• 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.

• Proceedings of the KIEE Conference
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• 2003.07d
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• pp.2615-2617
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• 2003

The Kalman filter is a recursive Linear Estimator for the linear dynamic systems(LDS) affected by two different noises called process noise and measurement noise both of which are uncorrelated white. The Expectation Maximization(EM) algorithm is employed in this paper as a preprocessor to reinforce the effectiveness of Kalman estimator. Particularly, we focus on the relation between Kalman filter and EM algorithm in the LDS. In this paper, we propose a new algorithm to improve the performance on the parameter estimation via EM algorithm, which improves the overall process of Kalman filtering. Since Kalman filter algorithm not only needs the system parameters but also is very sensitive the initial state conditions, the initial conditions decided through EM turns out to be very effective. In experiments, the computer simulation results ate provided to demonstrate the superiority of the proposed algorithm.

• Proceedings of the KIEE Conference
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• 2004.11c
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• pp.349-351
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• 2004

The classical dynamic backpropagation learning algorithm has the problems of learning speed and the determine of learning parameter. The Extend Kalman Filter(EKF) is used effectively for a state estimation method for a non linear dynamic system. This paper presents a learning algorithm using Dual Extended Kalman Filter(DEKF) for Fully Recurrent Neural Network(FRNN). This DEKF learning algorithm gives the minimum variance estimate of the weights and the hidden outputs. The proposed DEKF learning algorithm is applied to the system identification of a nonlinear SISO system and compared with dynamic backpropagation learning algorithm.

• 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.

• 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.

• Journal of the Korean Society for Precision Engineering
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• v.15 no.7
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• pp.175-181
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• 1998

This paper describes realtime visual tracking system of moving object for three dimensional target using EKF(Extended Kalman Filter). We present a new realtime visual tracking using EKF algorithm and image prediction algorithm. We demonstrate the performance of these tracking algorithm through real experiment. The experimental results show the effectiveness of the EKF algorithm and image prediction algorithm for realtime tracking and estimated state value of filter, predicting the position of moving object to minimize an image processing area, and by reducing the effect by quantization noise of image.

• Journal of the Korea Convergence Society
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• v.4 no.4
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• pp.41-48
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• 2013

Observer design for system with unknown input was carried out. First, Kalman filter was considered to estimate system state with White noise. With the results of Kalman filter design, state observer, controller properties, including controllability and observability, and the Kalman filter structure and algorithm were also studied. Kalman filter algorithm was applied to Position and velocity measurement based on Kalman filter with white noise, and it was constructed and achieved by programming based on Matlab programming. Finally, observer for system with unknown input was constructed with the help of Gershgorin's disc theorem. With the designed observer, system states was constructed and applied to system with unknown input. By simulation results, estimation performance was verified. In this project, state feedback control theory, observer theory and relevant design procedure, as well as Kalman filter design were understood and used in practical application.

• International Journal of Aeronautical and Space Sciences
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• v.11 no.2
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• pp.80-86
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• 2010

We propose a spacecraft attitude estimation algorithm using a federated unscented Kalman filter. For nonlinear spacecraft systems, the unscented Kalman filter provides better performance than the extended Kalman filter. Also, the decentralized scheme in the federated configuration makes a robust system because a sensor fault can be easily detected and isolated by the fault detection and isolation algorithm through a sensitivity factor. Using the proposed algorithm, the spacecraft can continuously perform a given mission despite navigation sensor faults. Numerical simulation is performed to verify the performance of the proposed attitude estimation algorithm.

• Journal of the Korean Institute of Intelligent Systems
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• v.15 no.5
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• pp.552-559
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• 2005

Recurrent neural networks(RNNs) trained with gradient based such as real time recurrent learning(RTRL) has a drawback of slor convergence rate. This algorithm also needs the derivative calculation which is not trivialized in error back propagation process. In this paper a derivative free Kalman filter, so called the unscented Kalman filter(UKF), for training a fully connected RNN is presented in a state space formulation of the system. A derivative free Kalman filler learning algorithm makes the RNN have fast convergence speed and good tracking performance without the derivative computation. Through experiments of nonlinear channel equalization, performance of the RNNs with a derivative free Kalman filter teaming algorithm is evaluated.

• International Journal of Control, Automation, and Systems
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• v.3 no.2
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• pp.173-182
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• 2005

In this paper, a target tracking algorithm for tracking maneuvering vehicles is presented. The overall algorithm belongs to the category of an interacting multiple-model (IMM) algorithm used to detect multiple targets using fused information from multiple sensors. First, two kinematic models are derived: a constant velocity model for linear motions, and a constant-speed turn model for curvilinear motions. Fpr the constant-speed turn model, a nonlinear information filter is used in place of the extended Kalman filter. Being equivalent to the Kalman filter (KF) algebraically, the information filter is extended to N-sensor distributed dynamic systems. The model-matched filter used in multi-sensor environments takes the form of a federated nonlinear information filter. In multi-sensor environments, the information-based filter is easier to decentralize, initialize, and fuse than a KF-based filter. In this paper, the structural features and information sharing principle of the federated information filter are discussed. The performance of the suggested algorithm using a Monte Carlo simulation under the two patterns is evaluated.