• Title/Summary/Keyword: covariance tracking

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Underwater Hybrid Navigation Algorithm Based on an Inertial Sensor and a Doppler Velocity Log Using an Indirect Feedback Kalman Filter (간접 되먹임 필터를 이용한 관성센서 및 초음파 속도센서 기반의 수중 복합항법 알고리듬)

  • 이종무;이판묵;성우제
    • Journal of Ocean Engineering and Technology
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    • v.17 no.6
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    • pp.83-90
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    • 2003
  • This paper presents an underwater hybrid navigation system for a semi-autonomous underwater vehicle (SAUV). The navigation system consists of an inertial measurement unit (IMU), and a Doppler velocity log (DVL), accompanied by a magnetic compass. The errors of inertial measurement units increase with time, due to the bias errors of gyros and accelerometers. A navigational system model is derived, to include the scale effect and bias errors of the DVL, of which the state equation composed of the navigation states and sensor parameters is 20. The conventional extended Kalman filter was used to propagate the error covariance, update the measurement errors, and correct the state equation when the measurements are available. Simulation was performed with the 6-d.o,f equations of motion of SAUV, using a lawn-mowing survey mode. The hybrid underwater navigation system shows good tracking performance, by updating the error covariance and correcting the system's states with the measurement errors from a DVL, a magnetic compass, and a depth sensor. The error of the estimated position still slowly drifts in the horizontal plane, about 3.5m for 500 seconds, which could be eliminated with the help of additional USBL information.

Detection of Voltage Sag using An Adaptive Extended Kalman Filter Based on Maximum Likelihood

  • Xi, Yanhui;Li, Zewen;Zeng, Xiangjun;Tang, Xin
    • Journal of Electrical Engineering and Technology
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    • v.12 no.3
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    • pp.1016-1026
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    • 2017
  • An adaptive extended Kalman filter based on the maximum likelihood (EKF-ML) is proposed for detecting voltage sag in this paper. Considering that the choice of the process and measurement error covariance matrices affects seriously the performance of the extended Kalman filter (EKF), the EKF-ML method uses the maximum likelihood method to adaptively optimize the error covariance matrices and the initial conditions. This can ensure that the EKF has better accuracy and faster convergence for estimating the voltage amplitude (states). Moreover, without more complexity, the EKF-ML algorithm is almost as simple as the conventional EKF, but it has better anti-disturbance performance and more accuracy in detection of the voltage sag. More importantly, the EKF-ML algorithm is capable of accurately estimating the noise parameters and is robust against various noise levels. Simulation results show that the proposed method performs with a fast dynamic and tracking response, when voltage signals contain harmonics or a pulse and are jointly embedded in an unknown measurement noise.

Fast Monopulse Method Using Noise-Jamming Subspace (재밍 환경에서 잡음 부공간을 이용한 고속 모노펄스 방법)

  • Lim, Jong-Hwan;Kim, Jae-Hak;Yang, Hoon-Gee
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.25 no.3
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    • pp.372-375
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    • 2014
  • A monopulse based on maximum likelihood(ML) in jamming scenario can suppress jamming signal using an inverse matrix of a covariance matrix. In order to achieve adequate suppression of jamming signal, the sufficient number of snapshots is required. However, this is not possible in high PRF scenario, which hinders a real-time tracking. Moreover, even with the large number of snapshots, the estimation accuracy of the target direction is decreased in low JNR(Jammer to Noise Ratio) due to insufficient jammer suppression. In this paper, we propose a monopulse algorithm that doesn't degrade performance significantly with a small number of snapshots and in low JNR. We show its derivation that exploits noise-jammer subspace of a covariance matrix, along with its performance through simulation.

Application of recursive SSA as data pre-processing filter for stochastic subspace identification

  • Loh, Chin-Hsiung;Liu, Yi-Cheng
    • Smart Structures and Systems
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    • v.11 no.1
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    • pp.19-34
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    • 2013
  • The objective of this paper is to develop on-line system parameter estimation and damage detection technique from the response measurements through using the Recursive Covariance-Driven Stochastic Subspace identification (RSSI-COV) approach. To reduce the effect of noise on the results of identification, discussion on the pre-processing of data using recursive singular spectrum analysis (rSSA) is presented to remove the noise contaminant measurements so as to enhance the stability of data analysis. Through the application of rSSA-SSI-COV to the vibration measurement of bridge during scouring experiment, the ability of the proposed algorithm was proved to be robust to the noise perturbations and offers a very good online tracking capability. The accuracy and robustness offered by rSSA-SSI-COV provides a key to obtain the evidence of imminent bridge settlement and a very stable modal frequency tracking which makes it possible for early warning. The peak values of the identified $1^{st}$ mode shape slope ratio has shown to be a good indicator for damage location, meanwhile, the drastic movements of the peak of $2^{nd}$ mode slope ratio could be used as another feature to indicate imminent pier settlement.

Tracking Filter Design for a Maneuvering target Using Jump Processes

  • Lim, Sang-Seok
    • Journal of Electrical Engineering and information Science
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    • v.3 no.3
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    • pp.373-384
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    • 1998
  • This paper presents a maneuvering target model with the maneuver dynamics modeled as a jump process of Poisson-type. The jump process represents the deterministic maneuver(or pilot commands) and is described by a stochastic differential equation driven by a Poisson process taking values a set of discrete states. Employing the new maneuver model along with the noisy observations described by linear difference equations, the author has developed a new linear, recursive, unbiased minimum variance filter, which is structurally simple, computationally efficient, and hence real-time implementable. Futhermore, the proposed filter does not involve a computationally burdensome technique to compute the filter gains and corresponding covariance matrices and still be able to track effectively a fast maneuvering target. The performance of the proposed filter is assessed through the numerical results generated from the Monte-Carlo simulation.

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Implementation of a Real-time Data fusion Algorithm for Flight Test Computer (비행시험통제컴퓨터용 실시간 데이터 융합 알고리듬의 구현)

  • Lee, Yong-Jae;Won, Jong-Hoon;Lee, Ja-Sung
    • Journal of the Korea Institute of Military Science and Technology
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    • v.8 no.4 s.23
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    • pp.24-31
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    • 2005
  • This paper presents an implementation of a real-time multi-sensor data fusion algorithm for Flight Test Computer. The sensor data consist of positional information of the target from a radar, a GPS receiver and an INS. The data fusion algorithm is designed by the 21st order distributed Kalman Filter which is based on the PVA model with sensor bias states. A fault detection and correction logics are included in the algorithm for bad measurements and sensor faults. The statistical parameters for the states are obtained from Monte Carlo simulations and covariance analysis using test tracking data. The designed filter is verified by using real data both in post processing and real-time processing.

A Study on Dynamics Analysis and Real Time Optimal Tracking Control& Rhino Robotic Manipulator (라이노 로보트 매니퓰레이터의 동특성 미 실시간 최적추적제어에 관한 연구)

  • Han, Sung-Hyun;Lee, Man-Hyung
    • 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.

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Robust Self-Tuning Regulator without Persistent Excitation (지속여기 조건이 없는 강인한 자조 안정기)

  • 김영철;이철희;양흥석
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.11
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    • pp.1207-1218
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    • 1990
  • The lack of persistent excitation (PE) can be the reason of freezing in the recursive least square estimators and the covariance windup in the exponential weighted least square estimators. We present a theoretical analysis of these phenomena and a simple method to check the exciting condition in real time. Using these results and under some conditions such as slowly time varying Plant and a tracking problem for set point, a robust self-tuning regulators without PE is proposed. In this algorithm, when PE is not satisfied, only plant gain is estimated, and then the system parameters are corrected by it. It is shown that the gain adaptive scheme makes the robustness to be improved against modeling error, off-set, and correlated noise etc, by the results of analysis and simulations.

Detection of Anormalies on the Power Line using the Instantaneous Frequencies (순간주파수를 이용한 전력선 신호의 이상현상검출)

  • Iem, Byeong-Gwan
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.12
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    • pp.544-548
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    • 2006
  • The instantaneous frequency gives a frequency value at a time instance. Thus, it is natural to use the instantaneous frequency for detecting disturbances of voltage signal in power line. Various instantaneous frequency estimators are introduced. By applying to different types of disturbed signals, we show the estimators' ability to classify flickers. Also, the computational costs are compared between different instantaneous frequency estimators. The Prony's method (PRONY) and the modified covariance method (MCOV) need relatively smaller amount of calculation than the Teaser-Kaiser energy operator based estimator (DESA II). For an AM-FM modulated signal, the tracking performance of different instantaneous frequency estimators is also compared. Through simulation, it is shown that MCOV produces less variant frequency estimation values than DESA II and PRONY method.

Optimal control of the State Feedback Variables for Controlling DC Motor (DC Motor 제어를 위한 상태궤환 변수의 최적제어)

  • 최진부
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.22 no.3
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    • pp.31-42
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    • 1985
  • Thig paper used two feedback sensors, that is, potentiometer and tachometer in order to control DC motor. Also, the state feedback and kalman regular type in the linear system or the state feedback and on-off relay type in the non-linear system are used as control meth-ods for optimal control values. This compared and analyzed the control estimate of tracking angles by the estimate of three branches of methods of position and speed measured, position and speed by PD and position, speed and covariance by an observer.

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