• Title/Summary/Keyword: Gauss-Markov-Kalman filter

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Viscoplasticity model stochastic parameter identification: Multi-scale approach and Bayesian inference

  • Nguyen, Cong-Uy;Hoang, Truong-Vinh;Hadzalic, Emina;Dobrilla, Simona;Matthies, Hermann G.;Ibrahimbegovic, Adnan
    • Coupled systems mechanics
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    • v.11 no.5
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    • pp.411-438
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    • 2022
  • In this paper, we present the parameter identification for inelastic and multi-scale problems. First, the theoretical background of several fundamental methods used in the upscaling process is reviewed. Several key definitions including random field, Bayesian theorem, Polynomial chaos expansion (PCE), and Gauss-Markov-Kalman filter are briefly summarized. An illustrative example is given to assimilate fracture energy in a simple inelastic problem with linear hardening and softening phases. Second, the parameter identification using the Gauss-Markov-Kalman filter is employed for a multi-scale problem to identify bulk and shear moduli and other material properties in a macro-scale with the data from a micro-scale as quantities of interest (QoI). The problem can also be viewed as upscaling homogenization.

Comparison of the Estimation-Before-Modeling Technique with the Parameter Estimation Method Using the Extended Kalman Filter in the Estimation of Manoeuvring Derivatives of a Ship (선박 조종미계수 식별 시 모델링 전 추정기법과 확장 Kalman 필터에 의한 계수추정법의 비교에 관한 연구)

  • 윤현규;이기표
    • Journal of the Society of Naval Architects of Korea
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    • v.40 no.5
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    • pp.43-52
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    • 2003
  • Two methods which estimate manoeuvring derivatives in the model of hydrodynamic force and moment acting on a manoeuvring ship using sea trial data were compared. One is the widely used parameter estimation method by using the Extended Kalman Filter (EKF), which estimates state variables of linearized state space model at every instant after dealing with the coefficients as the augmented state variables. The other one is the Estimation-Before-Modeling (EBM) technique, so called the two-step method. In the first step, hydrodynamic force of which dynamic model is assumed the third-order Gauss-Markov process is estimated along with motion variables by the EKF and the modified Bryson-Frazier smoother. Then, in the next step, manoeuvring derivatives are identified through the regression analysis. If the exact structure of hydrodynamic force could be known, which was an ideal case, the EKF method would be regarded as being more superior compared to the EBM technique. However the EBM technique was more robust than the EKF method from a realistic point of view where the assumed model structure was slightly different from the real one.

Estimation of External Forces and Current Variables in Sea Trial by Using the Estimation-Before-Modeling Method (모델링 전 추정기법을 이용한 조종시운전시의 외력 및 조류 변수 추정)

  • H.K. Yoon;K.P. Rhee
    • Journal of the Society of Naval Architects of Korea
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    • v.38 no.4
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    • pp.30-38
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    • 2001
  • The current is considered in the conventional manoeuvering equation. This equation is represented as the nonlinear state and measurement equations in which external forces and the direction and the velocity of current are augmented as that variables. The external forces are modeled as the third-order Gauss-Markov processes and the direction and the velocity of current are assumed to be constant. The augmented state variables are estimated with extended Kalman-Bucy filter and the fixed-interval smoother. While Hwang estimated motion state variables, hydrodynamic coefficients and the current variables simultaneously by using extended Kalman filter, external forces of surge, sway and yaw and the direction and the velocity of current are the only parameters to be estimated in the estimation-before-modeling method. The current variables are satisfactorily estimated in simulation process where the measurement noise is present.

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Kalman filter modeling for the estimation of tropospheric and ionospheric delays from the GPS network (망기반 대류 및 전리층 지연 추출을 위한 칼만필터 모델링)

  • Hong, Chang-Ki
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.30 no.6_1
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    • pp.575-581
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    • 2012
  • In general, various modeling and estimation techniques have been proposed to extract the tropospheric and ionospheric delays from the GPS CORS. In this study, Kalman filter approach is adopted to estimate the tropospheric and ionospheric delays and the proper modeling for the state vector and the variance-covariance matrix for the process noises are performed. The coordinates of reference stations and the zenith wet delays are estimated with the assumption of random walk stochastic process. Also, the first-order Gauss-Markov stochastic process is applied to compute the ionospheric effects. For the evaluation of the proposed modeling technique, Kalman filter algorithm is implemented and the numerical test is performed with the CORS data. The results show that the atmospheric effects can be estimated successfully and, as a consequence, can be used for the generation of VRS data.

Precise Positioning from GPS Carrier Phase Measurement Applying Stochastic Models for Ionospheric Delay (전리층 지연 효과의 통계적 모델을 이용한 반송파 정밀측위)

  • Yang, Hyo-Jin;Kwon, Jay-Hyoun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.25 no.4
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    • pp.319-325
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    • 2007
  • In case of more than 50km baseline length, the correlation between receivers is reduced. Therefore, there are still some rooms for improvement of its positional accuracy. In this paper, the stochastic modeling of the ionospheric delay is applied and its effects are analyzed. The data processing has been performed by constructing a Kalman filter with states of positions, ambiguities, and the ionospheric delays in the double differenced mode. Considering the medium or long baseline length, both double differenced GPS phase and code observations are used as observables and LAMBDA has been applied to fix the ambiguities. The ionospheric delay is stochastically modeled by well-known 1st order Gauss-Markov process. And the correlation time and variation of 1st order Gauss-Markov process are calculated. This paper gives analyzed results of developed algorithm compared with commercial software and Bernese.

The Realization of the Three Dimensional Guidance Law Using Modified Augmented Proportional Navigation (개선된 부가비례항법을 이용한 3차원 유도법칙의 구현)

  • Kim, Y.M.;Seo, J.H.
    • Proceedings of the KIEE Conference
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    • 1995.11a
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    • pp.222-224
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    • 1995
  • This paper deals with 3-dimensional missile guidance law. This presents the general optimal solution of the state equation which includes the target maneuvering as the Gauss-Markov processing. The main results ore about the transformation between the Cartesian coordinates on which both the guidance law and the filter are bused and the polar coordinates system in real missile guidance and measurement information. And the extended Kalman filter and adjustment of the estimated target acceleration by triangular functions is proposed solution to this transformation problem. It is shown that this proposed transformation is valid in real 3-dimensional guidance problem by the computer simulation.

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Stochastic upscaling via linear Bayesian updating

  • Sarfaraz, Sadiq M.;Rosic, Bojana V.;Matthies, Hermann G.;Ibrahimbegovic, Adnan
    • Coupled systems mechanics
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    • v.7 no.2
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    • pp.211-232
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    • 2018
  • In this work we present an upscaling technique for multi-scale computations based on a stochastic model calibration technique. We consider a coarse-scale continuum material model described in the framework of generalized standard materials. The model parameters are considered uncertain, and are determined in a Bayesian framework for the given fine scale data in a form of stored energy and dissipation potential. The proposed stochastic upscaling approach is independent w.r.t. the choice of models on coarse and fine scales. Simple numerical examples are shown to demonstrate the ability of the proposed approach to calibrate coarse scale elastic and inelastic material parameters.

Modeling of Stochastic Process Noises for Kinematic GPS Positioning (GPS 이동측위를 위한 프로세스 잡음 모델링)

  • Chang-Ki, Hong
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.33 no.2
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    • pp.123-129
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    • 2015
  • The Kalman filter has been widely used in the kinematic GPS positioning due to its flexibility and efficiency in computational points of view. At the same time, the relative positioning technique also provided the high precision positioning results by removing the systematic errors in the measurements significantly. However, the positioning quality may be degraded following to longer in baseline length. For this case, it is required that the remaining atmospheric effects, such as double-difference ionospheric delay and zenith wet delay, should be properly modeled by examining the characteristics of the stochastic processes. In general, atmospheric effects are estimated with the assumption of random walk, or the first-order Gauss-Markov stochastic process, which requires the precise modeling on the corresponding process noises. Therefore, we determined and provided the parameters for modelling the process noises for atmospheric effects. The auto-correlation functions are empirically determined at first, and then the parameters are extracted from the empirical auto-correlation function. In fact, the test results can be either applied directly, or used as guidance values for the modeling of process noises in the kinematic GPS positioning.