• Journal of applied mathematics & informatics
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• 제26권1_2호
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• pp.383-387
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• 2008

The problem of recursive filtering for discrete market model with unknown parameters is considered. In this paper, we develop an effective filtering algorithm for discrete market systems with unknown parameters and the error covariance equation determining the accuracy of the proposed algorithm is derived.

• 대한전기학회논문지
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• 제37권9호
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• pp.636-645
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• 1988

A new filter algorithm is suggested improving structurally the conventional extended Kalman filter of which the performance is dependent on the selection of the reference axes, by use of line-of-sight axes and gain rotation technique. The implementation method using microcomputer which implements tracking Kalman filter is introduced in terms of hardware and software. Then, through the simulation the performance of suggested filter is compared with that of conventional extended Kalman filter and the possibility of the real time tracking of moving target is investigated.

• 한국항공우주학회지
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• 제40권2호
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• pp.108-117
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• 2012

본 논문은 비선형 필터 기법에 따른 지형참조항법 성능 분석에 관한 연구를 수행하였다. 지형참조항법에 사용되는 기본 필터에는 확장 칼만 필터(EKF)가 있다. 본 연구는 EKF 원형외에 반복형 EKF(IEKF), stochastic linearization(SL) 조건이 추가된 EKF-SL과 unscented Kalman Filter(UKF) 알고리듬을 소개한다. 또한, 연속적(sequential) 필터 외에 일괄적(batch)필터 기법인 칼만 필터 무리(bank of Kalman filters)를 이용한 항법 기술도 비교군으로 추가하고 필터 간 항법 성능을 분석한다. 가상 궤적을 가진 항공기 시뮬레이션을 통해 초기위치 오차가 클 때도 강건한(robust) 필터로 stochastic linearization EKF가 선정되었으며, 다만 빠른 항법 해의 수렴이 요구될 때에는 칼만 필터 무리를 이용한 일괄적 필터가 효과적인 것으로 분석되었다.

• 제어로봇시스템학회논문지
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• 제6권11호
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• pp.1039-1044
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• 2000

In this paper, the error caused by the measurement delay in INS/GPS integrated systems with Kalman filtering is defined and analyzed through the analytical method and the simulation. It is proved that the error of measurement delay causes not only the position error but also the estimate error of the x-axis accelerometer bias when a vehicle turns. And the estimation method of the delay time and the compensation method using an extrapolation method are presented. The performance of the compensation method is shown by the analytic method and the simulation.

• International Journal of Aeronautical and Space Sciences
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• 제9권1호
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• pp.147-161
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• 2008

In this paper, fine attitude estimation using low-cost sensors for attitude pointing missions of spacecraft is addressed. Attitude kinematics and gyro models including bias models are in general utilized to estimate spacecraft attitude and angular rate. However, a linearized model and a transition matrix are derived in this paper from nonlinear spacecraft dynamics with external disturbances. A Kalman filtering technique is applied and offers relatively high estimation accuracy under dynamic uncertainties. The proposed approach is demonstrated using numerical simulations.

• 한국항해항만학회:학술대회논문집
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• 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.1
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• pp.491-494
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• 2006

Kalman filtering (KF) is hard to be applied to the SINS (Strap-down Inertial Navigation System)/RDSS (Radio Determination Satellite Service) integrated navigation system directly because the time delay of RDSS positioning in active mode is random. BP (Back-Propagation) Neuron computing as a powerful technology of Artificial Neural Network (ANN), is appropriate to solve nonlinear problems such as the random time delay of RDSS without prior knowledge about the mathematical process involved. The new algorithm betakes a BP neural network (BPNN) and velocity feedback to aid KF in order to overcome the time delay of RDSS positioning. Once the BP neural network was trained and converged, the new approach will work well for SINS/RDSS integrated navigation. Dynamic vehicle experiments were performed to evaluate the performance of the system. The experiment results demonstrate that the horizontal positioning accuracy of the new approach is 40.62 m (1 ${\sigma}$), which is better than velocity-feedback-based KF. The experimental results also show that the horizontal positioning error of the navigation system is almost linear to the positioning interval of RDSS within 5 minutes. The approach and its anti-jamming analysis will be helpful to the applications of SINS/RDSS integrated systems.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2000년도 봄 학술발표회논문집
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• pp.207-214
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• 2000

In this paper, a study of the effenctiveness and convergency of five damage measures for structural damage detection of 2-dimensional truss structure using the extended Kalman filtering algorithm is presented. These damage measures are associated with the change in mode shape and displacement due to structural damage. Damage measures contain the change in natural frequency, mode shape, curvature of mode shape, displacement of static force and curvature of displacement of static force. The effectiveness and convergency of these damage measures by using extended Kalman filtering algorithm are demonstrated with the numerical examples.

• International Journal of Automotive Technology
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• 제6권5호
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• pp.475-481
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• 2005

This paper deals with the algorithm of estimating the longitudinal speed of a braking vehicle using measurements from an accelerometer and a standard wheel speed sensor. We evolve speed estimation algorithms of increasing complexity and accuracy on the basis of experimental tests. A final speed estimation algorithm based on a Kalman filtering is developed to reduce measurement noise of the wheel speed sensor, error of the tire radius, and accelerometer bias. This developed algorithm can give peak errors of less than 3 percent even when the accelerometer signal is significantly biased.

• International Journal of Aeronautical and Space Sciences
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• 제13권4호
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• pp.499-506
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• 2012

In this paper, a dynamic modeling for the velocity and position information of a single frequency stand-alone GPS(Global Positioning System) receiver is described. In static condition, the position error dynamic model is identified as a first/second order transfer function, and the velocity error model is identified as a band-limited Gaussian white noise via non-parametric method of a PSD(Power Spectrum Density) estimation in continuous time domain. A Kalman filter is proposed considering both correlated/white measurements noise based on identified GPS error model. The performance of the proposed Kalman filtering method is verified via numerical simulation.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 하계학술대회 논문집 B
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• pp.1337-1339
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• 2004

The existing problems of the Electro-Magnetic Suspension system such as air-gap disturbance, mass variation and actuator/sensor failure are described in amore specific manner. General active filter has a bad influence on suspension stability. Kalman Filter is based on statistical parameter. Thus, in this paper, It is shown that filtering performance of Kalman Filter and Active filter is excellent with simulation and experiment, stability analyze for air-gap disturbance.