• Title/Summary/Keyword: Kalman-filter Model

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Recursive Short-Term Load Forecasting Using Kalman Filter and Time Series (칼만 필터와 시계열을 이용한 순환단기 부하예측)

  • 박영문;정정주
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.32 no.6
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    • pp.191-198
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    • 1983
  • This paper describes the aplication of different model which can be used for short-term load prediction. The model is based on Bohlin's approach to first develop a load profile model representing the nominal load component and the Box-Jenkins approach is used to predict residuals. An on-line algorithm using Kalman Filter and Time Series is implemented for and hour-ahead prediction. In the Kalman Filter system equation and measurement equation were fixed and parameters of Time Series were varied week after week. A set of data for Korea Electric Power Corporation from April to June 1981 was used for the evaluation of the model. As the result of this simulation 1.2% rms error was acquired.

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Bayesian Filter-Based Mobile Tracking under Realistic Network Setting (실제 네트워크를 고려한 베이지안 필터 기반 이동단말 위치 추적)

  • Kim, Hyowon;Kim, Sunwoo
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.9
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    • pp.1060-1068
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    • 2016
  • The range-free localization using connectivity information has problems of mobile tracking. This paper proposes two Bayesian filter-based mobile tracking algorithms considering a propagation scenario. Kalman and Markov Chain Monte Carlo (MCMC) particle filters are applied according to linearity of two measurement models. Measurement models of the Kalman and MCMC particle filter-based algorithms respectively are defined as connectivity between mobiles, information fusion of connectivity information and received signal strength (RSS) from neighbors within one-hop. To perform the accurate simulation, we consider a real indoor map of shopping mall and degree of radio irregularity (DOI) model. According to obstacles between mobiles, we assume two types of DOIs. We show the superiority of the proposed algorithm over existing range-free algorithms through MATLAB simulations.

Kalman-Filter Based Static Load Modeling of Real Power System Using K-EMS Data

  • Lee, Soo-Hyoung;Son, Seo-Eun;Lee, Sung-Moo;Cho, Jong-Man;Song, Kyung-Bin;Park, Jung-Wook
    • Journal of Electrical Engineering and Technology
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    • v.7 no.3
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    • pp.304-311
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    • 2012
  • So far, the importance for an accurate load model has been constantly raised and its necessity would be further more emphasized. Currently used load model for analysis of power system in Korea was developed 10 years ago, which is aggregated by applying the statistically estimated load compositions to load models based on individual appliances. As modern appliances have diversified and rapidly changed, the existing load model is no longer compatible with current loads in the Korean power system. Therefore, a measurement based load model is more suitable for modern power system analysis because it can accurately include the load characteristics by directly measuring target load. This paper proposes a ZIP model employing a Kalman-filter as the estimation algorithm for the model parameters. The Kamlan-filter based parameter identification offers an advantage of fast parameter determination by removing iterative calculation. To verify the proposed load model, the four-second-interval real data from the Korea Energy Management System (K-EMS) is used.

Locating and identifying model-free structural nonlinearities and systems using incomplete measured structural responses

  • Liu, Lijun;Lei, Ying;He, Mingyu
    • Smart Structures and Systems
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    • v.15 no.2
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    • pp.409-424
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    • 2015
  • Structural nonlinearity is a common phenomenon encountered in engineering structures under severe dynamic loading. It is necessary to localize and identify structural nonlinearities using structural dynamic measurements for damage detection and performance evaluation of structures. However, identification of nonlinear structural systems is a difficult task, especially when proper mathematical models for structural nonlinear behaviors are not available. In prior studies on nonparametric identification of nonlinear structures, the locations of structural nonlinearities are usually assumed known and all structural responses are measured. In this paper, an identification algorithm is proposed for locating and identifying model-free structural nonlinearities and systems using incomplete measurements of structural responses. First, equivalent linear structural systems are established and identified by the extended Kalman filter (EKF). The locations of structural nonlinearities are identified. Then, the model-free structural nonlinear restoring forces are approximated by power series polynomial models. The unscented Kalman filter (UKF) is utilized to identify structural nonlinear restoring forces and structural systems. Both numerical simulation examples and experimental test of a multi-story shear building with a MR damper are used to validate the proposed algorithm.

Autonomous Real-time Relative Navigation for Formation Flying Satellites

  • Shim, Sun-Hwa;Park, Sang-Young;Choi, Kyu-Hong
    • Journal of Astronomy and Space Sciences
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    • v.26 no.1
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    • pp.59-74
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    • 2009
  • Relative navigation system is presented using GPS measurements from a single-channel global positioning system (GPS) simulator. The objective of this study is to provide the real-time inter-satellite relative positions as well as absolute positions for two formation flying satellites in low earth orbit. To improve the navigation performance, the absolute states are estimated using ion-free GRAPHIC (group and phase ionospheric correction) pseudo-ranges and the relative states are determined using double differential carrier-phase data and singled-differential C/A code data based on the extended Kalman filter and the unscented Kalman filter. Furthermore, pseudo-relative dynamic model and modified relative measurement model are developed. This modified EKF method prevents non-linearity of the measurement model from degrading precision by applying linearization about absolute navigation solutions not about the priori estimates. The LAMBDA method also has been used to improve the relative navigation performance by fixing ambiguities to integers for precise relative navigation. The software-based simulation has been performed and the steady state accuracies of 1 m and 6 mm ($1{\sigma}$ of 3-dimensional difference errors) are achieved for the absolute and relative navigation using EKF for a short baseline leader/follower formation. In addition, the navigation performances are compared for the EKF and the UKF for 10 hours simulation, and relative position errors are mm-level for the two filters showing the similar trends.

An INS Filter Design Considering Mixed Random Errors of Gyroscopes

  • Seong, Sang-Man;Kang, Ki-Ho
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.262-264
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    • 2005
  • We propose a filter design method to suppress the effect of gyroscope mixed random errors at INS system level. It is based on the result that mixed random errors can be represented by a single equivalent ARMA model. At first step, the time difference of equivalent ARMA process is performed, which consider the characteristic of indirect feedback Kalman filter used in INS filter. Next, a state space conversion of time differenced ARMA model is achieved. If the order of AR is greater than that of MA, the controllable or observable canonical form is used. Otherwise, we introduce the state equation of which the state variable is composed of the ARMA model output and several step ahead predicts of that. At final step, a complete form state equation is presented. The simulation results shows that the proposed method gives less transient error and better convergence compared to the conventional filter which assume the mixed random errors as white noise.

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Estimation error bounds of discrete-time optimal FIR filter under model uncertainty

  • Yoo, Kyung-Sang;Kwon, Oh-Kyu
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.352-355
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    • 1995
  • In this paper, estimation error bounds of the optimal FIR (Finite Impulse Response) filter, which is proposed by Kwon et al.[1, 2], are presented in discrete-time systems with the model uncertainty. Performance bounds are here represented by the upper bounds on the difference of the estimation error covariances between the nominal and real values in case of the systems with the noise or model parameter uncertainty. The estimation error bounds of the discrete-time optimal FIR filter is compared with those of the Kalman filter via a numerical example applied to the simulation problem by Toda and Patel[3]. Simulation results show that the former has robuster performance than the latter.

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A Study of Improvement of a Prediction Accuracy about Wind Resources based on Training Period of Bayesian Kalman Filter Technique (베이지안 칼만 필터 기법의 훈련 기간에 따른 풍력 자원 예측 정확도 향상성 연구)

  • Lee, Soon-Hwan
    • Journal of the Korean earth science society
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    • v.38 no.1
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    • pp.11-23
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    • 2017
  • The short term predictability of wind resources is an important factor in evaluating the economic feasibility of a wind power plant. As a method of improving the predictability, a Bayesian Kalman filter is applied as the model data postprocessing. At this time, a statistical training period is needed to evaluate the correlation between estimated model and observation data for several Kalman training periods. This study was quantitatively analyzes for the prediction characteristics according to different training periods. The prediction of the temperature and wind speed with 3-day short term Bayesian Kalman training at Taebaek area is more reasonable than that in applying the other training periods. In contrast, it may produce a good prediction result in Ieodo when applying the training period for more than six days. The prediction performance of a Bayesian Kalman filter is clearly improved in the case in which the Weather Research Forecast (WRF) model prediction performance is poor. On the other hand, the performance improvement of the WRF prediction is weak at the accurate point.

Study on Nonlinear Filter Using Unscented Transformation Update (무향변환을 이용한 비선형 필터에 대한 연구)

  • Yoon, Jangho
    • Journal of Aerospace System Engineering
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    • v.10 no.1
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    • pp.15-20
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    • 2016
  • The optimal estimation of a general continuous-discrete system can be achieved through the solution of the Fokker-Planck equation and the Bayesian update. Due the high nonlinearity of the equation of motion of the system and the measurement model, it is necessary to linearize the both equation. To avoid linearization, the filter based on Fokker-Planck equation is designed. with the unscented transformation update mechanism, in which the associated Fokker-Planck equation was solved efficiently and accurately via discrete quadrature and the measurement update was done through the unscented transformation update mechanism. This filter based on the Direct Quadrature Moment of Method(DQMOM) and the unscented transformation update is applied to the bearing only target tracking problem. The proposed filter can still provide more accurate estimation of the state than those of the extended Kalman filter especially when measurements are sparse. Simulation results indicate that the advantages of the proposed filter based on the DQMOM and the unscented transformation update make it a promising alternative to the extended Kalman filter.

Efficient Mixture IMM Algorithm for Speech Enhancement under Nonstationary Additive Colored Noise (시변가산유색잡음하의 음성 향상을 위한 효율적인 Mixture IMM 알고리즘)

  • 이기용;임재열
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.8
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    • pp.42-47
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    • 1999
  • In this paper, a mixture interacting multiple model (MIMM) algorithm is proposed to enhance speech contaminated by additive nonstationary noise. In this approach, a mixture hidden filter model (HFM) is used to model the clean speech and the noise process is modeled by a single hidden filter. The MIMM algorithm, however. needs large computation time because it is a recursive method based on multiple Kalman filters with mixture HFM. Thereby, a computationally efficient implementation of the algorithm is developed by exploiting the structure of the Kalman filtering equation. The simulation results show that the proposed method offers performance gain compared to the previous results in [4,5] with slightly increased complexity.

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