• Title/Summary/Keyword: extended Kalman filter

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A MODIFIED EXTENDED KALMAN FILTER METHOD FOR MULTI-LAYERED NEURAL NETWORK TRAINING

  • KIM, KYUNGSUP;WON, YOOJAE
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.22 no.2
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    • pp.115-123
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    • 2018
  • This paper discusses extended Kalman filter method for solving learning problems of multilayered neural networks. A lot of learning algorithms for deep layered network are sincerely suffered from complex computation and slow convergence because of a very large number of free parameters. We consider an efficient learning algorithm for deep neural network. Extended Kalman filter method is applied to parameter estimation of neural network to improve convergence and computation complexity. We discuss how an efficient algorithm should be developed for neural network learning by using Extended Kalman filter.

Damping Estimation of Railway Bridges Using Extended Kalman Filter (확장형 칼만 필터를 이용한 철도교의 감쇠비 분석)

  • Park, Dong-Uk;Kim, Nam-Sik;Kim, Sung-Il
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.19 no.3
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    • pp.294-300
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    • 2009
  • In high speed railway bridges, dynamic analysis is important because of high passing velocity and moving load at the regular intervals, and damping ratio is a major parameter to predict dynamic responses. In this paper, damping ratios were estimated by using half power band width method and extended Kalman filter according to acceleration signal conditions, and a relationship between estimated damping ratios and representative values of bridge vibration was derived. From the results, damping ratios estimated from total ambient vibration were more reliable than only free vibration part. In case of using extended Kalman filter, the estimated damping ratios varying with RMQ(root mean quad), as one of representative values of bridge vibration, have more feasible trend. Thus, it is shown that further studies on reliabilities of estimated damping ratios are needed.

Nonlinear Controller Design for Noise Reduction and State Estimation in the Photovoltaic Power Generation System (태양광 발전 시스템의 노이즈 감소와 상태추정을 위한 비선형 제어기 설계)

  • Kim, Il-Song
    • The Transactions of the Korean Institute of Power Electronics
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    • v.14 no.4
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    • pp.261-267
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    • 2009
  • Due to the measurement noise or system noise, the performance of photovoltaic power generation system can be degraded. If this noise is contained in the solar array voltage measurement signal, the correct operation of the maximum power point tracker can not be guaranteed. The application of the extended Kalman filter to the photovoltaic system can obtain enhanced states estimation result. The Kalman filter provides a recursive solution to optimally estimate from random noise signals. Additionally, as a consequence of Kalman filter, the unmeasurable state such as inductor current can be estimated without current sensor. The methods for system modeling and extended Kalman filter design are presented and the experimental results verify the validity of the proposed system.

Design of a Coordinate-Transformation Extended Robust Kalman Filter for Incoming Ballistic Missile Tracking Systems (접근 탄도미사일 추적시스템을 위한 좌표변환 확장강인칼만필터 설계)

  • Shin Jong-Gu;Lee Tae Hoon;Yoon Tae-Sung;Choi Yoon-Ho;Park Jin Bae
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.52 no.1
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    • pp.22-30
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    • 2003
  • A Coordinate-Transformation Extended Robust Kalman Filter (CERKF) designed in the Krein space is proposed, and then applied to a nonlinear incoming ballistic missile tracking system with parameter uncertainties. First, the Extended Robust Kalman filter (ERKF) is proposed to handle the nonlinearity of measurement equation which occurs whenever the polar coordinate system is transformed into the Cartesian coordinate system. Moreover, linearization error inevitably occurs and deteriorates the tracking performance, which is considerably reduced by the proposed CERKF. Through the simulation results, we show that the proposed CERKF, which uses the measurement coordinate system, has less RMS error than the previous ERKF which is designed in the Krein space using the Cartesian system. We also verify that the robustness and the stability of the proposed filter are guaranteed in two radars: the phased way radar and the scanning radar

Fault Detection Using Propagator for Kalman Filter and Its Application to SDINS

  • Yu, Jae-Jong;Lee, Jang-Gyu;Park, Chan-Gook
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.978-983
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    • 2003
  • In this paper, we propose a fault detection method for extended Kalman filter in decentralized filter structure. To detect a fault, a consistency between filter output and a monitoring signal is tested. State propagators are used to obtain the monitoring signal. However, the output of state propagator increases in magnitude and finally diverges as time runs. To solve such problem, two-propagator method was proposed for linear system. Two propagators are reset by Kalman filter output, alternatively, to avoid divergence. But a test statistics change abruptly at the reset instant in that method. Hence a N-step propagator method is proposed to fix up the problem. In the N-step propagator, only time propagations are performed from k-N+1 step to k step without measurement updates. A test statistics are defined by errors and its covariance between extended Kalman filter and N-step propagator. These fault detection methods are applied to integrated strapdown inertial navigation system (SDINS). By computer simulation, it is shown that the proposed methods detect a fault effectively.

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Tire Lateral Force Estimation System Using Nonlinear Kalman Filter (비선형 Kalman Filter를 사용한 타이어 횡력 추정 시스템)

  • Lee, Dong-Hun;Kim, In-Keun;Huh, Kun-Soo
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.6
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    • pp.126-131
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    • 2012
  • Tire force is one of important parameters which determine vehicle dynamics. However, it is hard to measure tire force directly through sensors. Not only the sensor is expensive but also installation of sensors on harsh environments is difficult. Therefore, estimation algorithms based on vehicle dynamic models are introduced to estimate the tire forces indirectly. In this paper, an estimation system for estimating lateral force and states is suggested. The state-space equation is constructed based on the 3-DOF bicycle model. Extended Kalman Filter, Unscented Kalman Filter and Ensemble Kalman Filter are used for estimating states on the nonlinear system. Performance of each algorithm is evaluated in terms of RMSE (Root Mean Square Error) and maximum error.

Performance Improvement of an Extended Kalman Filter Using Simplified Indirect Inference Method Fuzzy Logic (간편 간접추론 방식의 퍼지논리에 의한 확장 칼만필터의 성능 향상)

  • Chai, Chang-Hyun
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.15 no.2
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    • pp.131-138
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    • 2016
  • In order to improve the performance of an extended Kalman filter, a simplified indirect inference method (SIIM) fuzzy logic system (FLS) is proposed. The proposed FLS is composed of two fuzzy input variables, four fuzzy rules and one fuzzy output. Two normalized fuzzy input variables are the variance between the trace of a prior and a posterior covariance matrix, and the residual error of a Kalman algorithm. One fuzzy output variable is the weighting factor to adjust for the Kalman gain. There is no need to decide the number and the membership function of input variables, because we employ the normalized monotone increasing/decreasing function. The single parameter to be determined is the magnitude of a universe of discourse in the output variable. The structure of the proposed FLS is simple and easy to apply to various nonlinear state estimation problems. The simulation results show that the proposed FLS has strong adaptability to estimate the states of the incoming/outgoing moving objects, and outperforms the conventional extended Kalman filter algorithm by providing solutions that are more accurate.

A continuous-time modified gain extended Kalman filter

  • Song, Taek-Lyul
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.269-274
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    • 1986
  • A continuous-time modified gain extended Kalman filter (MGEKF) is developed in an effort to extend the discrete-time results of 1) and 2). Used as an observer, it is globally exponentially convergent. For stochastic system, the stability of the MGEKF is proven under certain conditions. The performance of the MGEKF is compared with that of the EKF for a particular nonlinear system where the fininate dimensional optimal filter exists.

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2-Step Damage Assessment of 3-D Truss Structures Using Extended Kalman Filter Theory (확장 칼만 필터 이론을 이용한 3차원 트러스 구조물의 2단계 손상 추정법)

  • Yoo, Suk-Kyoung;Suh, Ill-Gyo;Kwun, Taek-Jin
    • Journal of Korean Association for Spatial Structures
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    • v.2 no.1 s.3
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    • pp.41-49
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    • 2002
  • In this paper, a study of 2-step damage detection for space truss structures using the extended Kalman filter theory is presented. Space truss structures are composed of many members, so it is difficult to find damaged member from the whole system. Therefore, 2-step damage identification method is applied to detect the damaged members. First, kinetic energy change ratio is used to find damage region including damaged member and then detect damaged member using extended Kalman filtering algorithm in damage region. The effectiveness of proposed method is verified through the numerical examples.

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