• Title/Summary/Keyword: Robust Kalman Filter

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Design of Decentralized $H^{\infty}$ State Estimator in Indefinite Inner Product Spaces (부정 내적 공간에서의 준최적 분산 $H^{\infty}$ 상태 추정기 설계)

  • Ra, Won-Sang;Jin, Seung-Hee;Park, Jin-Bae;Yoon, Tae-Sung;Choe, Yoon-Ho
    • Proceedings of the KIEE Conference
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    • 1998.07b
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    • pp.436-439
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    • 1998
  • In this paper, we propose a centralized $H^{\infty}$ state estimator for the multi state estimation problem using the result suboptimal $H^{\infty}$ filter is a special form of Ka filter whose state equations are defined in md inner product spaces. Con- ventional decentr filters are based on Kalman filter assumes precesses and measurements noises are w Gaussian noise. Therefore, Kalman based decent filter design hasn't robust performance in situation. Simulation results show that decent $H^{\infty}$ filter has robust perfotmance in worst case sensor fault situation.

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Development of Integrated Navigation Algorithm for Underwater Vehicle using Velocity Filter (속도필터 적용 수중운동체 복합항법 알고리즘 개발)

  • Yoo, Tae-Suk;Chung, Gyoo-Pil;Yoon, Seon-Il
    • Journal of Ocean Engineering and Technology
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    • v.27 no.2
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    • pp.93-99
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    • 2013
  • This paper describes a robust algorithm for an integrated underwater navigation system based on VKF (velocity Kalman filter). The proposed approach relies on a VKF, augmented by the altitude from an echo-sounder-based switching architecture to yield robust performance, even when DVL (Doppler velocity log) exceeds the measurement range and the measured value cannot be valid. The proposed approach relies on three parts: 1) PINS (pure inertial navigation system), 2) VKF design, and 3) VKF-aided integrated navigation filter design. To evaluate the proposed method, we compare the results of the VKF-aided navigation system with the simulation result from a PINS and conventional INS-DVL method.

Integration Algorithm of GPS/SDINS/ST for a Space Navigation (우주항법을 위한 GPS/SDINS/ST 결합 알고리듬)

  • Yi, Chang-Yong;Cho, Kyeum-Rae;Lee, Dae-Woo;Cho, Yun-Cheol
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.24 no.2
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    • pp.1-10
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    • 2016
  • A GPS/SDINS/ST(Star Tracker) integrated sensor algorithm is more robust than the GPS/SDINS and the ST/SDINS systems on exploration of other planets. Most of the advanced studies shown that GPS/SDINS/ST integrated sensor with centralized Kalman filter was more accurate than those 2 integrated systems. The system, however, consist of a single filter, it is vulnerable to defects on failed data. To improve the problem, we work out a study using federated Kalman filter(No-Reset mode) and centralized Kalman filter with adaptive measurement fusion which known as robustness on fault. The simulation results show that the debasing influences are reduced and the computation is enable at least 100Hz. Further researches that the initial calibration in accordance with observability and applying the exploration trajectory are needed.

$H_{\infty}$ Filter Based Robust Simultaneous Localization and Mapping for Mobile Robots (이동로봇을 위한 $H_{\infty}$ 필터 기반의 강인한 동시 위치인식 및 지도작성 구현 기술)

  • Jeon, Seo-Hyun;Lee, Keon-Yong;Doh, Nakju Lett
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.48 no.1
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    • pp.55-60
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    • 2011
  • The most basic algorithm in SLAM(Simultaneous Localization And Mapping) technique of mobile robots is EKF(Extended Kalman Filter) SLAM. However, it requires prior information of characteristics of the system and the noise model which cannot be estimated in accurate. By this limit, Kalman Filter shows the following behaviors in a highly uncertain environment: becomes too sensitive to internal parameters, mathematical consistency is not kept, or yields a wrong estimation result. In contrast, $H_{\infty}$ filter does not requires a prior information in detail. Thus, based on a idea that $H_{\infty}$ filter based SLAM will be more robust than the EKF-SLAM, we propose a framework of $H_{\infty}$ filter based SLAM and show that suggested algorithm shows slightly better result man me EKF-SLAM in a highly uncertain environment.

Decentralized Moving Average Filtering with Uncertainties

  • Song, Il Young
    • Journal of Sensor Science and Technology
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    • v.25 no.6
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    • pp.418-422
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    • 2016
  • A filtering algorithm based on the decentralized moving average Kalman filter with uncertainties is proposed in this paper. The proposed filtering algorithm presented combines the Kalman filter with the moving average strategy. A decentralized fusion algorithm with the weighted sum structure is applied to the local moving average Kalman filters (LMAKFs) of different window lengths. The proposed algorithm has a parallel structure and allows parallel processing of observations. Hence, it is more reliable than the centralized algorithm when some sensors become faulty. Moreover, the choice of the moving average strategy makes the proposed algorithm robust against linear discrete-time dynamic model uncertainties. The derivation of the error cross-covariances between the LMAKFs is the key idea of studied. The application of the proposed decentralized fusion filter to dynamic systems within a multisensor environment demonstrates its high accuracy and computational efficiency.

Unscented Kalman Snake for 3D Vessel Tracking

  • Lee, Sang-Hoon;Lee, Sanghoon
    • Journal of International Society for Simulation Surgery
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    • v.2 no.1
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    • pp.17-25
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    • 2015
  • Purpose In this paper, we propose a robust 3D vessel tracking algorithm by utilizing an active contour model and unscented Kalman filter which are the two representative algorithms on segmentation and tracking. Materials and Methods The proposed algorithm firstly accepts user input to produce an initial estimate of vessel boundary segmentation. On each Computed Tomography Angiography (CTA) slice, the active contour is applied to segment the vessel boundary. After that, the estimation process of the unscented Kalman filter is applied to track the vessel boundary of the current slice to estimate the inter-slice vessel position translation and shape deformation. Finally both active contour and unscented Kalman filter are inter-operated for vessel segmentation of the next slice. Results The arbitrarily shaped blood vessel boundary on each slice is segmented by using the active contour model, and the Kalman filter is employed to track the translation and shape deformation between CTA slices. The proposed algorithm is applied to the 3D visualization of chest CTA images using graphics hardware. Conclusion Through this algorithm, more opportunities, giving quick and brief diagnosis, could be provided for the radiologist before detailed diagnosis using 2D CTA slices, Also, for the surgeon, the algorithm could be used for surgical planning, simulation, navigation and rehearsal, and is expected to be applied to highly valuable applications for more accurate 3D vessel tracking and rendering.

The Motion Estimation of Caterpilla-type Mobile Robot Using Robust SLAM (강인한 SLAM을 이용한 무한궤도형 이동로봇의 모션 추정)

  • Byun, Sung-Jae;Lee, Suk-Gyu;Park, Ju-Hyun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.4
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    • pp.817-823
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    • 2009
  • This paper proposes a robust method for mapping of a caterpillar-type mobile robot which inherently has uncertainty in its modeling by compensating for the estimated pose error of the robot. In general, a caterpillar type robot is difficult to model, which results in inaccuracy in Simultaneous Localization And Mapping(SLAM). To enhance the robustness of the SLAM for a caterpillar-type mobile robot, we factorize the SLAM posterior, where we used particle filter to estimate the position of the robot and Extended Kalman Filter(EKF) to map the environment. The simulation results show the effectiveness and robustness of the proposed method for mapping.

Design of Suboptimal Robust Kalman Filter for Linear Systems with Parameter Uncertainty (파라미터 불확실성을 갖는 선형 시스템에 대한 준최적 강인 칼만필터 설계)

  • Jin, Seung-Hee;Kim, Kyung-Keun;Park, Jin-Bae;Yoon, Tae-Sung
    • Proceedings of the KIEE Conference
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    • 1997.07b
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    • pp.620-623
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    • 1997
  • This paper is concerned with the design of a suboptimal Kalman filter with robust state estimation performance for system models represented in the state space, which are subjected to parameter uncertainties in both the state and measurement matrices. Under the assumption that the uncertain system is quadratically stable, if the augmented system composed of the uncertain system and the filter is controllable, the proposed filter can provide the upper bound of the estimation error variance for all admissible uncertain parameters. This upper bound can be represented as the convex function of a parameter introduced in the design procedure, and the optimized upper bound of the estimation error variance can also be found via the optimization of this convex function.

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Robust Multiuser Detection Based on Least p-Norm State Space Filtering Model

  • Zha, Daifeng
    • Journal of Communications and Networks
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    • v.9 no.2
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    • pp.185-191
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    • 2007
  • Alpha stable distribution is better for modeling impulsive noises than Gaussian distribution in signal processing. This class of process has no closed form of probability density function and finite second order moments. In general, Wiener filter theory is not meaningful in S$\alpha$SG environments because the expectations may be unbounded. We proposed a new adaptive recursive least p-norm Kalman filtering algorithm based on least p-norm of innovation process with infinite variances, and a new robust multiuser detection method based on least p-norm Kalman filtering. The simulation experiments show that the proposed new algorithm is more robust than the conventional Kalman filtering multiuser detection algorithm.

A Performance Comparison of Nonlinear Kalman Filtering Based Terrain Referenced Navigation (비선형 칼만 필터 기반의 지형참조항법 성능 비교)

  • Mok, Sung-Hoon;Bang, Hyo-Choong;Yu, Myeong-Jong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.40 no.2
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    • pp.108-117
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    • 2012
  • This paper focuses on a performance analysis of TRN among various nonlinear filtering methods. In a TRN research, extended Kalman filter(EKF) is a basic estimation algorithm. In this paper, iterated EKF(IEKF), EKF with stochastic linearization(SL), and unscented Kalman filter(UKF) algorithms are introduced to compare navigation performance with original EKF. In addition to introduced sequential filters, bank of Kalman filters method, which is one of the batch method, is also presented. Finally, by simulating an artificial aircraft mission, EKF with SL was chosen as the most consistent filter in the introduced sequential filters. Also, results suggested that the bank of Kalman filters can be alternative for TRN, when a fast convergence of navigation solution is needed.