• Atmosphere
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• v.23 no.1
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• pp.33-37
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• 2013

In meteorology, exploitation of Kalman filter as a data assimilation system is virtually impossible due to simultaneous requirements of adjoint model and large computer resource. The other substitute of utilizing ensemble Kalman filter is only affordable by compensating an enormous usage of computing resource. Furthermore, the latter employs ensemble integration sets for evolving the background error covariance matrix by compensating the dynamical feature of the temporal evolution of weather conditions. We propose a new implementation method that works without the adjoint model by utilizing the explicit expression of the background error covariance matrix in backward evolution. It will also break a barrier in the evolution of the covariance matrix. The method may be applied with a slight modification to the real time assimilation or the retrospective analysis.

• Journal of Institute of Control, Robotics and Systems
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• v.8 no.12
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• pp.1067-1075
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• 2002

The system error model for the compensation of the low-cost personal navigation system is derived and the error compensation method using GPS is also proposed. The walking navigation system (WNS) that calculates navigation information through walking detection has small error than INS, but the error also increases with time. In order to improve reliability of the system regardless of time, WNS is integrated with GPS. Since WNS is usually used in urban area, the blockage of CPS signal is frequently occurred. Therefore tightly coupled Kalman filter is used for the integration of WNS and GPS. In this paper, the system model for the design of tightly coupled Kかm filter is designed and measurement is linearized in consideration of moving distance error. It is shown by Monte Carlo simulation that the error is bounded even through the number of visible satellite is less than 4.

• Journal of Institute of Control, Robotics and Systems
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• v.7 no.12
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• pp.1044-1050
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• 2001

This paper presents firstly the method of Euler angle matching designing the transfer alignment using the attitude matching. In this method, the observation directly uses Euler angle difference between MINS and SINS so it needs to describe the rotation vector error to the Euler angle error. The rotation vector error related to the Euler angle error is derive from the direction cosine matrix error equation. The feasibility of the Kalman filter designed for the transfer alignment by Euler angle matching is analyzed by the alignment error results with respect to the roll angle the pitch angle, and the yaw angle matching.

• Journal of Institute of Control, Robotics and Systems
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• v.19 no.5
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• pp.481-487
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• 2013

This paper presents an FIR (Finite Impulse Response) fixed-interval smoothing filter for fast and exact estimating state variables of a discrete nonlinear system with modeling uncertainty. Conventional IIR (Infinite Impulse Response) filter and smoothing filter can estimate state variables of a system with an exact model when the system is observable. When there is an uncertainty in the system model, however, conventional IIR filter and smoothing filter may cause large errors because the filters cannot estimate the state variables corresponding to the uncertain model exactly. To solve this problem, FIR filters that have fast estimation properties and have robustness to the modeling uncertainty have been developed. However, there is time-delay estimation phenomenon in the FIR filter. The FIR smoothing filter proposed in this paper makes up for the drawbacks of the IIR filter, IIR smoothing filter, and FIR filter. Therefore, the FIR smoothing filter has good estimation performance irrespective of modeling uncertainty. The proposed FIR smoothing filter is applied to the integrated navigation system composed of a magnetic compass based DR (Dead Reckoning) and a GPS (Global Positioning System) receiver. Even when the magnetic compass error that changes largely as the surrounding magnetic field is modeled as a random constant, it is shown that the FIR smoothing filter can estimate the varying magnetic compass error fast and exactly with simulation results.

• International Journal of Aeronautical and Space Sciences
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• v.12 no.1
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• pp.37-42
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• 2011

An extended scalar adaptive filter for guided missiles using a global positioning system receiver is presented. A conventional scalar adaptive filter is adequate filter for eliminating sudden abnormal jumping measurements. However, if missile or vehicle velocities have variation, the conventional filter cannot eliminate abnormal measurements. The proposed filter utilizes an acceleration term, which is an improvement not used in previous conventional scalar adaptive filters. The proposed filter continuously estimates noise measurement variance, velocity error variance and acceleration error variance. For estimating the three variances, an innovation method was used in combination with the least square method for the three variances. Results from the simulations indicated that the proposed filter exhibited better position accuracy than the conventional scalar adaptive filter.

• Journal of Institute of Control, Robotics and Systems
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• v.8 no.11
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• pp.984-990
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• 2002

We propose a new type of nonlinear fixed interval smoother to which an existing nonlinear smoother is modified. The nonlinear smoother is derived from two-filter formulas. For the backward filter. the propagation and the update equation of error states are derived. In particular, the modified update equation of the backward filter uses the estimated error terms from the forward filter. Data fusion algorithm, which combines the forward filter result and the backward filter result, is altered into the compatible form with the new type of the backward filter. The proposed algorithm is more efficient than the existing one because propagation in backward filter is very simple from the implementation point of view. We apply the proposed nonlinear smoothing algorithm to off-line navigation system and show the proposed algorithm estimates position, and altitude fairly well through the computer simulation.

• Journal of Advanced Navigation Technology
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• v.23 no.3
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• pp.221-227
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• 2019

In this paper, interacting multiple model (IMM) filter was designed that guarantees a stable navigation performance even in the unstable satellite navigation position. In order to design IMM filter in INS / GPS integrated navigation system, sub filter of the IMM filter is defined as Kalman filter. In the IMM filter configuration, two subfilters are determined. Each Kalman filter defines the six-teenth state composed of position, velocity, attitude, and sensor error from the INS error equation and the states additionally derived in case of the coloured measurement noise. In order to verify the performance of the proposed filter, we compared the performance how the filter works in the presence of arbitrary error in GPS navigation solution. The Monte Carlo simulation was performed 100 times and the results were compared with the root mean square(RMS). The results show that the proposed method is stable against errors and show fast convergence.

• Journal of Institute of Control, Robotics and Systems
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• v.20 no.4
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• pp.468-473
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• 2014

This paper describes the in-flight alignment of SDINS (Strapdown Inertial Navigation Systems) using an EKF (Extended Kalman Filter) and a UKF (Unscented Kalam Filter), which allow large initial attitude error uncertainty. Regardless of the inertial sensors, there are nonlinear error dynamics of SDINS in cases of large initial attitude errors. A UKF that is one of the nonlinear filtering approaches for IFA (In-Flight Alignment) are used to estimate the attitude errors. Even though the EKF linearized model makes velocity errors when predicting incorrectly in case of large attitude errors, a UKF can represent correctly the velocity errors variations of attitude errors with nonlinear attitude error components. Simulation results and analyses show that a UKF works well to handle large initial attitude errors of SDINS and the alignment error attitude estimation performance are quite improved.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.15 no.5
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• pp.364-373
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• 1990

When digital filters are implemented on a computer or with spectial purpose hardware, they unavoidably suffer from errors due to finite wordlength implementation. These errors are classified into coefficient quantiz ation error and roundoff error. The synthesizing method for realizations with minimum coefficient quantization error and minimum roundoff error has been studied. In this paper, it is shown that there is an equivalent transform relation between realizations with minimum coefficient quatization error and minimum roundoff error. To show tha validity of this equivalent transform, we derived the 2nd order digital filter with minimum coefficient quantization error from the 2nd order digital filter with minimum roundoff error and proved the efficiency of realization with minimum coefficient quantization error by simulation.

• Proceedings of the KIEE Conference
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• 1992.07a
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• pp.434-436
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• 1992

In this paper, we propose a new multilevel nonlinear filter for simultaneous edge detection and noise suppression, which we call a order statistic-median hybrid(OMH) filler. The median-related filters cause an edge shift in the presence of an impulse near the edge. The proposed filter reduces such edge shifting while suppressing impulsive as well as nonimpulsive noise. We show that at the noisy edge point the OMH filter is substantially superior to the median filter, the $\alpha$-TM filter and the STM filter[I] in two respects: (a) the output bias error and (b) the output mean square error. Test results confirm that the OMH filter is robust in preserving sharp edges, inhibiting edge shifting, and suppressing a wide variety of noise. The structure for the OMH filter integrated circuit is also described.