• Journal of Industrial Technology
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• v.10
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• pp.15-20
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• 1990

A parallel processing algorithm for discrete Kalman filter, which is one of the most commonly used filtering technique in modern control, signal processing, and communication, is proposed. Previously proposed parallel algorithms to decrease the number of computations needed in the Kalman filter are the hierachical structures by distributed processing of measurements, or the systolic structures to disperse the computational burden. In this paper, a new parallel Kalman filter employing a structure similar to recursive doubling is proposed. Estimated values of state variables by the new algorithm converge with two times faster data processing speed than that of the conventional Kalman filter. Moreover it maintains the optimality of the conventional Kalman filter.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.39 no.10
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• pp.1057-1065
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• 1990

A parallel processing algorithm for the discrete Kalman filter, which is one of the most commonly used filtering techniques in modern control, signal processing, and communication, is proposed. To decrease the number of computations critical in the Kalman filter, previously proposed parallel algorithms are of the hierarchical structure by distributed processing of measurements, or of the systolic structure to disperse the computational burden. In this paper, a new parallel Kalman filter employing a structure similar to recursive doubling is proposed. Estimated valuse of state variables by the new algorithm converge faster to the true values because the new algorithm can process data twice faster than the conventional Kalman filter. Moreover, it maintains the optimality of the conventional Kalman filter.

• Proceedings of the KIEE Conference
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• 1990.07a
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• pp.64-67
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• 1990

A parallel processing algorithm for discrete Kalman filter, which is one of the most commonly used filtering technique in modern control, signal processing, and communication. is proposed. Previously proposed parallel algorithms to decrease the number of computations needed in the Kalman filter are the hierachical structures by distributed processing of measurements, or the systolic structures to disperse the computational burden. In this paper, a new parallel Kalman filter employing a structure similar to recursive doubling is proposed. Estimated values of state variables by the new algorithm converge with two times faster data processing speed than that of the conventional Kalman filter. Moreover it maintains the optimality of the conventional Kalman filter.

• Transactions of the Korean Society of Automotive Engineers
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• v.20 no.4
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• pp.68-75
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• 2012

This paper presents a study on the driveline output torque estimation using a discrete Kalman filter. The in-situ output shaft torque is first measured by a non-contacting magneto-elastic torque transducer. The linear state-space system equations are first derived and the discrete Kalman filter is designed based on the Kalman filter theory to recover the driveline output torque contaminated by random noises. In addition to using torque measurement, the estimation of the output torque using two angular velocities: the output and wheel, is also conducted. The experimental results show that the discrete Kalman filter can be effective for not only removing the random noise in output torque but also estimating the output torque without torque measurement.

• Structural Engineering and Mechanics
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• v.83 no.5
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• pp.593-607
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• 2022

To solve the problem of detecting structural damage, a two-stage method using the Kalman filter and Particle Swarm Optimization (PSO) is proposed. In this method, the first PSO population is enhanced using the Kalman filter method based on dynamic responses. Due to noise in the sensor responses and errors in the damage detection process, the accuracy of the damage detection process is reduced. This method proposes a novel approach for solve this problem by integrating the Kalman filter and sensitivity analysis. In the Kalman filter, an approximate damage equation is considered as the equation of state and the damage detection equation based on sensitivity analysis is considered as the observation equation. The first population of PSO are the random damage scenarios. These damage scenarios are estimated using a step of the Kalman filter. The results of this stage are then used to detect the exact location of the damage and its severity with the PSO algorithm. The efficiency of the proposed method is investigated using three numerical examples: a 31-element planer truss, a 52-element space dome, and a 56-element space truss. In these examples, damage is detected for several scenarios in two states: using the no noise responses and using the noisy responses. The results show that the precision and efficiency of the proposed method are appropriate in structural damage detection.

• Journal of Korea Multimedia Society
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• v.24 no.9
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• pp.1251-1260
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• 2021

This paper discusses missing data processing using simple moving average (SMA) and kalman filter. Also SMA and kalman predictive value are made a comparative study. Time series analysis is a generally method to deals with time series data in photovoltaic field. Photovoltaic system records data irregularly whenever the power value changes. Irregularly recorded data must be transferred into a consistent format to get accurate results. Missing data results from the process having same intervals. For the reason, it was imputed using SMA and kalman filter. The kalman filter has better performance to observed data than SMA. SMA graph is stepped line graph and kalman filter graph is a smoothing line graph. MAPE of SMA prediction is 0.00737%, MAPE of kalman prediction is 0.00078%. But time complexity of SMA is O(N) and time complexity of kalman filter is O(D²) about D-dimensional object. Accordingly we suggest that you pick the best way considering computational power.

• Proceedings of the KIEE Conference
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• 2004.05a
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• pp.41-43
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• 2004

This paper is concerned with attitude estimation using low cost, small-sized accelerometers and gyroscopes. A two step extended Kalman filter is proposed, which adaptively compensates external acceleration. External acceleration is the main source of estimation error. In the proposed filter, direction of external acceleration is estimated. According to the estimated direction, the accelerometer measurement covariance matrix of the two step extended Kalman filter is adjusted. The proposed algorithm is verified through experiments.

• Journal of the Korean Institute of Navigation
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• v.7 no.2
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• pp.1-45
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• 1983

This paper concerns the applications of the Kalman filter to navigation and the develment of computer programs of the navigational calculations. Methods to apply the Kalman filter to celestial fix, fix by cross bearing and cocked hat are proposed, and numerical simulations under various noise conditiions are conducted. The accuracy of the optimal positions obtained by the Kalman filter is compared with that of the fixed positiions by radial error method. In the case of celestial fix, an algorithm to estimate the optimal positions by using the linear Kalman filter is presented. The optimal positions by the Kalman filter are compared with the running fixes and with the most probable positions obtained from a single line of position. It is confirmed that the resutls of the proposed method are more accurate than the others. In practical piloting, bearings are generally measured intermittently and the measurement process is nonlinear. It is, therefore, difficult for us to apply the Kalman filter to fix by cross bearing. In order to be used in such an unfavorable case, the extended Kalman filter is revised and the aplicability of the revised extended Kalman filter is checked by numerical simulation under various noise conditions. In a cocked hat, an inside or outside fix is dependent only upon azimuth spread, if the error of each line of position is assumed to be equal both in magnitude and sign. A new technique of selecting a ship's position between an inside fix and an outside fix in a cocked hat by using fix determinant derived from the equation of three lines of position is also presented. The relations among the optimal position by Kalman filter, incentre (or excentre) and random error centtre of the cocked hat are discussed theoretically and the accuracy of the optimal position is compared with that of the others by numerical simulation.

• 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.

• Proceedings of the IEEK Conference
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• 1998.10a
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• pp.955-958
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• 1998

This paper describes the algorithm which extracts moving vehicles from sequential images and tracks those vehicles using Kalman filter. This work is composed of a motion segmentation stage which extracts moving objects from sequential images and gets features of objects, and a motion estimation stage which estimates the position and the motion of moving objects using Kalman filter. In the motion estimation stage, applying to affine motion model we divided the Kalman filter into position filter and velocity filter to employ linear Kalman filter. Multi-target tracking requires a data association component that decides which measurement to use for updating the state of which object. We use pattern recognition method to solve this problem.