• Title/Summary/Keyword: Kalman-Filtering

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Robust Kalman Filtering with Perturbation Estimation Process-for Uncertain Systems (섭동 추정 프로세스를 이용한 불확실 시스템에 대한 강인 칼만 필터링 기법)

  • Kwon Sang-Joo
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.3
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    • pp.201-207
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    • 2006
  • A robust Kalman filtering method for uncertain stochastic systems is suggested by adopting a perturbation estimation process which is to reconstruct total uncertainty with respect to the nominal state transition equation. The predictor and corrector of discrete Kalman filter are reformulated with the perturbation estimator. Successively, the state and perturbation estimation error dynamics and the corresponding error covariance propagation equations are derived as well. Finally we have the recursive algorithm of Combined Kalman Filter-Perturbation Estimator (CKF). The proposed combined Kalman filter-perturbation estimator has the property of integrating innovations and the adaptation capability to system uncertainties. A numerical example is shown to demonstrate the effectiveness of the proposed scheme.

Small Area Estimation of Unemplyoment Using Kalman Filter Method (KALMAN FILTER기법을 이용한 실업자 수의 소지역 추정)

  • 양영춘;이상은;신민웅
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.239-246
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    • 2003
  • In small area estimation, Best Linear Unbaised Predictor(BLUP) can be directly implicated ,specially, in use of the time series estimation. If there are correlations between observations and error terms over the time, Kalman Filter method can be used. Therefore, using kalman Filtering technique small area estimation of total of unemployments are estimated by BLUP. And for the example of this study, Economic Active Population Survey data were used.

A Kalman Filter Localization Method for Mobile Robots

  • Kwon, Sang-Joo;Yang, Kwang-Woong;Park, Sang-Deok;Ryuh, Young-Sun
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.973-978
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    • 2005
  • In this paper, we investigate an improved mobile robot localization method using Kalman filter. The highlight of the paper lies in the formulation of combined Kalman filter and its application to mobile robot experiment. The combined Kalman filter is a kind of extended Kalman filter which has an extra degree of freedom in Kalman filtering recursion. It consists of the standard Kalman filter, i.e., the predictor-corrector and the perturbation estimator which reconstructs unknown dynamics in the state transition equation of mobile robot. The combined Kalman filter (CKF) enables to achieve robust localization performance of mobile robot in spite of heavy perturbation such as wheel slip and doorsill crossover which results in large odometric errors. Intrinsically, it has the property of integrating the innovation in Kalman filtering, i.e., the difference between measurement and predicted measurement and thus it is so much advantageous in compensating uncertainties which has not been reflected in the state transition model of mobile robot. After formulation of the CKF recursion equation, we show how the design parameters can be determined and how much beneficial it is through simulation and experiment for a two-wheeled mobile robot under indoor GPS measurement system composed of four ultrasonic satellites. In addition, we discuss what should be considered and what prerequisites are needed to successfully apply the proposed CKF in mobile robot localization.

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New Filtering Method for Reducing Registration Error of Distributed Sensors (분산된 센서들의 Registration 오차를 줄이기 위한 새로운 필터링 방법)

  • Kim, Yong-Shik;Lee, Jae-Hoon;Do, Hyun-Min;Kim, Bong-Keun;Tanikawa, Tamio;Ohba, Kohtaro;Lee, Ghang;Yun, Seok-Heon
    • The Journal of Korea Robotics Society
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    • v.3 no.3
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    • pp.176-185
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    • 2008
  • In this paper, new filtering method for sensor registration is provided to estimate and correct error of registration parameters in multiple sensor environments. Sensor registration is based on filtering method to estimate registration parameters in multiple sensor environments. Accuracy of sensor registration can increase performance of data fusion method selected. Due to various error sources, the sensor registration has registration errors recognized as multiple objects even though multiple sensors are tracking one object. In order to estimate the error parameter, new nonlinear information filtering method is developed using minimum mean square error estimation. Instead of linearization of nonlinear function like an extended Kalman filter, information estimation through unscented prediction is used. The proposed method enables to reduce estimation error without a computation of the Jacobian matrix in case that measurement dimension is large. A computer simulation is carried out to evaluate the proposed filtering method with an extended Kalman filter.

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Indoor Mobile Localization System and Stabilization of Localization Performance using Pre-filtering

  • Ko, Sang-Il;Choi, Jong-Suk;Kim, Byoung-Hoon
    • International Journal of Control, Automation, and Systems
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    • v.6 no.2
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    • pp.204-213
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    • 2008
  • In this paper, we present the practical application of an Unscented Kalman Filter (UKF) for an Indoor Mobile Localization System using ultrasonic sensors. It is true that many kinds of localization techniques have been researched for several years in order to contribute to the realization of a ubiquitous system; particularly, such a ubiquitous system needs a high degree of accuracy to be practical and efficient. Unfortunately, a number of localization systems for indoor space do not have sufficient accuracy to establish any special task such as precise position control of a moving target even though they require comparatively high developmental cost. Therefore, we developed an Indoor Mobile Localization System having high localization performance; specifically, the Unscented Kalman Filter is applied for improving the localization accuracy. In addition, we also present the additive filter named 'Pre-filtering' to compensate the performance of the estimation algorithm. Pre-filtering has been developed to overcome negative effects from unexpected external noise so that localization through the Unscented Kalman Filter has come to be stable. Moreover, we tried to demonstrate the performance comparison of the Unscented Kalman Filter and another estimation algorithm, such as the Unscented Particle Filter (UPF), through simulation for our system.

Fuzzy Kalman filtering for a nonlinear system (비선형 시스템을 위한 퍼지 칼만 필터 기법)

  • No, Seon-Yeong;Ju, Yeong-Hun;Park, Jin-Bae
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2007.04a
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    • pp.461-464
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    • 2007
  • In this paper, we propose a fuzzy Kalman filtering to deal with a estimation error covariance. The T-S fuzzy model structure is further rearranged to give a set of linear model using standard Kalman filter theory. And then, to minimize the estimation error covariance, which is inferred using the fuzzy system. It can be used to find the exact Kalman gain. We utilize the genetic algorithm for optimizing fuzzy system. The proposed state estimator is demonstrated on a truck-trailer.

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New Algorithm for Recursive Estimation in Linear Discrete-Time Systems with Unknown Parameters

  • Shin Vladimir;Ahn Jun-Il;Kim Du-Yong
    • International Journal of Control, Automation, and Systems
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    • v.4 no.4
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    • pp.456-465
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    • 2006
  • The problem of recursive filtering far linear discrete-time systems with uncertainties is considered. A new suboptimal filtering algorithm is herein proposed. It is based on the fusion formula, which represents an optimal mean-square linear combination of local Kalman estimates with weights depending on cross-covariances between local filtering errors. In contrast to the optimal weights, the suboptimal weights do not depend on current measurements, and thus the proposed algorithm can easily be implemented in real-time. High accuracy and efficiency of the suboptimal filtering algorithm are demonstrated on the following examples: damper harmonic oscillator motion and vehicle motion constrained to a plane.

Time-Varying Signal Parameter Estimation by Variable Fading Memory Kalman Filtering

  • Lee, Sang-Wook;Lim, Jun-Seok;Sung, Koeng-Mo
    • The Journal of the Acoustical Society of Korea
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    • v.17 no.3E
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    • pp.47-52
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    • 1998
  • This paper prolposes a VFM (Variable Fading Memory)Kalman filtering and applies it to the parameter estimation for time-varying signals. By adaptively calculating the fading memory, the proposed algorithm does not require any predetermined fading memory when estimating the time-varying signal parameter. Moreover, the proposed algorithm has faster convergence speed than fixed fading memory one in case the signal contains an impulsive outlier. The performance of parameter estimation for time-varying signal is evaluated by computer simulation for two cases, one of which is the chirp signal whose frequency varies linearly with time and the other is the chip signal with an impulsive outlier. The experimental results show that the VFM Kalman filtering estimates the parameter of the chirp signal more rapidly than the fixed fading memory one in the region of an outlier.

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A Study on the Effect of the Machine State Considering Human Skillfulness (Kalman Filtering Approach) (작업자의 숙련도가 기계상태에 미치는 영향에 관한 연구 (최적 제어 이론(Kalman Filtering) 적용 중심으로))

  • 윤상원;갈원모;신용백
    • Journal of the Korean Society of Safety
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    • v.9 no.4
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    • pp.125-131
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    • 1994
  • This paper proposes a dynamic recursive model with the effect analysis of machine state considering human factor(human skillfulness) In a single lot man-machine production system. This model obtained using Kalman Filtering Algorithm Is based on input state, output state, machine state. For sensitivity analysis, this model constructed is examined according to the impact of human skillfulness with computer simulation. The model studied in this paper has a great advance from the point of view a combination of three factors( human engineering, dynamic control theory, quality control ) and can also be extended in several applications.

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