• 제목/요약/키워드: State estimation filter

검색결과 389건 처리시간 0.026초

부정 내적 공간에서의 $H^\infty$필터의 일반화를 통한 분산 $H^\infty$상태 추정기의 설계 (Design of decentralized $H^\infty$ state estimator using the generalization of $H^\infty$ filter in indefinite inner product spaces)

  • 김경근;진승희;최윤호;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.1464-1468
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    • 1997
  • We propose a decentralized state estimation method in the multisensor state estimation problem. The proposed method bounds teh maximum energy gain from uknown external disturbances to the estimation errors in the suboptimal case. And we formulate aternative H/sip .inf./ filter gain equatiions with teh idea that the suboptimal H.$^{\infty}$ filter is the special form of Kalman filter filter whose state equations are defined in indefinite inner product spaces. Using alternative filter gain equations we design the decentralized $H^{\infty}$ state estimator which is composed of local filters and central fusion filter that are suboptimal in the $H^{\infty}$ sense. In addition, the proposed update equations between global and local data can reduce unnecessary calculation burden efficently.y.

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A Suggestion of Fuzzy Estimation Technique for Uncertainty Estimation of Linear Time Invariant System Based on Kalman Filter

  • Kim, Jong Hwa;Ha, Yun Su;Lim, Jae Kwon;Seo, Soo Kyung
    • Journal of Advanced Marine Engineering and Technology
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    • 제36권7호
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    • pp.919-926
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    • 2012
  • In order to control a LTI(Linear Time Invariant) system subjected to system noise and measurement noise, first of all, it is necessary to estimate the state of system with reliability. Kalman filtering technique has been widely used to estimate the state of the stochastic LTI system with stationary noise characteristics because of its estimation ability versus algorithm simplicity. However, it often fails to estimate the state of the LTI system of which system parameter uncertainty exists partly and/or input uncertainty exists. In this paper, a new estimation technique based on Kalman filter is suggested for stochastic LTI system under parameter uncertainty and/or input uncertainty. A fuzzy estimation algorithm against uncertainties is introduced so as to compensate the state estimate filtered by Kalman filter. In order to verify the state estimation performance of the suggested technique, several simulations are accomplished.

이산시간 무편향 선형 최적 유한구간 필터 (Discrete-time BLUFIR filter)

  • 박상환;권욱현;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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    • pp.980-983
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    • 1996
  • A new version of the discrete-time optimal FIR (finite impulse response) filter utilizing only the measurements of finite sliding estimation window is suggested for linear time-invariant state-space models. This filter is called the BLUFIR (best linear unbiased finite impulse response) filter since it provides the BLUE (best linear unbiased estimate) of the state obtained from the measurements of the estimation window. It is shown that the BLUFIR filter has the deadbeat property when there are no noises in the estimation window.

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보간법을 이용한 H_$\infty$상태 추정기 설계 (Design of H_$\infty$ state estimator using interpolation method)

  • 이금원
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.1469-1472
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    • 1997
  • For system state estimation, existing LMS type esimators widely used. For example Kalman filter is one of them. In this paper, a state estimator is derived for the H$_{\infty}$ norm of the estimation error spectrum matrix to be minimized. For the solution of this problem classical NP interpolation problem is used. Also, by deriving the duality between the filter problem and the well-known H$_{\infty}$ control problem, another solution is obtained. The computer simuation results show that H$_{\infty}$ estimator has less estimation error and so this is better than the existing Kalman filter estimator.or.

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Investigations on state estimation of smart structure systems

  • Arunshankar, J.
    • Smart Structures and Systems
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    • 제25권1호
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    • pp.37-45
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    • 2020
  • This paper aims at enlightening the properties, computational and implementation issues related to Kalman filter based state estimation algorithms and sliding mode observers, by applying them for estimating the states of a smart structure system. The Kalman based estimators considered in this work are Kalman filter and information filter and, the sliding mode observers considered are Utkin observer and higher order sliding mode observer. A fourth order linear time invariant model of a piezo actuated beam is used in this work. This structure is embedded with four number of piezo patches, of which two act as sensors, one as disturbance actuator and the other as control actuator. The performance of the state estimation algorithms is evaluated through simulation, for the first two vibrating modes of the piezo actuated structure, when the structure is maintained at first mode and second mode resonance.

이산 시변 상태공간 모델을 위한 최적 유한 임펄스 응답 필터 (An Optimal FIR Filter for Discrete Time-varying State Space Models)

  • 권보규
    • 제어로봇시스템학회논문지
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    • 제17권12호
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    • pp.1183-1187
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    • 2011
  • In this paper, an optimal FIR (Finite-Impulse-Response) filter is proposed for discrete time-varying state-space models. The proposed filter estimates the current state using measured output samples on the recent time horizon so that the variance of the estimation error is minimized. It is designed to be linear, unbiased, with an FIR structure, and is independent of any state information. Due to its FIR structure, the proposed filter is believed to be robust for modeling uncertainty or numerical errors than other IIR filters, such as the Kalman filter. For a general system with system and measurement noise, the proposed filter is derived without any artificial assumptions such as the nonsingular assumption of the system matrix A and any infinite covariance of the initial state. A numerical example show that the proposed FIR filter has better performance than the Kalman filter based on the IIR (Infinite- Impulse-Response) structure when modeling uncertainties exist.

휠 슬립에 강건한 확장칼만필터 기반 차량 상태 추정 (Vehicle State Estimation Robust to Wheel Slip Using Extended Kalman Filter)

  • 전명근;조아라;이경수
    • 자동차안전학회지
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    • 제14권4호
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    • pp.16-20
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    • 2022
  • Accurate state estimation is important for autonomous driving. However, the estimation error increases in situations that a lot of longitudinal slip occurs. Therefore, this paper presents a vehicle state estimation method using an Extended Kalman Filter. The filter estimates the states of the host vehicle robust to wheel slip. It utilizes the measurements of the four-wheel rotational speeds, longitudinal acceleration, yaw-rate, and steering wheel angle. Nonlinear measurement model is represented by Ackermann Model. The main advantage of this approach is the accurate estimation of yaw rate due to the measurement of the steering wheel angle. The proposed algorithm is verified in scenarios of autonomous emergency braking (AEB), lane change (LC), lane keeping (LK) using an automated vehicle. The results show that the proposed algorithm guarantees accurate estimation in such scenarios.

적응 필터을 이용한 전력계통의 상태 추정에 관한 연구 (A Study on Power System State Estimation using Adaptive Filter)

  • 박영문;박준호;황창선;정성환;최준혁
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1988년도 추계학술대회 논문집 학회본부
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    • pp.107-110
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    • 1988
  • The quadratic cost function J(x) and the normalized residuals $r_N$ are conventionally used for identifying the presence and location of bed measurements in power system state estimation. These are "post estimation" tests and therefore require the complete re-estimation of system states whenever bed data is identified. This paper presents a pre-filter for reducing errors of the raw measurements using an adaptive filter. Each measurement is processed by the adaptive filter before being used in the state estimation. The performance of the adaptive filter is tested and the results are shown in this paper.

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

  • 문철;권영안
    • 전기학회논문지
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    • 제65권6호
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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.

Survey of nonlinear state estimation in aerospace systems with Gaussian priors

  • Coelho, Milca F.;Bousson, Kouamana;Ahmed, Kawser
    • Advances in aircraft and spacecraft science
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    • 제7권6호
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    • pp.495-516
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    • 2020
  • Nonlinear state estimation is a desirable and required technique for many situations in engineering (e.g., aircraft/spacecraft tracking, space situational awareness, collision warning, radar tracking, etc.). Due to high standards on performance in these applications, in the last few decades, there was an increasing demand for methods that are able to provide more accurate results. However, because of the mathematical complexity introduced by the nonlinearities of the models, the nonlinear state estimation uses techniques that, in practice, are not so well-established which, leads to sub-optimal results. It is important to take into account that each method will have advantages and limitations when facing specific environments. The main objective of this paper is to provide a comprehensive overview and interpretation of the most well-known methods for nonlinear state estimation with Gaussian priors. In particular, the Kalman filtering methods: EKF (Extended Kalman Filter), UKF (Unscented Kalman Filter), CKF (Cubature Kalman Filter) and EnKF (Ensemble Kalman Filter) with an aerospace perspective.