• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.45-53
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• 2002

A company's market value-added, which equals the excess of a company's market capitalization over it s book value, is used as one of the measures for intangible assets valuation in accounting literature. One problem with the approach is that the valuation results are affected by severe fluctuations in capital markets. In this paper, we propose an approach using the Kalman filter for intangible assets valuation. We apply this method to data of Korean electronic companies.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.176-176
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• 2000

Generally, discrete-time processing is applied to the uniformly-sampled signals. But, radars emit pulse trains with irregular time instances. In this paper, we formulate the radar pulse train as a stochastic discrete-time dynamic linear model. The estimation task can be done via linear signal processing using Kalman Filter and some considerations. As a result, we can estimate the pulse repetition interval of a pulse train and predict the time instances of the next pulses to be received.

• Structural Engineering and Mechanics
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• v.47 no.3
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• pp.361-381
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• 2013

A Bayesian probabilistic method is proposed for online estimation of the process noise and measurement noise parameters for Kalman filter. Kalman filter is a well-known recursive algorithm for state estimation of dynamical systems. In this algorithm, it is required to prescribe the covariance matrices of the process noise and measurement noise. However, inappropriate choice of these covariance matrices substantially deteriorates the performance of the Kalman filter. In this paper, a probabilistic method is proposed for online estimation of the noise parameters which govern the noise covariance matrices. The proposed Bayesian method not only estimates the optimal noise parameters but also quantifies the associated estimation uncertainty in an online manner. By utilizing the estimated noise parameters, reliable state estimation can be accomplished. Moreover, the proposed method does not assume any stationarity condition of the process noise and/or measurement noise. By removing the stationarity constraint, the proposed method enhances the applicability of the state estimation algorithm for nonstationary circumstances generally encountered in practice. To illustrate the efficacy and efficiency of the proposed method, examples using a fifty-story building with different stationarity scenarios of the process noise and measurement noise are presented.

• Journal of Environmental Science International
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• v.18 no.1
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• pp.1-7
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• 2009

In this study a sediment yield is compared by IUSG, IUSG with Kalman filter, tank model and tank model with Kalman filter separately. The IUSG is the distribution of sediment from an instantaneous burst of rainfall producing one unit of runoff. The IUSG, defined as a product of the sediment concentration distribution (SCD) and the instantaneous unit hydrograph (IUH), is known to depend on the characteristics of the effective rainfall. In the IUSG with Kalman filter, the state vector of the watershed sediment yield system is constituted by the IUSG. The initial values of the state vector are assumed as the average of the IUSG values and the initial sediment yield estimated from the average IUSG. A tank model consisting of three tanks was developed for prediction of sediment yield. The sediment yield of each tank was computed by multiplying the total sediment yield by the sediment yield coefficients; the yield was obtained by the product of the runoff of each tank and the sediment concentration in the tank. A tank model with Kalman filter is developed for prediction of sediment yield. The state vector of the system model represents the parameters of the tank model. The initial values of the state vector were estimated by trial and error.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.63 no.11
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• pp.1551-1558
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• 2014

We propose a multi-rate sensor fusion of vision and radar using Kalman filter to solve problems of asynchronized and multi-rate sampling periods in object vehicle tracking. A model based prediction of object vehicles is performed with a decentralized multi-rate Kalman filter for each sensor (vision and radar sensors.) To obtain the improvement in the performance of position prediction, different weighting is applied to each sensor's predicted object position from the multi-rate Kalman filter. The proposed method can provide estimated position of the object vehicles at every sampling time of ECU. The Mahalanobis distance is used to make correspondence among the measured and predicted objects. Through the experimental results, we validate that the post-processed fusion data give us improved tracking performance. The proposed method obtained two times improvement in the object tracking performance compared to single sensor method (camera or radar sensor) in the view point of roots mean square error.

• International Journal of Control, Automation, and Systems
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• v.1 no.1
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• pp.111-118
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• 2003

This paper proposes a two dimensional behavior analysis method for fish in a water tank based on the ARX method and the Kalman filter algorithm using image processing technology. In modeling the behavior of fish, the input is denoted as the environmental change and uses M-sequence. The output is expressed by the partnership between fish. The behavior model of individual fish is identified by the ARX method. It is then estimated by the Kalman filter algorithm. Finally, the fish behavior is analyzed by FFT. To prove the effectiveness of the pro-posed algorithm, it is applied to two tilapias in a water tank with dimensions of 100cm$\times$100cm$\times$50cm. The effectiveness of the proposed method is demonstrated through ARX identification, estimation of Kalman filter, and FFT analysis.

• 전기의세계
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• v.29 no.7
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• pp.471-477
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• 1980

This paper deals with a modified Kalman filter. An approaching horizon with a suitable initial condition will be considered, which is a little different from the classical Kalman filter. It will be shown in this paper that the new filter with approaching horizons is not only easy to computer but also possesses asymptotic stability properties. Thus this new estimatoris an excellent compromise between the ease of computation and the strict sense of optimality. When this estimator is used for the standard problem, the error covariance bound has been obtained. It is shown that the new estimator can be used as a suboptimal estimator which has a stability property. It is also demonstrated that the steady state Kalman filter can be obtained from the moving horizon estimator by taking the horizon parameter as infinity.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.241-245
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• 2005

Strapdown inertial navigation system (SINS) integrated with astronavigation system (ANS) yields reliable mission capability and enhanced navigational accuracy for spacecrafts. The theory and characteristics of integrated system based on unscented Kalman filtering is investigated in this paper. This Kalman filter structure uses unscented transform to approximate the result of applying a specified nonlinear transformation to a given mean and covariance estimate. The filter implementation subsumed here is in a direct feedback mode. Axes misalignment angles of the SINS are observation to the filter. A simple approach for simulation of axes misalignment using stars observation is presented. The SINS error model required for the filtering algorithm is derived in space-stabilized mechanization. Simulation results of the integrated navigation system using a medium accuracy SINS demonstrates the validity of this method on improving the navigation system accuracy with the estimation and compensation for gyros drift, and the position and velocity errors that occur due to the axes misalignments.

• Journal of the Korean Society for Precision Engineering
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• v.6 no.1
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• pp.52-74
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• 1989

In general, the state of system can be effected by external noise and observed only through a noisy channel. Therefore we use the estimation technigue for the information of state of the system effected by noise. There are many filters such as kalman-Buchy filter, kalman filter, Extended Kalman filter algorithm, cononlinear, extended Kalman filter algorithm to the estimation of parameters is very useful and has a long history. Also a considerable number of applications of this method has been reported. In this paper, the robot control system is treated in stochastic optimal control because of the robots doing a complicated and accurate task in inapproate environment. We have conclusion that error covariance is converged and the stability of filtering is obtained.

• International Journal of Control, Automation, and Systems
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• v.2 no.3
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• pp.310-318
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• 2004

In this paper, an unscented Kalman filter (UKF) for curvilinear motions in an interacting multiple model (IMM) algorithm to track a maneuvering vehicle on a road is investigated. Driving patterns of vehicles on a road are modeled as stochastic hybrid systems. In order to track the maneuvering vehicles, two kinematic models are derived: A constant velocity model for linear motions and a constant-speed turn model for curvilinear motions. For the constant-speed turn model, an UKF is used because of the drawbacks of the extended Kalman filter in nonlinear systems. The suggested algorithm reduces the root mean squares error for linear motions and rapidly detects possible turning motions.