• Title/Summary/Keyword: a Kalman filter

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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.

A Two-step Kalman/Complementary Filter for Estimation of Vertical Position Using an IMU-Barometer System (IMU-바로미터 기반의 수직변위 추정용 이단계 칼만/상보 필터)

  • Lee, Jung Keun
    • Journal of Sensor Science and Technology
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    • v.25 no.3
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    • pp.202-207
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    • 2016
  • Estimation of vertical position is critical in applications of sports science and fall detection and also controls of unmanned aerial vehicles and motor boats. Due to low accuracy of GPS(global positioning system) in the vertical direction, the integration of IMU(inertial measurement unit) with the GPS is not suitable for the vertical position estimation. This paper investigates an IMU-barometer integration for estimation of vertical position (as well as vertical velocity). In particular, a new two-step Kalman/complementary filter is proposed for accurate and efficient estimation using 6-axis IMU and barometer signals. The two-step filter is composed of (i) a Kalman filter that estimates vertical acceleration via tilt orientation of the sensor using the IMU signals and (ii) a complementary filter that estimates vertical position using the barometer signal and the vertical acceleration from the first step. The estimation performance was evaluated against a reference optical motion capture system. In the experimental results, the averaged estimation error of the proposed method was 19.7 cm while that of the raw barometer signal was 43.4 cm.

Multiuser Channel Estimation Using Robust Recursive Filters for CDMA System

  • Kim, Jang-Sub;Shin, Ho-Jin;Shin, Dong-Ryeol
    • Journal of Communications and Networks
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    • v.9 no.3
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    • pp.219-228
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    • 2007
  • In this paper, we present a novel blind adaptive multiuser detector structure and three robust recursive filters to improve the performance in CDMA environments: Sigma point kalman filter (SPKF), particle filter (PF), and Gaussian mixture sigma point particle filter (GMSPPF). Our proposed robust recursive filters have superior performance over a conventional extended Kalman filter (EKF). The proposed multiuser detector algorithms initially use Kalman prediction form to estimated channel parameters, and unknown data symbol be predicted. Second, based on this predicted data symbol, the robust recursive filters (e.g., GMSPPF) is a refined estimation of joint multipaths and time delays. With these estimated multipaths and time delays, data symbol detection is carried out (Kalman correction form). Computer simulations show that the proposed algorithms outperform the conventional blind multiuser detector with the EKF. Also we can see it provides a more viable means for tracking time-varying amplitudes and time delays in CDMA communication systems, compared to that of the EKF for near-far ratio of 20 dB. For this reason, it is believed that the proposed channel estimators can replace well-known filter such as the EKF.

Stability Analysis of Kalman Filter by Orthonormalized Compressed Measurement

  • Hyung Keun Lee;Jang Gyu Lee
    • KIEE International Transaction on Systems and Control
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    • v.2D no.2
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    • pp.97-107
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    • 2002
  • In this paper, we propose the concept of orthonormalized compressed measurement for the stability analysis of discrete linear time-varying Kalman filters. Unlike previous studies that deal with the homogeneous portion of Kalman filters, the proposed Lyapunov method directly deals with the stochastically-driven system. The orthonorrmalized compressed measurement provides information on the a priori state estimate of the Kalman filter at the k-th step that is propagated from the a posteriori state estimate at the previous block of time. Since the complex multiple-step propagations of a candidate Lyapunov function with process and measurement noises can be simplified to a one-step Lyapunov propagation by the orthonormalized compressed measurement, a stochastic radius of attraction can be derived that would be impractically difficult to obtain by the conventional multiple-step Lyapunov method.

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Study on Nonlinear Filter Using Unscented Transformation Update (무향변환을 이용한 비선형 필터에 대한 연구)

  • Yoon, Jangho
    • Journal of Aerospace System Engineering
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    • v.10 no.1
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    • pp.15-20
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    • 2016
  • The optimal estimation of a general continuous-discrete system can be achieved through the solution of the Fokker-Planck equation and the Bayesian update. Due the high nonlinearity of the equation of motion of the system and the measurement model, it is necessary to linearize the both equation. To avoid linearization, the filter based on Fokker-Planck equation is designed. with the unscented transformation update mechanism, in which the associated Fokker-Planck equation was solved efficiently and accurately via discrete quadrature and the measurement update was done through the unscented transformation update mechanism. This filter based on the Direct Quadrature Moment of Method(DQMOM) and the unscented transformation update is applied to the bearing only target tracking problem. The proposed filter can still provide more accurate estimation of the state than those of the extended Kalman filter especially when measurements are sparse. Simulation results indicate that the advantages of the proposed filter based on the DQMOM and the unscented transformation update make it a promising alternative to the extended Kalman filter.

An Affordable Implementation of Kalman Filter by Eliminating the Explicit Temporal Evolution of the Background Error Covariance Matrix (칼만필터의 자료동화 활용을 위한 배경오차 공분산의 명시적 시간 진전 제거)

  • Lim, Gyu-Ho;Suh, Ae-Sook;Ha, Ji-Hyun
    • Atmosphere
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    • v.23 no.1
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    • pp.33-37
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    • 2013
  • In meteorology, exploitation of Kalman filter as a data assimilation system is virtually impossible due to simultaneous requirements of adjoint model and large computer resource. The other substitute of utilizing ensemble Kalman filter is only affordable by compensating an enormous usage of computing resource. Furthermore, the latter employs ensemble integration sets for evolving the background error covariance matrix by compensating the dynamical feature of the temporal evolution of weather conditions. We propose a new implementation method that works without the adjoint model by utilizing the explicit expression of the background error covariance matrix in backward evolution. It will also break a barrier in the evolution of the covariance matrix. The method may be applied with a slight modification to the real time assimilation or the retrospective analysis.

The development of a visual tracking system for the stable grasping of a moving object (움직이는 물체의 안정한 Grasping을 위한 시각추적 시스템 개발)

  • 차인혁;손영갑;한창수
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.543-546
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    • 1996
  • We propose a new visual tracking system for grasping which can find grasping points of an unknown polygonal object. We construct the system with the image prediction technique and Extended Kalman Filter algorithm. The Extended Kalman Filter(EKF) based on the SVD can improve the accuracy and processing time for the estimation of the nonlinear state variables. By using it, we can solve the numerical unstability problem that can occur in the visual tracking system based on Kalman filter. The image prediction algorithm can reduce the effect of noise and the image processing time. In the processing of a visual tracking, we can construct the parameterized family and can found the grasping points of unknown object through the geometric properties of the parameterized family.

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Position Estimation of Free-Ranging AGV Systems Using the Extended Kalman Filter Technique (Extended Kalman Filter방법을 이용한 자유주행 무인 방송차의 위치 평가)

  • Lee, Sang-Ryong
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.38 no.12
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    • pp.971-982
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    • 1989
  • An integrating position estimation algorithm has been developed for the navigation system of a free-ranging AGV system. The navigation system focused in this research work consists of redundant wheel encoders for the relative position measurement and a vision sensor for the absolute position measurement. A maximum likelihood method and an extended Kalman filter are implemented for enhancing the performance of the position estimator. The maximum likelihood estimator processes noisy, redundant wheel encoder measurements and yields efficient estimates for the AGV motion between each sampling interval. The extended Kalman filter fuses inharmonious positional data from the deadreckoner and the vision sensor and computes the optimal position estimate. The simulation results show that the proposed position estimator solves a generalized estimation problem for locating the vehicle accurately in space.

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INVERSE HALFTONING OF COLOR IMAGE USING KALMAN FILTER

  • Kemuriyama, Yohei;Tanaka, Ken-Ichi
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2009.01a
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    • pp.684-688
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    • 2009
  • In this paper, it proposes the technique to restore from a binary image in the color image. The color image is composed of three element images of red, green and blue. Therefore, the color image is first divided into a red, green, and blue element, and the Inverse Halftoning[2]$\sim$[4] is processed to each element images. Finally, each element images is collectively displayed. In that case, the Kalman filter was applied to the Inverse Halftoning for the restoration accuracy improvement of the image. As a result, it was possible to restore it in the color image as well as the time of a monochrome image. Moreover, the result that the restoration accuracy had improved even when which combining with the technique by using the Kalman filter for the Inverse Halftoning so far came out.

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Very Short-term Electric Load Forecasting for Real-time Power System Operation

  • Jung, Hyun-Woo;Song, Kyung-Bin;Park, Jeong-Do;Park, Rae-Jun
    • Journal of Electrical Engineering and Technology
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    • v.13 no.4
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    • pp.1419-1424
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    • 2018
  • Very short-term electric load forecasting is essential for real-time power system operation. In this paper, a very short-term electric load forecasting technique applying the Kalman filter algorithm is proposed. In order to apply the Kalman filter algorithm to electric load forecasting, an electrical load forecasting algorithm is defined as an observation model and a state space model in a time domain. In addition, in order to precisely reflect the noise characteristics of the Kalman filter algorithm, the optimal error covariance matrixes Q and R are selected from several experiments. The proposed algorithm is expected to contribute to stable real-time power system operation by providing a precise electric load forecasting result in the next six hours.