• Title/Summary/Keyword: Recursive FIltering

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Recursive Unscented Kalman Filtering based SLAM using a Large Number of Noisy Observations

  • Lee, Seong-Soo;Lee, Suk-Han;Kim, Dong-Sung
    • International Journal of Control, Automation, and Systems
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    • v.4 no.6
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    • pp.736-747
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    • 2006
  • Simultaneous Localization and Map Building(SLAM) is one of the fundamental problems in robot navigation. The Extended Kalman Filter(EKF), which is widely adopted in SLAM approaches, requires extensive computation. The conventional particle filter also needs intense computation to cover a high dimensional state space with particles. This paper proposes an efficient SLAM method based on the recursive unscented Kalman filtering in an environment including a large number of landmarks. The posterior probability distributions of the robot pose and the landmark locations are represented by their marginal Gaussian probability distributions. In particular, the posterior probability distribution of the robot pose is calculated recursively. Each landmark location is updated with the recursively updated robot pose. The proposed method reduces filtering dimensions and computational complexity significantly, and has produced very encouraging results for navigation experiments with noisy multiple simultaneous observations.

Computational Speed Comparison between FFT Convolution and Recursive Filtering

  • Lee, Hyeong-Ho
    • Proceedings of the KIEE Conference
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    • 1979.08a
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    • pp.166-167
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    • 1979
  • Performances of three computational algorithms for one-dimensional frequency filtering are compared and tradeoffs are studied. If the size of the filter impulse response is small, it is well-known that the conventional convolution is superior than the FFT convolution. If the size of the impulse response is large, it was suggested that the recursive filter might be competitive in terms of speed to the FFT convolution. We, therefore, have developed an computational, algorithm for the recursive filter to compare the speed advantages over the FFT convolution and the results are presented.

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New Algorithm for Recursive Estimation in Linear Discrete-Time Systems with Unknown Parameters

  • Shin Vladimir;Ahn Jun-Il;Kim Du-Yong
    • International Journal of Control, Automation, and Systems
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    • v.4 no.4
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    • pp.456-465
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    • 2006
  • The problem of recursive filtering far linear discrete-time systems with uncertainties is considered. A new suboptimal filtering algorithm is herein proposed. It is based on the fusion formula, which represents an optimal mean-square linear combination of local Kalman estimates with weights depending on cross-covariances between local filtering errors. In contrast to the optimal weights, the suboptimal weights do not depend on current measurements, and thus the proposed algorithm can easily be implemented in real-time. High accuracy and efficiency of the suboptimal filtering algorithm are demonstrated on the following examples: damper harmonic oscillator motion and vehicle motion constrained to a plane.

Improvement of Ultrasound Images Using Motion Estimation and Recursive Filtering (Motion Estimation과 Recursive Filtering을 사용한 초음파 동화상의 개선)

  • Song, J.S.;Lee, J.K.;Yang, Y.J.;Choi, H.J.;Oh, C.H.
    • Proceedings of the KOSOMBE Conference
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    • v.1995 no.05
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    • pp.123-126
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    • 1995
  • The purpose of this paper is to improve ultrasound images using motion estimation and recursive filtering. Although averaging without motion correction can make image blurring, the proposed estimation method improves image SNR without motion blurring by recursively averaging images with motion correction. Computer simulation on the proposed method has been performed to improve phantom and ultrasound fish images and the results show the utility of the proposed method.

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Fast Bilateral Filtering Using Recursive Gaussian Filter for Tone Mapping Algorithm

  • Dewi, Primastuti;Nam, Jin-Woo;Cha, Eui-Young
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2010.05a
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    • pp.176-179
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    • 2010
  • In this paper, we propose a fast implementation of Bilateral filter for tone mapping algorithm. Bilateral filter is able to preserve detail while at the same time prevent halo-ing artifacts because of improper scale selection by ensuring image smoothed that not only depend on pixel closeness, but also similarity. We accelerate Bilateral filter by using a piecewise linear approximation and recursive Gaussian filter as its domain filter. Recursive Gaussian filter is scale independent filter that combines low cost 1D filter which makes this filter much faster than conventional convolution filter and filtering in frequency domain. The experiment results show that proposed method is simpler and faster than previous method without mortgaging the quality.

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An inverse filtering technique for the recursive digital filter model (Recursive 디지털 필터 모델에 대한 역 필터링 기법)

  • Sung-Jin Kim
    • Journal of the Institute of Convergence Signal Processing
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    • v.5 no.2
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    • pp.151-158
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    • 2004
  • In this paper, an inverse filtering technique for the digital filter model is proposed. This technique enables us to obtain a stable non-causal m inverse filter by transforming (approximating) it to a causal stable inverse system. In practice, a causal FIR approximation to this inverse filter is proposed. It can be shown that the impulse response of the inverse filter for all-pass systems is simply the mirror image of the impulse response for the system. Specially, due to this symmetric property of the impulse response of all-pass systems, the proposed technique is more useful for all-pass systems than other systems. In order to illustrate the proposed inverse filtering technique, four examples are presented. Two of them are for all-pass filters. The other two examples are for IIR and FIR filters. Also, computer simulations demonstrate that the proposed technique works very well.

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A Fast Algorithm for Real-time Adaptive Notch Filtering

  • Kim, Haeng-Gihl
    • Journal of information and communication convergence engineering
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    • v.1 no.4
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    • pp.189-193
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    • 2003
  • A new algorithm is presented for adaptive notch filtering of narrow band or sine signals for embedded among broad band noise. The notch filter is implemented as a constrained infinite impulse response filter with a minimal number of parameters, Based on the recursive prediction error (RPE) method, the algorithm has the advantages of the fast convergence, accurate results and initial estimate of filter coefficient and its covariance is revealed. A convergence criterion is also developed. By using the information of the noise-to-signal power, the algorithm can self-adjust its initial filter coefficient estimate and its covariance to ensure convergence.

Mixture Filtering Approaches to Blind Equalization Based on Estimation of Time-Varying and Multi-Path Channels

  • Lim, Jaechan
    • Journal of Communications and Networks
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    • v.18 no.1
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    • pp.8-18
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    • 2016
  • In this paper, we propose a number of blind equalization approaches for time-varying andmulti-path channels. The approaches employ cost reference particle filter (CRPF) as the symbol estimator, and additionally employ either least mean squares algorithm, recursive least squares algorithm, or $H{\infty}$ filter (HF) as a channel estimator such that they are jointly employed for the strategy of "Rao-Blackwellization," or equally called "mixture filtering." The novel feature of the proposed approaches is that the blind equalization is performed based on direct channel estimation with unknown noise statistics of the received signals and channel state system while the channel is not directly estimated in the conventional method, and the noise information if known in similar Kalman mixture filtering approach. Simulation results show that the proposed approaches estimate the transmitted symbols and time-varying channel very effectively, and outperform the previously proposed approach which requires the noise information in its application.

A FILTERING FOR DISCRETE MARKET SYSTEM WITH UNKNOWN PARAMETERS

  • Choi, Won
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.383-387
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    • 2008
  • The problem of recursive filtering for discrete market model with unknown parameters is considered. In this paper, we develop an effective filtering algorithm for discrete market systems with unknown parameters and the error covariance equation determining the accuracy of the proposed algorithm is derived.

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A STUDY ON INITIAL CONVERGENCE PROPERTIES OF THE KALMAN FILLTERING ALGORITHM

  • Park, Dong-Jo
    • 제어로봇시스템학회:학술대회논문집
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    • 1988.10b
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    • pp.1051-1054
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    • 1988
  • In this paper we present initial convergence properties of the Kalman filtering algorithm, we put an arbitrary small positive correlation matrix as an initial condition in the recursive algorithm. This arbitrary small initial condition perturbs the Kalman filtering algorithm and may lead to initial instability. We derive a condition which insures the stable operation of the Kalman filtering algorithm from the stochastic Lyapunov difference equation.

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