• 제목/요약/키워드: Kalman filtering

검색결과 338건 처리시간 0.031초

A STUDY ON INITIAL CONVERGENCE PROPERTIES OF THE KALMAN FILLTERING ALGORITHM

  • Park, Dong-Jo
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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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.

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Noise Reduction Approach of Nonlinear Function for a Range Image using 2-D Kalman Filtering Method

  • Katayama, Jun;Sekin, Yoshifumi
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 ITC-CSCC -2
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    • pp.898-901
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    • 2000
  • A new 2-D block Kalman filtering method which uses a nonlinear function is presented to generate a more accurate filtered estimate of a range image that has been corrupted by additive noise. Novel 2-D block Kalman filtering method is constructed of the conventional method and nonlinear function which utilizes to control estimation error. We show that novel 2-D Kalman filtering method using a nonlinear function is effective at reducing the additive noise, not distorting shape edges.

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Kalman Filtering 이론에 의한 하천 유출 안전관리에 관한 연구 (A Study on the Safety Management of Streamflows by the Kalman Filtering Theory)

  • 박종권;박종구;이영섭
    • 한국안전학회지
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    • 제11권2호
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    • pp.122-127
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    • 1996
  • The purpose of this study has been studied and investigated to prediction algorithms of the Kalman Filtering theory which are based on the state-vector description, including system identification, model structure determination, parameter estimation. And the prediction algorithms applied of rainfall-runoff process, has been worked out. The analysis of runoff process and runoff prediction algorithms of the river-basin established, for the verification of prediction algorithms by the Kalman Filtering theory, the observed historical data of the hourly rainfall and streamflows were used for the algorithms. In consisted of the above, Kalman Filtering rainfall-runoff model applied and analysised to Wi-Stream basin in Nak-dong River(Basin area : $472.53km^2$).

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칼만필터링에 의한 디지털 거리계전 기법에 관한 연구 (A Study on the Digital Distance Relaying Techniques Using Kalman Filtering)

  • 김철환;박남옥;신명철
    • 대한전기학회논문지
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    • 제41권3호
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    • pp.219-226
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    • 1992
  • In this study, Kalman filtering theory is applied to the estimation of symmetrical components from fault voltage and current signal when it comes to faults with the power system. An algorithm for estimating fault location accurately and quickly by calculating the symmetrical components from the extracted fundamental voltage phasor and current phasor is presented. Also, to confirm the validity of digital distance relaying techniques using Kalman filtering, the experimental results obtained by using the digital simulation of power system is shown.

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Video Codec 화질 개선을 위한 순차적 적응형 칼만 필터링 연구 (A Sequencial Adaptive Kalman Filtering for Video Codec Image Enhancement)

  • 백원진;이종수;김수원;박진우
    • 한국통신학회논문지
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    • 제15권12호
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    • pp.1031-1043
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    • 1990
  • 비디오 코덱의 입력 또는 출력 영상에 내재하는 여러 종류의 영상잡음을 제어하고 최적으로 영상을 복원시키고자 코우절 영상 모델이 적용된 실시간 응용의 칼만 필터링 방법을 제안하였다. 화질의 개선도를 향상시키고자 처리화소선 간의 평균화와 지역 분산치에 의한 적응형 칼만 알고리즘을 제안하였고 그에 따른 잡음 제어와 영상 정보 복원 효과를 NMSE, LOGMSE 측정과 실험 결과에서 관측함으로써, 비디오 코덱의 전, 후처리 과정에서의 칼만 필터 적용 가능성을 제시하였다.

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Robust Multiuser Detection Based on Least p-Norm State Space Filtering Model

  • Zha, Daifeng
    • Journal of Communications and Networks
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    • 제9권2호
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    • pp.185-191
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    • 2007
  • Alpha stable distribution is better for modeling impulsive noises than Gaussian distribution in signal processing. This class of process has no closed form of probability density function and finite second order moments. In general, Wiener filter theory is not meaningful in S$\alpha$SG environments because the expectations may be unbounded. We proposed a new adaptive recursive least p-norm Kalman filtering algorithm based on least p-norm of innovation process with infinite variances, and a new robust multiuser detection method based on least p-norm Kalman filtering. The simulation experiments show that the proposed new algorithm is more robust than the conventional Kalman filtering multiuser detection algorithm.

칼만필터의 최근 동향 및 발전 (Advanced Kalman filter - a survey)

  • 이장규;이연석
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 16-17 Oct. 1987
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    • pp.464-469
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    • 1987
  • The Kalman filter is an optimal linear estimator that has been an active research topic for the past three decades. The scheme has become the milestone of modern filtering, and it is applied to many areas including navigations and controls of free vehicle. The Kalman filter technique is matured. But some problems are still remained to be resolved. The prevention of divergence induced by digital implementation, nonoptimal application for nonlinear system, and application to non-Gaussian processes are some of the problems. This paper surveys the problems. The square root filtering is suggested to prevent the divergence. The extended Kalman filter is used for nonlinear systems. And, many other approaches to Kalman-like optimal estimators are also investigated.

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Image Sequence Stabilization Scheme Using FIR Filtering

  • Kim, Pyung-Soo
    • International Journal of Control, Automation, and Systems
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    • 제1권4호
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    • pp.515-519
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    • 2003
  • This paper proposes a new image sequence stabilization (ISS) scheme based on filtering of absolute frame positions. The proposed ISS scheme removes undesired motion effects in real-time, while preserving desired gross camera displacements. The well-known finite impulse response (FIR) filter is adopted for filtering. The proposed ISS scheme provides a filtered position and velocity with fine inherent properties. It is demonstrated that the filtered position is not affected by the constant velocity. It is also shown that the filtered velocity is separated from the position. Via numerical simulations, the performance of the proposed scheme is shown to be superior to the existing Kalman filtering scheme.

Recursive Unscented Kalman Filtering based SLAM using a Large Number of Noisy Observations

  • Lee, Seong-Soo;Lee, Suk-Han;Kim, Dong-Sung
    • International Journal of Control, Automation, and Systems
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    • 제4권6호
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    • pp.736-747
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    • 2006
  • Simultaneous Localization and Map Building(SLAM) is one of the fundamental problems in robot navigation. The Extended Kalman Filter(EKF), which is widely adopted in SLAM approaches, requires extensive computation. The conventional particle filter also needs intense computation to cover a high dimensional state space with particles. This paper proposes an efficient SLAM method based on the recursive unscented Kalman filtering in an environment including a large number of landmarks. The posterior probability distributions of the robot pose and the landmark locations are represented by their marginal Gaussian probability distributions. In particular, the posterior probability distribution of the robot pose is calculated recursively. Each landmark location is updated with the recursively updated robot pose. The proposed method reduces filtering dimensions and computational complexity significantly, and has produced very encouraging results for navigation experiments with noisy multiple simultaneous observations.