• 한국군사과학기술학회지
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• 제26권1호
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• pp.10-21
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• 2023

For various target tracking applications, it is well known that the Kalman filter is the optimal estimator(in the minimum mean-square sense) to predict and estimate the state(position and/or velocity) of linear dynamical systems driven by Gaussian stochastic noise. In the case of nonlinear systems, Extended Kalman filter(EKF) and/or Unscented Kalman filter(UKF) are widely used, which can be viewed as approximations of the(linear) Kalman filter in the sense of the conditional expectation. However, to implement EKF and UKF, the exact dynamical model information and the statistical information of noise are still required. In this paper, we propose the recurrent neural-network based Kalman filter, where its Kalman gain is obtained via the proposed GRU-LSTM based neural-network framework that does not need the precise model information as well as the noise covariance information. By the proposed neural-network based Kalman filter, the state estimation performance is enhanced in terms of the tracking error, which is verified through various linear and nonlinear tracking problems with incomplete model and statistical covariance information.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2003년도 춘계 학술대회 학술발표 논문집
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• pp.303-306
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• 2003

In radar tracking, since the sensor measures range, azimuth and elevation angle of a target, the measurement equation is nonlinear and the extended Kalman filter (EKF) is applied to nonlinear estimation. The conventional EKF has been widely used as a nonlinear filter for radar tracking, but the considerably large measurement error due to the linearization of nonlinear function in highly nonlinear situations may deteriorate the performance of the EKF To solve this problem, a fuzzy-model-based Kalman filter (FMBKF) is proposed for radar tracking. The FMBKF uses a local model approximation based on a TS fuzzy model instead of a Jacobian matrix to linearize nonlinear measurement equation. The hybrid GA and RLS method is used to identify the premise and the consequent parameters and the rule numbers of this TS fuzzy model. In two-dimensional radar tracking problem, the proposed method is compared with the conventional EKF.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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• pp.860-863
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• 1996

In this paper, we formulate the extended Kalman filter for calibration of gimballed inertial navigation system (GINS) at a pure navigation mode with 1500 ft/sec initial velocity and compare its performance to the linear Kalman filter's by using Monte-Carlo analysis method. It has been shown that estimation performance of the extended Kalman filter is better than that of the linear Kalman filter.

• Journal of the Optical Society of Korea
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• 제20권3호
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• pp.368-380
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• 2016

There is no doubt that adaptive optics (AO) is the most promising method to compensate wavefront disturbance in free space optics communication (FSO). In order to improve the performance of the AO system described by discrete-time linear system model with time-delay and implicit phase turbulent model, new controllers based on a Kalman filter and its extensions are proposed. Based on the standard Kalman filter, we propose a fading memory filter to deal with the ruleless strong interference; sequential and U-D filters are applied to reduce implementation complexity for the embedded controllers. Theoretical analysis and the numerical simulations show that the proposed fading memory filter can upgrade the performance for AO systems in consideration of the unforeseen strong pulse interference, and the sequential and U-D filters perform well compared with a Kalman filter.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.413-418
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• 2003

In this paper, a new multirate optimal finite impulse response (FIR) filter is proposed for the signal reconstruction in the nosy filter bank systems. The multirate optimal FIR filter replaces the conventional synthesis filters and the Kalman synthesis filter. First, the generic linear model is derived from the multirate state space model for an autoregressive (AR)input signal. Second, the multirate optimal FIR filter is derived from the multirate generic linear model using the minimum variance criterion. This paper also provides numerical examples and results. The simulation results illustrate that the performance is improved compared with conventional synthesis filters and the proposed filter has advantages over the Kalman synthesis filter.

• 한국환경과학회지
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• 제18권1호
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• pp.1-7
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• 2009

In this study a sediment yield is compared by IUSG, IUSG with Kalman filter, tank model and tank model with Kalman filter separately. The IUSG is the distribution of sediment from an instantaneous burst of rainfall producing one unit of runoff. The IUSG, defined as a product of the sediment concentration distribution (SCD) and the instantaneous unit hydrograph (IUH), is known to depend on the characteristics of the effective rainfall. In the IUSG with Kalman filter, the state vector of the watershed sediment yield system is constituted by the IUSG. The initial values of the state vector are assumed as the average of the IUSG values and the initial sediment yield estimated from the average IUSG. A tank model consisting of three tanks was developed for prediction of sediment yield. The sediment yield of each tank was computed by multiplying the total sediment yield by the sediment yield coefficients; the yield was obtained by the product of the runoff of each tank and the sediment concentration in the tank. A tank model with Kalman filter is developed for prediction of sediment yield. 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.

• 대한조선학회논문집
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• 제57권3호
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• pp.175-181
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• 2020

For the success of a structural integrity management, it is essential to acquire structural response data at some critical locations with limited number of sensors. In this study, the structural response of numerical model was estimated by data fusion approach based on the Kalman filter known as stochastic recursive filter. Firstly, transient direct analysis was conducted to calculate the acceleration and strain of the numerical standing beam model, then the noise signals were mixed to generate the numerical measurement signals. The acceleration measurement signal was provided to the Kalman filter as an information on the external load, and the displacement measurement, which was transformed from the strain measurement by using strain-displacement conversion relationship, was provided into the Kalman filter as an observation information. Finally, the Kalman filter estimated the displacement by combining both displacements calculated from each numerically measured signal, then the estimated results were compared with the results of the transient direct analysis.

• 물과 미래
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• 제28권2호
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• pp.125-136
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• 1995

본 연구의 목적은 탱크모형의 매개변수를 시행착오범으로 산정할 경우, 불확실성을 개선하기 위해 Kalman filter로 매개변수를 실시간 예측하여 저수유출의 예측에 효과적인 알고리즘을 얻고자 하였다. 유역특성을 다양한 구조로 나타낼 수 있는 탱크모형은 각 단 탱크에 부착된 유출공으로부터 유출한 총 유출량이 관측유량에 유사하게 나타나야 하지만 유출환경의 영향으로 수렴성이 좋지 않았다. 이러한을 보완하기 위하여 탱크모형의 매개변수를 Kalman filter의 상태공간 모형에 의하여 실시간으로 추정한 결과, 시간 경과에 따라 추정치와 관측치의 수렴도가 높아 일정한 값을 유지하였으며, 이때의 유출환경을 나타내는 상태공간의 매개변수변화가 정적임을 알 수 있었다. 따라서 Kalman filter에 의한 탱크모형의 매개변수 추정기법은 저수유출 예측에 특히 효율성이 좋았으며 유량이 급변하는 곳에서도 어느 정도 적응하여 기존 탱크모형의 구조를 자동기법으로 정하는 예측시스템 보다 유출예측 시스템에 의한 탱크모형의 구조적 알고리즘이 적합한 모형임을 입증하였다.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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• pp.277-282
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• 2006

It is well known that Kalman filtering is an optimal real-time data fusion method for GPS/INS integration. However, it has some limitations in terms of stability, adaptability and observability. A Kalman filter can perform optimally only when its dynamic model is correctly defined and the noise statistics for the measurement and process are completely known. It is found that estimated Kalman filter states could be influenced by several factors, including vehicle dynamic variations, filter tuning results, and environment changes, etc., which are difficult to model. Neural networks can map input-output relationships without apriori knowledge about them; hence a proper designed neural network is capable of learning and extracting these complex relationships with enough training. This paper presents a GPS/INS integrated system that combines Kalman filtering and neural network algorithms to improve navigation solutions during GPS outages. An Extended Kalman filter estimates INS measurement errors, plus position, velocity and attitude errors etc. Kalman filter states, and gives precise navigation solutions while GPS signals are available. At the same time, a multi-layer neural network is trained to map the vehicle dynamics with corresponding Kalman filter states, at the same rate of measurement update. After the output of the neural network meets a similarity threshold, it can be used to correct INS measurements when no GPS measurements are available. Selecting suitable inputs and outputs of the neural network is critical for this hybrid method. Detailed analysis unveils that some Kalman filter states are highly correlated with vehicle dynamic variations. The filter states that heavily impact system navigation solutions are selected as the neural network outputs. The principle of this hybrid method and the neural network design are presented. Field test data are processed to evaluate the performance of the proposed method.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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• pp.188-188
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• 2000

The most important problem in target tracking can be said to be modeling the tracking system correctly. Although the simple linear dynamic equation for this model has used until now, the satisfactory performance could not be obtained owing to uncertainties of the real systems in the case of designing the filters baged on the dynamic equations. In this paper, we propose the extended robust Kalman filter (ERKF) which can be applied to the real target tracking system with the parameter uncertainties. A nonlinear dynamic equation with parameter uncertainties is used to express the uncertain system model mathematically, and a measurement equation is represented by a nonlinear equation to show data from the radar in a Cartesian coordinate frame. To solve the robust nonlinear filtering problem, we derive the extended robust Kalman filter equation using the Krein space approach and sum quadratic constraint. We show the proposed filter has better performance than the existing extended Kalman filter (EKF) via 3-dimensional target tracking example.