• Title/Summary/Keyword: Kalman Filter

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A Research for Imputation Method of Photovoltaic Power Missing Data to Apply Time Series Models (태양광 발전량 데이터의 시계열 모델 적용을 위한 결측치 보간 방법 연구)

  • Jeong, Ha-Young;Hong, Seok-Hoon;Jeon, Jae-Sung;Lim, Su-Chang;Kim, Jong-Chan;Park, Chul-Young
    • Journal of Korea Multimedia Society
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    • v.24 no.9
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    • pp.1251-1260
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    • 2021
  • This paper discusses missing data processing using simple moving average (SMA) and kalman filter. Also SMA and kalman predictive value are made a comparative study. Time series analysis is a generally method to deals with time series data in photovoltaic field. Photovoltaic system records data irregularly whenever the power value changes. Irregularly recorded data must be transferred into a consistent format to get accurate results. Missing data results from the process having same intervals. For the reason, it was imputed using SMA and kalman filter. The kalman filter has better performance to observed data than SMA. SMA graph is stepped line graph and kalman filter graph is a smoothing line graph. MAPE of SMA prediction is 0.00737%, MAPE of kalman prediction is 0.00078%. But time complexity of SMA is O(N) and time complexity of kalman filter is O(D2) about D-dimensional object. Accordingly we suggest that you pick the best way considering computational power.

A Sttudy on the Optimal estimation of the Fixed Position and Compterization of the Navigational Calculations (실측선위의 정도개선과 항법계산의 전산화에 관한 연구)

  • 하주식;윤여정
    • Journal of the Korean Institute of Navigation
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    • v.7 no.2
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    • pp.1-45
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    • 1983
  • This paper concerns the applications of the Kalman filter to navigation and the develment of computer programs of the navigational calculations. Methods to apply the Kalman filter to celestial fix, fix by cross bearing and cocked hat are proposed, and numerical simulations under various noise conditiions are conducted. The accuracy of the optimal positions obtained by the Kalman filter is compared with that of the fixed positiions by radial error method. In the case of celestial fix, an algorithm to estimate the optimal positions by using the linear Kalman filter is presented. The optimal positions by the Kalman filter are compared with the running fixes and with the most probable positions obtained from a single line of position. It is confirmed that the resutls of the proposed method are more accurate than the others. In practical piloting, bearings are generally measured intermittently and the measurement process is nonlinear. It is, therefore, difficult for us to apply the Kalman filter to fix by cross bearing. In order to be used in such an unfavorable case, the extended Kalman filter is revised and the aplicability of the revised extended Kalman filter is checked by numerical simulation under various noise conditions. In a cocked hat, an inside or outside fix is dependent only upon azimuth spread, if the error of each line of position is assumed to be equal both in magnitude and sign. A new technique of selecting a ship's position between an inside fix and an outside fix in a cocked hat by using fix determinant derived from the equation of three lines of position is also presented. The relations among the optimal position by Kalman filter, incentre (or excentre) and random error centtre of the cocked hat are discussed theoretically and the accuracy of the optimal position is compared with that of the others by numerical simulation.

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Measurement Time-Delay Compensation and Initial Attitude Determination of Electro-Optical Tracking System Using Augmented Kalman Filter (Augmented 칼만 필터를 이용한 전자광학 추적 장비의 측정치 시간지연 보상과 초기 자세 결정)

  • Son, Jae Hoon;Choi, Woo Jin;Kim, Sung-Su;Oh, Sang Heon;Lee, Sang Jeong;Hwang, Dong-Hwan
    • Journal of Korea Multimedia Society
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    • v.24 no.12
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    • pp.1589-1597
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    • 2021
  • Due to the low output rate and time delay of vehicle's navigation results, the electro-optical tracking system(EOTS) cannot estimate accurate target positions. If an inertial measurement unit(IMU) is additionally mounted into the EOTS and inertial navigation system(INS) is constructed, the high navigation output rate can be obtained. And the time-delay can be compensated by using the augmented Kalman filter. An accurate initial attitude is required in order to have accurate navigation outputs. In this paper, an attitude determination algorithm is proposed using the augmented Kalman filter in order to compensate measurement delay of the EOTS and have accurate initial attitude. The proposed initial attitude determination algorithm consists of an augmented Kalman filter, an INS, and an integrated Kalman filter. The augmented Kalman filter compensates the time-delay of the vehicle's navigation results and the integrated Kalman filter estimates the navigation error of the INS. In order to evaluate performance of the proposed algorithm, vehicle's navigation outputs and IMU measurements were generated using sensors' model-based measurement generator and initial attitude estimation errors of the proposed algorithm and the conventional algorithm without the augmented Kalman filter were compared for the generated measurements. The evaluation results show that the proposed algorithm has better accuracy.

A Design of Indoor Location Tracking System for Ubiquitous Computing Environment (유비쿼터스 컴퓨팅 환경을 위한 실내 위치 추적 시스템의 설계)

  • Woo Sung-Hyun;Jeon Hyeon-Sig;Kim Ki-Hwan;Park Hyun-Ju
    • Journal of Internet Computing and Services
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    • v.7 no.3
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    • pp.71-82
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    • 2006
  • This paper propose a realtime tracking algorithm of mobile object in indoor environment. this proposed system selects location data closer to mobile objects in real time that are results of Triangulation method and DCM(Database Correlation Method)method. Also, this system applies adjusted location data selected by using Kalman filter, and in result it improved location accuracy of transfer object. Be studied in existing the Kalman filter have unstable location data until its settlement because of it extracts current values by using the past the information. However, proposed location tracking system don't apply existent Kalman filter to this system and it permits precisional tracking location by uses more effective methods.

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Digital Dynamic Compensation Methods of Rhodium Self-Powered Neutron Detector (로듐 자기출력형 중성자 계측기의 디지탈 동적 보상방법)

  • Auh, Geun-Sun
    • Nuclear Engineering and Technology
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    • v.26 no.2
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    • pp.205-211
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    • 1994
  • The best method is selected among the 3 digital dynamic compensation methods which are developed or applied for the Rhodium self-powered neutron detector. The three digital dynamic compensation methods are the existing Dominant Pol Tustin method of the COLSS(Core Operating Limit Supervisory System), the Direct Inversion method and Kalman Filter method. The Direct Inversion method is an improved method of D. Hoppe and R. Maletti and the Kalman Filter method is developed using the Kalman Filter. Response times of the compensated signals to achieve 90% of a step input are 28.1, 17.2 and 6.5 seconds respectively for the same noise gain telling that the Kalman Filter method is the best amens the 3 methods.

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A two-stage structural damage detection method using dynamic responses based on Kalman filter and particle swarm optimization

  • Beygzadeh, Sahar;Torkzadeh, Peyman;Salajegheh, Eysa
    • Structural Engineering and Mechanics
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    • v.83 no.5
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    • pp.593-607
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    • 2022
  • To solve the problem of detecting structural damage, a two-stage method using the Kalman filter and Particle Swarm Optimization (PSO) is proposed. In this method, the first PSO population is enhanced using the Kalman filter method based on dynamic responses. Due to noise in the sensor responses and errors in the damage detection process, the accuracy of the damage detection process is reduced. This method proposes a novel approach for solve this problem by integrating the Kalman filter and sensitivity analysis. In the Kalman filter, an approximate damage equation is considered as the equation of state and the damage detection equation based on sensitivity analysis is considered as the observation equation. The first population of PSO are the random damage scenarios. These damage scenarios are estimated using a step of the Kalman filter. The results of this stage are then used to detect the exact location of the damage and its severity with the PSO algorithm. The efficiency of the proposed method is investigated using three numerical examples: a 31-element planer truss, a 52-element space dome, and a 56-element space truss. In these examples, damage is detected for several scenarios in two states: using the no noise responses and using the noisy responses. The results show that the precision and efficiency of the proposed method are appropriate in structural damage detection.

Multiple Vehicle Tracking Algorithm Using Kalman Filter (칼만 필터를 이용한 다중 차량 추적 알고리즘)

  • 김형태;설성욱
    • Proceedings of the IEEK Conference
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    • 1998.10a
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    • pp.955-958
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    • 1998
  • This paper describes the algorithm which extracts moving vehicles from sequential images and tracks those vehicles using Kalman filter. This work is composed of a motion segmentation stage which extracts moving objects from sequential images and gets features of objects, and a motion estimation stage which estimates the position and the motion of moving objects using Kalman filter. In the motion estimation stage, applying to affine motion model we divided the Kalman filter into position filter and velocity filter to employ linear Kalman filter. Multi-target tracking requires a data association component that decides which measurement to use for updating the state of which object. We use pattern recognition method to solve this problem.

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Application of Kalman Filter to Cricket based Indoor localization system

  • Zhang, Cong-Yi;Kim, Sung-Ho
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2008.04a
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    • pp.396-399
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    • 2008
  • Kalman Filter is an efficient recursive filter that estimates the state of a dynamic system from a series of incomplete and noisy measurement. The filter is very powerful in the field of autonomous and assisted navigation. In this paper, we carry out comparative stduy to validate the performance of the application of Kalman Filter. We will build personal localization system based on Cricket mote, our system can present the real-time position of person when the man with PDA moves around. The proposed system is composed of cricket sensor networks, PDA and host computer. There is one listener attached to the PDA. The PDA will get the distance data from the listener synchronously. It will calculate the position of the person in the coordinate of the Cricket system with the trilateration method. Furthermore, it sends the real-time position information to the host computer by Bluetooth. The host computer will use Kalman Filter to process data and get the final estimated track of the person.

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Kalman Filter Based Optimal Controllers in Free Space Optics Communication

  • Li, Zhaokun;Zhao, Xiaohui
    • Journal of the Optical Society of Korea
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    • v.20 no.3
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    • pp.368-380
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    • 2016
  • There is no doubt that adaptive optics (AO) is the most promising method to compensate wavefront disturbance in free space optics communication (FSO). In order to improve the performance of the AO system described by discrete-time linear system model with time-delay and implicit phase turbulent model, new controllers based on a Kalman filter and its extensions are proposed. Based on the standard Kalman filter, we propose a fading memory filter to deal with the ruleless strong interference; sequential and U-D filters are applied to reduce implementation complexity for the embedded controllers. Theoretical analysis and the numerical simulations show that the proposed fading memory filter can upgrade the performance for AO systems in consideration of the unforeseen strong pulse interference, and the sequential and U-D filters perform well compared with a Kalman filter.

Performance Improvement in GPS Attitude Determination Using Unscented Kalman Filters (GPS를 이용한 자세결정에서 Unscented Kalman Filter를 이용한 성능 향상)

  • Chun Sebum;Lee Eunsung;Kang Taesam;Jee Gyu-In;Lee Young Jae
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.7
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    • pp.621-626
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    • 2005
  • With precise GPS carrier positioning result, we can get attitude information if GPS antenna has adequate attaching position on the vehicle. In this case, baseline length information can be bandied as an additional measurement or constraint. In this paper, we have proposed a method to improve the attitude accuracy. To overcome nonlinearity of baseline observation model, we analyze attitude estimation result using existing estimation method like a least square method and Kalman filter, and apply a new nonlinear estimation method an unscented Kalman filter Finally we confirm the improvement of attitude estimation result in the case of appling the unscented Kalman filter.