• Title/Summary/Keyword: Kalman-filter Model

Search Result 712, Processing Time 0.025 seconds

Comparison of Acceleration-Compensating Mechanisms for Improvement of IMU-Based Orientation Determination (IMU기반 자세결정의 정확도 향상을 위한 가속도 보상 메카니즘 비교)

  • Lee, Jung Keun
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.40 no.9
    • /
    • pp.783-790
    • /
    • 2016
  • One of the main factors related to the deterioration of estimation accuracy in inertial measurement unit (IMU)-based orientation determination is the object's acceleration. This is because accelerometer signals under accelerated motion conditions cannot be longer reference vectors along the vertical axis. In order to deal with this issue, some orientation estimation algorithms adopt acceleration-compensating mechanisms. Such mechanisms include the simple switching techniques, mechanisms with adaptive estimation of acceleration, and acceleration model-based mechanisms. This paper compares these three mechanisms in terms of estimation accuracy. From experimental results under accelerated dynamic conditions, the following can be concluded. (1) A compensating mechanism is essential for an estimation algorithm to maintain accuracy under accelerated conditions. (2) Although the simple switching mechanism is effective to some extent, the other two mechanisms showed much higher accuracies, particularly when test conditions were severe.

Permanent and Transitory Factors of the Business Cycle in the NAFTA Region (NAFTA 지역 경기변동의 영구적 요인과 일시적 요인)

  • Kim, Jan R.
    • International Area Studies Review
    • /
    • v.15 no.3
    • /
    • pp.55-76
    • /
    • 2011
  • In this paper, we estimate a model that incorporates key features of business cycles, co-movement among economic variables and switching between regimes of expansion and recession, to aggregate quarterly data for the NAFTA region. Two common factors reflecting the permanent and transitory components of the business cycle in the region, along with the turning points from one regime to the other, were extracted from the data by using the Kalman filter and maximum likelihood estimation approach of Kim (1994). Estimation results confirm that a typical aspect of business cycles are also observed (i.e., recessions are steeper and shorter than recoveries) in the region, and that both co-movement and that regime switching are found to be important features of the business cycle. The two common factors produce sensible representations of the trend and cycle, and the estimated turning points are in line with independently determined chronologies. It also turns out that the degree of synchronization between the NAFTA region and Korea, has significantly increased since the entry into force of the NAFTA.

Real-time EKF-based SOC estimation using an embedded board for Li-ion batteries (임베디드 보드를 사용한 EKF 기반 실시간 배터리 SOC 추정)

  • Lee, Hyuna;Hong, Seonri;Kang, Moses;Sin, Danbi;Beak, Jongbok
    • Journal of IKEEE
    • /
    • v.26 no.1
    • /
    • pp.10-18
    • /
    • 2022
  • Accurate SOC estimation is an important indicator of battery operation strategies, and many studies have been conducted. The simulation method which was mainly used in previous studies, is difficult to conduct real-time SOC estimation like real BMS environment. Therefore, this paper aims to implement a real-time battery SOC estimation embedded system and analyze problems that can arise during the verification process. In environment consisting of two Raspberry Pi boards, SOC estimation with the EKF uses data measured by the Simscape battery model. Considering that the operating characteristics of the battery vary depend on the temperature, the results were analyzed at various ambient temperatures. It was confirmed that accurate SOC estimation was performed even when offset fault and packet loss occurred due to communication or sensing problems. This paper proposes a guide for embedded system strategies that enable real-time SOC estimation with errors within 5%.

A Study on the Analysis of Optimal Asset Allocation and Welfare Improvemant Factors through ESG Investment (ESG투자를 통한 최적자산배분과 후생개선 요인분석에 관한 연구)

  • Hyun, Sangkyun;Lee, Jeongseok;Rhee, Joon-Hee
    • Journal of Korean Society for Quality Management
    • /
    • v.51 no.2
    • /
    • pp.171-184
    • /
    • 2023
  • Purpose: First, this paper suggests an alternative approach to find optimal portfolio (stocks, bonds and ESG stocks) under the maximizing utility of investors. Second, we include ESG stocks in our optimal portfolio, and compare improvement of welfares in the case with and without ESG stocks in portfolio. Methods: Our main method of analysis follows Brennan et al(2002), designed under the continuous time framework. We assume that the dynamics of stock price follow the Geometric Brownian Motion (GBM) while the short rate have the Vasicek model. For the utility function of investors, we use the Power Utility Function, which commonly used in financial studies. The optimal portfolio and welfares are derived in the partial equilibrium. The parameters are estimated by using Kalman filter and ordinary least square method. Results: During the overall analysis period, the portfolio including ESG, did not show clear welfare improvement. In 2017, it has slightly exceeded this benchmark 1, showing the possibility of improvement, but the ESG stocks we selected have not strongly shown statistically significant welfare improvement results. This paper showed that the factors affecting optimal asset allocation and welfare improvement were different each other. We also found that the proportion of optimal asset allocation was affected by factors such as asset return, volatility, and inverse correlation between stocks and bonds, similar to traditional financial theory. Conclusion: The portfolio with ESG investment did not show significant results in welfare improvement is due to that 1) the KRX ESG Leaders 150 selected in our study is an index based on ESG integrated scores, which are designed to affect stability rather than profitability. And 2) Korea has a short history of ESG investment. During the limited analysis period, the performance of stock-related assets was inferior to bond assets at the time of the interest rate drop.

Dynamic O-D Trip estimation Using Real-time Traffic Data in congestion (혼잡 교통류 특성을 반영한 동적 O-D 통행량 예측 모형 개발)

  • Kim Yong-Hoon;Lee Seung-Jae
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.5 no.1 s.9
    • /
    • pp.1-12
    • /
    • 2006
  • In order to estimate a dynamic origin and destination demand between on and off-ramps in the freeways, a traffic flow theory can be used to calculate a link distribution proportion of traffics moving between them. We have developed a dynamic traffic estimation model based on the three-phase traffic theory (Kerner, 2004), which explains the complexity of traffic phenomena based on phase transitions among free-flow, synchronized flow and moving jam phases, and on their complex nonlinear spatiotemporal features. The developed model explains and estimates traffic congestion in terms of speed breakdown, phase transition and queue propagation. We have estimated the link, on and off-ramp volumes at every time interval by using traffic data collected from vehicle detection systems in Korea freeway sections. The analyzed results show that the developed model describes traffic flows adequately.

  • PDF

Performance Analysis of GPS and QZSS Orbit Determination using Pseudo Ranges and Precise Dynamic Model (의사거리 관측값과 정밀동역학모델을 이용한 GPS와 QZSS 궤도결정 성능 분석)

  • Beomsoo Kim;Jeongrae Kim;Sungchun Bu;Chulsoo Lee
    • Journal of Advanced Navigation Technology
    • /
    • v.26 no.6
    • /
    • pp.404-411
    • /
    • 2022
  • The main function in operating the satellite navigation system is to accurately determine the orbit of the navigation satellite and transmit it as a navigation message. In this study, we developed software to determine the orbit of a navigation satellite by combining an extended Kalman filter and an accurate dynamic model. Global positioning system (GPS) and quasi-zenith satellite system (QZSS) orbit determination was performed using international gnss system (IGS) ground station observations and user range error (URE), a key performance indicator of the navigation system, was calculated by comparison with IGS precise ephemeris. When estimating the clock error mounted on the navigation satellite, the radial orbital error and the clock error have a high inverse correlation, which cancel each other out, and the standard deviations of the URE of GPS and QZSS are small namely 1.99 m and 3.47 m, respectively. Instead of estimating the clock error of the navigation satellite, the orbit was determined by replacing the clock error of the navigation message with a modeled value, and the regional correlation with URE and the effect of the ground station arrangement were analyzed.

Towards 3D Modeling of Buildings using Mobile Augmented Reality and Aerial Photographs (모바일 증강 현실 및 항공사진을 이용한 건물의 3차원 모델링)

  • Kim, Se-Hwan;Ventura, Jonathan;Chang, Jae-Sik;Lee, Tae-Hee;Hollerer, Tobias
    • Journal of the Institute of Electronics Engineers of Korea CI
    • /
    • v.46 no.2
    • /
    • pp.84-91
    • /
    • 2009
  • This paper presents an online partial 3D modeling methodology that uses a mobile augmented reality system and aerial photographs, and a tracking methodology that compares the 3D model with a video image. Instead of relying on models which are created in advance, the system generates a 3D model for a real building on the fly by combining frontal and aerial views. A user's initial pose is estimated using an aerial photograph, which is retrieved from a database according to the user's GPS coordinates, and an inertial sensor which measures pitch. We detect edges of the rooftop based on Graph cut, and find edges and a corner of the bottom by minimizing the proposed cost function. To track the user's position and orientation in real-time, feature-based tracking is carried out based on salient points on the edges and the sides of a building the user is keeping in view. We implemented camera pose estimators using both a least squares estimator and an unscented Kalman filter (UKF). We evaluated the speed and accuracy of both approaches, and we demonstrated the usefulness of our computations as important building blocks for an Anywhere Augmentation scenario.

Evaluation Methodology of Greenhouse Gas On-Line Monitoring on Freeway (고속도로 구간의 온실가스 On-Line 모니터링 산정방법)

  • Lee, Soong-bong;Chang, Hyun-ho
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.16 no.2
    • /
    • pp.92-104
    • /
    • 2017
  • Previous management for speed in road traffic system was aimed only to the improvement of mobility and safety. However, consideration for the aspect of environment and energy consumption efficiency was valued less than the former ones. Nevertheless, economical damage scope caused by climate change has been increasing and it is estimated that environmental value will be increased because of the change of external circumstances. In addition, policy for reducing carbon emission in transportation system was assessed as insufficient in improving the condition of traffic road since it only focused on the transition of private vehicle into public transportation and development of eco-friendly car. Now it is the time to prepare for the adaptation strategy and precaution for the increased number of private vehicle in Korea. For this, paradigm shift in traffic operation which includes the policy not only about the mobility but also about caring environment would be needed. It is needed to be able to monitor the actual amount of greenhouse gas in real time to reduce the amount of emitted greenhouse gas in the aspect of traffic management. In this research, a methodology which can build on-line greenhouse gas emission monitoring system by using real time traffic data and predicting the circumstance in next 5 minutes was suggested.

Position Estimation of Autonomous Mobile Robot Using Geometric Information of a Moving Object (이동물체의 기하학적 위치정보를 이용한 자율이동로봇의 위치추정)

  • Jin, Tae-Seok;Lee, Jang-Myung
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.14 no.4
    • /
    • pp.438-444
    • /
    • 2004
  • The intelligent robots that will be needed in the near future are human-friendly robots that are able to coexist with humans and support humans effectively. To realize this, robots need to recognize their position and posture in known environment as well as unknown environment. Moreover, it is necessary for their localization to occur naturally. It is desirable for a robot to estimate of his position by solving uncertainty for mobile robot navigation, as one of the best important problems. In this paper, we describe a method for the localization of a mobile robot using image information of a moving object. This method combines the observed position from dead-reckoning sensors and the estimated position from the images captured by a fixed camera to localize a mobile robot. Using the a priori known path of a moving object in the world coordinates and a perspective camera model, we derive the geometric constraint equations which represent the relation between image frame coordinates for a moving object and the estimated robot's position. Since the equations are based or the estimated position, the measurement error may exist all the time. The proposed method utilizes the error between the observed and estimated image coordinates to localize the mobile robot. The Kalman filter scheme is applied for this method. its performance is verified by the computer simulation and the experiment.

Mono-Vision Based Satellite Relative Navigation Using Active Contour Method (능동 윤곽 기법을 적용한 단일 영상 기반 인공위성 상대항법)

  • Kim, Sang-Hyeon;Choi, Han-Lim;Shim, Hyunchul
    • Journal of the Korean Society for Aeronautical & Space Sciences
    • /
    • v.43 no.10
    • /
    • pp.902-909
    • /
    • 2015
  • In this paper, monovision based relative navigation for a satellite proximity operation is studied. The chaser satellite only uses one camera sensor to observe the target satellite and conducts image tracking to obtain the target pose information. However, by using only mono-vision, it is hard to get the depth information which is related to the relative distance to the target. In order to resolve the well-known difficulty in computing the depth information with the use of a single camera, the active contour method is adopted for the image tracking process. The active contour method provides the size of target image, which can be utilized to indirectly calculate the relative distance between the chaser and the target. 3D virtual reality is used in order to model the space environment where two satellites make relative motion and produce the virtual camera images. The unscented Kalman filter is used for the chaser satellite to estimate the relative position of the target in the process of glideslope approaching. Closed-loop simulations are conducted to analyze the performance of the relative navigation with the active contour method.