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

• Smart Structures and Systems
• /
• v.17 no.6
• /
• pp.903-915
• /
• 2016

The classical Kalman filter (KF) provides a practical and efficient state estimation approach for structural identification and vibration control. However, the classical KF approach is applicable only when external inputs are assumed known. Over the years, some approaches based on Kalman filter with unknown inputs (KF-UI) have been presented. However, these approaches based solely on acceleration measurements are inherently unstable which leads poor tracking and so-called drifts in the estimated unknown inputs and structural displacement in the presence of measurement noises. Either on-line regularization schemes or post signal processing is required to treat the drifts in the identification results, which prohibits the real-time identification of joint structural state and unknown inputs. In this paper, it is aimed to extend the classical KF approach to circumvent the above limitation for real time joint estimation of structural states and the unknown inputs. Based on the scheme of the classical KF, analytical recursive solutions of an improved Kalman filter with unknown excitations (KF-UI) are derived and presented. Moreover, data fusion of partially measured displacement and acceleration responses is used to prevent in real time the so-called drifts in the estimated structural state vector and unknown external inputs. The effectiveness and performance of the proposed approach are demonstrated by some numerical examples.

• Smart Structures and Systems
• /
• v.18 no.3
• /
• pp.375-387
• /
• 2016

The classical Kalman filter (KF) can provide effective state estimation for structural identification and vibration control, but it is applicable only when external inputs are measured. So far, some studies of Kalman filter with unknown inputs (KF-UI) have been proposed. However, previous KF-UI approaches based solely on acceleration measurements are inherently unstable which leads to poor tracking and fictitious drifts in the identified structural displacements and unknown inputs in the presence of measurement noises. Moreover, it is necessary to have the measurements of acceleration responses at the locations where unknown inputs applied, i.e., with collocated acceleration measurements in these approaches. In this paper, it aims to extend the classical KF approach to circumvent the above limitations for general real time estimation of structural state and unknown inputs without using collocated acceleration measurements. Based on the scheme of the classical KF, an improved Kalman filter with unknown excitations (KF-UI) and without collocated acceleration measurements is derived. Then, data fusion of acceleration and displacement or strain measurements is used to prevent the drifts in the identified structural state and unknown inputs in real time. Such algorithm is not available in the literature. Some numerical examples are used to demonstrate the effectiveness of the proposed approach.

• 제어로봇시스템학회:학술대회논문집
• /
• 2005.06a
• /
• pp.1897-1902
• /
• 2005

The objective of this paper is to estimate the concentration distribution in flow field inside the pipeline based on electrical impedance tomography. Special emphasis is given to the development of dynamic imaging technique for two-phase field undergoing a rapid transient change. Nonlinearity-compensation extended Kalman filter is employed to cope with unexpected measurement uncertainty. The nonlinearity-compensation extended Kalman filter compensates for the influence of measurement uncertainty and solves the instability of extended Kalman filter. Extensive computer simulations are carried out to show that nonlinearity-compensation extended Kalman filter has enhanced estimation performance especially in the unexpected measurement environment.

• Journal of Communications and Networks
• /
• v.9 no.3
• /
• pp.219-228
• /
• 2007

In this paper, we present a novel blind adaptive multiuser detector structure and three robust recursive filters to improve the performance in CDMA environments: Sigma point kalman filter (SPKF), particle filter (PF), and Gaussian mixture sigma point particle filter (GMSPPF). Our proposed robust recursive filters have superior performance over a conventional extended Kalman filter (EKF). The proposed multiuser detector algorithms initially use Kalman prediction form to estimated channel parameters, and unknown data symbol be predicted. Second, based on this predicted data symbol, the robust recursive filters (e.g., GMSPPF) is a refined estimation of joint multipaths and time delays. With these estimated multipaths and time delays, data symbol detection is carried out (Kalman correction form). Computer simulations show that the proposed algorithms outperform the conventional blind multiuser detector with the EKF. Also we can see it provides a more viable means for tracking time-varying amplitudes and time delays in CDMA communication systems, compared to that of the EKF for near-far ratio of 20 dB. For this reason, it is believed that the proposed channel estimators can replace well-known filter such as the EKF.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.24 no.1 s.173
• /
• pp.7-15
• /
• 2000

This paper suggests an auto-tuning I'll) control algorithm that uses the advantage of PID controller and improves the system performance. The PID gains being designed by th- conventional method are tuned through the plant parameter estimation. The Extended Kalman Filter is used for the estimation. It works as an observer and noise filter. Moreover, as the plant state and the uncertain parameter could be estimated simultaneously, the proposed algorithm is very useful in the tracking control of a system with uncertain parameter. The auto-tuning I'll) controller could maintain the system performance in the case that the plant parameters are uncertain or varying. The proposed control algorithm requires a correct estimation of the plant parameter. The controller stability and the performance is considered through the stability criteria and a servo motor model. The Kalman filter estimates the most sensitive plant parameter, which is determined by the sensitivity analysis.

• The Transactions of the Korean Institute of Power Electronics
• /
• v.14 no.4
• /
• pp.261-267
• /
• 2009

Due to the measurement noise or system noise, the performance of photovoltaic power generation system can be degraded. If this noise is contained in the solar array voltage measurement signal, the correct operation of the maximum power point tracker can not be guaranteed. The application of the extended Kalman filter to the photovoltaic system can obtain enhanced states estimation result. The Kalman filter provides a recursive solution to optimally estimate from random noise signals. Additionally, as a consequence of Kalman filter, the unmeasurable state such as inductor current can be estimated without current sensor. The methods for system modeling and extended Kalman filter design are presented and the experimental results verify the validity of the proposed system.

• Water for future
• /
• v.28 no.2
• /
• pp.125-136
• /
• 1995

The propose of this study is improve the uncertainty of parameter choice of tank model by the trials and errors method. The real time prediction of parameter by using the Kalman filter is practiced to get the effective prediction algorithm of low flow runoff. Even though the total discharge of runoff through the orifice of each tank should be similar to the observed discharge, the tank model which can show the various basin characteristic is influenced by the runoff circumstances. As a result of the real-time estimation of the tank model parameter by the state-space type of Kalman filter, the variation of runoff circumstances is static when the convergence of observed value and estimated value keeps the ficed high point. The parameter of tank model which is estimated by Kalman filter shows good result for low flow and reasonable adaptability where flow change abruptly. The Kalman filter method is proved to give better result than Automatic structure estimation method.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.29 no.1 s.232
• /
• pp.59-66
• /
• 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.

• Journal of Institute of Control, Robotics and Systems
• /
• v.14 no.8
• /
• pp.740-744
• /
• 2008

In this paper, we propose a new time-to-go estimation filter for PN guided missiles. The proposed estimator is derived based on the approximation of the length of the PNG homing trajectory that we newly introduced using the special coordinate system. The coordinate system is convenient for taking the target movement into account. In addition, compared with the previous time-to-go estimation techniques, the parameters required for evaluating the length can be obtained only with the seeker measurements. Moreover, the seeker measurement error statistics can effectively be considered since our filter is derived based on the Kalman filter theory. Simulation result for a typical anti-ship see-skimming missile homing trajectory shows the excellent performance of the proposed filter.