• Journal of Electrical Engineering and Technology
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• v.8 no.6
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• pp.1520-1529
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• 2013

In this paper, we propose and assess the performance of "H infinity filter ($H_{\infty}$, HIF)" and "cost reference particle filter (CRPF)" in the problem of tracking a target based on the measurements of the range and the bearing of the target. HIF and CRPF have the common advantageous feature that we do not need to know the noise statistics of the problem in their applications. The performance of the extended Kalman filter (EKF) is also compared with that of the proposed filters, but the noise information is perfectly known for the applications of the EKF. Simulation results show that CRPF outperforms HIF, and is more robust because the tracking of HIF diverges sometimes, particularly when the target track is highly nonlinear. Interestingly, when the tracking of HIF diverges, the tracking of the EKF also tends to deviate significantly from the true track for the same target track. Therefore, CRPF is very effective and appropriate approach to the problems of highly nonlinear model, especially when the noise statistics are unknown. Nonetheless, HIF also can be applied to the problem of timevarying state estimation as the EKF, particularly for the case when the noise statistcs are unknown. This paper provides a good example of how to apply CRPF and HIF to the estimation of dynamically varying and nonlinearly modeled states with unknown noise statistics.

• The Journal of Korea Robotics Society
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• v.7 no.1
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• pp.29-34
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• 2012

This paper suggests a new observation model for Extended Kalman Filter based Simultaneous Localization and Mapping (EKF-SLAM). Since the EKF framework linearizes non-linear functions around the current estimate, the conventional line model has large linearization errors when a mobile robot locates faraway from its initial position. On the other hand, the model that we propose yields less linearization error with respect to the landmark position and thus suitable in a large-scale environment. To achieve it, we build up a three-dimensional space by adding a virtual axis to the robot's two-dimensional coordinate system and extract a plane by using a detected line on the two-dimensional space and the virtual axis. Since Jacobian matrix with respect to the landmark position has small value, we can estimate the position of landmarks better than the conventional line model. The simulation results verify that the new model yields less linearization errors than the conventional line model.

• Journal of Electrical Engineering and Technology
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• v.9 no.6
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• pp.2107-2113
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• 2014

Particle filtering (PF) has shown its outperforming results compared to that of classical Kalman filtering (KF), particularly for highly nonlinear problems. However, PF may not be universally superior to the extended KF (EKF) although the case (i.e. an example that the EKF outperforms PF) is seldom reported in the literature. Particularly, PF approaches show degraded performance for problems where the state noise is very small or zero. This is because particles become identical within a few iterations, which is so called particle impoverishment (PI) phenomenon; consequently, no matter how many particles are employed, we do not have particle diversity regardless of if the impoverished particle is close to the true state value or not. In this paper, we investigate this PI phenomenon, and show an example problem where a classical KF approach outperforms PF approaches in terms of mean squared error (MSE) criterion. Furthermore, we compare the processing speed of the EKF and PF approaches, and show the better speed performance of classical EKF approaches. Therefore, PF approaches may not be always better option than the classical EKF for nonlinear problems. Specifically, we show the outperforming result of unscented Kalman filter compared to that of PF approaches (which are shown in Fig. 7(c) for processing speed performance, and Fig. 6 for MSE performance in the paper).

• The Journal of Korea Robotics Society
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• v.6 no.1
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• pp.58-68
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• 2011

This paper proposes a technique of indoor localization for mobile robot by so called indoor GPS and EKF. Basically the concept of indoor GPS is similar outdoor GPS, and the indoor GPS gets distances between Anchors and Tag by a ranging method of CSS and then estimates the coordinate by distances and known Anchor positions. After we performed performance test of indoor GPS system in ideal and multipath environment, we configured that the indoor GPS has internal error factors and external error factors. This paper handled a multipath problem belonging to external error factors. At first various direct physical method are introduced to fix the multipath problems, and as expected we got errors corrected considerably. And then the method of selective anchors for indoor GPS is applied. With these two level improvement of indoor GPS performance, EKF(Extended Kalman Filter) is applied to mobile robot in indoor environment. The usefulness of the proposed methods are shown by a series of experiments in a environment giving contaminated data by multipath.

• Journal of Positioning, Navigation, and Timing
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• v.9 no.3
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• pp.207-214
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• 2020

In this paper, we implement linear-quadratic-Gaussian based vector tracking loop (LQG-VTL) instead of conventional extended Kalman filter based vector tracking loop (EKF-VTL). The LQG-VTL can improve the performance compared to the EKF-VTL by generating optimal control input at a specific performance index. Performance analysis is conducted through two factors, frequency thermal noise and frequency dynamic stress error, which determine total frequency tracking error. We derive the thermal noise and the dynamic stress error formula in the LQG-VTL. From frequency tracking error analysis, we can determine control gain matrix in the LQG controller and show that the frequency tracking error of the LQG-VTL is lower than that of the EKF-VTL in all C/N0 ranges. The simulation results show that the LQG-VTL improves performance by 30% in Doppler tracking, so the LQG-VTL can extend pre-integration time longer and track weaker signals than the EKF-VTL. Therefore, the LQG-VTL algorithm is more robust than the EKF-VTL in weak signal environments.

• Journal of Institute of Control, Robotics and Systems
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• v.12 no.2
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• pp.93-100
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• 2006

In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

• The Journal of the Acoustical Society of Korea
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• v.21 no.3
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• pp.256-263
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• 2002

In this study, the tracking of the temporal variation of the frequency and the amplitude in the presence of additive white Gaussian noise is considered using the Extended Kalman filter (EKF. The EKF has many applications and it has been applied to the problem of tracking the time-variable frequency. However the existing EKF frequency trackers could was driven in the small time-variable amplitude or required the additional amplitude tracker in the large time-variable amplitude. In this study, the EKF frequency-amplitude tracker, which could track both frequency and amplitude simultaneously from the measured signal in the relatively large time-variable amplitude environment, is proposed for improving the performance of the time-variable frequency tracking and its performance is verified by the simulation and the experimental work.

• Journal of Ocean Engineering and Technology
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• v.19 no.2 s.63
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• pp.82-89
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• 2005

This study deals with the development of the extended Kalman filter(EKF) algorithm for the localization of underwater mining vehicles. Both simulation and experimental studies in a test bed are carried out. For the experiments, a scale dawn tracked vehicle is run in a soil bin containing cohesive soil of bentonite-water mixture. To develop the EKF algorithm, we use a kinematic model including the inner/outer track slips and the slip angle for the vehicle. The measurements include the inner and outer wheel speeds from encoders, the heading angle from a compass sensor and a fiber optic rate gyro, and x and y coordinate position values from a vision system. The vision sensor replaces the LBL(Long Base Line) sonar system used in the real underwater positioning situations. Artificial noise signals mimicking the real LBL noise signal are added to the vision sensor information. To know the mean slip values of the tracks in both straight and cornering maneuver, several trial running experiments are executed before applying the EKF algorithm. Experimental results show the effectiveness of the EKF algorithm in rejecting the sensor measurements noise. Also, the simulation and experimental results show close correlations.

• Journal of Institute of Control, Robotics and Systems
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• v.12 no.8
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• pp.780-788
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• 2006

This paper deals with INS/GPS tightly coupled integration algorithms using extend Kalman filter (EKF) and unscented Kalman filter (UKF). In the tightly coupled approach, nonlinear pseudorange measurement models are used for the INS/GPS integration Kalman filter. Usually, an EKF is applied for this task, but it may diverge due to poor functional linearization of the nonlinear measurement. The UKF approximates a distribution about the mean using a set of calculated sigma points and achieves an accurate approximation to at least second-order. We introduce the generalized scaled unscented transformation which modifies the sigma points themselves rather than the nonlinear transformation. The generalized scaled method is used to transform the pseudo range measurement of the tightly coupled approach. To compare the performance of the EKF- and UKF-based tightly coupled approach, real van test and simulation have been carried out with feedforward and feedback indirect Kalman filter forms. The results show that the UKF and EKF have an identical performance in case of the feedback filter form, but the superiority of the UKF is demonstrated in case of the feedforward filer form.

• Journal of Institute of Control, Robotics and Systems
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• v.17 no.10
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• pp.995-1005
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• 2011

An efficient outdoor local localization method is suggested using multi-sensor fusion with MU-EKF (Multi-Update Extended Kalman Filter) for car-like mobile robots. In outdoor environments, where mobile robots are used for explorations or military services, accurate localization with multiple sensors is indispensable. In this paper, multi-sensor fusion outdoor local localization algorithm is proposed, which fuses sensor data from LRF (Laser Range Finder), Encoder, and GPS. First, encoder data is used for the prediction stage of MU-EKF. Then the LRF data obtained by scanning the environment is used to extract objects, and estimates the robot position and orientation by mapping with map objects, as the first update stage of MU-EKF. This estimation is finally fused with GPS as the second update stage of MU-EKF. This MU-EKF algorithm can also fuse more than three sensor data efficiently even with different sensor data sampling periods, and ensures high accuracy in localization. The validity of the proposed algorithm is revealed via experiments.