• ETRI Journal
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• v.38 no.3
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• pp.579-588
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• 2016

To improve the ability to determine a vehicle's movement information even in a challenging environment, a hybrid approach called non-Gaussian square rootunscented particle filtering (nGSR-UPF) is presented. This approach combines a square root-unscented Kalman filter (SR-UKF) and a particle filter (PF) to determinate the vehicle state where measurement noises are taken as a finite Gaussian kernel mixture and are approximated using a sparse Gaussian kernel density estimation method. During an outage-free GPS period, the updated mean and covariance, computed using SR-UKF, are estimated based on a GPS observation update. During a complete GPS outage, nGSR-UPF operates in prediction mode. Indeed, because the inertial sensors used suffer from a large drift in this case, SR-UKF-based importance density is then responsible for shifting the weighted particles toward the high-likelihood regions to improve the accuracy of the vehicle state. The proposed method is compared with some existing estimation methods and the experiment results prove that nGSR-UPF is the most accurate during both outage-free and complete-outage GPS periods.

• The Journal of the Acoustical Society of Korea
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• v.13 no.2E
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• pp.68-75
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• 1994

In many applications of signal processing, we have to deal with densities which are highly non-Gaussian or which may have Gaussian shape in the middle but have potent deviations in the tails. To fight against these deviations, we consider a finite mixture distribution for the speech excitation. We utilize the EM algorithm for the estimation of speech parameters and their enhancement. Robust Kalman filtering is used in the enhancement process, and a detection/estimation technique is used for parameter estimation. Experimental results show that the proposed algorithm performs better in adverse SNR input conditions.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.9
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• pp.63-74
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• 2020

This study investigates the behavior of foreign investors in the Stock Exchange of Thailand (SET) in the time of coronavirus disease 2019 (COVID-19) as to whether trading is abnormal, what strategy is followed, whether herd behavior is present, and whether the actions destabilize the market. Foreign investors' trading behavior is measured by net buying volume divided by market capitalization, whereas the stock market behavior is measured by logged return on the SET index portfolio. The data are daily from Tuesday, August 28, 2018, to Monday, May 18, 2020. The study extends the conditional-regression model in an event-study framework and extracts the unobserved abnormal trading behavior using the Kalman filtering technique. It then applies vector autoregressions and impulse responses to test for the investors' chosen strategy, herd behavior, and market destabilization. The results show that foreign investors' abnormal trading volume is negative and significant. An analysis of the abnormal trading volume with stock returns reveals that foreign investors are not positive-feedback investors, but rather, they self-herd. Although foreign investors' abnormal trading does not destabilize the market, it induces stock-return volatility of a similar size to normal trade. The methodology is new; the findings are useful for researchers, local authorities, and investors.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.37 no.3
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• pp.57-69
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• 2000

A moving window technique for detecting a lane and obstacles using the Images captured by a CCD camera attached in an automobile, is proposed in this paper To process the dynamic images in real time, there could be many constraints on the hardware To overcome these hardware constraints and to detect the lane and obstacles in real time, the optimal size of window IS determined based upon road conditions and automobile states. By utilizing the sub-Images inside the windows, detection of the lane and obstacles become possible m real time. For each Image frame, the moving windows are re-determined following the predicted directions based on Kalman filtering theory to Improve detection accuracy, as well as efficiency The feasibility of proposed algorithm IS demonstrated through the simulated experiments of highway driving.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.46 no.6
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• pp.88-94
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• 2009

This paper proposes real time object detection and tracking algorithm that can be applied to security and supervisory system field. A proposed system is devide into object detection phase and object tracking phase. In object detection, we suggest Adaptive background subtraction method and Adaptive block based model which are advanced motion detecting methods to detect exact object motions. In object tracking, we design a multiple vehicle tracking system based on Kalman filtering. As a result of experiment, motion of moving object can be estimated. the result of tracking multipul object was not lost and object was tracked correctly. Also, we obtained improved result from long range detection and tracking.

• Journal of Institute of Control, Robotics and Systems
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• v.16 no.2
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• pp.188-193
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• 2010

With GPS being the primary navigation system, Loran use is in steep decline. However, according to the final report of vulnerability assessment of the transportation infrastructure relying on the global positioning system prepared by the John A. Volpe National Transportation Systems Center, there are current attempts to enhance and re-popularize Loran as a GPS backup system through the characteristic of the ground based low frequency navigation system. To advance the Loran system such as Loran-C modernization and eLoran development, research is definitely needed in the field of Loran-C receiver signal processing as well as Loran-C signal design and the technology of a receiver. We have developed a set of Matlab tools, which implement a software Loran-C receiver that performs the receiver's position determination through the following procedure. The procedure consists of receiving the Loran-C signal, cycle selection, calculation of the TDOA and range, and receiver's position determination through the Least Square Method. We experiences the effect of an incorrect cycle selection and various error factors (ECD, ASF, sky wave, CRI, etc.) from the result of the Loran-C signal processing. It is apparent that researches which focus on the elimination and mitigation of various error factors need to be investigated on a software Loran-C receiver. These aspects will be explored in further work through the method such as PLL and Kalman filtering.

• Smart Structures and Systems
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• v.14 no.2
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• pp.191-207
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• 2014

In this research, an internal model based method is proposed to estimate the structural displacements and velocities under ambient excitation using only acceleration measurements. The structural response is assumed to be within the linear range. The excitation is assumed to be with zero mean and relatively broad bandwidth such that at least one of the fundamental modes of the structure is excited and dominates in the response. Using the structural modal parameters and partial knowledge of the bandwidth of the excitation, the internal models of the structure and the excitation can be respectively established, which can be used to form an autonomous state-space representation of the system. It is shown that structural displacements, velocities, and accelerations are the states of such a system, and it is fully observable when the measured output contains structural accelerations only. Reliable estimates of structural displacements and velocities are obtained using the standard Kalman filtering technique. The effectiveness and robustness of the proposed method has been demonstrated and evaluated via numerical simulations on an eight-story lumped mass model and experimental data of a three-story frame excited by the ground accelerations of actual earthquake records.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.12 no.12
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• pp.5856-5864
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• 2011

In this paper, we propose a moving object detection method in road video sequences acquired from a stationary camera. Our proposed method is based on the background subtraction method using Gaussian pyramids in both the background images and input video frames. It is more effective than pixel based subtraction approaches to reduce false detections which come from the mis-registration between current frames and the background image. And to determine a threshold value automatically in subtracted images, we calculate the threshold value using Otsu's method in each frame and then apply a scalar Kalman filtering to the threshold value. Experimental results show that the proposed method effectively detects moving objects in road video images.

• Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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• 2004.02a
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• pp.47-54
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• 2004

In order to meet the users demand, who needs faster and more accurate data in geographic information it is necessary to obtain and process the data more effectively. Now more effective data obtainment about geographic information is possible through the development of unified technology, which is applied to the field of geographic information, as well as through the development of hardware and software engineering. With the fast and precise correction and update, the development of unified technology can bring the reduction of the time and money. For the obtainment of geographic information which can meet the demand of the users, the unified technology has been applied to various fields, and in Aerial Photogrammetry field, many are doing researches actively for the GPS/INS unified system. To obtain fast and precise geographic information using Aerial Photogrammetry method, it is necessary to develop Airborne GPS/INS unified system, which makes GCP to the minimum. For this reason, this study has tried to develop a system which could unite and process both GPS and INS data. For this matter, code-processing module for DGPS and OTF initialization module, which can decide integer ambiguity even in motion, have been developed. And also, continuous kinematic carrier-processing module has been developed to calculate the location at the moment of filming. In addition, this study suggests a possibility of using a module, which can unite GPS and INS, using Kalman filtering, and also shows the INS navigation theory.

• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.5
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• pp.641-647
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• 2009

In this paper, a new filtering scheme for adaptive cruise control (ACC) system is presented. In the proposed scheme, the identification of the mode of the preceding vehicle is considered as a classification problem and it is done by a neural network classifier. The neural network classifier outputs a posterior probability of the mode of the preceding vehicle and the probability is directly used in the IMM framework. Finally, ten scenarios are made and the proposed NIMM is tested on them to show its validity.