• Title/Summary/Keyword: extended Kalman filter

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Design of Target Tracking System using Kalman Filtering (칼만필터링을 사용한 목표물 추적시스템의 설계)

  • 김종화;이만형
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.37 no.9
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    • pp.636-645
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    • 1988
  • A new filter algorithm is suggested improving structurally the conventional extended Kalman filter of which the performance is dependent on the selection of the reference axes, by use of line-of-sight axes and gain rotation technique. The implementation method using microcomputer which implements tracking Kalman filter is introduced in terms of hardware and software. Then, through the simulation the performance of suggested filter is compared with that of conventional extended Kalman filter and the possibility of the real time tracking of moving target is investigated.

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Krein Space Robust Extended Kalman filter Design for Pose Estimation of Mobile Robots with Wheelbase Uncertainties (휠베이스에 불확실성을 갖는 이동로봇의 자세 추정을 위한 크라인 스페이스 강인 확장 칼만 필터의 설계)

  • Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 2003.11c
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    • pp.433-436
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    • 2003
  • The estimation of the position and the orientation for the mobile robot constitutes an important problem in mobile robot navigation. Although the odometry can be used to describe the motions of the mobile robots, there inherently exist the gaps between the real robots and the mathematical model, which may be caused by a number of error sources contaminating the encoder outputs. Hence, applying the standard extended Kalman filter for the nominal model is not supposed to give the satisfactory performance. As a solution to this problem, a new robust extended Kalman filter is proposed based on the Krein space approach. We consider the uncertain discrete time nonlinear model of the mobile robot that contains the uncertainties represented as sum quadratic constraints. The proposed robust filter has the merit of being constructed by the same recursive structure as the standard extended Kalman filter and can, therefore, be easily designed to effectively account for the uncertainties. The simulations will be given to verify the robustness against the parameter variation as veil as the reliable performance of the proposed robust filter.

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On Nonlinear Adaptive Filtering and Maneuvering Target Tracking (적응비선형 필터링과 전략적 채략이동 목표물의 추적에 관하여)

  • 이만형;김종화
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.36 no.12
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    • pp.908-917
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    • 1987
  • Most of moving targets are modelled as nonlinear dynamic equations. In recent years, the extended Kalman filter is frequently used for estimating their behaviors. The conditional Gaussian filter is more suitable than extended kalman filter in the filtering problem of nonlinear systems. But extended Kalman filter and conditional Gaussian filter often do not give optimal estimates and fail to track target trajectories because of its properties. Therefore it is desirable to use adaptive techniques to adapt target maneuvers. In this paper, we will discuss adaptive filtering technique using innovation process based on extended Kalman filter in real time, and suggest another maneuver estimation method using MRAS technique.

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Quadratic Kalman Filter Object Tracking with Moving Pictures (영상 기반의 이차 칼만 필터를 이용한 객체 추적)

  • Park, Sun-Bae;Yoo, Do-Sik
    • Journal of Advanced Navigation Technology
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    • v.20 no.1
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    • pp.53-58
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    • 2016
  • In this paper, we propose a novel quadratic Kalman filter based object tracking algorithm using moving pictures. Quadratic Kalman filter, which is introduced recently, has not yet been applied to the problem of 3-dimensional (3-D) object tracking. Since the mapping of a position in 2-D moving pictures into a 3-D world involves non-linear transformation, appropriate algorithm must be chosen for object tracking. In this situation, the quadratic Kalman filter can achieve better accuracy than extended Kalman filter. Under the same conditions, we compare extended Kalman filter, unscented Kalman filter and sequential importance resampling particle filter together with the proposed scheme. In conculsion, the proposed scheme decreases the divergence rate by half compared with the scheme based on extended Kalman filter and improves the accuracy by about 1% in comparison with the one based on unscented Kalman filter.

A Study on the Improvement of Accuracy of the Fixed Position (실측선위의 정도개선에 관한 연구 (I))

  • 윤여정;하주식
    • Journal of the Korean Institute of Navigation
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    • v.6 no.1
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    • pp.61-72
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    • 1982
  • As it is well-known, in recent years the Kalman filter has been extensively used in the engineering field. The authors tried to apply the extended Kalman filter for optimal estimation of ship's positiion which is fixed by simultaneous visual (or radio) bearings to two known locations. In practical piloting, bearings are generally measured intermittently, so in this case the original Kalman filter can not be applied because of the long sampling time. In this paper, the extended Kalman filter is revised in order to be used in such an unfavorable case, adn the Digital simulation is conducted by using the revised extended Kalman filter under various noise conditiions. Good results have been obtaiend and effectiveness of the proposed filter has been confirmed.

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Performance Comparison in Estimating the Number of Competing Terminals in IEEE 802.11 Networks (Kalman vs. H Infinity Filter) (IEEE 802.11 시스템에서 경쟁 터미널 수 추정기법 성능분석 (칼만필터 vs. H Infinity Filter))

  • Kim, Taejin;Lim, Jaechan;Hong, Daehyoung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37A no.11
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    • pp.1001-1011
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    • 2012
  • In this paper, the effects to system performance are evaluated in IEEE 802.11 system when the number of competing terminals are estimated and reflected to the system. The IEEE 802.11 system uses DCF (Distributed Coordination Function) for the multiple access method, and the system throughput performance depends on the accuracy of the estimated number of competing terminals. We propose extended H infinity filter (EHIF) approach which does not require the noise information for estimating the number of competing terminals. Simulation results show that EHIF outperforms the extended Kalman filter in both saturated and non-saturated network conditions.

Real-time Target Tracking System by Extended Kalman Filter (확장칼만필터를 이용한 실시간 표적추적)

  • 임양남;이성철
    • Journal of the Korean Society for Precision Engineering
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    • v.15 no.7
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    • pp.175-181
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    • 1998
  • This paper describes realtime visual tracking system of moving object for three dimensional target using EKF(Extended Kalman Filter). We present a new realtime visual tracking using EKF algorithm and image prediction algorithm. We demonstrate the performance of these tracking algorithm through real experiment. The experimental results show the effectiveness of the EKF algorithm and image prediction algorithm for realtime tracking and estimated state value of filter, predicting the position of moving object to minimize an image processing area, and by reducing the effect by quantization noise of image.

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Comparison of EKF and UKF on Training the Artificial Neural Network

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.499-506
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    • 2004
  • The Unscented Kalman Filter is known to outperform the Extended Kalman Filter for the nonlinear state estimation with a significance advantage that it does not require the computation of Jacobian but EKF has a competitive advantage to the UKF on the performance time. We compare both algorithms on training the artificial neural network. The validation data set is used to estimate parameters which are supposed to result in better fitting for the test data set. Experimental results are presented which indicate the performance of both algorithms.

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An Extended Finite Impulse Response Filter for Discrete-time Nonlinear Systems (이산 비선형 시스템에 대한 확장 유한 임펄스 응답 필터)

  • Han, Sekyung;Kwon, Bo-Kyu;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.1
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    • pp.34-39
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    • 2015
  • In this paper, a finite impulse response (FIR) filter is proposed for discrete-time nonlinear systems. The proposed filter is designed by combining the estimate of the perturbation state and nominal state. The perturbation state is estimated by adapting the optimal time-varying FIR filter for the linearized perturbation model and the nominal state is directly obtained from the nonlinear nominal trajectory model. Since the FIR structured estimators use the finite horizon information on the most recent time interval, the proposed extended FIR filter satisfies the bounded input/bounded output (BIBO) stability, which can't be obtained from infinite impulse response (IIR) estimators. Thus, it can be expected that the proposed extended FIR filter is more robust than IIR structured estimators such as an extended Kalman filter for the round-of errors and the uncertainties from unknown initial states and uncertain system model parameters. The simulation results show that the proposed filter has better performance than the extended Kalman filter (EKF) in both robustness and fast convergency.

The Unscented Kalman Filter Based Backward Filters for the Precise INS/GPS System (정밀 INS/GPS시스템을 위한 언센티드 칼만 필터 기반의 역방향 필터연구)

  • Kwon, Jay-Hyoun;Lee, Jong-Ki;Lee, Ji-Sun
    • Journal of the Korean Association of Geographic Information Studies
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    • v.13 no.2
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    • pp.157-167
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    • 2010
  • Unscented Kalman filter based backward filter is derived and the positions from extended Kalman filter, unscented Kalman filter, and extended Kalman smoother are compared and analyzed through a simulation test. Considering the poor GPS signal reception, the simulation is performed under the assumption of only the start and end points of the trajectory, composed of 4 curves and 5 straight sections in the area of $40m{\times}40m $, are known. The test shows that the smoothers generate much better positioning results of 8~9m improvement compared to those from the forward filters. For the comparison between the smoothers, the analysis is performed separately for the curves and straight segments. In both cases, the unscented Kalman smoother generates better positioning error; 10cm and 23cm improved positioning results in straight segment and curves, respectively.