• 제목/요약/키워드: 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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    • 제4권6호
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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
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1979년도 하계 전자.전기연합학술발표회논문집
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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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    • 제4권4호
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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.

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

  • 송진수;이종권;양윤정;최환준;오창현
    • 대한의용생체공학회:학술대회논문집
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    • 대한의용생체공학회 1995년도 춘계학술대회
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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

  • 프리마스투티 대위;남진우;차의영
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 2010년도 춘계학술대회
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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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Recursive 디지털 필터 모델에 대한 역 필터링 기법 (An inverse filtering technique for the recursive digital filter model)

  • Sung-Jin Kim
    • 융합신호처리학회논문지
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    • 제5권2호
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    • pp.151-158
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    • 2004
  • 본 논문에서는 디지털 필터 모델에 대한 역 필터링 기법을 제안한다. 이 기법은 안정한 non-causal IIR 역 필터를 안정한 causal 역 필터로 변환(근사)시키는 것이다. 실제로 이 역 필터에 대한 FIR 근사 방법을 제안한다. 전역통과 시스템에 대한 역 필터의 임펄스 응답은 그 시스템에 대한 임펄스 응답의 거울 영상(mirror image) 임을 알 수 있다. 특히 전역통과 시스템에 대한 임펄스 응답이 이러한 대칭성을 갖기 때문에, 제안한 기법은 다른 시스템 보다 전역통과 시스템에 더욱 유용하다. 제안한 역 필터링 기법을 설명하기 위하여, 네 개의 예제를 제시한다. 그들 중 둘은 전역통과 필터에 대한 것이며, 다른 두 개의 예제는 IIR과 FIR 필터에 대한 것이다. 또한 컴퓨터 시뮬레이션을 통하여 제안한 기법이 잘 동작함을 보인다.

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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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    • 제1권4호
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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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    • 제18권1호
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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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    • 제26권1_2호
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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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    • 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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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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