• 제어로봇시스템학회:학술대회논문집
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• 1988.10b
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• pp.1051-1054
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• 1988

In this paper we present initial convergence properties of the Kalman filtering algorithm, we put an arbitrary small positive correlation matrix as an initial condition in the recursive algorithm. This arbitrary small initial condition perturbs the Kalman filtering algorithm and may lead to initial instability. We derive a condition which insures the stable operation of the Kalman filtering algorithm from the stochastic Lyapunov difference equation.

• 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 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.

• 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.

• 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 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 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 International Society for Simulation Surgery
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• v.2 no.1
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• pp.17-25
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• 2015

Purpose In this paper, we propose a robust 3D vessel tracking algorithm by utilizing an active contour model and unscented Kalman filter which are the two representative algorithms on segmentation and tracking. Materials and Methods The proposed algorithm firstly accepts user input to produce an initial estimate of vessel boundary segmentation. On each Computed Tomography Angiography (CTA) slice, the active contour is applied to segment the vessel boundary. After that, the estimation process of the unscented Kalman filter is applied to track the vessel boundary of the current slice to estimate the inter-slice vessel position translation and shape deformation. Finally both active contour and unscented Kalman filter are inter-operated for vessel segmentation of the next slice. Results The arbitrarily shaped blood vessel boundary on each slice is segmented by using the active contour model, and the Kalman filter is employed to track the translation and shape deformation between CTA slices. The proposed algorithm is applied to the 3D visualization of chest CTA images using graphics hardware. Conclusion Through this algorithm, more opportunities, giving quick and brief diagnosis, could be provided for the radiologist before detailed diagnosis using 2D CTA slices, Also, for the surgeon, the algorithm could be used for surgical planning, simulation, navigation and rehearsal, and is expected to be applied to highly valuable applications for more accurate 3D vessel tracking and rendering.

• 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.