• 제목/요약/키워드: optimal estimator

검색결과 210건 처리시간 0.027초

A Note on Smoothing Distribution Function Estimation

  • Chu, In-Sun;Choi, Jae-Ryong
    • Communications for Statistical Applications and Methods
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    • 제4권3호
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    • pp.911-915
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    • 1997
  • The purpose of this paper is to consider the problem of selection of optimal smoothing parameter for kernel-type distribution function estimator, which asymptotically minimizes mean Hellinger distance.

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김발형 초음파 이동음원 추적센서 개발을 위한 의사최적 도래각 추정기법 (Quasi-Optimal DOA Estimation Scheme for Gimbaled Ultrasonic Moving Source Tracker)

  • 한슬기;이혜경;나원상;박진배;임재일
    • 전기학회논문지
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    • 제61권2호
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    • pp.276-283
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    • 2012
  • In this paper, a practical quasi-optimal DOA(direction of arrival) estimator is proposed in order to develop a one-axis gimbaled ultrasonic source tracker for mobile robot applications. With help of the gimbal structure, the ultrasonic moving source tracking problem can be simply reduced to the DOA estimation. The DOA estimation is known as one of the representative long-pending nonlinear filtering problems, but the conventional nonlinear filters might be restrictive in many actual situations because it cannot guarantee the reliable performance due to the use of nonlinear signal model. This motivates us to reformulate the DOA estimation problem in the linear robust state estimation setting. Based on the assumption that the received ultrasonic signals are noisy sinusoids satisfying linear prediction property, a linear uncertain measurement model is newly derived. To avoid the DOA estimation performance degradation caused by the stochastic parameter uncertainty contained in the linear measurement model, the recently developed NCRKF (non-conservative robust Kalman filter) scheme [1] is utilized. The proposed linear DOA estimator provides excellent DOA estimation performance and it is suitable for real-time implementation for its linear recursive filter structure. The effectiveness of the suggested DOA estimation scheme is demonstrated through simulations and experiments.

On Synthesizing low-order State Eestimators and Low-order $H{\infty}$ Filters

  • Choi, Byung-Wook
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.344-347
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    • 1995
  • The standard estimation and filtering theory are well known and has recently been incorporated with the H$_{\infty}$ optimization techniques where the parametrizations of all estimators and filters are utilized. The issue of reducing its order is always of interest. This paper presents a method for synthesizing low-order stable state estimators. The method presented in this paper is based on the utilization of a free parameter function contained in the parametrization of all state estimators. The results obtained in the paper are compared with standard results on low-order estimators. Both results are shown to be the same in a sense of its orders, but the approaches taken are largely different. It is also shown in the paper that the method can easily and directly be extended to the Kalman filters and the H$_{\infty}$ (sub)optimal filters. Consequently, the orders of all state estimators, Kalman filters, and H$_{\infty}$ filters are shown to be reduced down to the number of states minus the number of outputs, respectively.ly.

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선택적 p-분배에 의한 적응적 유한 요소법 (Adaptive Finite Element Method by Selective p-Distribution)

  • 조준형;우광성;박진환;안재석
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2003년도 봄 학술발표회 논문집
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    • pp.288-295
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    • 2003
  • An adaptive procedure in finite element analysis is presented by p-refinement of meshes in conjunction with a posteriori error estimator that is based on the recovery technique. In case of the recovery technique, the SPR(superconvergent patch recovery) approach has been modified for p-adaptive mesh refinement. The strategy of finding a nearly optimal distribution of polynomial degrees on a fixed finite element mesh is discussed such that a particular element has to be refined automatically to obtain an acceptable level of accuracy by increasing p-levels non-uniformly. To verify the proposed algorithm, the limit value approach is proposed which utilizes the exact strain energy computed from the extrapolation equation. A new pre-processor is developed for the p-version finite element program in which the vector graphic editor is used for the automatic generation of node connection and coordinate by halfedge solid data structure according to uniform or nonuniform p-distribution. The general 2-D algorithm is also developed to generate face modes and internal modes in accordance with different mesh types. The quality of the error estimator is investigated with the help of two mumerical examples. The results show that the sequences of p-distributions obtained by the proposed error indicator closely follow the optimal trajectory.

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

  • 한슬기;나원상;황익호;박진배
    • 제어로봇시스템학회논문지
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    • 제17권3호
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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.

다중표적 추적시스템에서의 표적물의 모델 (Target Models in Multi-target Tracking System)

  • 이연석
    • 전자공학회논문지S
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    • 제36S권7호
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    • pp.34-42
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    • 1999
  • 다중표적 추적시스템은 여러 개의 표적물을 동시에 추적한다. 표적물의 추적에는 일반적으로 칼만필터를 사용하게 된다. 칼만필터는 최적의 특성을 지니고 있지만, 많은 계산량을 요구하는 단점이 있다. 따라서 여러 개의 표적물을 동시에 추적하는 다중표적 추적시스템의 실시간 구현을 위하여 칼만필터 대신에 계산량이 적은 다른 예측기를 사용하기도 한다. 본 논문에서는 계산량을 줄이기 위하여 칼만필터에서 사용하는 시스템의 모델을 줄이는 방법을 사용하여 보았다. 표적물의 운동을 등속운동으로 가정하여 사용된 모델은 표적물의 추적능력을 지니면서도 그 계산량을 줄일 수 있었다. 간단한 시뮬레이션과 실제의 영상정보에 적용한 결과는 등속운동을 가정한 칼만필터가 원래의 좋은 특성을 유지하면서 계산량을 줄일 수 있어 다중표적 추적시스템에 유리하게 사용될 수 있음을 보여주었다.

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Two-Stage Estimator Design Using Stable Recursive FIR Filter and Smoother

  • Kim, Jong-Ju;Kim, Jae-Hun;Lyou, Joon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.2532-2537
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    • 2005
  • FIR(Finite Impulse Response) filter is well known to be ideal for the finite time state-space model, but it requires much computation due to its inherent non-recursive structure especially when the measurement interval grows to a large extent. And often a fixed-lag smoother based on the finite time interval is needed to monitor the soundness of the system model and the measurement model, but the computation burden of FIR-type smoother imposes much restriction of its usage for real-time application. Conventional recursive forms of FIR estimator[1]-[4] could not be used for real time applications, since they are numerically unstable in their recursive equations. To cope with this problem, we suggest a stable recursive form FIR estimator(SRFIR) and its usefulness is demonstrated for designing the real-time fixed-lag smoother on the finite time window through an example of detection of rate bias in the anti-aircraft gun fire control system.

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Heat Anisotropic Diffusion 방법을 이용한 2차원 심초음파도에서 경계선 자동 검출 (An Automatic Contour Detection of 2-D Echocardiograms Using the Heat Anisotropic Diffusion Method)

  • 신동조;김동윤
    • 한국의학물리학회지:의학물리
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    • 제7권2호
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    • pp.79-90
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    • 1996
  • 본 논문에서는 2 차원 심초음파도의 경계선 유사 영역에 대해 베이즈 추정기를 사용하여 경계선 검출을 위한 자동문턱 결정방법을 제안하고자 한다. 경계선 유사영역은 전처리과 정에서 흐려진 영상을 명확히 하는데 사용할 열비등방성 확산 방법의 전도계수로부터 얻어진다, 이러한 경계선 유사 영역에 대해 최적 문턱치를 선택하기 위해 베이즈 추정기가 사용되었다. 이 문턱치를 사용하여 영상을 이진화함으로서 심초음파도의 경계선을 자동 적으로 검출하게 된다. 마지막으로 본래의 심초음파도에 위에서 얻어진 경계선을 덧씌움으로써 경계선이 강조된 심초음파도를 얻을 수 있게 된다.

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3축 자기장 센서 및 관성센서를 이용한 차량 방위각 추정 방법 (Vehicle Orientation Estimation by Using Magnetometer and Inertial Sensors)

  • 황윤진;최세범
    • 한국자동차공학회논문집
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    • 제24권4호
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    • pp.408-415
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    • 2016
  • The vehicle attitude and sideslip is critical information to control the vehicle to prevent from unintended motion. Many of estimation strategy use bicycle model or IMU integration, but both of them have limits on application. The main purpose of this paper is development of vehicle orientation estimator which is robust to various vehicle state and road shape. The suggested estimator use 3-axis magnetometer, yaw rate sensor and lateral acceleration sensor to estimate three Euler angles of vehicle. The estimator is composed of two individual observers: First, comparing the known magnetic field and gravity with measured value, the TRIAD algorithm calculates optimal rotational matrix when vehicle is in static or quasi-static condition. Next, merging 3-axis magnetometer with inertial sensors, the extended Kalman filter is used to estimate vehicle orientation under dynamic condition. A validation through simulation tools, Carsim and Simulink, is performed and the results show the feasibility of the suggested estimation method.

비선형 영상 잡음제거 알고리즘의 통계적 접근 방법에 관한 연구 (A Study on Statistical Approach for Nonlinear Image Denoising Algorithms)

  • 한희일
    • 한국인터넷방송통신학회논문지
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    • 제12권1호
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    • pp.151-156
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    • 2012
  • 근사분산을 최대화하는 least favorable한 ${\epsilon}$-contaminated 정규분포는, 중간 영역에서는 가우시안이나 그 외의 영역에서는 라플라시안 분포를 갖는다는 사실에 근거하여 본 논문에서는 이 확률분포 하에서 비선형 잡음제거 알고리즘을 유도하고 이의 성능을 확인한다. 제안 알고리즘은 위 잡음 환경에서 MLE(maximum likelihood estimator) 이며, efficacy를 최대화한다는 기준에서 최적임을 증명한다. 또한, 유도한 필터를 미리어드 필터와 결합함으로써 임펄스 잡음을 효과적으로 제거하기 위한 비선형 필터를 제안하고 이를 이론적으로 분석한 다음 ${\alpha}$-stable 확률분포를 갖는 잡음에 열화된 이미지를 이용하여 그 성능을 확인한다.