In this paper, it is shown that the dominant errors of baro-altimeters can be characterized by bias and scale factor errors. Also an optimal filter for estimating both bias and scale factor is derived based on the concept of model transition. The optimal filter is, however, not realizable because the model transition hypotheses increase exponentially. Therefore a realizable suboptimal filter using the interacting multiple model(IMM) technique is proposed. Computer simulation results show that the estimation errors of the proposed filter are smaller than those of the conventional least squares algorithm with a forgetting factor when both the bias and the scale factor are varying.

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Velocity Matching Algorithm Using Robust H₂Filter (강인 H₂필터를 이용한 속도정합 알고리즘)

  • Yang, Cheol Gwan;Sim, Deok Seon;Park, Chan Guk
    • Journal of Institute of Control, Robotics and Systems
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    • v.7 no.4
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    • pp.363-363
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    • 2001
  • We study on the velocity matching algorithm for transfer alignment of inertial navigation system(INS) using a robust H₂ filter. We suggest an uncertainty model and a discrete robust H₂filter for INS and apply the suggested robust H₂ filter to the uncertainty model. The discrete robust H₂filter is shown by simulation to have better performance time and accuracy than Kalman filter.

Tank Model using Kalman Filter for Sediment Yield (유사량산정을 위한 Kalman filter를 이용한 탱크모델)

  • Lee, Yeong-Hwa
    • Journal of Environmental Science International
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    • v.16 no.12
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    • pp.1319-1324
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    • 2007
  • A tank model in conjunction with Kalman filter is developed for prediction of sediment yield from an upland watershed in Northwestern Mississippi. The state vector of the system model represents the parameters of the tank model. The initial values of the state vector were estimated by trial and error. The sediment yield of each tank is computed by multiplying the total sediment yield by the sediment yield coefficient. The sediment concentration of the first tank is computed from its storage and the sediment concentration distribution(SCD); the sediment concentration of the next lower tank is obtained by its storage and the sediment infiltration of the upper tank; and so on. The sediment yield computed by the tank model using Kalman filter was in good agreement with the observed sediment yield and was more accurate than the sediment yield computed by the tank model.