• Title/Summary/Keyword: Square Root Kalman Filter

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Parallel Reduced-Order Square-Root Unscented Kalman Filter for State Estimation of Sensorless Permanent-Magnet Synchronous Motor (센서리스 영구자석 동기전동기의 상태 추정을 위한 병렬 축소 차수 제곱근 무향 칼만 필터)

  • Moon, Cheol;Kwon, Young-Ahn
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.65 no.6
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    • pp.1019-1025
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    • 2016
  • This paper proposes a parallel reduced-order square-root unscented Kalman filter for state estimation of a sensorless permanent-magnet synchronous motor. The appearance of an unscented Kalman filter is caused by the linearization process error between a real system and classical Kalman model. The unscented transformation can make a more accurate Kalman model. However, the complexity is its main drawback. This paper investigates the design and implementation of the proposed filter with Potter and Carlson square-root form. The proposed parallel reduced-order square-root unscented Kalman filter reduces memory and code size, and improves numerical computation. And the performance is not significantly different from the unscented Kalman filter. The experimentation is performed for the verification of the proposed filter.

Performance Comparison of Various Extended Kalman Filter and Cost-Reference Particle Filter for Target Tracking with Unknown Noise (노이즈 불확실성하에서의 확장칼만필터의 변종들과 코스트 레퍼런스 파티클필터를 이용한 표적추적 성능비교)

  • Shin, Myoungin;Hong, Wooyoung
    • Journal of the Korea Society for Simulation
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    • v.27 no.3
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    • pp.99-107
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    • 2018
  • In this paper, we study target tracking in two dimensional space using a Extended Kalman filter(EKF), various Extended Kalman Filter and Cost-Reference Particle Filter(CRPF), which can effectively estimate the state values of nonlinear measurement equation. We introduce various Extended Kalman Filter which the Unscented Kalman Filter(UKF), the Central Difference Kalman Filter(CDKF), the Square Root Unscented Kalman Filter(SR-UKF), and the Central Difference Kalman Filter(SR-CDKF). In this study, we calculate Mean Square Error(MSE) of each filters using Monte-Carlo simulation with unknown noise statistics. Simulation results show that among the various of Extended Kalman filter, Square Root Central Difference Kalman Filter has the best results in terms of speed and performance. And, the Cost-Reference Particle Filter has an advantageous feature that it does not need to know the noise distribution differently from Extended Kalman Filter, and the simulation result shows that the excellent in term of processing speed and accuracy.

Sensorless speed control of permanent magnet synchronous motor using square-root extended kalman filter (제곱근 확장 칼만 필터에 의한 영구자석 동기전동기의 센서리스 속도제어)

  • Moon, Cheol;Kwon, Young-Ahn
    • Journal of Advanced Marine Engineering and Technology
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    • v.40 no.3
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    • pp.217-222
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    • 2016
  • This study investigates the design, analysis, and implementation of the square-root extended Kalman filter by using an algorithm derived by combining the Potter or Carlson algorithm with the modified Gram-Schmidt algorithm, for sensorless speed control of a permanent-magnet synchronous motor. The sensitivity of the Kalman filter to round-off errors is a well-known problem. A possible way to address this limitation is by combining the square-root concept and Kalman filter that can improve the numerical performance and solve instability-related problems such as divergence. This paper presents the design and analysis of the implementation of such a square-root extended Kalman filter. To demonstrate the performance of the proposed filter, experimental results under several operating conditions, such as high and low speeds, reversal rotation, detuned parameters and load test, have been analyzed. Further, code sizes and operation times have been compared. Experimental results establish the performance of the proposed square-root extended Kalman filter-based estimation technique for sensorless speed control of a permanent-magnet synchronous motor.

Advanced Kalman filter - a survey (칼만필터의 최근 동향 및 발전)

  • 이장규;이연석
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.464-469
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    • 1987
  • The Kalman filter is an optimal linear estimator that has been an active research topic for the past three decades. The scheme has become the milestone of modern filtering, and it is applied to many areas including navigations and controls of free vehicle. The Kalman filter technique is matured. But some problems are still remained to be resolved. The prevention of divergence induced by digital implementation, nonoptimal application for nonlinear system, and application to non-Gaussian processes are some of the problems. This paper surveys the problems. The square root filtering is suggested to prevent the divergence. The extended Kalman filter is used for nonlinear systems. And, many other approaches to Kalman-like optimal estimators are also investigated.

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Receding Horizon FIR Filter and Its Square-Root Algorithm for Discrete Time-Varying Systems

  • Kim, Pyung-Soo;Kwon, Wook-Hyun
    • Transactions on Control, Automation and Systems Engineering
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    • v.2 no.2
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    • pp.110-115
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    • 2000
  • A receding horizon FIR filter is suggested for discrete time-varying systems, combining the Kalman filter with the receding horizon strategy. The suggested filter is shown to be an FIR structure that has many good ingerent properties. The suggested filter is represented in an iterative form and also in a standard FIR form. The suggested filter turns out to be a remarkable deadbeat observer that is often robust against system and measurement noises. It is also shown that the suggested filter is an unbiased estimator irrespective of any horizon initial condition. For the amenability to parallel and systolic implementation as well as the numerical stability, a square-root algorithm for the suggested filter is presented. To evaluate performance, the suggested filter is applied to a problem of unknown input estimation and compared with the existing Kalman filter based approach.

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Nonlinearity-Compensation Extended Kalman Filter for Handling Unexpected Measurement Uncertainty in Process Tomography

  • Kim, Jeong-Hoon;Ijaz, Umer Zeeshan;Kim, Bong-Seok;Kim, Min-Chan;Kim, Sin;Kim, Kyung-Youn
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.1897-1902
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    • 2005
  • The objective of this paper is to estimate the concentration distribution in flow field inside the pipeline based on electrical impedance tomography. Special emphasis is given to the development of dynamic imaging technique for two-phase field undergoing a rapid transient change. Nonlinearity-compensation extended Kalman filter is employed to cope with unexpected measurement uncertainty. The nonlinearity-compensation extended Kalman filter compensates for the influence of measurement uncertainty and solves the instability of extended Kalman filter. Extensive computer simulations are carried out to show that nonlinearity-compensation extended Kalman filter has enhanced estimation performance especially in the unexpected measurement environment.

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An IMM Approach for Tracking a Maneuvering Target with Kinematic Constraints Based on the Square Root Information Filter

  • Kim, Kyung-Youn;Kim, Joong-Soo
    • Journal of Electrical Engineering and information Science
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    • v.1 no.2
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    • pp.39-44
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    • 1996
  • An efficient interacting multiple mode(IMM) approach for tracking a maneuvering target with kinematic constraints is described based on the square root information filter(SRIF). The SRIF is employed instead of the conventional Kalman filter since it exhibits more efficient features in handling the kinematic constraints and improved numerical characteristics. The kinematic constraints are considered in the filtering process as pseudomeasurements where the degree of uncertainty is represented by the magnitude of the pseudomeasurement noise variance. The Monte Carlo simulations for the constant speed, maneuvering target are provided to demonstrate the improved tracking performance of the proposed algorithm.

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Distance Estimation Method using Enhanced Adaptive Fuzzy Strong Tracking Kalman Filter Based on Stereo Vision (스테레오 비전에서 향상된 적응형 퍼지 칼만 필터를 이용한 거리 추정 기법)

  • Lim, Young-Chul;Lee, Chung-Hee;Kwon, Soon;Lee, Jong-Hoon
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.45 no.6
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    • pp.108-116
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    • 2008
  • In this paper, we propose an algorithm that can estimate the distance using disparity based on stereo vision system, even though the obstacle is located in long ranges as well as short ranges. We use sub-pixel interpolation to minimize quantization errors which deteriorate the distance accuracy when calculating the distance with integer disparity, and also we use enhanced adaptive fuzzy strong tracking Kalman filter(EAFSTKF) to improve the distance accuracy and track the path optimally. The proposed method can solve the divergence problem caused by nonlinear dynamics such as various vehicle movements in the conventional Kalman filter(CKF), and also enhance the distance accuracy and reliability. Our simulation results show that the performance of our method improves by about 13.5% compared to other methods in point of root mean square error rate(RMSER).

Tire Lateral Force Estimation System Using Nonlinear Kalman Filter (비선형 Kalman Filter를 사용한 타이어 횡력 추정 시스템)

  • Lee, Dong-Hun;Kim, In-Keun;Huh, Kun-Soo
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.6
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    • pp.126-131
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    • 2012
  • Tire force is one of important parameters which determine vehicle dynamics. However, it is hard to measure tire force directly through sensors. Not only the sensor is expensive but also installation of sensors on harsh environments is difficult. Therefore, estimation algorithms based on vehicle dynamic models are introduced to estimate the tire forces indirectly. In this paper, an estimation system for estimating lateral force and states is suggested. The state-space equation is constructed based on the 3-DOF bicycle model. Extended Kalman Filter, Unscented Kalman Filter and Ensemble Kalman Filter are used for estimating states on the nonlinear system. Performance of each algorithm is evaluated in terms of RMSE (Root Mean Square Error) and maximum error.

Identification of Noise Covariance by using Innovation Correlation Test (이노베이션 상관관계 테스트를 이용한 잡음인식)

  • Park, Seong-Wook
    • Proceedings of the KIEE Conference
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    • 1992.07a
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    • pp.305-307
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    • 1992
  • This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

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