• Title/Summary/Keyword: Kalman-filter Model

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A New Algorithm for Recursive Short-term Load Forecasting (순환형식에 의한 기분거좌상측 알고리)

  • Young-Moon Park;Sung-Chul Oh
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.32 no.5
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    • pp.183-188
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    • 1983
  • This paper deals with short-term load forecasting. The load model is represented by the state variable form to exploit the Kalman filter technique. The load model is derived from Taylor series expansion and remainder term is considered as noise term. In order to solve recursive filter form, among various algorithm of solving Kalman filter, this paper uses exponential data weighting technique. This paper also deals with the asymptotic stability of filter. Case studies are carried out for the hourly power demand forecasting of the Korea electrical system.

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Equivalent nonlinear error model of SDINS using quaternion (쿼터니언을 이용한 SDINS의 등가 비선형 오차모델)

  • Yoo, Myung-Jong;Jeon, Chang-Bae;Park, Jun-Pyo;Yoo, Jun
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.864-866
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    • 1996
  • The attitude error is expressed using four kinds of quaternion errors. And the explicit relation equations between them are derived four kinds of nonlinear error models of SDINS using the their explicit relation are also proposed for a nonlinear filter which may be available for a system in the presence of a large attitude error the concept of the proposed nonlinear error model is applied to the velocity aided SDINS using a linear Kalman filter and an extended Kalman filter the simulation results reveal a improvement of performance using the nonlinear error model.

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Kalman Filter Residual Calculation of a 75-ton Liquid Rocket Engine under an Artificial Fault (75톤급 액체로켓엔진의 가상적 고장 상황에서의 칼만 필터 잔차 생성)

  • Lee, Kyelim;Cha, Jihyoung;Ko, Sangho;Park, Soon-Young;Jung, Eunhwan
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2017.05a
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    • pp.218-223
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    • 2017
  • This paper deals with a fault diagnosis algorithm using the Kalman filter for a 75-ton Liquid Propellant Rocket Engine (LPRE). To design the Kalman filter, we linearized a non-linear simulation model of a 75-ton LPRE at an operating point, and checked the performance of the Kalman filter by comparing the measured values with estimated values of the states. Then, we artificially injected a fault of the turbopump efficiency into the simulation to confirm the performance of the fault diagnosis algorithm with the developed Kalman filter by comparing the variation of the residuals of the normal state with that of the fault cases.

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Statistical Process Control System for Continuous Flow Processes Using the Kalman Filter and Neural Network′s Modeling (칼만 필터와 뉴럴 네트워크 모델링을 이용한 연속생산공정의 통계적 공정관리 시스템)

  • 권상혁;김광섭;왕지남
    • Journal of the Korean Society for Precision Engineering
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    • v.15 no.3
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    • pp.50-60
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    • 1998
  • This paper is concerned with the design of two residual control charts for real-time monitoring of the continuous flow processes. Two different control charts are designed under the situation that observations are correlated each other. Kalman-Filter based model estimation is employed when the process model is known. A black-box approach, based on Back-Propagation Neural Network, is also applied for the design of control chart when there is no prior information of process model. Performance of the designed control charts and traditional control charts is evaluated. Average run length(ARL) is adopted as a criterion for comparison. Experimental results show that the designed control chart using the Neural Network's modeling has shorter ARL than that of the other control charts when process mean is shifted. This means that the designed control chart detects the out-of-control state of the process faster than the others. The designed control chart using the Kalman-Filter based model estimation also has better performance than traditional control chart when process is out-of-control state.

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The Development of Model for the Prediction of Water Demand using Kalman Filter Adaptation Model in Large Distribution System (칼만필터의 적응형모델 기법을 이용한 광역상수도 시스템의 수요예측 모델 개발)

  • 한태환;남의석
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.15 no.2
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    • pp.38-48
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    • 2001
  • Kalman Filter model of demand for residental water and consumption pattern wore tested for their ability to explain the hourly residental demand for water in metro-politan distribution system. The daily residental demand can be obtained from Kalman Filter model which is optimized by statistical analysis of input variables. The hourly residental demand for water is calculated from the daily residental demand and consumption pattern. The consumption pattern which has 24 time rates is characterized by data granulization in accordance with season kind, weather and holiday. The proposed approach is applied to water distribution system of metropolitan areas in Korea and its effectiveness is checked.

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Modified RHKF Filter for Improved DR/GPS Navigation against Uncertain Model Dynamics

  • Cho, Seong-Yun;Lee, Hyung-Keun
    • ETRI Journal
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    • v.34 no.3
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    • pp.379-387
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    • 2012
  • In this paper, an error compensation technique for a dead reckoning (DR) system using a magnetic compass module is proposed. The magnetic compass-based azimuth may include a bias that varies with location due to the surrounding magnetic sources. In this paper, the DR system is integrated with a Global Positioning System (GPS) receiver using a finite impulse response (FIR) filter to reduce errors. This filter can estimate the varying bias more effectively than the conventional Kalman filter, which has an infinite impulse response structure. Moreover, the conventional receding horizon Kalman FIR (RHKF) filter is modified for application in nonlinear systems and to compensate the drawbacks of the RHKF filter. The modified RHKF filter is a novel RHKF filter scheme for nonlinear dynamics. The inverse covariance form of the linearized Kalman filter is combined with a receding horizon FIR strategy. This filter is then combined with an extended Kalman filter to enhance the convergence characteristics of the FIR filter. Also, the receding interval is extended to reduce the computational burden. The performance of the proposed DR/GPS integrated system using the modified RHKF filter is evaluated through simulation.

Carrier Tracking Loop using the Adaptive Two-Stage Kalman Filter for High Dynamic Situations

  • Kim, Kwang-Hoon;Jee, Gyu-In;Song, Jong-Hwa
    • International Journal of Control, Automation, and Systems
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    • v.6 no.6
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    • pp.948-953
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    • 2008
  • In high dynamic situations, the GPS carrier tracking loop requires a wide bandwidth to track a carrier signal because the Doppler frequency changes more rapidly with time. However, a wide bandwidth allows noises within the bandwidth of the tracking loop to pass through the loop filter. As these noises are used in the numerical controlled oscillator(NCO), the carrier tracking loop of a GPS receiver shows a degraded performance in high dynamic situations. To solve this problem, an adaptive two-stage Kalman filter, which offers the NCO a less noisy phase error, can be used. This filter is based on a carrier phase dynamic model and can adapt to an incomplete dynamic model and a quickly changed Doppler frequency. The performance of the proposed tracking loop is verified by several simulations.

Smoothing and Prediction of Measurement in INS/GPS Integrated Kalman Filter (INS/GPS 결합 칼만필터의 측정치 스무딩 및 예측)

  • Lee, Tae-Gyu;Kim, Gwang-Jin;Je, Chang-Hae
    • Journal of Institute of Control, Robotics and Systems
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    • v.7 no.11
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    • pp.944-952
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    • 2001
  • Inertial navigation system(INS) errors increase with time due to inertial sensor errors, and therefore it is desired to combine INS with external aids such as GPS. However GPS informations have a randomly abrupt jump due to a sudden corruption of the received satellite signals and environment, and moreover GPS can\`t provide navigation solutions. In this paper, smoothing and prediction schemes are proposed for GPS`s jump or unavailable GPS. The smoothing algorithm which is designed as a scalar adaptive filter, smooths abrupt jump. The prediction algorithm which is proved by Schuler error model of INS, estimates INS error in appropriate time. The outputs of proposed algorithm apply stable measurements to GPS aided INS Kalman filter. Simulations show that the proposed algorithm can effectively remove measurement jump and predict INS error.

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One-dimensional Kalman filter for estimating target position (목표물 위치추정을 위한 1차원 Kalman filter)

  • 진강규;하주식
    • Journal of Advanced Marine Engineering and Technology
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    • v.10 no.3
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    • pp.119-125
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    • 1986
  • By using the least square input estimator and a likelihood ratio technique, an one-dimensional tracking problem is presented. A Kalman tracking filter based on constant-velocity model is used to track a target and the filtered estimate is updated with an input estimate when a maneuver is detected. The simulation results show that there are significant improvements using the scheme presented here.

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Kalman Tracking Filter for Estimating Target Position (목표물 위치추적을 위한 3제원 Kalman 추적 필터)

  • 진강규;하주식;박진길
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.35 no.11
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    • pp.519-528
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    • 1986
  • By using a least-square input estimator and likelihood ratio technique, a tracking problem is presented. A Kalman tracking filter based on constant-velocity, straight-line model is used to track a target and the filtered estimate is updated using an input estimate when a maneuver is detected. Track residuals at each scan are sensed by a detector to guard against unexpected corrections of the filter. The simulation results show there are significant improvements using the scheme presented.

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