• Title/Summary/Keyword: extended Kalman filter (EKF)

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Performance of PN Code Synchronization with Extended Kalman Filter for a Direct-Sequence Spread-Spectrum System (직접시퀀스 확산대역 시스템을 위한 Extended Kalman Filter 기반의 PN 부호 동기화 성능)

  • Kim, Jin-Young;Yang, Jae-Soo
    • Journal of The Institute of Information and Telecommunication Facilities Engineering
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    • v.8 no.3
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    • pp.107-110
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    • 2009
  • In this paper, a PN code tracking loop with extended Kalman filter (EKF) is proposed for a direct-sequence spread-spectrum. EKF is used to estimate amplitude and delay in a multipath. fading channel. It is shown that tracking error performance is significantly improved by EKF compared with a conventional tracking loop.

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Performance of PN Tracking with Extended Kalman Filter (Extended Kalman Filter기반의 PN부호 추적성능)

  • Bae, Jung-Nam;Koo, Sung-Wan;Kim, Sung-Ill;Kim, Jin-Young
    • 한국정보통신설비학회:학술대회논문집
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    • 2009.08a
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    • pp.112-114
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    • 2009
  • In this paper, a PN code tracking loop with extended Kalman filter (EKF) is proposed for a direct-sequence spread-spectrum. EKF is used to estimate amplitude and delay in a multipath fading channel. It is shown that tracking error performance is significantly improved by EKF compared with a conventional tracking loop.

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A Recurrent Neural Network Training and Equalization of Channels using Sigma-point Kalman Filter (시그마포인트 칼만필터를 이용한 순환신경망 학습 및 채널등화)

  • Kwon, Oh-Shin
    • Proceedings of the KIEE Conference
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    • 2007.04a
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    • pp.3-5
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    • 2007
  • This paper presents decision feedback equalizers using a recurrent neural network trained algorithm using extended Kalman filter(EKF) and sigma-point Kalman filter(SPKF). EKF is propagated, analytically through the first-order linearization of the nonlinear system. This can introduce large errors in the true posterior mean and covariance of the Gaussian random variable. The SPKF addresses this problem by using a deterministic sampling approach. The features of the proposed recurrent neural equalizer And we investigate the bit error rate(BER) between EKF and SPKF.

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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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Nonlinear Filter for Orbit Determination (궤도결정을 위한 비선형 필터)

  • Yoon, Jangho
    • Journal of Aerospace System Engineering
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    • v.10 no.1
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    • pp.21-28
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    • 2016
  • Orbit determination problems have been interest of many researchers for long time. Due to the high nonlinearity of the equation of motion and the measurement model, it is necessary to linearize the both equations. To avoid linearization, the filter based on Fokker-Planck equation is designed. with the extended Kalman filter update mechanism, in which the associated Fokker-Planck equation was solved efficiently and accurately via discrete quadrature and the measurement update was done through the extended Kalman filter update mechanism. This filter based on the DQMOM and the EKF update is applied to the orbit determination problem with appropriate modification to mitigate the filter smugness. Unlike the extended Kalman filter, the hybrid filter based on the DQMOM and the EKF update does not require the burdensome evaluation of the Jacobian matrix and Gaussian assumption for the system, and can still provide more accurate estimations of the state than those of the extended Kalman filter especially when measurements are sparse. Simulation results indicate that the advantages of the hybrid filter based on the DQMOM and the EKF update make it a promising alternative to the extended Kalman filter for orbit estimation problems.

Detection of Voltage Sag using An Adaptive Extended Kalman Filter Based on Maximum Likelihood

  • Xi, Yanhui;Li, Zewen;Zeng, Xiangjun;Tang, Xin
    • Journal of Electrical Engineering and Technology
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    • v.12 no.3
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    • pp.1016-1026
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    • 2017
  • An adaptive extended Kalman filter based on the maximum likelihood (EKF-ML) is proposed for detecting voltage sag in this paper. Considering that the choice of the process and measurement error covariance matrices affects seriously the performance of the extended Kalman filter (EKF), the EKF-ML method uses the maximum likelihood method to adaptively optimize the error covariance matrices and the initial conditions. This can ensure that the EKF has better accuracy and faster convergence for estimating the voltage amplitude (states). Moreover, without more complexity, the EKF-ML algorithm is almost as simple as the conventional EKF, but it has better anti-disturbance performance and more accuracy in detection of the voltage sag. More importantly, the EKF-ML algorithm is capable of accurately estimating the noise parameters and is robust against various noise levels. Simulation results show that the proposed method performs with a fast dynamic and tracking response, when voltage signals contain harmonics or a pulse and are jointly embedded in an unknown measurement noise.

Damage Detection of Building Structures using AEKF(Adaptive Extended Kalman Filter) (AEKF(Adaptive Extended Kalman Filter)를 이용하는 건축 구조물의 손상탐지)

  • Yun, Da Yo;Kim, Yousok;Park, Hyo Seon
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.32 no.1
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    • pp.45-54
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    • 2019
  • The damage detection method using the extended Kalman filter(EKF) technique has been continuously used since EKF can estimation the responses of the damaged building structure and the stiffness of the structure. However, in the use of EKF, the requirement of setting the initial paramters P, Q, and R has caused the divergence and instability of the state vector, and various researches have been conducted to determine theses parameters. In this paper, adaptive extended Kalman filter(AEKF) method is proposed to solve the problem of setting the values of P, Q, and R, which are important parameters determining the convergence performance of the EKF state vector. By using the AEKF method proposed in this study, the P, Q, and R parameters are updated every k steps. The proposed algorithm is applied for the estimation of stiffness and the damage detection of 3-DOF problem. Based of the verification, it can be found that the selection process for the values of P, Q, and R can improve the convergence performance of EKF.

A Performance Comparison of Nonlinear Kalman Filtering Based Terrain Referenced Navigation (비선형 칼만 필터 기반의 지형참조항법 성능 비교)

  • Mok, Sung-Hoon;Bang, Hyo-Choong;Yu, Myeong-Jong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.40 no.2
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    • pp.108-117
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    • 2012
  • This paper focuses on a performance analysis of TRN among various nonlinear filtering methods. In a TRN research, extended Kalman filter(EKF) is a basic estimation algorithm. In this paper, iterated EKF(IEKF), EKF with stochastic linearization(SL), and unscented Kalman filter(UKF) algorithms are introduced to compare navigation performance with original EKF. In addition to introduced sequential filters, bank of Kalman filters method, which is one of the batch method, is also presented. Finally, by simulating an artificial aircraft mission, EKF with SL was chosen as the most consistent filter in the introduced sequential filters. Also, results suggested that the bank of Kalman filters can be alternative for TRN, when a fast convergence of navigation solution is needed.

Bearing-only Localization of GNSS Interference using Iterated Consider Extended Kalman Filter

  • Park, Youngbum;Song, Kiwon
    • Journal of Positioning, Navigation, and Timing
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    • v.9 no.3
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    • pp.221-227
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    • 2020
  • In this paper, the Iterated Consider Extended Kalman Filter (ICEKF) is proposed for bearing-only localization of GNSS interference to improve the estimation performance and filter consistency. The ICEKF is an extended version of Consider KF (CKF) for Iterated EKF (IEKF) to consider an effect of bearing measurement bias error to filter covariance. The ICEKF can mitigate the EKF divergence problem which can occur when linearizing the nonlinear bearing measurement by a large initial state error. Also, it can mitigate filter inconsistency problem of EKF and IEKF which can occur when a weakly observable bearing measurement bias error state is not included in filter state vector. The simulation result shows that the localization error of the ICEKF is smaller than the EKF and IEKF, and the Root Mean Square (RMS) estimation error of ICEKF matches the covariance of filter.

A Speed Sensorless Vector Control of Induction Motor Using Reduced-Order EKF (축소차원 EKF를 이용한 유도전동기의 속도 센서없는 벡터제어에 관한연구)

  • Lee, Hyun-Il;Kim, Young-Seok
    • Proceedings of the KIEE Conference
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    • 1993.07b
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    • pp.677-679
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    • 1993
  • The necessary parameter and states for the field-oriented control scheme of induction motor have been correctly estimated by EKF(Extended Kalman Filter). In this paper, Reduced-Order EKF(Extended Kalman Filter) is proposed tn estimate rotor speed and rotor flux. It is profitable in the implementation of field-oriented control scheme rather than Full-Order EKF because of saving operational quantity. The simulation results show that the proposed Reduced-Order EKF is excellent performance.

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