• Title/Summary/Keyword: linear filtering

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STOCHASTIC CALCULUS FOR ANALOGUE OF WIENER PROCESS

  • Im, Man-Kyu;Kim, Jae-Hee
    • The Pure and Applied Mathematics
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    • v.14 no.4
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    • pp.335-354
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    • 2007
  • In this paper, we define an analogue of generalized Wiener measure and investigate its basic properties. We define (${\hat}It{o}$ type) stochastic integrals with respect to the generalized Wiener process and prove the ${\hat}It{o}$ formula. The existence and uniqueness of the solution of stochastic differential equation associated with the generalized Wiener process is proved. Finally, we generalize the linear filtering theory of Kalman-Bucy to the case of a generalized Wiener process.

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Design of Suboptimal Robust Kalman Filter via Linear Matrix Inequality (선형 행렬 부등식을 이용한 준최적 강인 칼만 필터의 설계)

  • Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.5
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    • pp.560-570
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    • 1999
  • This paper formulates the suboptimal robust Kalman filtering problem into two coupled Linear Matrix Inequality (LMI) problems by applying Lyapunov theory to the augmented system which is composed of the state equation in the uncertain linear system and the estimation error dynamics. This formulations not only provide the sufficient conditions for the existence of the desired filter, but also construct the suboptimal robust Kalman filter. The proposed filter can guarantee the optimized upper bound of the estimation error variance for uncertain systems with parametric uncertainties in both the state and measurement matrices. In addition, this paper shows how the problem of finding the minimizing solution subject to Quadratic Matrix Inequality (QMI), which cannot be easily transformed into LMI using the usual Schur complement formula, can be successfully modified into a generic LMI problem.

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Image Restoration in Dual Energy Digital Radiography using Wiener Filtering Method

  • Min, Byoung-Goo;Park, Kwang-Suk
    • Journal of Biomedical Engineering Research
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    • v.8 no.2
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    • pp.171-176
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    • 1987
  • Wiener filtering method was applied to the dual energy imaging procedure in digital radiography(D.R.). A linear scanning photodiode arrays with 1024 elements(0.6mm H 1.3mm pixel size) were used to obtain chest images in 0.7 sec. For high energy image acquisition, X-ray tube was set at 140KVp, 100mA with a rare-earth phosphor screen. Low energy image was obtained with X-ray tube setting at 70KVp, 150mA. These measured dual energy images are represented in the vector matrix notation as a linear discrete model including the additive random noise. Then, the object images are restored in the minimum mean square error sense using Wiener filtering method in the transformed domain. These restored high and low energy images are used for computation of the basis image decomposition. Then the basis images are linearly combined to produce bone or tissue selective images. Using this process, we could improve the signal to noise ratio characteristics in the material selective images.

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Two-Step Suboptimal Filters for Linear Dynamic Systems

  • Ahn, Jun-Il;Minhas, Rashid;Shin, Vladimir
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.16-21
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    • 2005
  • This paper considers the problem of state estimation in linear continuous-time systems with multi-sensor environment and observation uncertainties. We propose two suboptimal filtering algorithms for these types of systems. The filtering algorithms consist of two steps: The local optimal Kalman estimates are computed at the first step. And, these local estimates are lineally fused at the second step. The implementation of the two-step filtering algorithms needs a lower memory demand than the optimal Kalman and adaptive Lainiotis-Kalman filters. In consequence of parallel structure of the proposed filters, the parallel computers can be used for their design. The examples exhibit the effect of common noise on the performance of fusion of the local Kalman estimates based on observations from different sensors and in the presence of uncertainties.

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Improving the prediction accuracy by using the number of neighbors in collaborative filtering (협력적 필터링 추천기법에서 이웃 수를 이용한 선호도 예측 정확도 향상)

  • Lee, Hee-Choon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.505-514
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    • 2009
  • The researcher analyzes the relationship between the number of neighbors and the prediction accuracy in the preference prediction process using collaborative filtering system. The number of neighbors who are involved in the preference prediction process are divided into four groups. Each group shows a little difference in the preference prediction. By using prediction error averages in each group, linear functions are suggested. Through the result of this study, the accuracy of preference prediction can be raised when using linear functions by using the number of neighbors in the suggested system.

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Dynamic state estimation for identifying earthquake support motions in instrumented structures

  • Radhika, B.;Manohar, C.S.
    • Earthquakes and Structures
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    • v.5 no.3
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    • pp.359-378
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    • 2013
  • The problem of identification of multi-component and (or) spatially varying earthquake support motions based on measured responses in instrumented structures is considered. The governing equations of motion are cast in the state space form and a time domain solution to the input identification problem is developed based on the Kalman and particle filtering methods. The method allows for noise in measured responses, imperfections in mathematical model for the structure, and possible nonlinear behavior of the structure. The unknown support motions are treated as hypothetical additional system states and a prior model for these motions are taken to be given in terms of white noise processes. For linear systems, the solution is developed within the Kalman filtering framework while, for nonlinear systems, the Monte Carlo simulation based particle filtering tools are employed. In the latter case, the question of controlling sampling variance based on the idea of Rao-Blackwellization is also explored. Illustrative examples include identification of multi-component and spatially varying support motions in linear/nonlinear structures.

Guaranteed Cost and $H_{\infty}$ Filtering for Delayed Fuzzy Dynamic Systems (시간지연 퍼지 시스템의 보장비용 및 $H_{\infty}$ 필터링)

  • 이갑래;조희수;박홍배
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.40 no.2
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    • pp.10-18
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    • 2003
  • This paper presents a method for designing guaranteed cost fuzzy filter with a desired H$_{\infty}$ disturbance rejection constraint of delayed fuzzy dynamic systems. This method not only guarantees an induced L$_2$ norm bound constraint on disturbance attenuation, but also minimizes an upper bound on a linear quadratic performance measure. A sufficient condition for the existence of guaranteed cost fuzzy filter with H$_{\infty}$ constraint is then presented in terms of linear matrix inequalities(LMIs). A simulation example is given to illustrate the design procedures and performances of the proposed methods.

Enhancing Medical Images by New Fuzzy Membership Function Median Based Noise Detection and Filtering Technique

  • Elaiyaraja, G.;Kumaratharan, N.
    • Journal of Electrical Engineering and Technology
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    • v.10 no.5
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    • pp.2197-2204
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    • 2015
  • In recent years, medical image diagnosis has growing significant momentous in the medicinal field. Brain and lung image of patient are distorted with salt and pepper noise is caused by moving the head and chest during scanning process of patients. Reconstruction of these images is a most significant field of diagnostic evaluation and is produced clearly through techniques such as linear or non-linear filtering. However, restored images are produced with smaller amount of noise reduction in the presence of huge magnitude of salt and pepper noises. To eliminate the high density of salt and pepper noises from the reproduction of images, a new efficient fuzzy based median filtering algorithm with a moderate elapsed time is proposed in this paper. Reproduction image results show enhanced performance for the proposed algorithm over other available noise reduction filtering techniques in terms of peak signal -to -noise ratio (PSNR), mean square error (MSE), root mean square error (RMSE), mean absolute error (MAE), image enhancement factor (IMF) and structural similarity (SSIM) value when tested on different medical images like magnetic resonance imaging (MRI) and computer tomography (CT) scan brain image and CT scan lung image. The introduced algorithm is switching filter that recognize the noise pixels and then corrects them by using median filter with fuzzy two-sided π- membership function for extracting the local information.

Face Detection based on Matched Filtering with Mobile Device (모바일 기기를 이용한 정합필터 기반의 얼굴 검출)

  • Yeom, Seok-Won;Lee, Dong-Su
    • Journal of the Institute of Convergence Signal Processing
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    • v.15 no.3
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    • pp.76-79
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    • 2014
  • Face recognition is very challenging because of the unexpected changes of pose, expression, and illumination. Facial detection in the mobile environments has additional difficulty since the computational resources are very limited. This paper discusses face detection based on frequency domain matched filtering in the mobile environments. Face detection is performed by a linear or phase-only matched filter and sequential verification stages. The candidate window regions are selected by a number of peaks of the matched filtering outputs. The sequential stages comprise a skin-color test and an edge mask filtering tests, which aim to remove false alarms among selected candidate windows. The algorithms are built with JAVA language on the mobile device operated by the Android platform. The simulation and experimental results show that real-time face detection can be performed successfully in the mobile environments.

Quasi-Optimal Linear Recursive DOA Tracking of Moving Acoustic Source for Cognitive Robot Auditory System (인지로봇 청각시스템을 위한 의사최적 이동음원 도래각 추적 필터)

  • Han, Seul-Ki;Ra, Won-Sang;Whang, Ick-Ho;Park, Jin-Bae
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.3
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    • pp.211-217
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    • 2011
  • This paper proposes a quasi-optimal linear DOA (Direction-of-Arrival) estimator which is necessary for the development of a real-time robot auditory system tracking moving acoustic source. It is well known that the use of conventional nonlinear filtering schemes may result in the severe performance degradation of DOA estimation and not be preferable for real-time implementation. These are mainly due to the inherent nonlinearity of the acoustic signal model used for DOA estimation. This motivates us to consider a new uncertain linear acoustic signal model based on the linear prediction relation of a noisy sinusoid. Using the suggested measurement model, it is shown that the resultant DOA estimation problem is cast into the NCRKF (Non-Conservative Robust Kalman Filtering) problem [12]. NCRKF-based DOA estimator provides reliable DOA estimates of a fast moving acoustic source in spite of using the noise-corrupted measurement matrix in the filter recursion and, as well, it is suitable for real-time implementation because of its linear recursive filter structure. The computational efficiency and DOA estimation performance of the proposed method are evaluated through the computer simulations.