• 제목/요약/키워드: quadratic filter

검색결과 98건 처리시간 0.035초

영상 기반의 이차 칼만 필터를 이용한 객체 추적 (Quadratic Kalman Filter Object Tracking with Moving Pictures)

  • 박선배;유도식
    • 한국항행학회논문지
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    • 제20권1호
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    • pp.53-58
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    • 2016
  • 우리는 본 논문에서 이차 칼만 필터를 이용한 영상 기반 객체 추적분야의 새로운 알고리즘을 제안한다. 최근에 발표된 이차 칼만 필터는 영상 기반의 객체의 실제 3차원 공간의 위치를 추적하는 것에는 아직 적용되지 않았다. 2차원 영상 내의 위치를 3차원 공간상의 위치로 환원시키는 것은 비선형적 변환을 수반하기 때문에 그에 맞는 추적 알고리즘을 사용해야만 한다. 이러한 상황에서, 비선형 수식을 이차식으로 근사화하는 이차 칼만 필터가 선형으로 근사화하는 확장 칼만 필터보다 더 정확한 성능을 낼 수 있다. 우리는 동일한 상황을 가정하여 확장 칼만 필터, 무향 칼만 필터, 파티클 필터, 그리고 우리가 제안한 이차 칼만 필터를 이용하여 객체를 추적하고, 그 결과를 비교해 본다. 결론적으로 이차 칼만 필터가 발산율이 확장 칼만 필터에 비해 거의 절반가량 감소하며, 추적 정확도 측면에서 무향 칼만 필터에 비해 1% 가량 우수한 성능을 나타낸다.

AN ACTIVE SET SQP-FILTER METHOD FOR SOLVING NONLINEAR PROGRAMMING

  • Su, Ke;Yuan, Yingna;An, Hui
    • East Asian mathematical journal
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    • 제28권3호
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    • pp.293-303
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    • 2012
  • Sequential quadratic programming (SQP) has been one of the most important methods for solving nonlinear constrained optimization problems. Recently, filter method, proposed by Fletcher and Leyffer, has been extensively applied for its promising numerical results. In this paper, we present and study an active set SQP-filter algorithm for inequality constrained optimization. The active set technique reduces the size of quadratic programming (QP) subproblem. While by the filter method, there is no penalty parameter estimate. Moreover, Maratos effect can be overcome by filter technique. Global convergence property of the proposed algorithm are established under suitable conditions. Some numerical results are reported in this paper.

윤곽보존형 Quadratic Spline Interpolation filter를 이용한 고해상도 영상 확대 알고리즘 구현 (Image Zooming Algorithm using Edge-Preserving Quadratic Spline Interpolation Filter)

  • 김효주;정창성
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 제13회 신호처리 합동 학술대회 논문집
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    • pp.659-662
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    • 2000
  • 다양한 보간 기법을 정리해 보고 이를 통해서 기존의 보간 기법의 한계를 고찰해 본다. 보간의 효율성과 보간 결과 영상의 화질과는 Trade off 관계가 있으며, 이를 적절한 수준에서 결정하는 것은 중요한 문제이다. 본 논문에서는 Quadratic B-spline을 기저 함수로 하는 윤곽보존형 보간 필터를 사용한 영상확대 알고리즘을 제안한다. Unser의 Cardinal Cubic spline함수에 비해 적은 하드웨어만으로도 이상적인 저역 통과 필터의 특성을 가지며, 입력영상의 윤곽의 방향성을 고려한 적응적인 보간 기법의 적용으로 화질이 우수한 영상확대 알고리즘을 제안한다.

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Robust FIR filter for Linear Discrete-time System

  • Quan, Zhong-Hua;Han, Soo-Hee;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.2548-2551
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    • 2005
  • In this paper, a robust receding horizon finite impulse response(FIR) filter is proposed for a class of linear discrete time systems with uncertainty satisfying an integral quadratic constraint. The robust state estimation problem involves constructing the set of all possible states at the current time consistent with given system input, output measurements and the integral quadratic constraint.

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Discrete-time robust Kalman filter design in indefinite inner product space

  • Lee, Tae-Hoon;Park, Jin-Bae;Yoon, Tae-Sung;Ra, Won-Sang
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2002년도 ICCAS
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    • pp.45.2-45
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    • 2002
  • $\textbullet$ Uncertainties are described by sum quadratic constraint(SQC) $\textbullet$ SQC is converted into an indefinite quadratic cost function $\textbullet$ A Kalman filter developed in indefinite inner product space is Krein space Kalman filter $\textbullet$ To minimize the SQC, the Krein space Kalman filter is used $\textbullet$ The proposed robust filter outperforms the standard Kalman filter and existing robust Kalman filter $\textbullet$ The proposed filter has the same recursive, simple structure as the standard Kalman filter $\textbullet$ Easy to design, adequate for on-line implementation

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DECOMPOSITIONS AND EXPANSIONS OF FILTERS IN TARSKI ALGEBRAS

  • Kim, Jaedeok;Kim, Youngmi;Roh, Eun Hwan
    • 충청수학회지
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    • 제20권4호
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    • pp.457-463
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    • 2007
  • We show that any filter of Tarski algebra can be de-composed into the union of some sets. Moreover, we introduce the notion of expansions of filters in Tarski algebras, and discuss the notion of ${\sigma}$-primary filters in Tarski algebras. Finally, we show that there is no non-trivial quadratic Tarski algebras on a field X with $|X|{\geq}3$.

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부정내적공간에서의 강인칼만필터 설계 (Robust Kalman Filter Design in Indefinite inner product space)

  • 이태훈;윤태성;박진배
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 합동 추계학술대회 논문집 정보 및 제어부문
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    • pp.104-109
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    • 2002
  • A new robust Kalman filter is designed for the linear discrete-time system with norm-bounded parametric uncertainties. Sum quadratic constraint, which describes the uncertainties of the system, is converted into an indefinite quadratic form to be minimized in indefinite inner product space. This minimization problem is solved by the new robust Kalman filter. Since the new filter is obtained by simply modifying the conventional Kalman filter, robust filtering scheme can be more readily designed using the proposed method in comparison with the existing robust Kalman filters. A numerical example demonstrates the robustness and the improvement of the proposed filter compared with the existing filters.

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확장 강인 칼만 필터를 이용한 접근 탄도 미사일 추적 시스템 설계 (Design of Incoming Ballistic Missile Tracking Systems Using Extended Robust Kalman Filter)

  • 이현석;나원상;진승희;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.188-188
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    • 2000
  • The most important problem in target tracking can be said to be modeling the tracking system correctly. Although the simple linear dynamic equation for this model has used until now, the satisfactory performance could not be obtained owing to uncertainties of the real systems in the case of designing the filters baged on the dynamic equations. In this paper, we propose the extended robust Kalman filter (ERKF) which can be applied to the real target tracking system with the parameter uncertainties. A nonlinear dynamic equation with parameter uncertainties is used to express the uncertain system model mathematically, and a measurement equation is represented by a nonlinear equation to show data from the radar in a Cartesian coordinate frame. To solve the robust nonlinear filtering problem, we derive the extended robust Kalman filter equation using the Krein space approach and sum quadratic constraint. We show the proposed filter has better performance than the existing extended Kalman filter (EKF) via 3-dimensional target tracking example.

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Suboptimal Robust Generalized H2 Filtering using Linear Matrix Inequalities

  • Ra, Won-Sang;Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • Transactions on Control, Automation and Systems Engineering
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    • 제1권2호
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    • pp.134-140
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    • 1999
  • The robust generalized H2 filtering problem for a class of discrete time uncertain linear systems satisfying the sum quadratic constraints(SQCs) is considered. The objective of this paper is to develop robust stability condition using SQCs and design a robust generalized Ha filter to take place of the existing robust Kalman filter. The robust generalized H2 filter is designed based on newly derived robust stability condition. The robust generalized Ha filter bounds the energy to peak gain from the energy bounded exogenous disturbances to the estimation errors under the given positive scalar ${\gamma}$. Unlike the robust Lalman filter, it does not require any spectral assumptions about the exogenous disturbances . Therefore the robust generalized H2 filter can be considered as a deterministic formulation of the robust Kalman filter. Moreover, the variance of the estimation error obtained by the proposed filter is lower than that by the existing robust Kalman filter. The robustness of the robust generalized H2 filter against the uncertainty and the exogenous signal is illustrated by a simple numerical example.

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Discrete-Time Robust $H_{\infty}$ Filter Design via Krein Space

  • Lee, T.H.;Jung, S.Y.;Seo, J.E.;Shin, D.H.;Park, J.B.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.542-547
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    • 2003
  • A new approach to design of a discrete-time robust $H_{\infty}$ filter in finite horizon case is proposed. It is shown that robust $H_{\infty}$ filtering problem can be cast into the minimization problem of an indefinite quadratic form, which can be solved by implementing the Kalman filter defined in Krein space. The proposed filter is readily derived by simply augmenting the state space model and has the robustness property against the parameter uncertainties of a given system.

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