• 제목/요약/키워드: covariance tracking

검색결과 63건 처리시간 0.023초

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

  • 이종무;이판묵;성우제
    • 한국해양공학회지
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    • 제17권6호
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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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    • 제12권3호
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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.

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

  • 임종환;김재학;양훈기
    • 한국전자파학회논문지
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    • 제25권3호
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    • pp.372-375
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    • 2014
  • 재밍 환경에서의 maximum likelihood(ML) 기반의 모노펄스 기법은 공분산 행렬의 역행렬을 이용하여 재머 신호를 억제시킨다. 재머 억제를 위해서는 재머 성분에 대한 충분한 횟수의 스냅샷(snapshot)이 필요하며, 높은 PRF 환경에서는 이것이 가능하지 않아 실시간 추적에 한계가 있다. 또한, JNR(Jammer to Noise Ratio)이 낮은 경우에는 재머의 스냅샷 수가 충분하더라도 정확한 재머 억제가 이루어지지 않아, 표적 방향 추정의 정확도가 감소한다. 본 논문에서는 재밍 환경에서 스냅샷이 적은 경우에도 ML 기반의 모노펄스 성능이 우수한 방법을 제안한다. 제안된 방법은 공분산 행렬의 잡음 부공간을 이용하는 모노펄스 방법으로, 이의 유도 과정을 보이고, 모의실험을 통해 기존의 방법에 비해 성능이 개선된 것을 보인다.

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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    • 제11권1호
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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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    • 제3권3호
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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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비행시험통제컴퓨터용 실시간 데이터 융합 알고리듬의 구현 (Implementation of a Real-time Data fusion Algorithm for Flight Test Computer)

  • 이용재;원종훈;이자성
    • 한국군사과학기술학회지
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    • 제8권4호
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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.

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

  • 한성현;이만형
    • 한국정밀공학회지
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    • 제6권1호
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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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지속여기 조건이 없는 강인한 자조 안정기 (Robust Self-Tuning Regulator without Persistent Excitation)

  • 김영철;이철희;양흥석
    • 대한전기학회논문지
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    • 제39권11호
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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.

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

  • 임병관
    • 대한전기학회논문지:전력기술부문A
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    • 제55권12호
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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.

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

  • 최진부
    • 대한전자공학회논문지
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    • 제22권3호
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    • pp.31-42
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    • 1985
  • DC motor를 제어하기 위하여, 두개의 feedback sensor 즉, potenfiometer와 tachometer를 사용하고 있다. 최적 제어치를 얻기위한 제어 방법으로써 선형계로써는 kalman regular type, 비 선형계로써는 on-off relay-type와 상태 제환을 적용하였다. 역시, 추적각의 측정 방법으로서는. 측정치를 이웅한 위치와 속도 미분치를 이용한 위치와 속도, 그리고 관측기를 이용한 위치, 속도와 오제곱 분산치를 추정하여 추적각의 제어치를 비교 분석하였다.

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