• Title/Summary/Keyword: Kalman Filter

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A Parallel Kalman Filter for Discrete Linear Time-invariant System (이산 선형 시불변시스템에 대한 병렬칼만필터)

  • Kim, Yong Joon;Lee, Jang Gyu;Kim, Hyoung Joong
    • Journal of Industrial Technology
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    • v.10
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    • pp.15-20
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    • 1990
  • A parallel processing algorithm for discrete Kalman filter, which is one of the most commonly used filtering technique in modern control, signal processing, and communication, is proposed. Previously proposed parallel algorithms to decrease the number of computations needed in the Kalman filter are the hierachical structures by distributed processing of measurements, or the systolic structures to disperse the computational burden. In this paper, a new parallel Kalman filter employing a structure similar to recursive doubling is proposed. Estimated values of state variables by the new algorithm converge with two times faster data processing speed than that of the conventional Kalman filter. Moreover it maintains the optimality of the conventional Kalman filter.

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Performance Analysis of Emitter Localization Using Kalman Filter (Kalman filter를 이용한 위치추정 알고리즘의 성능 분석)

  • Lee, Joon-Ho;Cho, Seong-Woo;Lee, Dong-Keun
    • Journal of the Korea Institute of Military Science and Technology
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    • v.12 no.6
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    • pp.727-732
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    • 2009
  • In this paper, the dependence of the Kalman filter-based emitter location algorithm on the initial estimate is investigated. Given all the LOB data, the initial estimate of the emitter location is obtained from the linear LSE algorithm with the former LOB data. Using the initial estimate, the Kalman filter algorithm is applied with the remaining LOB data to update the initial estimate. It is shown that as the number of data used in the calculation of the initial estimate increases, the accuracy of the final estimate is improved and the total computational complexity of obtaining the initial estimate and the final estimate increases. In addition, the dependence of the performance of the Kalman filter algorithm on the predefined constant is illustrated.

Driveline Output Torque Estimation Using Discrete Kalman Filter (이산 칼만 필터를 이용한 구동 출력 토크 추정)

  • Gi-Woo, Kim
    • 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.

Adaptive array antenna using kalman filter method (Kalman filter법에 의한 어댑티브 어레이 안테나)

  • 박재성;오경석;주창복;박남천;정주수
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 1999.05a
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    • pp.39-42
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    • 1999
  • Adaptive array is using the array of antenna elements spatially and its output is the sum of each antenna elements output signal which is multiplied by the controlled weight coefficients corresponding to each elements. In this paper, for the BPSK and BFSK signals with S/I=2, S/N=10 is applied to the linear array antenna using the LMS & the Kalman filter algorithm. For the 4 elements equidistance linear array antenna system LMS and Kalman filter algorithm was used as the adaptive instruction principles and the application results to the constant amplitude envelope signals such as BPSK or BFSK can be seen that the computer simulation results are very fast in the convergence characteristics of directional patterns and the signal following characteristics.

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Kalman filter Method and the Conventional Method for the Bias Error Reduction of INS Vertical Channel (관성 항해 시스템 수직 찬넬의 Bias Error 감소에의 Kalman Filter 방법과 재래식 방법의 응용 비교)

  • Ha, In-Jung;Kim, Yeong-Gyun;Choe, Gye-Geun
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.19 no.2
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    • pp.23-30
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    • 1982
  • In this paper, two methods (Kalman filter and Conventional) are investigated to reduce the bias error in the INS (Intertial Navigation System) vertical channel. The schemes by these methods show better performance (estimation error and response) than the others commonly used. Comparison results show that the scheme by Kalman filter method gives much better performance than the Conventional method.

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A Parallel Processing Structure for the Discrete Kalman Filter (이산 칼만 필터의 병렬처리 구조)

  • 김용준;이장규;김병중
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.10
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    • pp.1057-1065
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    • 1990
  • A parallel processing algorithm for the discrete Kalman filter, which is one of the most commonly used filtering techniques in modern control, signal processing, and communication, is proposed. To decrease the number of computations critical in the Kalman filter, previously proposed parallel algorithms are of the hierarchical structure by distributed processing of measurements, or of the systolic structure to disperse the computational burden. In this paper, a new parallel Kalman filter employing a structure similar to recursive doubling is proposed. Estimated valuse of state variables by the new algorithm converge faster to the true values because the new algorithm can process data twice faster than the conventional Kalman filter. Moreover, it maintains the optimality of the conventional Kalman filter.

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A Parallel Kalman Filter for Discrete Linear Time-invariant System (이산 선형 시불변시스템에 대한 병렬칼만필터)

  • Lee, Jang-Gyu;Kim, Yong-Joon;Kim, Hyoung-Joong
    • Proceedings of the KIEE Conference
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    • 1990.07a
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    • pp.64-67
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    • 1990
  • A parallel processing algorithm for discrete Kalman filter, which is one of the most commonly used filtering technique in modern control, signal processing, and communication. is proposed. Previously proposed parallel algorithms to decrease the number of computations needed in the Kalman filter are the hierachical structures by distributed processing of measurements, or the systolic structures to disperse the computational burden. In this paper, a new parallel Kalman filter employing a structure similar to recursive doubling is proposed. Estimated values of state variables by the new algorithm converge with two times faster data processing speed than that of the conventional Kalman filter. Moreover it maintains the optimality of the conventional Kalman filter.

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Structural Improvement of Extended Kalman Filter using Coordinate Transformation (좌표 변환을 이용한 확장 칼만 필터의 구조적 개선)

  • Yun, Kang-Sup;Kim, Jong-Hwa;Hwang, Chang-Sun;Lee, Man-Hyung
    • Proceedings of the KIEE Conference
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    • 1988.07a
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    • pp.905-908
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    • 1988
  • In recent, Kalman filter technique has been much used as one of technique for tracking of the moving target. But some problem are still remained to be resolved. For example, when Kalman filter technique is applied to nonlinear system, the technique is nonoptimal estimator. Therefore, extended Kalman filter is proposed to reduce modeling error for nonlinear system. In this study, an extended Kalman filter in Cartesian coordinates is described for moving target, when the radar sensor measures range, azimuth and elevation angle in polar coordinates. And an approximate gain computation algorithm is proposed. In this approach, Kalman gains are computed for three uncoupled filter and multiplied by a Jacobian transformation determined from the measured target position and orientation.

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Past and State-of-the-Art SLAM Technologies (SLAM 기술의 과거와 현재)

  • Song, Jae-Bok;Hwang, Seo-Yeon
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.3
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    • pp.372-379
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    • 2014
  • This paper surveys past and state-of-the-art SLAM technologies. The standard methods for solving the SLAM problem are the Kalman filter, particle filter, graph, and bundle adjustment-based methods. Kalman filters such as EKF (Extended Kalman Filter) and UKF (Unscented Kalman Filter) have provided successful results for estimating the state of nonlinear systems and integrating various sensor information. However, traditional EKF-based methods suffer from the increase of computation burden as the number of features increases. To cope with this problem, particle filter-based SLAM approaches such as FastSLAM have been widely used. While particle filter-based methods can deal with a large number of features, the computation time still increases as the map grows. Graph-based SLAM methods have recently received considerable attention, and they can provide successful real-time SLAM results in large urban environments.

Design of Target Tracking System using Kalman Filtering (칼만필터링을 사용한 목표물 추적시스템의 설계)

  • 김종화;이만형
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.37 no.9
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    • pp.636-645
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    • 1988
  • A new filter algorithm is suggested improving structurally the conventional extended Kalman filter of which the performance is dependent on the selection of the reference axes, by use of line-of-sight axes and gain rotation technique. The implementation method using microcomputer which implements tracking Kalman filter is introduced in terms of hardware and software. Then, through the simulation the performance of suggested filter is compared with that of conventional extended Kalman filter and the possibility of the real time tracking of moving target is investigated.

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