• Title/Summary/Keyword: error covariance

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Gaussian noise addition approaches for ensemble optimal interpolation implementation in a distributed hydrological model

  • Manoj Khaniya;Yasuto Tachikawa;Kodai Yamamoto;Takahiro Sayama;Sunmin Kim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.25-25
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    • 2023
  • The ensemble optimal interpolation (EnOI) scheme is a sub-optimal alternative to the ensemble Kalman filter (EnKF) with a reduced computational demand making it potentially more suitable for operational applications. Since only one model is integrated forward instead of an ensemble of model realizations, online estimation of the background error covariance matrix is not possible in the EnOI scheme. In this study, we investigate two Gaussian noise based ensemble generation strategies to produce dynamic covariance matrices for assimilation of water level observations into a distributed hydrological model. In the first approach, spatially correlated noise, sampled from a normal distribution with a fixed fractional error parameter (which controls its standard deviation), is added to the model forecast state vector to prepare the ensembles. In the second method, we use an adaptive error estimation technique based on the innovation diagnostics to estimate this error parameter within the assimilation framework. The results from a real and a set of synthetic experiments indicate that the EnOI scheme can provide better results when an optimal EnKF is not identified, but performs worse than the ensemble filter when the true error characteristics are known. Furthermore, while the adaptive approach is able to reduce the sensitivity to the fractional error parameter affecting the first (non-adaptive) approach, results are usually worse at ungauged locations with the former.

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Kalman Filtering with Optimally Scheduled Measurements in Bandwidth Limited Communication Media

  • Pasand, Mohammad Mahdi Share;Montazeri, Mohsen
    • ETRI Journal
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    • v.39 no.1
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    • pp.13-20
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    • 2017
  • A method is proposed for scheduling sensor accesses to the shared network in a networked control system. The proposed method determines the access order in which the sensors are granted medium access through minimization of the state estimation error covariance. Solving the problem by evaluating the error covariance for each possible ordered set of sensors is not practical for large systems. Therefore, a convex optimization problem is proposed, which yields approximate yet acceptable results. A state estimator is designed for the augmented system resulting from the incorporation of the optimally chosen communication sequence in the plant dynamics. A car suspension system simulation is conducted to test the proposed method. The results show promising improvement in the state estimation performance by reducing the estimation error norm compared to round-robin scheduling.

Performance Analysis of Adaptive Extended Kalman Filter in Tracking Radar (추적 레이더에서 적응형 확장 칼만 필터의 성능 분석)

  • Song, Seungeon;Shin, Han-Seop;Kim, Dae-Oh;Ko, Seokjun
    • IEMEK Journal of Embedded Systems and Applications
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    • v.12 no.4
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    • pp.223-229
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    • 2017
  • An angle error is a factor obstructing to track accurate position in tracking radars. And the noise incurring the angle error can be divided as follows; thermal noise and glint. In general, Extended Kalman filter used in tracking radars is designed with considering thermal noise only. The Extended Klaman filter uses a fixed measurement error covariance when updating an estimate state by using ahead state and measurement. But, a noise power varies according to the range. Therefore we purposes the adaptive Kalman filter which changes the measurement noise covariance according to the range. In this paper, we compare the performance of the Extended Kalman filter and the proposed adaptive Kalman filter by considering KSLV-I (Korean Satellite Launch Vehicles).

Accommodation Rule Based on Navigation Accuracy for Double Faults in Redundant Inertial Sensor Systems

  • Yang, Cheol-Kwan;Shim, Duk-Sun
    • International Journal of Control, Automation, and Systems
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    • v.5 no.3
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    • pp.329-336
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    • 2007
  • This paper considers a fault accommodation problem for inertial navigation systems (INS) that have redundant inertial sensors such as gyroscopes and accelerometers. It is wellknown that the more sensors are used, the smaller the navigation error of INS is, which means that the error covariance of the position estimate becomes less. Thus, when it is decided that double faults occur in the inertial sensors due to fault detection and isolation (FDI), it is necessary to decide whether the faulty sensors should be excluded or not. A new accommodation rule for double faults is proposed based on the error covariance of triad-solution of redundant inertial sensors, which is related to the navigation accuracy of INS. The proposed accommodation rule provides decision rules to determine which sensors should be excluded among faulty sensors. Monte Carlo simulation is performed for dodecahedron configuration, in which case the proposed accommodation rule can be drawn in the decision space of the two-dimensional Cartesian coordinate system.

Singular Value Decomposition Approach to Observability Analysis of GPS/INS

  • Hong, Sin-Pyo;Chun, Ho-Hwan
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.133-138
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    • 2006
  • Singular value decomposition (SDV) approach is applied to the observability analysis of GPS/INS in this paper. A measure of observability for a subspace is introduced. It indicates the minimum size of perturbation in the information matrix that makes the subspace unobservable. It is shown that the measure has direct connections with observability of systems, error covariance, and singular structure of the information matrix. The observability measure given in this paper is applicable to the multi-input/multi-output time-varying systems. An example on the observability analysis of GPS/INS is given. The measure of observability is confirmed to be less sensitive to system model perturbation. It is also shown that the estimation error for the vertical component of gyro bias can be considered unobservable for small initial error covariance for a constant velocity horizontal motion.

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Development of an AOA Location Method Using Covariance Estimation

  • Lee, Sung-Ho;Roh, Gi-Hong;Sung, Tae-Kyung
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.485-489
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    • 2006
  • In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and closed-form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a self-tuning weighted least square AOA algorithm that is a modified version of the conventional closed-form solution. In order to estimate the error covariance matrix as a weight, two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

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An Estimation Method of the Covariance Matrix for Mobile Robots' Localization (이동로봇의 위치인식을 위한 공분산 행렬 예측 기법)

  • Doh Nakju Lett;Chung Wan Kyun
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.5
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    • pp.457-462
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    • 2005
  • An empirical way of a covariance matrix which expresses the odometry uncertainty of mobile robots is proposed. This method utilizes PC-method which removes systematic errors of odometry. Once the systematic errors are removed, the odometry error can be modeled using the Gaussian probability distribution, and the parameters of the distribution can be represented by the covariance matrix. Experimental results show that the method yields $5{\%}$ and $2.3{\%}$ offset for the synchro and differential drive robots.

ERROR BOUNDS FOR SUMPSONS QUADRATURE THROUGH ZERO MEAN GEUSSIAN WITH COVARIANCE

  • Hong, Bum-Il;Choi, Sung-Hee;Hahm, Nahm-Woo
    • Communications of the Korean Mathematical Society
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    • v.16 no.4
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    • pp.691-701
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    • 2001
  • We computed zero mean Gaussian of average error bounds pf Simpsons quadrature with convariances in [2]. In this paper, we compute zero mean Gaussian of average error bounds between Simpsons quadrature and composite Simpsons quadra-ture on four consecutive subintervals. The reason why we compute these on subintervals is because these results enable us to compute a posteriori error bounds on the whole interval in the later paper.

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A Study on Stochastic Simulation Models to Internally Validate Analytical Error of a Point and a Line Segment (포인트와 라인 세그먼트의 해석적 에러 검증을 위한 확률기반 시뮬레이션 모델에 관한 연구)

  • Hong, Sung Chul;Joo, Yong Jin
    • Spatial Information Research
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    • v.21 no.2
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    • pp.45-54
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    • 2013
  • Analytical and simulation error models have the ability to describe (or realize) error-corrupted versions of spatial data. But the different approaches for modeling positional errors require an internal validation that ascertains whether the analytical and simulation error models predict correct positional errors in a defined set of conditions. This paper presents stochastic simulation models of a point and a line segm ent to be validated w ith analytical error models, which are an error ellipse and an error band model, respectively. The simulation error models populate positional errors by the Monte Carlo simulation, according to an assumed error distribution prescribed by given parameters of a variance-covariance matrix. In the validation process, a set of positional errors by the simulation models is compared to a theoretical description by the analytical error models. Results show that the proposed simulation models realize positional uncertainties of the same spatial data according to a defined level of positional quality.

Sensitivity of Data Assimilation Configuration in WAVEWATCH III applying Ensemble Optimal Interpolation

  • Hye Min Lim;Kyeong Ok Kim;Hanna Kim;Sang Myeong Oh;Young Ho Kim
    • Journal of the Korean earth science society
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    • v.45 no.4
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    • pp.349-362
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    • 2024
  • We aimed to evaluate the effectiveness of ensemble optimal interpolation (EnOI) in improving the analysis of significant wave height (SWH) within wave models using satellite-derived SWH data. Satellite observations revealed higher SWH in mid-latitude regions (30° to 60° in both hemispheres) due to stronger winds, whereas equatorial and coastal areas exhibited lower wave heights, attributed to calmer winds and land interactions. Root mean square error (RMSE) analysis of the control experiment without data assimilation revealed significant discrepancies in high-latitude areas, underscoring the need for enhanced analysis techniques. Data assimilation experiments demonstrated substantial RMSE reductions, particularly in high-latitude regions, underscoring the effectiveness of the technique in enhancing the quality of analysis fields. Sensitivity experiments with varying ensemble sizes showed modest global improvements in analysis fields with larger ensembles. Sensitivity experiments based on different decorrelation length scales demonstrated significant RMSE improvements at larger scales, particularly in the Southern Ocean and Northwest Pacific. However, some areas exhibited slight RMSE increases, suggesting the need for region-specific tuning of assimilation parameters. Reducing the observation error covariance improved analysis quality in certain regions, including the equator, but generally degraded it in others. Rescaling background error covariance (BEC) resulted in overall improvements in analysis fields, though sensitivity to regional variability persisted. These findings underscore the importance of data assimilation, parameter tuning, and BEC rescaling in enhancing the quality and reliability of wave analysis fields, emphasizing the necessity of region-specific adjustments to optimize assimilation performance. These insights are valuable for understanding ocean dynamics, improving navigation, and supporting coastal management practices.