• 제목/요약/키워드: Kalman-filter Model

검색결과 710건 처리시간 0.03초

Kalman Filter 이론에 의한 하천유역의 선형저수지 모델 (A Linear Reservoir Model with Kslman Filter in River Basin)

  • 이영화
    • 한국환경과학회지
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    • 제3권4호
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    • pp.349-356
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    • 1994
  • The purpose of this study is to develop a linear reservoir model with Kalman filter using Kalman filter theory which removes a physical uncertainty of :ainfall-runoff process. A linear reservoir model, which is the basic model of Kalman filter, is used to calculate runoff from rainfall in river basin. A linear reservoir model with Kalman filter is composed of a state-space model using a system model and a observation model. The state-vector of system model in linear. The average value of the ordinate of IUH for a linear reservoir model with Kalman filter is used as the initial value of state-vector. A .linear reservoir model with Kalman filter shows better results than those by linear reserevoir model, and decreases a physical uncertainty of rainfall-runoff process in river basin.

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자기회귀 모형에 대한 Kalman Filter 적용에 관한 연구 (A Study on the Kalman Filter ; AR Model)

  • 신용백;윤상원;윤석환;변화성
    • 산업경영시스템학회지
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    • 제16권28호
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    • pp.31-37
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    • 1993
  • Box-Jenkins models have some important limitations to the procedure : (a) They require a great deal of time, efforts and expertise for the model identification. (b) They require an extensive amount of past observations to identify an acceptable model. (c) The model selected is a constant model in time. Therefore, the Kalman Filter is recommended as a technique to overcome the three problems mentioned above. The research reported here uses the Kalman Filter algorithm to propose Kalman-AR(p) model. The data analysis shows that the Kalman-AR(p) model proposed can be used to resolve the problems of Box-Jenkins AR(p)model. It is seen that the Kalman Filter has great potentials for real-time industrial applications.

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Robust Wavelet Kalman Filter

  • Lee, Taehoon;Park, Jinbae;Taesung Yoon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.39.3-39
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    • 2001
  • Since Kalman filter and wavelet transform techniques are both suitable for a nonstationary process, wavelet-Kalman filter was proposed and applied to various industrial fields. However, the wavelet-Kalman filter subjected to model uncertainty with nonstationary process has not been considered. Thus, the robust wavelet-Kalman filter method is proposed in this paper. The proposed method can prevent the degradation of filter performance when parameter uncertainty exists in both the state and measurement matrices and preserve the merits of the standard Kalman filter in the sense that it produces optimal estimates. A simple example shows that the proposed approach outperforms the standard Kalman filter and the nominal wavelet-Kalman filter.

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센서리스 영구자석 동기전동기의 상태 추정을 위한 병렬 축소 차수 제곱근 무향 칼만 필터 (Parallel Reduced-Order Square-Root Unscented Kalman Filter for State Estimation of Sensorless Permanent-Magnet Synchronous Motor)

  • 문철;권영안
    • 전기학회논문지
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    • 제65권6호
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    • pp.1019-1025
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    • 2016
  • This paper proposes a parallel reduced-order square-root unscented Kalman filter for state estimation of a sensorless permanent-magnet synchronous motor. The appearance of an unscented Kalman filter is caused by the linearization process error between a real system and classical Kalman model. The unscented transformation can make a more accurate Kalman model. However, the complexity is its main drawback. This paper investigates the design and implementation of the proposed filter with Potter and Carlson square-root form. The proposed parallel reduced-order square-root unscented Kalman filter reduces memory and code size, and improves numerical computation. And the performance is not significantly different from the unscented Kalman filter. The experimentation is performed for the verification of the proposed filter.

퍼지 모델링과 칼만 필터를 이용한 WSN에서의 위치 측정 (Localization on WSN Using Fuzzy Model and Kalman Filter)

  • 김종선;주영훈
    • 전기학회논문지
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    • 제58권10호
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    • pp.2047-2051
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    • 2009
  • In this paper, we propose the localization method on WSN(Wireless Sensor Network) using fuzzy model and Kalman filter. The proposed method is as follows: First, we estimate the distance of RSSI(Receive Signal Strength Index) by using fuzzy model in order to minimize the distance error. Second, we use a triangulation measurement for estimating the localization. And then, we minimize the localization error using a Kalman filter. Finally, we show the effectiveness and feasibility of the proposed method through some experiments.

유사량산정을 위한 Kalman filter를 이용한 탱크모델 (Tank Model using Kalman Filter for Sediment Yield)

  • 이영화
    • 한국환경과학회지
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    • 제16권12호
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    • pp.1319-1324
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    • 2007
  • A tank model in conjunction with Kalman filter is developed for prediction of sediment yield from an upland watershed in Northwestern Mississippi. The state vector of the system model represents the parameters of the tank model. The initial values of the state vector were estimated by trial and error. The sediment yield of each tank is computed by multiplying the total sediment yield by the sediment yield coefficient. The sediment concentration of the first tank is computed from its storage and the sediment concentration distribution(SCD); the sediment concentration of the next lower tank is obtained by its storage and the sediment infiltration of the upper tank; and so on. The sediment yield computed by the tank model using Kalman filter was in good agreement with the observed sediment yield and was more accurate than the sediment yield computed by the tank model.

비정형 객체추적을 위한 계층적 영상과 Kalman Filter기반 능동형태모델 (Hierarchical image and Kalman filter-based active shape model for non-rigid object tracking)

  • 강진영;기현종;신정호;백준기
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2003년도 신호처리소사이어티 추계학술대회 논문집
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    • pp.445-448
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    • 2003
  • In this paper, we present a hierarchical approach of an enhanced active shape model for video tracking. Kalman filter is used. To estimate a dynamic shape in video object tracking. The experimental results show that the proposed hierarchical active shape model using Kalman filter is efficient.

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실시간 범람위험도 예측을 위한 수리학적 모형의 개발 (Hydraulic Model for Real Time Forecasting of Inundation Risk)

  • 한건연;손인호;이재영
    • 한국수자원학회논문집
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    • 제33권3호
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    • pp.331-340
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    • 2000
  • 본 연구의 목적은 하천에서의 실시간 범람위험도 해석을 위해서 DAMBRK 모형과 Kalman filter를 연계한 수치모형을 개발하는데 있다. 본 모형은 1차원 동역학 방정식의 비선형 유한차분 근사해인 음해법을 기본으로 하고 있다. 추계학적 추정법으로서 최적의 갱신 예측치를 얻기 위해 확장된 Kalman filter 기법을 사용하였다. 이 과정은 확정론적 모형에 의한 예측치를 Kalman filter gain factor에 의해 보정된 실시간 관측치와 조합함으로써 수행되었다. 홍수범람위험도는 하도단면의 기하형상과 Manning 조도계수의 변동성을 고려하여 Monte Carlo 모의를 적용하여 예측되었다. 본 모형은 1990년 9월과 1995년 8월의 남한강 홍수에 적용하여 검증하였다. Kalman filter에 의한 해석은 이 기간 동안에 확정론적 해석결과와 비교하여 실측자료와 잘 일치되는 양상이 나타났으며, 이에 따라 제방의 월류위험도를 모의된 홍수위와 제방고를 비교함으로써 얻을 수 있었다.

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Federated Information Mode-Matched Filters in ACC Environment

  • Kim Yong-Shik;Hong Keum-Shik
    • International Journal of Control, Automation, and Systems
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    • 제3권2호
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    • pp.173-182
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    • 2005
  • In this paper, a target tracking algorithm for tracking maneuvering vehicles is presented. The overall algorithm belongs to the category of an interacting multiple-model (IMM) algorithm used to detect multiple targets using fused information from multiple sensors. First, two kinematic models are derived: a constant velocity model for linear motions, and a constant-speed turn model for curvilinear motions. Fpr the constant-speed turn model, a nonlinear information filter is used in place of the extended Kalman filter. Being equivalent to the Kalman filter (KF) algebraically, the information filter is extended to N-sensor distributed dynamic systems. The model-matched filter used in multi-sensor environments takes the form of a federated nonlinear information filter. In multi-sensor environments, the information-based filter is easier to decentralize, initialize, and fuse than a KF-based filter. In this paper, the structural features and information sharing principle of the federated information filter are discussed. The performance of the suggested algorithm using a Monte Carlo simulation under the two patterns is evaluated.

A Krein Space Approach for Robust Extended Kalman Filtering on Mobile Robots in the Presence of Uncertainties

  • Jin, Seung-Hee;Park, Jin-Bae
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.1771-1776
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    • 2003
  • In mobile robot navigation, one of the key problems is the pose estimation of the mobile robot. Although the odometry can be used to describe the motions of the mobile robots quite simple and accurately, the validities of the models are limited by a number of error sources contaminating the encoder outputs so that applying the conventional extended Kalman filter to these nominal model does not yield the satisfactory performance. As a remedy for this problem, we consider the uncertain nonlinear kinematic model of the mobile robot that contains the norm bounded uncertainties and also propose a new robust extended Kalman filter based on the Krein space approach. The proposed robust filter has the same recursive structure as the conventional extended Kalman filter and can hence be readily designed to effectively account for the uncertainties. The computer simulations will be given to verify the robustness against the parameter variation as well as the reliable performance of the proposed robust filter.

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