• Title/Summary/Keyword: Initial Estimation Error

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Bearing-only Localization of GNSS Interference using Iterated Consider Extended Kalman Filter

  • Park, Youngbum;Song, Kiwon
    • Journal of Positioning, Navigation, and Timing
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    • v.9 no.3
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    • pp.221-227
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    • 2020
  • In this paper, the Iterated Consider Extended Kalman Filter (ICEKF) is proposed for bearing-only localization of GNSS interference to improve the estimation performance and filter consistency. The ICEKF is an extended version of Consider KF (CKF) for Iterated EKF (IEKF) to consider an effect of bearing measurement bias error to filter covariance. The ICEKF can mitigate the EKF divergence problem which can occur when linearizing the nonlinear bearing measurement by a large initial state error. Also, it can mitigate filter inconsistency problem of EKF and IEKF which can occur when a weakly observable bearing measurement bias error state is not included in filter state vector. The simulation result shows that the localization error of the ICEKF is smaller than the EKF and IEKF, and the Root Mean Square (RMS) estimation error of ICEKF matches the covariance of filter.

Well-Conditioned Observer Design via LMI (LMI를 이용한 Well-Conditioned 관측기 설계)

  • 허건수;정종철
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 2003.04a
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    • pp.21-26
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    • 2003
  • The well-conditioned observer in a stochastic system is designed so that the observer is less sensitive to the ill-conditioning factors in transient and steady-state observer performance. These factors include not only deterministic issues such as unknown initial estimation error, round-off error, modeling error and sensing bias, but also stochastic issues such as disturbance and sensor noise. In deterministic perspectives, a small value in the L$_2$ norm condition number of the observer eigenvector matrix guarantees robust estimation performance to the deterministic issues and its upper bound can be minimized by reducing the observer gain and increasing the decay rate. Both deterministic and stochastic issues are considered as a weighted sum with a LMI (Linear Matrix Inequality) formulation. The gain in the well-conditioned observer is optimally chosen by the optimization technique. Simulation examples are given to evaluate the estimation performance of the proposed observer.

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Development of an AOA Location Method Using Covariance Estimation

  • Lee, Sung-Ho;Roh, Gi-Hong;Sung, Tae-Kyung
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.485-489
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    • 2006
  • In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and closed-form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a self-tuning weighted least square AOA algorithm that is a modified version of the conventional closed-form solution. In order to estimate the error covariance matrix as a weight, two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

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A Study on the GPS Error Compensation using Estimation Point of Moving Position at a Vehicle

  • Song, Suck-Woo;Song, Hyun-Sung;Jang, Hong-Seok;Rho, Do-Hwan
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.64.5-64
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    • 2001
  • It is a very important problem that we grasp the accurate position at car navigation system. The GPS has used for knowing position because of accumulating few errors, but it have errors that are Tropospheric error, ionospheric error and Multipath error and so on. In this paper, We estimate moving position of a vehicle by Kalman filter using initial value after deducing the line equation using initial value and target value of map data. Then, we compensate GPS errors compare estimated poing with GPS errors. The experimental results have shown that are compared position data during real travel with compensated position data which are got after applying the algorithm ...

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Robust Kalman Filter Design via Selecting Performance Indices (성능지표 선정을 통한 강인한 칼만필터 설계)

  • Jung Jongchul;Huh Kunsoo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.29 no.1 s.232
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    • pp.59-66
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    • 2005
  • In this paper, a robust stationary Kalman filter is designed by minimizing selected performance indices so that it is less sensitive to uncertainties. The uncertainties include not only stochastic factors such as process noise and measurement noise, but also deterministic factors such as unknown initial estimation error, modeling error and sensing bias. To reduce the effect on the uncertainties, three performance indices that should be minimized are selected based on the quantitative error analysis to both the deterministic and the stochastic uncertainties. The selected indices are the size of the observer gain, the condition number of the observer matrix, and the estimation error variance. The observer gain is obtained by optimally solving the multi-objectives optimization problem that minimizes the indices. The robustness of the proposed filter is demonstrated through the comparison with the standard Kalman filter.

Estimation of A New Initial Parameter for the Lloyd-Max Algorithm (로이드-맥스 알고리즘을 위한 새로운 초기 파라메타의 추정)

  • Eon Kyeong Joo
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.7
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    • pp.26-32
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    • 1994
  • The Lloyd-Max algorithm is an iterative scheme for design of the minimum mean square error quantizer. It is very simple in concept and easy to program into a computer. However its convergence and accuracy are primarily dependent upon the accuracy of the initial parameter. In this paper, a new initial parameter which converges to a specific value when the number of output levels becomes large is selected. And an estimator using curve fitting techique is suggested. In addition, performance of the proposed method is shown to be superior to that of the existing methods in accuracy and convergence.

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Satellite's orbit tracking with batch estimation

  • Kim, Jong-Ah;Kim, Jin-Ho
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.224-228
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    • 1994
  • This paper deals with a Batch processor application to determine orbit trajectories from satellite tracking data. The purpose of this paper is to find the initial state vectors. In order to determine the better estimation process, several different cases are compared. Here we adapt a minimum variance concept to develop estimation and prediction techniques. These results are compared with by SEP, Spherical Error Probable, values.

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Effect of initial ground temperature measurement on the design of borehole heat exchanger (초기 지중온도 측정이 지중 열교환기 설계에 미치는 영향)

  • Song, Yoon-ho;Kim, Seong-Kyun;Lee, Kang-Kun;Lee, Tae-Jong
    • 한국신재생에너지학회:학술대회논문집
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    • 2009.06a
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    • pp.600-603
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    • 2009
  • We compared relative importance of thermal conductivity and initial ground temperature in designing borehole heat exchanger network and also we test accuracy of ground temperature estimation in thermal response test using a proven 3-D T-H modeler. The effect of error in estimating ground temperature on calculated total length of borehole heat exchanger was more than 3 times larger than the case of thermal conductivity in maximum 20% error range. Considering 10% of error in estimating thermal conductivity is generally acceptable, we have to define the initial ground temperature within 5% confidence level. Utilizing the mean annual ground surface temperature and the geothermal gradient map compiled so far can be a economic way of estimating ground temperature with some caution. When performing thermal response test for estimating ground temperature as well as measuring thermal conductivity, minimum 100 minutes of ambient circulation is required, which should be even more in case of very cold and hot seasons.

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Stochastic Error Compensation Method for RDOA Based Target Localization in Sensor Network (통계적 오차보상 기법을 이용한 센서 네트워크에서의 RDOA 측정치 기반의 표적측위)

  • Choi, Ga-Hyoung;Ra, Won-Sang;Park, Jin-Bae;Yoon, Tae-Sung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.10
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    • pp.1874-1881
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    • 2010
  • A recursive linear stochastic error compensation algorithm is newly proposed for target localization in sensor network which provides range difference of arrival(RDOA) measurements. Target localization with RDOA is a well-known nonlinear estimation problem. Since it can not solve with a closed-form solution, the numerical methods sensitive to initial guess are often used before. As an alternative solution, a pseudo-linear estimation scheme has been used but the auto-correlation of measurement noise still causes unacceptable estimation errors under low SNR conditions. To overcome these problems, a stochastic error compensation method is applied for the target localization problem under the assumption that a priori stochastic information of RDOA measurement noise is available. Apart from the existing methods, the proposed linear target localization scheme can recursively compute the target position estimate which converges to true position in probability. In addition, it is remarked that the suggested algorithm has a structural reconciliation with the existing one such as linear correction least squares(LCLS) estimator. Through the computer simulations, it is demonstrated that the proposed method shows better performance than the LCLS method and guarantees fast and reliable convergence characteristic compared to the nonlinear method.

Design of the Well-Conditioned Observer - A Linear Matrix Inequality Approach - (Well-Conditioned 관측기 설계 - A Linear Matrix Inequality Approach -)

  • Jung, Jong-Chul;Huh, Kun-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.5
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    • pp.503-510
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    • 2004
  • In this paper, the well-conditioned observer for a stochastic system is designed so that the observer is less sensitive to the ill-conditioning factors in transient and steady-state observer performance. These factors include not only deterministic uncertainties such as unknown initial estimation error, round-off error, modeling error and sensing bias, but also stochastic uncertainties such as disturbance and sensor noise. In deterministic perspectives, a small value in the L$_{2}$ norm condition number of the observer eigenvector matrix guarantees robust estimation performance to the deterministic uncertainties. In stochastic viewpoints, the estimation variance represents the robustness to the stochastic uncertainties and its upper bound can be minimized by reducing the observer gain and increasing the decay rate. Both deterministic and stochastic issues are considered as a weighted sum with a LMI (Linear Matrix Inequality) formulation. The gain in the well-conditioned observer is optimally chosen by the optimization technique. Simulation examples are given to evaluate the estimation performance of the proposed observer.