• KIEE International Transaction on Systems and Control
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• 제2D권2호
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• pp.97-107
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• 2002

In this paper, we propose the concept of orthonormalized compressed measurement for the stability analysis of discrete linear time-varying Kalman filters. Unlike previous studies that deal with the homogeneous portion of Kalman filters, the proposed Lyapunov method directly deals with the stochastically-driven system. The orthonorrmalized compressed measurement provides information on the a priori state estimate of the Kalman filter at the k-th step that is propagated from the a posteriori state estimate at the previous block of time. Since the complex multiple-step propagations of a candidate Lyapunov function with process and measurement noises can be simplified to a one-step Lyapunov propagation by the orthonormalized compressed measurement, a stochastic radius of attraction can be derived that would be impractically difficult to obtain by the conventional multiple-step Lyapunov method.

• 제어로봇시스템학회논문지
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• 제15권8호
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• pp.859-866
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• 2009

The article discusses an issue of estimating the airspeed of an autonomous flying vehicle. Airspeed is the difference between ground speed and wind speed. It is desirable to know any two among the three speeds for navigation, guidance and control of an autonomous vehicle. For example, ground speed and position are used to guide a vehicle to a target point and wind speed and airspeed are used to maximize flight performance such as a gliding range. However, the target vehicle has not an airspeed sensor but a ground speed sensor (GPS/INS). So airspeed or wind speed has to be estimated. Here, airspeed is to be estimated. A vehicle's dynamics and its dynamic parameters are used to estimate airspeed with attitude and angular speed measurements. Kalman filter is used for the estimation. There are also two major sources arousing a robust estimation problem; wind speed and altitude. Wind speed and direction depend on weather conditions. Altitude changes as a vehicle glides down to the ground. For one reference altitude, multiple model Kalman filters are pre-designed based on several reference airspeeds. We call this group of filters as a cluster. Filters of a cluster are activated simultaneously and probabilities are calculated for each filter. The probability indicates how much a filter matches with measurements. The final airspeed estimate is calculated by summing all estimates multiplied by probabilities. As a vehicle glides down to the ground, other clusters that have been designed based on other reference altitudes are activated. Some numerical simulations verify that the proposed method is effective to estimate airspeed.

• 한국항행학회논문지
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• 제15권4호
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• pp.556-561
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• 2011

일반적으로 비선형 시스템에서 particle filter가 Kalman Filter보다 표적추적 성능이 뛰어나다고 알려져 있다. 그러나 particle filter는 많은 연산량을 요구하는 단점이 있다. 본 논문에서는 particle filter 보다 적은 particle의 수, 즉 적은 연산량으로 동일한 성능을 가지는 Rao-Blackwellized particle filter의 모델의 민감성을 줄인 Rao-Blackwellized Multiple Model Particle Filter(RBMMPF)의 알고리즘을 소개하고 이에 다중센서 정보를 융합하는 자료융합 기법을 적용하였다. 시뮬레이션을 통해 단일센서 정보를 이용한 RBMMPF 표적추적 성능과 다중센서정보를 융합한 RBMMPF의 표적추적 성능을 비교, 분석하였다.

• 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.

• 대한전기학회:학술대회논문집
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• 대한전기학회 1998년도 하계학술대회 논문집 B
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• pp.657-659
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• 1998

In this paper we discuss an algorithm to discriminate a target under track against multiple acoustic counter-measure (ACM) sources, based on sequential testings of multiple hypotheses. The ACM sources are separated from the target under track and generate, while drifting, measurements with false range and Doppler information. The purpose of the ACM is to mislead the target tracking and to help the true target evade a pursuer. The proposed algorithm uses as a test statistic a function of both the sequences of processed waveform signature and the innovation sequences from extended Kalman filters to estimate the target dynamics and the drifting positions of the ACM sources. Numerical experiments on various scenarios show that the proposed algorithm discriminates the target faster with a higher probability of success than the algorithm using only the innovation sequences from extended Kalman filters.

• 제어로봇시스템학회논문지
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• 제5권6호
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• pp.764-776
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• 1999

In this paper, a tracking algorithm for a maneuvering single target in the presence of multiple data from multiple sensors is investigated. Allowing individual sensors to function by themselves, the estimates from individual sensors on the same target are fused for the purpose of improving the state estimate. The filtering method adopted in the local sensors is the variable dimensional filter with input estimatio technique, which consists of a constant velocity model and a constant acceleration model. A posteriori probability for the maneuvering hypothesis is newly derived. It is shown that the relation function of the a posteriori probability is a function of only the covariance of the fused estimates. Simulation results are provided.

• International Journal of Aeronautical and Space Sciences
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• 제14권1호
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• pp.91-98
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• 2013

The rigorous requirements of modern spacecraft missions necessitate a precise attitude determination strategy. This paper mainly researches that, based on three space-borne attitude sensors: 3-axis rate gyros, 3-antenna GPS receiver and star-sensor. To obtain global attitude estimation after an information fusion process, a feedback-involved Federated Kalman Filter (FKF), consisting of two subsystem Kalman filters (Gyros/GPS and Gyros/Star-sensor), is established. In these filters, the state equation is implemented according to the spacecraft's kinematic attitude model, while the residual error models of GPS and star-sensor observed attitude are utilized, to establish two observation equations, respectively. Taking the sensors' different update rates into account, these two subsystem filters are conducted under a variable step size state prediction method. To improve the fault tolerant capacity of the attitude determination system, this paper designs malfunction warning factors, based on the principle of ${\chi}^2$ residual verification. Mathematical simulation indicates that the information fusion strategy overwhelms the disadvantages of each sensor, acquiring global attitude estimation with precision at a 2-arcsecs level. Although a subsystem encounters malfunction, FKF still reaches precise and stable accuracy. In this process, malfunction warning factors advice malfunctions correctly and effectively.

• 한국음향학회지
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• 제18권8호
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• pp.42-47
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• 1999

본 논문에서는 시변가산유색잡음에 오염된 음성신호의 향상을 위한 MIMM(mixture interacting multiple model) 알고리즘을 제안 한다. 제안된 방법에서 음성신호는 혼합 은닉필터모델(hidden filter model: HFM)로 모델링되며, 잡음신호는 하나의 은닉필터로 모델링 된다. MIMM 알고리즘은 혼합 은닉필터모델에 의한 다중 Kalman 필터링에 기초한 회귀계산이기 때문에 계산량이 많아, Kalman 필터링 식의 구조적 측면에서 효율적인 계산이 가능하도록 알고리즘을 구현했다. 시뮬레이션 결과, 제안된 방법이 기존의 결과 [4,5]에 비하여 성능향상이 이루어 졌음을 보여 준다.

• 한국음향학회:학술대회논문집
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• 한국음향학회 1998년도 제15회 음성통신 및 신호처리 워크샵(KSCSP 98 15권1호)
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• pp.225-230
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• 1998

In this paper, a Kalman filter approach for enhancing speech signals degraded by statistically independent additive nonstationary noise is developed. The autoregressive hidden markov model is used for modeling the statistical characteristics of both the clean speech signal and the nonstationary noise process. In this case, the speech enhancement comprises a weighted sum of conditional mean estimators for the composite states of the models for the speech and noise, where the weights equal to the posterior probabilities of the composite states, given the noisy speech. The conditional mean estimators use a smoothing spproach based on two Kalmean filters with Markovian switching coefficients, where one of the filters propagates in the forward-time direction with one frame. The proposed method is tested against the noisy speech signals degraded by Gaussian colored noise or nonstationary noise at various input signal-to-noise ratios. An app개ximate improvement of 4.7-5.2 dB is SNR is achieved at input SNR 10 and 15 dB. Also, in a comparison of conventional and the proposed methods, an improvement of the about 0.3 dB in SNR is obtained with our proposed method.

• 한국통신학회논문지
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• 제40권7호
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• pp.1239-1247
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• 2015

Frequency-division duplex (FDD) massive multiple-input multiple-output (MIMO) 시스템에서 하향 링크 채널 추정의 계산 복잡도는 기지국의 안테나 개수와 비례한다. 그러므로 이러한 시스템에서의 효율적인 채널 추정 방식이 연구 될 필요가 있다. 본 논문에서는 채널이 시간적, 공간적 상관관계를 가지는 모델에서 Kalman 필터와 least mean square (LMS) 등과 같은 적응 신호처리 기법을 이용한 채널 추정 방식을 제안한다.