• Journal of Institute of Control, Robotics and Systems
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• v.21 no.11
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• pp.1057-1063
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• 2015

This paper proposes a new nonlinear filtering algorithm that combines the unscented Kalman filter (UKF) and the finite impulse response (FIR) filter. The proposed filter is called the unscented Kalman/FIR hybrid filter (UKFHF). In the UKFHF algorithm, the UKF is used as the main filter, which produces state estimates under ideal conditions. When failures of the UKF are detected, the FIR filter is operated. Using the output of the FIR filter, the UKF is reset and rebooted. In this way, the UKFHF recovers from failures. The proposed UKFHF is applied to indoor human localization using wireless sensor networks. Through simulations, the performance of the UKFHF is demonstrated in comparison with that of the UKF.

• Journal of Institute of Control, Robotics and Systems
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• v.12 no.8
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• pp.780-788
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• 2006

This paper deals with INS/GPS tightly coupled integration algorithms using extend Kalman filter (EKF) and unscented Kalman filter (UKF). In the tightly coupled approach, nonlinear pseudorange measurement models are used for the INS/GPS integration Kalman filter. Usually, an EKF is applied for this task, but it may diverge due to poor functional linearization of the nonlinear measurement. The UKF approximates a distribution about the mean using a set of calculated sigma points and achieves an accurate approximation to at least second-order. We introduce the generalized scaled unscented transformation which modifies the sigma points themselves rather than the nonlinear transformation. The generalized scaled method is used to transform the pseudo range measurement of the tightly coupled approach. To compare the performance of the EKF- and UKF-based tightly coupled approach, real van test and simulation have been carried out with feedforward and feedback indirect Kalman filter forms. The results show that the UKF and EKF have an identical performance in case of the feedback filter form, but the superiority of the UKF is demonstrated in case of the feedforward filer form.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2008.04a
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• pp.168-173
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• 2008

본 연구는 UKF Algorithm을 이용한 정전용량형 원격RF센서시스템을 개발하였다. 원격 RF센서 시스템이란 wireless, implantable 그리고 batterless을 만족하는 센서 시스템을 의미한다. 기존의 원격 RF센서 시스템은 보편적으로 집적회로 타입을 채택하지만, 그 구조의 복잡성과 전력소모의 제약을 받는다. 이러한 제약을 해결하기 위해 본 연구에서는 R, L 그리고 C만으로 구성되어있는 유도결합원리를 이용한 원격 RF센서 시스템을 제안하였다. 제안된 RF 센서 시스템은 압력 혹은 습도와 같은 환경의 변화를 정전용량 값으로 측정할 수 있으며 센서의 정전 용량 값을 측정하기 위해 비선형시스템의 파라메타추정에 적합한 Unscented Kalman Filter(UKF) 기법을 채택하였다. UKF 기법을 이용하기 위해 제안된 시스템은 페이저법을 사용하여 수학적으로 모델링되었다. 마지막으로, 제안된 UKF 알고리즘을 이용한 원력 RF센서시스템이 잡음환경에서도 정전용량값을 비교적 정확하게 추정가능함을 확인하였다.

• 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.

• Journal of Astronomy and Space Sciences
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• v.25 no.3
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• pp.283-290
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• 2008

Satellite formation flying can provide the platform for interferometric observation to acquire the precise data and ensure the flexibility for space mission. This paper presents development and verification of an algorithm to estimate the baseline between formation flying satellites. To estimate a baseline(relative navigation) in real time, EKF(Extended Kalman Filter) and UKF(Unscented Kalman Filter) are used. Measurements for updating a state-vector in Kalman Filter are GPS single difference data. In results, The position errors in estimated baseline are converged to less than ${\pm}1m$ in both EKF and UKF. And as using the two types of Kalman filter, it is clear that the unscented Kalman filter shows a relatively better performance than the extended Kalman filter by comparing an efficiency to the model which has a non-linearity.

• Proceedings of the Korean Society of Marine Engineers Conference
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• 2005.11a
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• pp.45-46
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• 2005

In this paper, a passive telemetry sensor system using Unscented Kalman Filter(UKF) is proposed. Specially, to show the effective tracking performance of the UKF, we compared with the tracking performance of Recursive Least Square Estimation (RLSE) using linearization.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.57 no.10
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• pp.1861-1868
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• 2008

In this paper, Passive Telemerty RF Sensor System using Unscented Kalman Filter algorithm(UKF) is proposed. General Passive Telemerty RF Sensor System means that it should be "wireless", "implantable" and "batterless". Conventional Passive Telemerty RF Sensor System adopts Integrated Circuit type, but there are defects like complexity of structure and limit of large power consumption in some cases. In order to overcome these kinds of faults, Passive Telemetry RF Sensor System based on inductive coupling principle is proposed in this paper. Because passive components R, L, C have stray parameters in the range of high frequency such as about 200[KHz] used in this paper, Passive Telemetry RF Sensor System considering stray parameters has to be derived for accurate model identification. Proposed Passive Telemetry RF Sensor System is simple because it consists of R, L and C and measures the change of environment like pressure and humidity in the type of capacitive value. This system adopted UKF algorithm for estimation of this capacitive parameter included in nonlinear system like Passive Telemetry RF Sensor System. For the purpose of obtaining learning data pairs for UKF Algorithm, Phase Difference Detector and Amplitude Detector are proposed respectively which make it possible to get amplitude and phase between input and output voltage. Finally, it is verified that capacitive parameter of proposed Passive Telemetry RF Sensor System using UKF algorithm can be estimated in noisy environment efficiently.

• ETRI Journal
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• v.35 no.5
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• pp.943-946
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• 2013

Instead of the extended Kalman filter, the unscented Kalman filter (UKF) has been used in nonlinear systems without initial accurate state estimates over the last decade because the UKF is robust against large initial estimation errors. However, in a multirate integrated system, such as an inertial navigation system (INS)/Global Positioning System (GPS) integrated navigation system, it is difficult to implement a UKF-based navigation algorithm in a low-grade or mid-grade microcontroller, owing to a large computational burden. To overcome this problem, this letter proposes a modified UKF that has a reduced computational burden based on the basic idea that the change of probability distribution for the state variables between measurement updates is small in a multirate INS/GPS integrated navigation filter. The performance of the modified UKF is verified through numerical simulations.

• Journal of the Korean Data and Information Science Society
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• v.15 no.2
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• pp.499-506
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• 2004

The Unscented Kalman Filter is known to outperform the Extended Kalman Filter for the nonlinear state estimation with a significance advantage that it does not require the computation of Jacobian but EKF has a competitive advantage to the UKF on the performance time. We compare both algorithms on training the artificial neural network. The validation data set is used to estimate parameters which are supposed to result in better fitting for the test data set. Experimental results are presented which indicate the performance of both algorithms.

• Proceedings of the Earthquake Engineering Society of Korea Conference
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• 2001.04a
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• pp.180-189
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• 2001

In this study, recently developed unscented Kalman filter (UKF) technique is studied for identification of nonlinear structural dynamic systems as an alternative to the extended Kalman filter (EKF). The EKF, which was originally developed as a state estimator for nonlinear systems, has been frequently employed for parameter identification by introducing the state vector augmented with the unknown parameters to be identified. However, the EKF has several drawbacks such as biased estimations and erroneous estimations especially for highly nonlinear dynamic systems due to its crude linearization scheme. To overcome the weak points of the EKF, the UKF was recently developed as a state estimator. Numerical simulation studies have been carried out on nonlinear SDOF system and nonlinear MDOF system. The results from a series of numerical simulations indicate that the UKF is superior to the EKF in the system identification of nonlinear dynamic systems especially highly nonlinear systems.