• Journal of the Korean Mathematical Society
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• v.55 no.5
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• pp.1063-1073
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• 2018

We study the estimation of the drift parameter and the change point obtained through a Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and the observation driven by a Brownian motion.

• Proceedings of the KIPE Conference
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• 1999.07a
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• pp.518-521
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• 1999

This paper describes high speed squirrel cage induction motor drives without speed sensors using neural network based on Kalman filter Learning. High speed motors are receiving inverasing attentions in various applications, because of advantages of high speed, small size and light weight with same power level. Larning rate by Kalman filtering is time varying, convergence time fast, effect of initial weight between neurons is small.

• 전기의세계
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• v.31 no.2
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• pp.119-125
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• 1982

A new approach to the maneuvering target tracking problem is proposed. Its basic concept is to take the maneuver variable from the measurements. Tracking scheme based on the Kalman filter estimates the maneuver varieble from the residual and uses the estimates to update the Kalman filter. The estimation process is independent of target types and a model of the maneuver characteristics. All the filtering algorithms are processed in polor coordinate. Simulation results are presented and compared to that of the extended Kalman filter.

• Proceedings of the Korean Society of Marine Engineers Conference
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• 2011.06a
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• pp.284-284
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• 2011

Survivors of accidents in the area to check in. check now people will be direct. To reduce the risk UAV with a camera resolution of the survivors fled afar possible. In addition, a stable control for Kalman filter and PID control was used to Even beginners can easily control the UAV is characteristic.

• Journal of Institute of Control, Robotics and Systems
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• v.9 no.11
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• pp.917-924
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• 2003

Recurrent neural networks have been successfully applied to communications channel equalization. Major disadvantages of gradient-based learning algorithms commonly employed to train recurrent neural networks are slow convergence rates and long training sequences required for satisfactory performance. In a high-speed communications system, fast convergence speed and short training symbols are essential. We propose decision feedback equalizers using a recurrent neural network trained with Kalman filtering algorithms. The main features of the proposed recurrent neural equalizers, utilizing extended Kalman filter (EKF) and unscented Kalman filter (UKF), are fast convergence rates and good performance using relatively short training symbols. Experimental results for two time-varying channels are presented to evaluate the performance of the proposed approaches over a conventional recurrent neural equalizer.

• 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.

• 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.

• 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.

• 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.

• Journal of Korea Water Resources Association
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• v.46 no.10
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• pp.969-976
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• 2013

Leakage in water distribution system causes social and economic losses by direct water loss into the ground, and additional energy demand for water supply. This research suggests a leak detection model of using adaptive Kalman filtering on real-time data of pipe flow. The proposed model takes into account hourly and daily variations of water demand. In addition, the model's prediction accuracy is improved by automatically calibrating the covariance of noise through innovation sequence. The adaptive Kalman filtering shows more accurate result than the existing Kalman method for virtual sine flow data. Then, the model is applied to data from two real district metered area in JE city. It is expected that the proposed model can be an effective tool for operating water supply system through detecting burst leakage and abnormal water usage.