• Title/Summary/Keyword: Kalman FIlter Estimation

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Comparison of EKF and UKF on Training the Artificial Neural Network

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.499-506
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    • 2004
  • The Unscented Kalman Filter is known to outperform the Extended Kalman Filter for the nonlinear state estimation with a significance advantage that it does not require the computation of Jacobian but EKF has a competitive advantage to the UKF on the performance time. We compare both algorithms on training the artificial neural network. The validation data set is used to estimate parameters which are supposed to result in better fitting for the test data set. Experimental results are presented which indicate the performance of both algorithms.

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Kalman Randomized Joint UKF Algorithm for Dual Estimation of States and Parameters in a Nonlinear System

  • Safarinejadian, Behrouz;Vafamand, Navid
    • Journal of Electrical Engineering and Technology
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    • v.10 no.3
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    • pp.1212-1220
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    • 2015
  • This article presents a new nonlinear joint (state and parameter) estimation algorithm based on fusion of Kalman filter and randomized unscented Kalman filter (UKF), called Kalman randomized joint UKF (KR-JUKF). It is assumed that the measurement equation is linear. The KRJUKF is suitable for time varying and severe nonlinear dynamics and does not have any systematic error. Finally, joint-EKF, dual-EKF, joint-UKF and KR-JUKF are applied to a CSTR with cooling jacket, in which production of propylene glycol happens and performance of KR-JUKF is evaluated.

An Optimal FIR Filter for Discrete Time-varying State Space Models (이산 시변 상태공간 모델을 위한 최적 유한 임펄스 응답 필터)

  • Kwon, Bo-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.12
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    • pp.1183-1187
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    • 2011
  • In this paper, an optimal FIR (Finite-Impulse-Response) filter is proposed for discrete time-varying state-space models. The proposed filter estimates the current state using measured output samples on the recent time horizon so that the variance of the estimation error is minimized. It is designed to be linear, unbiased, with an FIR structure, and is independent of any state information. Due to its FIR structure, the proposed filter is believed to be robust for modeling uncertainty or numerical errors than other IIR filters, such as the Kalman filter. For a general system with system and measurement noise, the proposed filter is derived without any artificial assumptions such as the nonsingular assumption of the system matrix A and any infinite covariance of the initial state. A numerical example show that the proposed FIR filter has better performance than the Kalman filter based on the IIR (Infinite- Impulse-Response) structure when modeling uncertainties exist.

Design of the Target Estimation Filter based on Particle Filter Algorithm for the Multi-Function Radar (파티클 필터 알고리즘을 이용한 다기능레이더 표적 추적 필터 설계)

  • Moon, Jun
    • Journal of the Korea Institute of Military Science and Technology
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    • v.14 no.3
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    • pp.517-523
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    • 2011
  • The estimation filter in radar systems must track targets' position within low tracking error. In the Multi-Function Radar(MFR), ${\alpha}-{\beta}$ filter and Kalman filter are widely used to track single or multiple targets. However, due to target maneuvering, these filters may not reduce tracking error, therefore, may lost target tracks. In this paper, a target tracking filter based on particle filtering algorithm is proposed for the MFR. The advantage of this method is that it can track targets within low tracking error while targets maneuver and reduce impoverishment of particles by the proposed resampling method. From the simulation results, the improved tracking performance is obtained by the proposed filtering algorithm.

Unscented KALMAN Filtering for Spacecraft Attitude and Rate Determination Using Magnetometer

  • Kim, Sung-Woo;Abdelrahman, Mohammad;Park, Sang-Young;Choi, Kyu-Hong
    • Journal of Astronomy and Space Sciences
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    • v.26 no.1
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    • pp.31-46
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    • 2009
  • An Unscented Kalman Filter (UKF) for estimation of the attitude and rate of a spacecraft using only magnetometer vector measurement is developed. The attitude dynamics used in the estimation is the nonlinear Euler's rotational equation which is augmented with the quaternion kinematics to construct a process model. The filter is designed for small satellite in low Earth orbit, so the disturbance torques include gravity-gradient torque, magnetic disturbance torque, and aerodynamic drag torque. The magnetometer measurements are simulated based on time-varying position of the spacecraft. The filter has been tested not only in the standby mode but also in the detumbling mode. Two types of actuators have been modeled and applied in the simulation. The PD controller is used for the two types of actuators (reaction wheels and thrusters) to detumble the spacecraft. The estimation error converged to within 5 deg for attitude and 0.1 deg/s for rate respectively when the two types of actuators were used. A joint state parameter estimation has been tested and the effect of the process noise covariance on the parameter estimation has been indicated. Also, Monte-Carlo simulations have been performed to test the capability of the filter to converge with the initial conditions sampled from a uniform distribution. Finally, the UKF performance has been compared to that of the EKF and it demonstrates that UKF slightly outperforms EKF. The developed algorithm can be applied to any type of small satellites that are actuated by magnetic torquers, reaction wheels or thrusters with a capability of magnetometer vector measurements for attitude and rate estimation.

A Study on Unified Vector Control of Induction Motor (유도전동기의 통일적 벡터제어에 관한 연구)

  • Kim, Y.D.;Lee, D.C.
    • Journal of Power System Engineering
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    • v.5 no.3
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    • pp.95-103
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    • 2001
  • This study is applied to common induction motor, and vector control is realized by using an indirect type of induction motor which has a simple composition. In this study extended Kalman filter is used from control theoretical viewpoint, and primary resistance and secondary resistance which change according to the temperature of motor are simultaneously estimated. This paper aims to research an indirect vector control in which the secondary resistance obtained from this estimation is consistent with secondary flux. This estimation is made by on-line estimation, but on-line estimation is difficult because extended Kalman filter takes long time in computation time. So off-line estimation was made on the assumption that the variation of temperature in motor is slow temporally.

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Secondary Battery SOC Estimation Technique for an Autonomous System Based on Extended Kalman Filter (자율이동체를 위한 2차 전지의 확장칼만필터에 기초한 SOC 추정 기법)

  • Jeon, Chang-Wan;Lee, Yu-Mi
    • Journal of Institute of Control, Robotics and Systems
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    • v.14 no.9
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    • pp.904-908
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    • 2008
  • Every autonomous system like a robot needs a power source known as a battery. And proper management of the battery is very important for proper operation. To know State of Charge(SOC) of a battery is the very core of proper battery management. In this paper, the SOC estimation problem is tackled based on the well known Extended Kalman Filter(EKF). Combined the existing battery model is used and then EKF is employed to estimate the SOC. SOC table is constructed by extensive experiment under various conditions and used as a true SOC. To verify the estimation result, extensive experiment is performed with various loads. The comparison result shows the battery estimation problem can be well solved with the technique proposed in this paper. The result of this paper can be used to develop related autonomous system.

Attitude estimation: with or without spacecraft dynamics?

  • Yang, Yaguang;Zhou, Zhiqiang
    • Advances in aircraft and spacecraft science
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    • v.4 no.3
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    • pp.335-351
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    • 2017
  • Kalman filter based spacecraft attitude estimation has been used in many space missions and has been widely discussed in literature. While some models in spacecraft attitude estimation include spacecraft dynamics, most do not. To our best knowledge, there is no comparison on which model is a better choice. In this paper, we discuss the reasons why spacecraft dynamics should be considered in the Kalman filter based spacecraft attitude estimation problem. We also propose a reduced quaternion spacecraft dynamics model which admits additive noise. Geometry of the reduced quaternion model and the additive noise are discussed. This treatment is easier in computation than the one with full quaternion. Simulations are conducted to verify our claims.

Stator Resistance Estimation of Permanent Magnet Synchronous Motor by using Kalman Filter (칼만 필터를 이용한 영구자석 동기 전동기의 고정자 저항값 검출 방법)

  • Hwang, Sangjin;Lee, Dongmyung
    • The Transactions of the Korean Institute of Power Electronics
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    • v.24 no.2
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    • pp.92-98
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    • 2019
  • Accurate estimation of motor parameters is required in some motor control applications. For example, the value of stator resistance is required for stator flux-oriented control mostly used in doubly fed induction generator systems. Stator resistance is not a constant value and continuously changes due to the rise in temperature during motor operation. Estimation errors degrade the control performance. Hence, this study proposes a simple stator resistance estimation method. In this scheme, the differential components of voltage and current values are used to eliminate the dead-time effect, and Kalman filter algorithm is applied to reduce the error according to measurement noise. Simulation and experimental results obtained with a permanent magnet motor show the validity of the proposed algorithm.

Suboptimal Robust Generalized H2 Filtering using Linear Matrix Inequalities

  • Ra, Won-Sang;Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • Transactions on Control, Automation and Systems Engineering
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    • v.1 no.2
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    • pp.134-140
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    • 1999
  • The robust generalized H2 filtering problem for a class of discrete time uncertain linear systems satisfying the sum quadratic constraints(SQCs) is considered. The objective of this paper is to develop robust stability condition using SQCs and design a robust generalized Ha filter to take place of the existing robust Kalman filter. The robust generalized H2 filter is designed based on newly derived robust stability condition. The robust generalized Ha filter bounds the energy to peak gain from the energy bounded exogenous disturbances to the estimation errors under the given positive scalar ${\gamma}$. Unlike the robust Lalman filter, it does not require any spectral assumptions about the exogenous disturbances . Therefore the robust generalized H2 filter can be considered as a deterministic formulation of the robust Kalman filter. Moreover, the variance of the estimation error obtained by the proposed filter is lower than that by the existing robust Kalman filter. The robustness of the robust generalized H2 filter against the uncertainty and the exogenous signal is illustrated by a simple numerical example.

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