• Title/Summary/Keyword: covariance matrix

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Covariance analysis of strapdown INS considering characteristics of gyrocompass alignment errors (자이로 컴파스 얼라인먼트 오차특성을 고려한 스트랩다운 관성항법장치의 상호분산해석)

  • 박흥원;박찬국;이장규
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.34-39
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    • 1993
  • Presented in this paper is a complete error covariance analysis for strapdown inertial navigation system(SDINS). We have found that in SDINS the cross-coupling terms in gyrocompass alignment errors can significantly influence the SDINS error propagation. Initial heading error has a close correlation with the east component of gyro bias erro, while initial level tilt errors are closely related to accelerometer bias errors. In addition, pseudo-state variables are introduced in covariance analysis for SDINS utilizing the characteristics of gyrocompass alignment errors. This approach simplifies the covariance analysis because it makes the initial error covariance matrix to a diagonal form. Thus a real implementation becomes easier. The approach is conformed by comparing the results for a simplified case with the covariance analysis obtained from the conventional SDINS error model.

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Design of the Well-Conditioned Observer Using the Non-Normality Measure (비정규지표를 이용한 Well-Conditioned 관측기 설계)

  • Jung, Jong-Chul;Huh, Kun-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.6
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    • pp.1114-1119
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    • 2002
  • In this paper, the well-conditioned observer is designed to be insensitive to the ill-conditioning factors in transient and steady-state observer performance. A condition number based on 12-norm of the eigenvector matrix of the observer matrix has been proposed on a principal index in the observer performance. For the well-conditioned observer design, the non-normality measure and the observability condition of the observer matrix are utilized. The two constraints are specified into observer gain boundary region that guarantees a small condition number and a stable observer. The observer gain selected in this region guarantees a well-conditioned and observable property. In this study, this method is applied to the Luenberger observer and Kalman filters for small order systems. In designing Kalman filters, the ratio of the process noise covariance to the measurement noise covariance is a design parameter and its effect on the condition number is investigated.

Performance Analysis of Adaptive Array Antenna for GPS Anti-Jamming (GPS 항재밍을 위한 적응 배열 안테나의 성능 분석)

  • Jeong, Taehee
    • Journal of the Korea Institute of Military Science and Technology
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    • v.16 no.3
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    • pp.382-389
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    • 2013
  • In anti-jamming GPS receiver, adaptive signal processing techniques in which the radiation pattern of adaptive array antenna of elements may be adaptively changed used to reject interference, clutter, and jamming signals. In this paper, I describes adaptive signal processing technique using the sample matrix inversion(SMI) algorithm. This adaptive signal processing technique can be applied effectively to wideband/narrowband anti-jamming GPS receiver because it does not consider the satellite signal directions and GPS signal power level exists below the thermal noise. I also analyzed the effects of covariance matrix sample size and diagonal loading technique on the system performance of five-element circular array antenna. To attain near optimum performance, more samples required for calculation covariance matrix. Diagonal loading technique reduces the system nulling capability against low-power jamming signals, but this technique improves robustness of adaptive array antenna.

Design of the Well-Conditioned Observer Using the Non-normality Measure (비정규지표를 이용한 Well-Conditioned 관측기 설계)

  • 정종철;허건수
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 2001.10a
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    • pp.313-318
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    • 2001
  • In this paper, the well-conditioned observer is designed to be insensitive to the ill-conditioning factors in transient and steady-state observer performance. A condition number based on $L_2-norm$ of the eigenvector matrix of the observer matrix has been proposed on a principal index in the observer performance. For the well-conditioned observer design, the non-normality measure and the observability condition of the observer matrix are utilized. The two constraints are specified into observer gain boundary region that guarantees a small condition number and a stable observer. The observer gain selected in this region guarantees a well-conditioned and observable property. In this study, this method is applied to the Luenberger observer and Kalman filters. In designing Kalman filters for small order systems, the ratio of the process noise covariance to the measurement noise covariance is a design parameter and its effect on the condition number is investigated.

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Change Area Detection using Color and Edge Gradient Covariance Features (색상과 에지 공분산 특징을 이용한 변화영역 검출)

  • Kim, Dong-Keun;Hwang, Chi-Jung
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.1
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    • pp.717-724
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    • 2016
  • This paper proposes a change detection method based on the covariance matrices of color and edge gradient in a color video. The YCbCr color format was used instead of RGB. The color covariance matrix was calculated from the CbCr-channels and the edge gradient covariance matrix was calculated from the Y-channels. The covariance matrices were effectively calculated at each pixel by calculating the sum, squared sum, and sum of two values' multiplication of a rectangle area using the integral images from a background image. The background image was updated by a running the average between the background image and a current frame. The change areas in a current frame image against the background were detected using the Mahalanobis distance, which is a measure of the statistical distance using covariance matrices. The experimental results of an expressway color video showed that the proposed approach can effectively detect change regions for color and edge gradients against the background.

A Study on the optimum covariance matrix to smart antenna (스마트 안테나에서 최적 공분산 행렬 연구)

  • Lee, Kwan Hyoung;Song, Woo Young;Joo, Jong Hyuk
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.5 no.1
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    • pp.83-88
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    • 2009
  • This paper consider the problem of direction of arrival(DOA) estimation in the presence of multipath propagation. The sensor elements are assumed to be linear and uniformly spaced. Numerous authors have advocated the use of a beamforming preprocessor to facilitate application of high resolution direction finding algorithms The benefits cited include reduced computation, improved performance in environments that include spatially colored noise, and enhanced resolution. Performance benefits typically have been demonstrated via specific example. The purpose of this paper is to provide an analysis of a beamspace version of the MUSIC algorithm applicable to two closely spaced emitters in diverse scenarios. Specifically, the analysis is applicable to uncorrelated far field emitters of any relative power level, confined to a known plane, and observed by an arbitrary array of directional antenna. In this paper, we researched about optimize beam forming to smart antenna system. The covariance matrix obtained using fourth order cumulant function. Simulations illustrate the performance of the techniques.

Outlier Detection in Growth Curve Model

  • Shim, Kyu-Bark
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.313-323
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    • 2003
  • For the growth curve model with arbitrary covariance structure, known as unstructured covariance matrix, the problems of detecting outliers are discussed in this paper. In order to detect outliers in the growth curve model, the test statistics using U-distribution is established. After detecting outliers in growth curve model, we test homo and/or hetero-geneous covariance matrices using PSR Quasi-Bayes Criterion. For illustration, one numerical example is discussed, which compares between before and after outlier deleting.

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Covariance Controller Design for Linear SISO Systems

  • Kim, Ho-Chan;Oh, Seong-Bo;Ko, Bong-Woon
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.54.1-54
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    • 2001
  • In this paper, an alternate method for state-covariance assignment for SISO(single input singe output) linear systems is proposed. This method is based on the inverse solution of the Lyapunov matrix equation and the resulting formulas are similar in structure to the formulas for pole placement. Further, the set of all assignable covariance matrices to a SISO linear system is also characterized.

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Improved Face Recognition based on 2D-LDA using Weighted Covariance Scatter (가중치가 적용된 공분산을 이용한 2D-LDA 기반의 얼굴인식)

  • Lee, Seokjin;Oh, Chimin;Lee, Chilwoo
    • Journal of Korea Multimedia Society
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    • v.17 no.12
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    • pp.1446-1452
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    • 2014
  • Existing LDA uses the transform matrix that maximizes distance between classes. So we have to convert from an image to one-dimensional vector as training vector. However, in 2D-LDA, we can directly use two-dimensional image itself as training matrix, so that the classification performance can be enhanced about 20% comparing LDA, since the training matrix preserves the spatial information of two-dimensional image. However 2D-LDA uses same calculation schema for transformation matrix and therefore both LDA and 2D-LDA has the heteroscedastic problem which means that the class classification cannot obtain beneficial information of spatial distances of class clusters since LDA uses only data correlation-based covariance matrix of the training data without any reference to distances between classes. In this paper, we propose a new method to apply training matrix of 2D-LDA by using WPS-LDA idea that calculates the reciprocal of distance between classes and apply this weight to between class scatter matrix. The experimental result shows that the discriminating power of proposed 2D-LDA with weighted between class scatter has been improved up to 2% than original 2D-LDA. This method has good performance, especially when the distance between two classes is very close and the dimension of projection axis is low.

(Theoretical Analysis and Performance Prediction for PSN Filter Tracking) (PSN 픽터의 해석 및 추적성능 예측)

  • Jeong, Yeong-Heon;Kim, Dong-Hyeon;Hong, Sun-Mok
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.39 no.2
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    • pp.166-175
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    • 2002
  • In this paper. we predict tracking performance of the probabilistic strongest neighbor filter (PSNF). The PSNF is known to be consistent and superior to the probabilistic data association filter (PDAF) in both performance and computation. The PSNF takes into account the probability that the measurement with the strongest intensity in the neighborhood of the predicted target measurement location is not target-originated. The tracking performance of the PSNF is quantified in terms of its estimation error covariance matrix. The estimation error covariance matrix is approximately evaluated by using the hybrid conditional average approach (HYCA). We performed numerical experiments to show the validity of our performance prediction.