• Title/Summary/Keyword: extended kalman filter algorithm

Search Result 303, Processing Time 0.027 seconds

A Learning Algorithm for a Recurrent Neural Network Base on Dual Extended Kalman Filter (두개의 Extended Kalman Filter를 이용한 Recurrent Neural Network 학습 알고리듬)

  • Song, Myung-Geun;Kim, Sang-Hee;Park, Won-Woo
    • Proceedings of the KIEE Conference
    • /
    • 2004.11c
    • /
    • pp.349-351
    • /
    • 2004
  • The classical dynamic backpropagation learning algorithm has the problems of learning speed and the determine of learning parameter. The Extend Kalman Filter(EKF) is used effectively for a state estimation method for a non linear dynamic system. This paper presents a learning algorithm using Dual Extended Kalman Filter(DEKF) for Fully Recurrent Neural Network(FRNN). This DEKF learning algorithm gives the minimum variance estimate of the weights and the hidden outputs. The proposed DEKF learning algorithm is applied to the system identification of a nonlinear SISO system and compared with dynamic backpropagation learning algorithm.

  • PDF

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

  • 임양남;이성철
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.15 no.7
    • /
    • pp.175-181
    • /
    • 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.

  • PDF

Federated Information Mode-Matched Filters in ACC Environment

  • Kim Yong-Shik;Hong Keum-Shik
    • International Journal of Control, Automation, and Systems
    • /
    • v.3 no.2
    • /
    • pp.173-182
    • /
    • 2005
  • In this paper, a target tracking algorithm for tracking maneuvering vehicles is presented. The overall algorithm belongs to the category of an interacting multiple-model (IMM) algorithm used to detect multiple targets using fused information from multiple sensors. First, two kinematic models are derived: a constant velocity model for linear motions, and a constant-speed turn model for curvilinear motions. Fpr the constant-speed turn model, a nonlinear information filter is used in place of the extended Kalman filter. Being equivalent to the Kalman filter (KF) algebraically, the information filter is extended to N-sensor distributed dynamic systems. The model-matched filter used in multi-sensor environments takes the form of a federated nonlinear information filter. In multi-sensor environments, the information-based filter is easier to decentralize, initialize, and fuse than a KF-based filter. In this paper, the structural features and information sharing principle of the federated information filter are discussed. The performance of the suggested algorithm using a Monte Carlo simulation under the two patterns is evaluated.

Attitude Estimation using Adaptive Extended Kalman Filter (적응 확장 칼만 필터를 이용한 3차원 자세 추정)

  • Suh, Young-Soo;Shin, Yeong-Hun;Park, Sang-Kyeong;Kang, Hee-Jun
    • Proceedings of the KIEE Conference
    • /
    • 2004.05a
    • /
    • pp.41-43
    • /
    • 2004
  • This paper is concerned with attitude estimation using low cost, small-sized accelerometers and gyroscopes. A two step extended Kalman filter is proposed, which adaptively compensates external acceleration. External acceleration is the main source of estimation error. In the proposed filter, direction of external acceleration is estimated. According to the estimated direction, the accelerometer measurement covariance matrix of the two step extended Kalman filter is adjusted. The proposed algorithm is verified through experiments.

  • PDF

Localization using Fuzzy-Extended Kalman Filter (퍼지-확장칼만필터를 이용한 위치추정)

  • Park, Sung-Yong;Park, Jong-Hun;Wang, Hai-Yun;No, Jin-Hong;Huh, Uk-Youl
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.63 no.2
    • /
    • pp.277-283
    • /
    • 2014
  • This paper proposes robot localization using Fuzzy-Extended Kalman Filter algorithm of the mobile robots equipped with least sensors. In order to improve the accuracy of the localization, we usually add the sensors or equipment. However, it increases the simulation time and expenses. This paper solves this problem using only the odometer and ultrasonic sensors to get the localization with the Fuzzy-Extended Kalman Filter algorithm method. By inputting the robot's angular velocity, sensor data variation, and residual errors into the fuzzy algorithm, we get the sensor weight factor to decide the sensor's importance. The performance of the designed method shows by the simulation and Pioneer 3-DX mobile robot test in the indoor environment.

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
    • /
    • 2007.04a
    • /
    • pp.3-5
    • /
    • 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.

  • PDF

A study on the Parameter Identification for a Mechanical Dynamic System Using a Time-Domain Extened Kalman Filter Algorithm (시간 영역에서의 Extended Kalman Filter 알고리즘을 이용한 동적 기계 시스템의 파라미터 추정에 관한 연구)

  • 이용복;김창호;사종성;김광식
    • Journal of KSNVE
    • /
    • v.2 no.2
    • /
    • pp.135-140
    • /
    • 1992
  • The Extended Kalman Filter(EKF) algorithm estimates variables and unknown parameters simultaneously and is applied to parameter identification of linear and nonlinear mechanical systems. In this paper, an EKF algorithm was developed through a computer simulation and then applied to a sealing test system as a practical example. Comparing with the frequency domain analysis, it was proved to be a useful alternative for the parameter identification.

  • PDF

Sensorless speed control of permanent magnet synchronous motor using square-root extended kalman filter (제곱근 확장 칼만 필터에 의한 영구자석 동기전동기의 센서리스 속도제어)

  • Moon, Cheol;Kwon, Young-Ahn
    • Journal of Advanced Marine Engineering and Technology
    • /
    • v.40 no.3
    • /
    • pp.217-222
    • /
    • 2016
  • This study investigates the design, analysis, and implementation of the square-root extended Kalman filter by using an algorithm derived by combining the Potter or Carlson algorithm with the modified Gram-Schmidt algorithm, for sensorless speed control of a permanent-magnet synchronous motor. The sensitivity of the Kalman filter to round-off errors is a well-known problem. A possible way to address this limitation is by combining the square-root concept and Kalman filter that can improve the numerical performance and solve instability-related problems such as divergence. This paper presents the design and analysis of the implementation of such a square-root extended Kalman filter. To demonstrate the performance of the proposed filter, experimental results under several operating conditions, such as high and low speeds, reversal rotation, detuned parameters and load test, have been analyzed. Further, code sizes and operation times have been compared. Experimental results establish the performance of the proposed square-root extended Kalman filter-based estimation technique for sensorless speed control of a permanent-magnet synchronous motor.

Avoidance Algorithm and Extended Kalman Filter Design for Autonomous Navigation with GPS & INS Sensor System Fusion (GPS와 INS의 센서융합을 이용한 확장형 칼만필터 설계 및 자율항법용 회피알고리즘 개발)

  • Yu, Hwan-Shin
    • Journal of Advanced Navigation Technology
    • /
    • v.11 no.2
    • /
    • pp.146-153
    • /
    • 2007
  • Autonomous unmanned vehicle is able to find the path and the way point by itself. For the more precise navigation performance, Extended kalman filter, which is integrated with inertial navigation system and global positioning system is proposed in this paper. Extended kalman filter's performance is evaluated by the simulation and applied to the unmanned vehicle. The test result shows the effectiveness of extended kalman filter for the navigation.

  • PDF

Development of the Optimized Autonomous Navigation Algorithm for the Unmanned Vehicle using Extended Kalman Filter (확장형 칼만필터를 이용한 무인 자동차의 자율항법 최적화 알고리즘 개발)

  • Yun, Duk-Sun;Yu, Hwan-Shin
    • Transactions of the Korean Society of Automotive Engineers
    • /
    • v.16 no.3
    • /
    • pp.7-14
    • /
    • 2008
  • Unmanned vehicle has a performance for finding the path and the way point by itself, so called orientation and direction. For the more precise navigation performance, Extended kalman filter, which is integrated with inertial navigation system and global positioning system is proposed in this paper. Extended kalman filter's performance is evaluated by the simulation and applied to the unmanned vehicle. The test result shows the effectiveness of Extended kalman filter for the navigation.