• Title/Summary/Keyword: Kalman FIlter Estimation

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Design of H_$\infty$ state estimator using interpolation method (보간법을 이용한 H_$\infty$상태 추정기 설계)

  • 이금원
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1469-1472
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    • 1997
  • For system state estimation, existing LMS type esimators widely used. For example Kalman filter is one of them. In this paper, a state estimator is derived for the H$_{\infty}$ norm of the estimation error spectrum matrix to be minimized. For the solution of this problem classical NP interpolation problem is used. Also, by deriving the duality between the filter problem and the well-known H$_{\infty}$ control problem, another solution is obtained. The computer simuation results show that H$_{\infty}$ estimator has less estimation error and so this is better than the existing Kalman filter estimator.or.

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Satellite Orbit Determination using the Particle Filter

  • Kim, Young-Rok;Park, Sang-Young
    • Bulletin of the Korean Space Science Society
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    • 2011.04a
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    • pp.25.4-25.4
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    • 2011
  • Various estimation methods based on Kalman filter have been applied to the real-time satellite orbit determination. The most popular method is the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). The EKF is easy to implement and to use on orbit determination problem. However, the linearization process of the EKF can cause unstable solutions if the problem has the inaccurate reference orbit, sparse or insufficient observations. In this case, the UKF can be a good alternative because it does not contain linearization process. However, because both methods are based on Gaussian assumption, performance of estimation can become worse when the distribution of state parameters and process/measurement noise are non-Gaussian. In nonlinear/non-Gaussian problems the particle filter which is based on sequential Monte Carlo methods can guarantee more exact estimation results. This study develops and tests the particle filter for satellite orbit determination. The particle filter can be more effective methods for satellite orbit determination in nonlinear/non-Gaussian environment.

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A Kalman Filter based Video Denoising Method Using Intensity and Structure Tensor

  • Liu, Yu;Zuo, Chenlin;Tan, Xin;Xiao, Huaxin;Zhang, Maojun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.8 no.8
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    • pp.2866-2880
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    • 2014
  • We propose a video denoising method based on Kalman filter to reduce the noise in video sequences. Firstly, with the strong spatiotemporal correlations of neighboring frames, motion estimation is performed on video frames consisting of previous denoised frames and current noisy frame based on intensity and structure tensor. The current noisy frame is processed in temporal domain by using motion estimation result as the parameter in the Kalman filter, while it is also processed in spatial domain using the Wiener filter. Finally, by weighting the denoised frames from the Kalman and the Wiener filtering, a satisfactory result can be obtained. Experimental results show that the performance of our proposed method is competitive when compared with state-of-the-art video denoising algorithms based on both peak signal-to-noise-ratio and structural similarity evaluations.

Position Estimation of Free-Ranging AGV Systems Using the Extended Kalman Filter Technique (Extended Kalman Filter방법을 이용한 자유주행 무인 방송차의 위치 평가)

  • Lee, Sang-Ryong
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.38 no.12
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    • pp.971-982
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    • 1989
  • An integrating position estimation algorithm has been developed for the navigation system of a free-ranging AGV system. The navigation system focused in this research work consists of redundant wheel encoders for the relative position measurement and a vision sensor for the absolute position measurement. A maximum likelihood method and an extended Kalman filter are implemented for enhancing the performance of the position estimator. The maximum likelihood estimator processes noisy, redundant wheel encoder measurements and yields efficient estimates for the AGV motion between each sampling interval. The extended Kalman filter fuses inharmonious positional data from the deadreckoner and the vision sensor and computes the optimal position estimate. The simulation results show that the proposed position estimator solves a generalized estimation problem for locating the vehicle accurately in space.

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Vision-Based Relative State Estimation Using the Unscented Kalman Filter

  • Lee, Dae-Ro;Pernicka, Henry
    • International Journal of Aeronautical and Space Sciences
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    • v.12 no.1
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    • pp.24-36
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    • 2011
  • A new approach for spacecraft absolute attitude estimation based on the unscented Kalman filter (UKF) is extended to relative attitude estimation and navigation. This approach for nonlinear systems has faster convergence than the approach based on the standard extended Kalman filter (EKF) even with inaccurate initial conditions in attitude estimation and navigation problems. The filter formulation employs measurements obtained from a vision sensor to provide multiple line(-) of(-) sight vectors from the spacecraft to another spacecraft. The line-of-sight measurements are coupled with gyro measurements and dynamic models in an UKF to determine relative attitude, position and gyro biases. A vector of generalized Rodrigues parameters is used to represent the local error-quaternion between two spacecraft. A multiplicative quaternion-error approach is derived from the local error-quaternion, which guarantees the maintenance of quaternion unit constraint in the filter. The scenario for bounded relative motion is selected to verify this extended application of the UKF. Simulation results show that the UKF is more robust than the EKF under realistic initial attitude and navigation error conditions.

Localization of Mobile Robot using Local Map and Kalman Filtering (지역 지도와 칼만 필터를 이용한 이동 로봇의 위치 추정)

  • Lim, Byung-Hyun;Kim, Yeong-Min;Hwang, Jong-Sun;Ko, Nak-Yong
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2003.07b
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    • pp.1227-1230
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    • 2003
  • In this paper, we propose a pose estimation method using local map acquired from 2d laser range finder information. The proposed method uses extended kalman filter. The state equation is a navigation system equation of Nomad Super Scout II. The measurement equation is a map-based measurement equation using a SICK PLS 101-112 sensor. We describe a map consisting of geometric features such as plane, edge and corner. For pose estimation we scan external environments by laser rage finer. And then these data are fed to kalman filter to estimate robot pose and position. The proposed method enables very fast simultaneous map building and pose estimation.

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ESTIMATION OF DRIFT PARAMETER AND CHANGE POINT VIA KALMAN-BUCY FILTER FOR LINEAR SYSTEMS WITH SIGNAL DRIVEN BY A FRACTIONAL BROWNIAN MOTION AND OBSERVATION DRIVEN BY A BROWNIAN MOTION

  • Mishra, Mahendra Nath;Rao, Bhagavatula Lakshmi Surya Prakasa
    • Journal of the Korean Mathematical Society
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    • v.55 no.5
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    • pp.1063-1073
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    • 2018
  • We study the estimation of the drift parameter and the change point obtained through a Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and the observation driven by a Brownian motion.

An Extended Kalman Filter Robust to Linearization Error (선형화 오차에 강인한 확장칼만필터)

  • Hong, Hyun-Su;Lee, Jang-Gyu;Park, Chan-Gook
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.2
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    • pp.93-100
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    • 2006
  • In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

Foot Motion Estimation Smoother using Inertial Sensors (관성센서를 사용한 발의 움직임 추정용 평활기)

  • Suh, Young-Soo;Chee, Young-Joon
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.5
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    • pp.471-478
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    • 2012
  • A foot motion is estimated using an inertial sensor unit, which is installed on a shoe. The inertial sensor unit consists of 3 axis accelerometer and 3 axis gyroscopes. Attitude and position of a foot are estimated using an inertial navigation algorithm. To increase estimation performance, a smoother is used, where the smoother employs a forward and backward filter structure. An indirect Kalman filter is used as a forward filter and backward filter. A new combining algorithm for the smoother is proposed to combine a forward indirect Kalman filter and a backward indirect Kalman filter. Through experiments, the estimation performance of the proposed smoother is verified.