• Transactions on Control, Automation and Systems Engineering
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• v.1 no.2
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• pp.134-140
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• 1999

The robust generalized H2 filtering problem for a class of discrete time uncertain linear systems satisfying the sum quadratic constraints(SQCs) is considered. The objective of this paper is to develop robust stability condition using SQCs and design a robust generalized Ha filter to take place of the existing robust Kalman filter. The robust generalized H2 filter is designed based on newly derived robust stability condition. The robust generalized Ha filter bounds the energy to peak gain from the energy bounded exogenous disturbances to the estimation errors under the given positive scalar ${\gamma}$. Unlike the robust Lalman filter, it does not require any spectral assumptions about the exogenous disturbances . Therefore the robust generalized H2 filter can be considered as a deterministic formulation of the robust Kalman filter. Moreover, the variance of the estimation error obtained by the proposed filter is lower than that by the existing robust Kalman filter. The robustness of the robust generalized H2 filter against the uncertainty and the exogenous signal is illustrated by a simple numerical example.

• Journal of Institute of Control, Robotics and Systems
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• v.7 no.4
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• pp.363-363
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• 2001

We study on the velocity matching algorithm for transfer alignment of inertial navigation system(INS) using a robust H₂ filter. We suggest an uncertainty model and a discrete robust H₂filter for INS and apply the suggested robust H₂ filter to the uncertainty model. The discrete robust H₂filter is shown by simulation to have better performance time and accuracy than Kalman filter.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.26-26
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• 2000

We study on the velocity matching algorithm for transfer alignment of inertial navigation system(INS) using robust H$_2$ filter. We suggest an uncertainty model for INS and apply the suggested discrete robust H$_2$ filter to the uncertainty model compared with kalman filter, the discrete robust H$_2$ filter is shown by simulation to have good performance of alignment time and accuracy.

• Journal of Institute of Control, Robotics and Systems
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• v.12 no.2
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• pp.93-100
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• 2006

In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

• Journal of Institute of Control, Robotics and Systems
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• v.7 no.4
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• pp.362-368
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• 2001

We study on the velocity matching algorithm for transfer alignment of inertial navigation system(INS) using a robust H$_2$ filter. We suggest an uncertainty model and a discrete robust H$_2$filter for INS and apply the suggested robust H$_2$ filter to the uncertainty model. The discrete robust H$_2$filter is shown by simulation to have better performance time and accuracy than Kalman filter.

• Proceedings of the Acoustical Society of Korea Conference
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• 1992.06a
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• pp.33-36
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• 1992

In this paper we propose the impulse noise-robust Wiener filter based on a combination of Wiener and modified trimmed mean(MTM) filters. The robust Wiener filter uses the trimming operation of the MTM filter to replace the outliers with the median within the window and the new set of samples which can be considered as the random process with same mean are inputted into the following Wiener filter. We show that the robust Wiener filter is effective in frequency selective filtering of nonstationary signals while preserving signal edges with the rejection of impulse noise.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.565-569
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• 2003

In this paper, a robust filter is proposed to effectively estimate the system states in the case where system model uncertainties as well as disturbances are present. The proposed robust filter is constructed based on the linear approximation methods for a general nonlinear uncertain system with an integral quadratic constraint. We also derive the important characteristic of the proposed filter, a modified $H_{\infty}$ performance index. Analysis results show that the proposed filter has robustness against disturbances, such as process and measurement noises, and against parameter uncertainties. Simulation results show that the proposed filter effectively improves the performance.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.38A no.9
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• pp.798-809
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• 2013

In this paper, we propose robust relay and destination filter design methods for the multi-user peer-to-peer amplify-and-forward relaying systems while taking imperfect channel knowledge into consideration. Specifically, the relay and destination filter sets are developed to minimize the sum mean-squared-error (MSE). We first present a robust joint optimum relay and destination filter calculation method with an iterative algorithm. Motivated by the need to reduce computational complexity of the iterative scheme, we then formulate a simplified sum MSE minimization problem using the relay filter decomposability, which lead to two robust sub-optimum non-iterative design methods. Finally, we propose robust modified destination filter design methods which require only local channel state information between relay node and a specific destination node. The analysis and simulation results verify that, compared with the optimum iterative method, the proposed non-iterative schemes suffer a marginal loss in performance while enjoying significantly improved implementation efficiencies. Also it is confirmed that the proposed robust filter design methods provide desired robustness in the presence of channel uncertainty.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.1771-1776
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• 2003

In mobile robot navigation, one of the key problems is the pose estimation of the mobile robot. Although the odometry can be used to describe the motions of the mobile robots quite simple and accurately, the validities of the models are limited by a number of error sources contaminating the encoder outputs so that applying the conventional extended Kalman filter to these nominal model does not yield the satisfactory performance. As a remedy for this problem, we consider the uncertain nonlinear kinematic model of the mobile robot that contains the norm bounded uncertainties and also propose a new robust extended Kalman filter based on the Krein space approach. The proposed robust filter has the same recursive structure as the conventional extended Kalman filter and can hence be readily designed to effectively account for the uncertainties. The computer simulations will be given to verify the robustness against the parameter variation as well as the reliable performance of the proposed robust filter.

• Proceedings of the KIEE Conference
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• 2002.11c
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• pp.104-109
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• 2002

A new robust Kalman filter is designed for the linear discrete-time system with norm-bounded parametric uncertainties. Sum quadratic constraint, which describes the uncertainties of the system, is converted into an indefinite quadratic form to be minimized in indefinite inner product space. This minimization problem is solved by the new robust Kalman filter. Since the new filter is obtained by simply modifying the conventional Kalman filter, robust filtering scheme can be more readily designed using the proposed method in comparison with the existing robust Kalman filters. A numerical example demonstrates the robustness and the improvement of the proposed filter compared with the existing filters.