• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.542-547
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• 2003

A new approach to design of a discrete-time robust $H_{\infty}$ filter in finite horizon case is proposed. It is shown that robust $H_{\infty}$ filtering problem can be cast into the minimization problem of an indefinite quadratic form, which can be solved by implementing the Kalman filter defined in Krein space. The proposed filter is readily derived by simply augmenting the state space model and has the robustness property against the parameter uncertainties of a given system.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2002년도 ICCAS
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• pp.52.6-52
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• 2002

The method of identifying the plant models in this paper is the Observer Kalman filter identification (OKID) method. This method of system identification has several pertinent advantages. First, it assumes that the system in question is a discrete linear time-invariant (LTI) state-space system. Second, it requires only input and output data to formulate the model, no a priori knowledge of the system is needed. Third, the OKID method produces a psudo-Kalman state estimator, which is very useful for control applications. Last, the modal balanced realization of the system model means that tuncation errors will be small. Thus, even in the case of model order error the results of that error will...

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 26-27 Oct. 1990
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• pp.1027-1031
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• 1990

In this paper, we propose a model-based method of estimating the velocity of a moving object from a series of images. The proposed method utilizes Kalman filtering technique. Assuming that the motion is described by an affine transformation, we construct a discrete-time state variable model of the motion based on the dynamic motion imagery modeling technique proposed by Schalkoff. Using this state variable model, we derive a Kalman filter algorithm. Some simulation results are presented to show that the proposed Kalman filter algorithm is superior to a simple least square method without a model.

• 제어로봇시스템학회논문지
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• 제21권9호
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• pp.807-810
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• 2015

In this paper, a finite impulse response(FIR) fixed-lag smoother is proposed for discrete-time nonlinear systems. If the actual state trajectory is sufficiently close to the nominal state trajectory, the nonlinear system model can be divided into two parts: The error-state model and the nominal model. The error state can be estimated by adapting the optimal time-varying FIR smoother to the error-state model, and the nominal state can be obtained directly from the nominal trajectory model. Moreover, in order to obtain more robust estimates, the linearization errors are considered as a linear function of the estimation errors. Since the proposed estimator has an FIR structure, the proposed smoother can be expected to have better estimation performance than the IIR-structured estimators in terms of robustness and fast convergence. Additionally the proposed method can give a more general solution than the optimal FIR filtering approach, since the optimal FIR smoother is reduced to the optimal FIR filter by setting the fixed-lag size as zero. To illustrate the performance of the proposed method, simulation results are presented by comparing the method with an optimal FIR filtering approach and linearized Kalman filter.

• 센서학회지
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• 제28권4호
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• pp.216-220
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• 2019

In this paper, we propose a finite memory filter (estimator) for discrete-time stochastic linear systems with delays in state and measurement. A novel filtering algorithm is designed based on finite memory strategies, to achieve high estimation accuracy and stability under parametric uncertainties. The new finite memory filter uses a set of recent observations with appropriately chosen initial horizon conditions. The key contribution is the derivation of Lyapunov-like equations for finite memory mean and covariance of system state with an arbitrary number of time delays. A numerical example demonstrates that the proposed algorithm is more robust and accurate than the Kalman filter against dynamic model uncertainties.

• 정보처리학회논문지:컴퓨터 및 통신 시스템
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• 제10권2호
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• pp.53-58
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• 2021

본 논문에서는 제어 입력이 있는 이산 시간 상태 공간 모델에 대한 유한기억구조(Finite Memory Structure, FMS) 스무딩 필터(Smoothing filter)를 개발한다. FMS 스무딩 필터는 가장 최근 윈도우의 유한 관측값과 제어 입력값만을 이용하여 비편향성 제약조건하에서 최소 분산 성능 지표의 최적화 문제를 직접 해결함으로써 얻어진다. FMS 스무딩 필터는 비편향성(Unbiasedness), 무진동성(Deadbeat) 및 시불변성(Time-invariance)과 같은 내재적으로 좋은 특성을 갖는다. 또한, 관측값과 추정값이 구해지는 시간 사이의 지연 길이에 따라 FMS 스무딩 필터는 기존의 FMS 필터들과 동등함을 보인다. 마지막으로, 컴퓨터 시뮬레이션을 통해 제안된 FMS 스무딩 필터의 내재적인 강인성(Robustness)을 검증하기 위해 일시적인 모델 불확실성을 가진 시스템에 FMS 스무딩 필터를 적용해본다. 시뮬레이션 결과를 통해 제안된 FMS 스무딩 필터가 기존의 FMS 필터와 칼만(Kalman) 필터보다 우수할 수 있음을 보여준다.

• 전기의세계
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• 제22권2호
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• pp.28-32
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• 1973

System modeling is applied in developing a probabilistic linear estimator for the load of an electric power system for the purpose of short term load forecasting. The model assumer that the load in given by the suns of a periodic discrete time serier with a period of 24 hour and a residual term such that the output of a discrete time dynamical linear system driven by a white random process and a deterministic input. And also we have established the main forecasting algorithms, which are essemtally the Kalman filter-predictor equations.

• 제어로봇시스템학회논문지
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• 제14권9호
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• pp.931-938
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• 2008

In this paper, a novel localization algorithm robust to the unmodeled systematic odometry errors is proposed for low-cost non-holonomic mobile robots. It is well known that the most pose estimators using odometry measurements cannot avoid the performance degradation due to the dead-reckoning of systematic odometry errors. As a remedy for this problem, we tty to reflect the wheelbase error in the robot motion model as a parametric uncertainty. Applying the Krein space estimation theory for the discrete-time uncertain nonlinear motion model results in the extended robust Kalman filter. This idea comes from the fact that systematic odometry errors might be regarded as the parametric uncertainties satisfying the sum quadratic constrains (SQCs). The advantage of the proposed methodology is that it has the same recursive structure as the conventional extended Kalman filter, which makes our scheme suitable for real-time applications. Moreover, it guarantees the satisfactoty localization performance even in the presence of wheelbase uncertainty which is hard to model or estimate but often arises from real driving environments. The computer simulations will be given to demonstrate the robustness of the suggested localization algorithm.

• 전력전자학회:학술대회논문집
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• 전력전자학회 2003년도 춘계전력전자학술대회 논문집(2)
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• pp.803-806
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• 2003

This paper presents a detailed study of the extended Kalman filter for estimating the rotor speed of an IM drive. The general structure of the Kalman filter is reviewed and the various system vectors and matrices are defined. By including the rotor speed as a state variable, the EKF equations are established from a discrete two axis model of the three-phase induction motor using the software MATLAB/Simulink, simulation of the EKF speed estimation algorithm is carried out for an induction motor drive with direct self control. The investigations show that the EKF is capable of tracking the actual rotor speed provided that the elements of the covariance matrices are properly selected.

• 대한전기학회논문지:전력기술부문A
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• 제48권8호
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• pp.996-1003
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• 1999

This paper propose a position-speed controller with an estimator which can estimate states and disturbance. The overall control system consists of two parts: the position-speed controller and an estimator. The Kalman filter applied as state-feedback controller is an optimal state estimator applied to a dynamic system that involves random perturbations and gives a linear, unbiased and minimum error variance recursive algorithm to optimally estimate the unknown state. Therefore, we consider the error problem about the servo system modeling and the measurement noise as a stochastic system and implement a optimal state observer, and enhance the estimate performance of position and speed using that. Using two-degree-of freedom(TDOF) conception, we design the command input response and the closed loop characteristics independently. The servo system is to improve the closed loop characteristics without affecting the command imput response. The characteristics of the closed loop system is improved by suppressing disturbance torque effectively with the disturbance observer using a inverse-transfer matrix. Therefore, the performance of overall position-speed controller is enhanced. Finally, the performance of the proposed controller is exemplified by some simulations and by applying the real servo system.