• 제목/요약/키워드: parametric Kalman filter

검색결과 22건 처리시간 0.027초

GPS Output Signal Processing considering both Correlated/White Measurement Noise for Optimal Navigation Filtering

  • Kim, Do-Myung;Suk, Jinyoung
    • International Journal of Aeronautical and Space Sciences
    • /
    • 제13권4호
    • /
    • pp.499-506
    • /
    • 2012
  • In this paper, a dynamic modeling for the velocity and position information of a single frequency stand-alone GPS(Global Positioning System) receiver is described. In static condition, the position error dynamic model is identified as a first/second order transfer function, and the velocity error model is identified as a band-limited Gaussian white noise via non-parametric method of a PSD(Power Spectrum Density) estimation in continuous time domain. A Kalman filter is proposed considering both correlated/white measurements noise based on identified GPS error model. The performance of the proposed Kalman filtering method is verified via numerical simulation.

Recursive Estimation using the Hidden Filter Model for Enhancing Noisy Speech

  • Kang, Yeong-Tae
    • The Journal of the Acoustical Society of Korea
    • /
    • 제15권3E호
    • /
    • pp.27-30
    • /
    • 1996
  • A recursive estimation for the enhancement of white noise contaminated speech is proposed. This method is based on the Kalman filter with time-varying parametric model for the clean speech signal. Then, hidden filter model are used to model the clean speech signal. An approximation improvement of 4-5 dB in SNR is achieved at 5 and 10 dB input SNR, respectively.

  • PDF

강인 칼만필터를 이용한 유도탄 기체 진동 주파수 추정기 설계 (Direct Missile Bending Frequency Estimation using the Robust Kalman Filter)

  • 나원상;황익호
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2005년도 제36회 하계학술대회 논문집 D
    • /
    • pp.2477-2479
    • /
    • 2005
  • A robust bending frequency tracker is proposed to design the adaptive notch filter which removes the time-varying missile structural modes from the sensor measurements. To do this, the state-space form of a bending frequency model is derived under the assumption that the bending signal could be described as the lightly damped sinusoid. Since the resultant bending frequency model contains the parametric uncertainties in the measurement matrix, the design problem of bending frequency tracker is tackled by applying the robust Kalman filter to the model. This technique could be easily expanded to the multiple frequencies case because it newly illuminates the bending frequency tracking problem in view of general state estimation.

  • PDF

비선형 파라메트릭 사영필터에 의한 트러스 구조물의 손상 검출 (Damage Detection of Truss Structures Using Nonlinear Parametric Projection Filter)

  • 문효준;서일교
    • 한국공간구조학회논문집
    • /
    • 제4권2호
    • /
    • pp.73-80
    • /
    • 2004
  • 본 논문에서는 비선형 파라메트릭 사영필터를 이용한 2차원 트러스 구조물의 손상 검출에 대한 연구를 제시한다. 역문제의 해석은 최근 많은 관심을 끌고 있으며, 역문제 해석법으로서 필터이론을 사용한 접근법이 많은 관심을 받고 있다. 특히 칼만 필터는 신호 통신, 시스템 제어 등의 많은 분야에서 적용되어 왔으며 그 유효성이 입증되었다. 본 논문에서는 비선형 파라메트릭 사영필터를 2차원 트러스 구조물의 손상추정에 적용하고 손상된 구조물의 고유 진동수과 고유 모드를 관측 데이터로 채택하여 손상부재의 위치와 손상정도를 추정한다. 마지막으로 수치해석 예를 통하여 제안된 해석법의 유효성을 밝힌다.

  • PDF

무인 항공기의 목표물 추적을 위한 영상 기반 목표물 위치 추정 (Vision Based Estimation of 3-D Position of Target for Target Following Guidance/Control of UAV)

  • 김종훈;이대우;조겸래;조선영;김정호;한동인
    • 제어로봇시스템학회논문지
    • /
    • 제14권12호
    • /
    • pp.1205-1211
    • /
    • 2008
  • This paper describes methods to estimate 3-D position of target with respect to reference frame through monocular image from unmanned aerial vehicle (UAV). 3-D position of target is used as information for surveillance, recognition and attack. In this paper. 3-D position of target is estimated to make guidance and control law, which can follow target, user interested. It is necessary that position of target is measured in image to solve 3-D position of target. In this paper, kalman filter is used to track and output position of target in image. Estimation of target's 3-D position is possible using result of image tracking and information of UAV and camera. To estimate this, two algorithms are used. One is methode from arithmetic derivation of dynamics between UAV, carmer, and target. The other is LPV (Linear Parametric Varying). These methods have been run on simulation, and compared in this paper.

이노베이션 상관관계 테스트를 이용한 잡음인식 (Identification of Noise Covariance by using Innovation Correlation Test)

  • 박성욱
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 1992년도 하계학술대회 논문집 A
    • /
    • pp.305-307
    • /
    • 1992
  • This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

  • PDF

Wind load estimation of super-tall buildings based on response data

  • Zhi, Lun-hai;Chen, Bo;Fang, Ming-xin
    • Structural Engineering and Mechanics
    • /
    • 제56권4호
    • /
    • pp.625-648
    • /
    • 2015
  • Modern super-tall buildings are more sensitive to strong winds. The evaluation of wind loads for the design of these buildings is of primary importance. A direct monitoring of wind forces acting on super-tall structures is quite difficult to be realized. Indirect measurements interpreted by inverse techniques are therefore favourable since dynamic response measurements are easier to be carried out. To this end, a Kalman filtering based inverse approach is developed in this study so as to estimate the wind loads on super-tall buildings based on limited structural responses. The optimum solution of Kalman filter gain by solving the Riccati equation is used to update the identification accuracy of external loads. The feasibility of the developed estimation method is investigated through the wind tunnel test of a typical super-tall building by using a Synchronous Multi-Pressure Scanning System. The effects of crucial factors such as the type of wind-induced response, the covariance matrix of noise, errors of structural modal parameters and levels of noise involved in the measurements on the wind load estimations are examined through detailed parametric study. The effects of the number of vibration modes on the identification quality are studied and discussed in detail. The made observations indicate that the proposed inverse approach is an effective tool for predicting the wind loads on super-tall buildings.

다중 UAV에 의해 획득된 거리 차 측정치를 이용한 순환 선형 강인 이동 표적추적 필터 (Recursive Linear Robust Moving Target Tracking Filter Using Range Difference Information Measured by Multiple UAVs)

  • 이혜경;나원상
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2011년도 제42회 하계학술대회
    • /
    • pp.1738-1739
    • /
    • 2011
  • In this paper, the range difference based the moving target tracking problem using multiple UAVs is solved within the new framework of linear robust state estimation. To do this, the relative kinematics is modeled as an uncertain linear system containing stochastic parametric uncertainties in its measurement matrix. Applying the non-conservative robust Kalman filter for the uncertain system, a quasi-optimal linear target tracking filter is designed. For its recursive linear filter structure, the proposed method can ensure the fast convergence and reliable target tracking performance. Moreover, it is suitable for real-time applications using multiple UAVs.

  • PDF

A Finite Memory Filter for Discrete-Time Stochastic Linear Delay Systems

  • Song, Il Young;Song, Jin Mo;Jeong, Woong Ji;Gong, Myoung Sool
    • 센서학회지
    • /
    • 제28권4호
    • /
    • pp.216-220
    • /
    • 2019
  • In this paper, we propose a finite memory filter (estimator) for discrete-time stochastic linear systems with delays in state and measurement. A novel filtering algorithm is designed based on finite memory strategies, to achieve high estimation accuracy and stability under parametric uncertainties. The new finite memory filter uses a set of recent observations with appropriately chosen initial horizon conditions. The key contribution is the derivation of Lyapunov-like equations for finite memory mean and covariance of system state with an arbitrary number of time delays. A numerical example demonstrates that the proposed algorithm is more robust and accurate than the Kalman filter against dynamic model uncertainties.

A Kalman filter based algorithm for wind load estimation on high-rise buildings

  • Zhi, Lun-hai;Yu, Pan;Tu, Jian-wei;Chen, Bo;Li, Yong-gui
    • Structural Engineering and Mechanics
    • /
    • 제64권4호
    • /
    • pp.449-459
    • /
    • 2017
  • High-rise buildings are generally sensitive to strong winds. The evaluation of wind loads for the structural design, structural health monitoring (SHM), and vibration control of high-rise buildings is of primary importance. Nevertheless, it is difficult or even infeasible to measure the wind loads on an existing building directly. In this regard, a new inverse method for evaluating wind loads on high-rise buildings is developed in this study based on a discrete-time Kalman filter. The unknown structural responses are identified in conjunction with the wind loads on the basis of limited structural response measurements. The algorithm is applicable for estimating wind loads using different types of wind-induced response. The performance of the method is comprehensively investigated based on wind tunnel testing results of two high-rise buildings with typical external shapes. The stability of the proposed algorithm is evaluated. Furthermore, the effects of crucial factors such as cross-section shapes of building, the wind-induced response type, errors of structural modal parameters, covariance matrix of noise, noise levels in the response measurements and number of vibration modes on the identification accuracy are examined through a detailed parametric study. The research outputs of the proposed study will provide valuable information to enhance our understanding of the effects of wind on high-rise buildings and improve codes of practice.