• 제목/요약/키워드: Gaussian filtering

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칼만필터의 최근 동향 및 발전 (Advanced Kalman filter - a survey)

  • 이장규;이연석
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 16-17 Oct. 1987
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    • pp.464-469
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    • 1987
  • The Kalman filter is an optimal linear estimator that has been an active research topic for the past three decades. The scheme has become the milestone of modern filtering, and it is applied to many areas including navigations and controls of free vehicle. The Kalman filter technique is matured. But some problems are still remained to be resolved. The prevention of divergence induced by digital implementation, nonoptimal application for nonlinear system, and application to non-Gaussian processes are some of the problems. This paper surveys the problems. The square root filtering is suggested to prevent the divergence. The extended Kalman filter is used for nonlinear systems. And, many other approaches to Kalman-like optimal estimators are also investigated.

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피드백과 박스 보정을 이용한 Particle Filtering 객체추적 방법론 (Particle Filtering based Object Tracking Method using Feedback and Tracking Box Correction)

  • 안정호
    • 한국위성정보통신학회논문지
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    • 제8권1호
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    • pp.77-82
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    • 2013
  • 최근 주목을 받고 있는 Particle Filtering은 실제 객체 추적에서 발생하는 비선형, 비 가우시안 분포를 가지는 상태 벡터의 사후확률을 추정하기 위한 Monte Carlo 시뮬레이션에 기반을 둔 추적 방법론이다. 우리는 본 논문에서 Particle Filtering을 이용한 객체 추적성능을 향상시킬 수 있는 두 가지 방법론을 제안한다. 첫 번째는 확률이 가장 낮은 샘플을 이전 프레임의 추정된 상태 벡터로 대치하는 피드백 방법론이고, 두 번째는 객체 확률 분포를 추정된 객체 후보영역에 역투영하여 신뢰구간을 구함으로써 추적 박스의 정확도를 향상시키는 방법이다. 또한, 실험을 통해 구한 추적 샘플의 진화 방정식을 제시하였다. 우리는 다양한 상황이 설정된 실험 데이터 셋을 구성하여 실험을 실시하여 제안한 방법론의 우수성을 입증하였다.

Recursive Unscented Kalman Filtering based SLAM using a Large Number of Noisy Observations

  • Lee, Seong-Soo;Lee, Suk-Han;Kim, Dong-Sung
    • International Journal of Control, Automation, and Systems
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    • 제4권6호
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    • pp.736-747
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    • 2006
  • Simultaneous Localization and Map Building(SLAM) is one of the fundamental problems in robot navigation. The Extended Kalman Filter(EKF), which is widely adopted in SLAM approaches, requires extensive computation. The conventional particle filter also needs intense computation to cover a high dimensional state space with particles. This paper proposes an efficient SLAM method based on the recursive unscented Kalman filtering in an environment including a large number of landmarks. The posterior probability distributions of the robot pose and the landmark locations are represented by their marginal Gaussian probability distributions. In particular, the posterior probability distribution of the robot pose is calculated recursively. Each landmark location is updated with the recursively updated robot pose. The proposed method reduces filtering dimensions and computational complexity significantly, and has produced very encouraging results for navigation experiments with noisy multiple simultaneous observations.

A Particle Filtering Approach for On-Line Failure Prognosis in a Planetary Carrier Plate

  • Orchard, Marcos E.;Vachtsevanos, George J.
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제7권4호
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    • pp.221-227
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    • 2007
  • This paper introduces an on-line particle-filtering-based framework for failure prognosis in nonlinear, non-Gaussian systems. This framework uses a nonlinear state-space model of the plant(with unknown time-varying parameters) and a particle filtering(PF) algorithm to estimate the probability density function(pdf) of the state in real-time. The state pdf estimate is then used to predict the evolution in time of the fault indicator, obtaining as a result the pdf of the remaining useful life(RUL) for the faulty subsystem. This approach provides information about the precision and accuracy of long-term predictions, RUL expectations, and 95% confidence intervals for the condition under study. Data from a seeded fault test for a UH-60 planetary carrier plate are used to validate the proposed methodology.

짱뚱어 자료로 살펴본 장기 시계열 자료의 순차적 몬테 칼로 추론 (A Sequential Monte Carlo inference for longitudinal data with luespotted mud hopper data)

  • 최일수
    • 한국정보통신학회논문지
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    • 제9권6호
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    • pp.1341-1345
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    • 2005
  • 비선형이고 정규분포에 따르지 않는 state-space모형분석에서 순차적 몬테 칼로(SMC)는 유용한 도구 중의 하나이다. 모수와 시그럴을 동시에 추정하기 위해 Monte Carlo particle filters를 사용할 수가 있다. 그러나 SMC는 여러단계의 반복을 요구하는 특별한 particle filtering 기법을 필요로 하게 된다. 본 논문은 particle filtering과 순차적 hybrid Monte Carlo(SHMC)을 결합하는 방법을 제시하고자 한다. 실험을 위해 짱뚱어 자료를 사용하였다.

INVERSE HALFTONING USING KALMANN FILTERING

  • Tanaka, Kenichi;Takagi, Ippei
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송공학회 2009년도 IWAIT
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    • pp.487-491
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    • 2009
  • The inverse halftoning is processing to restore the image made binary to former step image. There are smoothing and gaussian filtering in the technique so far. However, there are still a lot of insufficient points in past inverse halftoning. The removal of the noise and the edge enhansment are closely related in inverse halftoning. It is difficult to do both the noise rednctiom and the edge enhansment in high accuracy at the same time in the technique so far. The technique that can achieve both the removal of the noise and the emphasis of Edge at the same time is expected as future tasks. Then, it was tried to apply the Kalmann filtering to inverse halftoning. In the actual experiment, the effectiveness of the application of the Kalmann filtering to inverse halftoning comparing it with the technique so far was shown.

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Wiener Filtering을 이용한 잡음환경에서의 음성인식 (Speech Recognition in Noisy Environments using Wiener Filtering)

  • 김진영;엄기완;최홍섭
    • 음성과학
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    • 제1권
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    • pp.277-283
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    • 1997
  • In this paper, we present a robust recognition algorithm based on the Wiener filtering method as a research tool to develop the Korean Speech recognition system. We especially used Wiener filtering method in cepstrum-domain, because the method in frequency-domain is computationally expensive and complex. Evaluation of the effectiveness of this method has been conducted in speaker-independent isolated Korean digit recognition tasks using discrete HMM speech recognition systems. In these tasks, we used 12th order weighted cepstral as a feature vector and added computer simulated white gaussian noise of different levels to clean speech signals for recognition experiments under noisy conditions. Experimental results show that the presented algorithm can provide an improvement in recognition of as much as from $5\%\;to\;\20\%$ in comparison to spectral subtraction method.

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Filtering Effect in Supervised Classification of Polarimetric Ground Based SAR Images

  • Kang, Moon-Kyung;Kim, Kwang-Eun;Cho, Seong-Jun;Lee, Hoon-Yol;Lee, Jae-Hee
    • 대한원격탐사학회지
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    • 제26권6호
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    • pp.705-719
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    • 2010
  • We investigated the speckle filtering effect in supervised classification of the C-band polarimetric Ground Based SAR image data. Wishart classification method was used for the supervised classification of the polarimetric GB-SAR image data and total of 6 kinds of speckle filters were applied before supervised classification, which are boxcar, Gaussian, Lopez, IDAN, the refined Lee, and the refined Lee sigma filters. For each filters, we changed the filtering kernel size from $3{\times}3$ to $9{\times}9$ to investigate the filtering size effect also. The refined Lee filter with the kernel size of bigger than $5{\times}5$ showed the best result for the Wishart supervised classification of polarimetric GB-SAR image data. The result also showed that the type of trees could be discriminated by Wishart supervised classification of polarimetric GB-SAR image data.

LiDAR 센서 신호 보정 및 노이즈 필터링 기술 개발 (Signal Compensation of LiDAR Sensors and Noise Filtering)

  • 박홍순;최준호
    • 센서학회지
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    • 제28권5호
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    • pp.334-339
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    • 2019
  • In this study, we propose a compensation method of raw LiDAR data with noise and noise filtering for signal processing of LiDAR sensors during the development phase. The raw LiDAR data include constant errors generated by delays in transmitting and receiving signals, which can be resolved by LiDAR signal compensation. The signal compensation consists of two stage. First one is LiDAR sensor calibration for a compensation of geometric distortion. Second is walk error compensation. LiDAR data also include fluctuation and outlier noise, the latter of which is removed by data filtering. In this study, we compensate for the fluctuation by using the Kalman filter method, and we remove the outlier noise by applying a Gaussian weight function.

Hybrid Approach-Based Sparse Gaussian Kernel Model for Vehicle State Determination during Outage-Free and Complete-Outage GPS Periods

  • Havyarimana, Vincent;Xiao, Zhu;Wang, Dong
    • ETRI Journal
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    • 제38권3호
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    • pp.579-588
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    • 2016
  • To improve the ability to determine a vehicle's movement information even in a challenging environment, a hybrid approach called non-Gaussian square rootunscented particle filtering (nGSR-UPF) is presented. This approach combines a square root-unscented Kalman filter (SR-UKF) and a particle filter (PF) to determinate the vehicle state where measurement noises are taken as a finite Gaussian kernel mixture and are approximated using a sparse Gaussian kernel density estimation method. During an outage-free GPS period, the updated mean and covariance, computed using SR-UKF, are estimated based on a GPS observation update. During a complete GPS outage, nGSR-UPF operates in prediction mode. Indeed, because the inertial sensors used suffer from a large drift in this case, SR-UKF-based importance density is then responsible for shifting the weighted particles toward the high-likelihood regions to improve the accuracy of the vehicle state. The proposed method is compared with some existing estimation methods and the experiment results prove that nGSR-UPF is the most accurate during both outage-free and complete-outage GPS periods.