• Journal of the Korea Institute of Military Science and Technology
• /
• v.26 no.1
• /
• pp.10-21
• /
• 2023

For various target tracking applications, it is well known that the Kalman filter is the optimal estimator(in the minimum mean-square sense) to predict and estimate the state(position and/or velocity) of linear dynamical systems driven by Gaussian stochastic noise. In the case of nonlinear systems, Extended Kalman filter(EKF) and/or Unscented Kalman filter(UKF) are widely used, which can be viewed as approximations of the(linear) Kalman filter in the sense of the conditional expectation. However, to implement EKF and UKF, the exact dynamical model information and the statistical information of noise are still required. In this paper, we propose the recurrent neural-network based Kalman filter, where its Kalman gain is obtained via the proposed GRU-LSTM based neural-network framework that does not need the precise model information as well as the noise covariance information. By the proposed neural-network based Kalman filter, the state estimation performance is enhanced in terms of the tracking error, which is verified through various linear and nonlinear tracking problems with incomplete model and statistical covariance information.

• 제어로봇시스템학회:학술대회논문집
• /
• 2000.10a
• /
• pp.357-357
• /
• 2000

In this study, we consider a multi-input multi-output styrene polymerization reactor system for which the monomer conversion and the weight average molecular weight are controlled by manipulating the jacket inlet temperature and the feed flow rate. The reactor system is identified by using a linear subspace identification method and then the output feedback model predictive controller is constructed on the basis of the identified model. Here we use the Best Linear Unbiased Estimation (BLUE) filter as a stochastic estimator instead of the Kalman filter. The BLUE filter observes the state successfully without any a priori information of initial states. In contrast to the Kalman filter, the BLUE filter eliminates the offset by observing the state of the augmented system regardless of a priori information of the initial state for an integral white noise augmented system. A BLUE filter has a finite impulse response (FIR) structure which utilizes finite measurements and inputs on the most recent time interval [i-N, i] in order to avoid long processing times.

• Journal of Electrical Engineering and information Science
• /
• v.3 no.3
• /
• pp.373-384
• /
• 1998

This paper presents a maneuvering target model with the maneuver dynamics modeled as a jump process of Poisson-type. The jump process represents the deterministic maneuver(or pilot commands) and is described by a stochastic differential equation driven by a Poisson process taking values a set of discrete states. Employing the new maneuver model along with the noisy observations described by linear difference equations, the author has developed a new linear, recursive, unbiased minimum variance filter, which is structurally simple, computationally efficient, and hence real-time implementable. Futhermore, the proposed filter does not involve a computationally burdensome technique to compute the filter gains and corresponding covariance matrices and still be able to track effectively a fast maneuvering target. The performance of the proposed filter is assessed through the numerical results generated from the Monte-Carlo simulation.

• Journal of Drive and Control
• /
• v.16 no.2
• /
• pp.22-29
• /
• 2019

This study presented a model predictive tracking control algorithm of autonomous truck based on object state estimation using extended Kalman filter. To design the model, the 1-layer laser scanner was used to estimate position and velocity of the object using extended Kalman filter. Based on these estimations, the desired linear path for object tracking was computed. The lateral and yaw angle errors were computed using the computed linear path and relative positions of the truck. The computed errors were used in the model predictive control algorithm to compute the optimal steering angle for object tracking. The performance evaluation was conducted on Matlab/Simulink environments using planar truck model and actual point data obtained from laser scanner. The evaluation results showed that the tracking control algorithm developed in this study can track the object reasonably based on the model predictive control algorithm based on the estimated states.

• 제어로봇시스템학회:학술대회논문집
• /
• 2000.10a
• /
• pp.176-176
• /
• 2000

Generally, discrete-time processing is applied to the uniformly-sampled signals. But, radars emit pulse trains with irregular time instances. In this paper, we formulate the radar pulse train as a stochastic discrete-time dynamic linear model. The estimation task can be done via linear signal processing using Kalman Filter and some considerations. As a result, we can estimate the pulse repetition interval of a pulse train and predict the time instances of the next pulses to be received.

• Proceedings of the KIEE Conference
• /
• 2006.07d
• /
• pp.1854-1855
• /
• 2006

In this paper, the Takagi-Sugeno (TS) fuzzy state estimation scheme, which is suggested for a steady state estimator using standard Kalman filter theory with uncertainties. In that case, the steady state with uncertain can be represented by the TS fuzzy model structure, which is further rearranged to give a set of uncertain linear model using standard Kalman filter theory. And then the unknown uncertainty is regarded as an additive process noise. To optimize fuzzy system, we utilize the genetic algorithm. The steady state solutions can be found for proposed linear model then the linear combination is used to derive a global model. The proposed state estimator is demonstrated on a truck-trailer.

• 제어로봇시스템학회:학술대회논문집
• /
• 1988.10b
• /
• pp.1041-1044
• /
• 1988

This paper considers the design problem of adaptive filters based an the state-space models for linear discrete-time stationary stochastic signal processes. The adaptive state estimator consists of both the predictor and the sequential prediction error estimator. The discrete Chandrasakhar filter developed by author is employed as the predictor and the nonlinear least-squares estimator is used as the sequential prediction error estimator. Two models are presented for calculating the parameter sensitivity functions in the adaptive filter. One is the exact model called the linear innovations model and the other is the simplified model obtained by neglecting the sensitivities of the Chandrasekhar X and Y functions with respect to the unknown parameters in the exact model.

• 제어로봇시스템학회:학술대회논문집
• /
• 1997.10a
• /
• pp.1679-1683
• /
• 1997

In this paper a linear Kalman filter for calibration of gimballed inertial navigation system(GINS) is designed and its performace is analyzed through the simulation with a real navigation data. Simulation results show that the proposed Kalman filter gives a good performance to calibrate the sensor errors.

• 제어로봇시스템학회:학술대회논문집
• /
• 2001.10a
• /
• pp.101.5-101
• /
• 2001

A linear input/output data-based predictive control with integral action is developed. The control input is obtained directly from the input/output data in a single step. However, the state estimation in subspace identification gives a biased estimate and there is model mismatch when the controller is applied to a nonlinear process. To overcome such difficulties, we add integral action to a linear input/output data-based predictive controller by augmenting the integrated white noise disturbance model and use each of best linear unbiased estimation(BLUE) filter and Kalman filter as a stochastic observer for the unmeasured disturbance. When applied to a continuous styrene polymerization reactor the proposed controller demonstrates.

• The Transactions of The Korean Institute of Electrical Engineers
• /
• v.61 no.2
• /
• pp.284-290
• /
• 2012

This paper addresses a new passive target tracking problem using the range differences measured by cooperative UAVs. In order to solve the range difference based passive target tracking problem within the framework of linear robust state estimation, the uncertain linear measurement model which contains the stochastic parameter uncertainty is derived by using the noisy range difference measurements. To cope with the performance degradation due to the stochastic parameter uncertainty, the recently developed non-conservative robust Kalman filtering technique [1] is applied. For the cruciform formation flying UAVs, the relationship between the target tracking performance and the measurement errors is quantitatively analyzed. The proposed filter has practical advantages over the classical nonlinear filters because, for its recursive linear structure, it can provide satisfactory convergence properties and is suitable for real-time multiple UAVs applications. Through the simulations, the usefulness of the proposed method is demonstrated.