• Journal of Advanced Navigation Technology
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• v.16 no.5
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• pp.738-743
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• 2012

Kalman filter is generally used in INS/GPS integrated navigation filter. However, the INS with low performance inertia sensor can not find accurate azimuth in initial alignment stage because sensor noise level is too large compare to Earth rotation rate, therefore the performance and stability of Kalman filter can not be guaranteed. In this paper, the extended Kalman filter and particle filter combined filter structure which can be overcome large initial azimuth error is proposed.

• Journal of the Korea Institute of Military Science and Technology
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• v.26 no.1
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• pp.10-21
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• 2023

For various target tracking applications, it is well known that the Kalman filter is the optimal estimator(in the minimum mean-square sense) to predict and estimate the state(position and/or velocity) of linear dynamical systems driven by Gaussian stochastic noise. In the case of nonlinear systems, Extended Kalman filter(EKF) and/or Unscented Kalman filter(UKF) are widely used, which can be viewed as approximations of the(linear) Kalman filter in the sense of the conditional expectation. However, to implement EKF and UKF, the exact dynamical model information and the statistical information of noise are still required. In this paper, we propose the recurrent neural-network based Kalman filter, where its Kalman gain is obtained via the proposed GRU-LSTM based neural-network framework that does not need the precise model information as well as the noise covariance information. By the proposed neural-network based Kalman filter, the state estimation performance is enhanced in terms of the tracking error, which is verified through various linear and nonlinear tracking problems with incomplete model and statistical covariance information.

• Transactions of the Korean Society of Automotive Engineers
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• v.20 no.4
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• pp.68-75
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• 2012

This paper presents a study on the driveline output torque estimation using a discrete Kalman filter. The in-situ output shaft torque is first measured by a non-contacting magneto-elastic torque transducer. The linear state-space system equations are first derived and the discrete Kalman filter is designed based on the Kalman filter theory to recover the driveline output torque contaminated by random noises. In addition to using torque measurement, the estimation of the output torque using two angular velocities: the output and wheel, is also conducted. The experimental results show that the discrete Kalman filter can be effective for not only removing the random noise in output torque but also estimating the output torque without torque measurement.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.34 no.4
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• pp.47-52
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• 2006

Using the equivalent ARMA model representation of the mixed random errors, we propose Klaman filter design methods for aided INS(Inertial Navigation System) which contains the gyroscope mixed random errors. At first step, considering the characteristic of indirect feedback Kalman filter used in the aided INS, we perform the time difference of equivalent ARMA model. Next, according to the order of the time differenced ARMA model, we achieve the state space conversion of that by two methods. If the order of AR part is greater than MA part, we use controllable or observable canonical form. Otherwise, we establish the state apace equation via the method that several step ahead predicts are included in the state variable, where we can derive high and low order models depending on the variable which is compensated from gyroscope output. At final step, we include the state space equation of gyroscope mixed random errors into aided INS Kalman filter model. Through the simulation, we show that both the high and low order filter models proposed give less navigation errors compared to the conventional filter which assume the mixed random errors as white noise.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.48 no.11
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• pp.881-888
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• 2020

In this paper, research on estimation of states of a target of interest using Line Of Sight(LOS) angle measurement is performed. Target's position, velocity, and acceleration are chosen to be the states of interests. The LOS measurement is known to be highly non-linear, making target dynamic modeling hard to be implemented into a filter. To solve this issue, the Pseudomeasurement equation was applied to the LOS measurement equation. With the help of this equation, 3D variable turn target dynamic model is applied to the filter model. For better performance, Kinematic Constraint is also implemented into the filter model. As for the filter, Bias Compensation Pseudomeasurement Filter (BCPMF) is used which is known for its robustness to initial conditions. Moreover, Two-Stage Kalman Filter (TSKF) form was also implemented to benefit from the parallel computation. As a result, TBCPMF 3DVT-KC is proposed and simulated to assess performance.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.34 no.2
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• pp.48-55
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• 2006

Performance characteristics of the position-domain Hatch filter is analyzed for differential global navigation satellite systems. It is shown that the position-domain Hatch filter generates white measurement residual sequences, which is beneficial property for fault detection. It is also shown that the position-domain Hatch filter yields more accurate a priori state estimate than the position-domain Kalman-type filter. Thus, it can be concluded that the position-domain Hatch filter is beneficial in wide application areas where fault-tolerance and accuracy are required at the same time.

• Journal of the Korean Society for Precision Engineering
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• v.25 no.4
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• pp.39-46
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• 2008

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.48 no.1
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• pp.55-60
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• 2011

The most basic algorithm in SLAM(Simultaneous Localization And Mapping) technique of mobile robots is EKF(Extended Kalman Filter) SLAM. However, it requires prior information of characteristics of the system and the noise model which cannot be estimated in accurate. By this limit, Kalman Filter shows the following behaviors in a highly uncertain environment: becomes too sensitive to internal parameters, mathematical consistency is not kept, or yields a wrong estimation result. In contrast, $H_{\infty}$ filter does not requires a prior information in detail. Thus, based on a idea that $H_{\infty}$ filter based SLAM will be more robust than the EKF-SLAM, we propose a framework of $H_{\infty}$ filter based SLAM and show that suggested algorithm shows slightly better result man me EKF-SLAM in a highly uncertain environment.

• The Journal of the Acoustical Society of Korea
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• v.23 no.7
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• pp.540-547
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• 2004

Since speech enhancement algorithms based on Kalman/Wiener filter require a priori knowledge of the noise and have focused on the minimization of the variance of the estimation error between clean and estimated speech signal, small estimation error on the noise statistics may lead to large estimation error. However, H/sub ∞/ filter does not require any assumptions and a priori knowledge of the noise statistics, but searches the best estimated signal among the entire estimated signal by applying least upper bound, consequently it is more robust to the variation of noise statistics than Kalman/Wiener filter. In this paper, we Propose a speech enhancement method using HMM and multi H/sub ∞/ filters. First, HMM parameters are estimated with the training data. Secondly, speech is filtered with multiple number of H/sub ∞/ filters. Finally, the estimation of clean speech is obtained from the sum of the weighted filtered outputs. Experimental results shows about 1dB∼2dB SNR improvement with a slight increment of computation compared with the Kalman filter method.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.43 no.12
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• pp.1062-1070
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• 2015

This paper presents an application of an optimal smoothing filter for moving target tracking problem based on measured noise source. In order to measure distance and velocity for the moving target, a beamforming method is applied to use the noise source by using microphone array. Also a Kalman filter and an optimal smoothing algorithm are adopted to improve accuracy of trajectory estimation by using a Singer target model. The simulation is conducted with a missile dynamics to verify performance of the optimal smoothing filter, and a model rocket is used for experiment environment to compare the trajectory estimation results between the beamforming, the Kalman filter, and the smoother. The Kalman filter results show better tracking performance than the beamforming technique, and the estimation results of the optimal smoother outperform the Kalman filter in terms of trajectory accuracy in the experiment results.