• Title/Summary/Keyword: robust extended Kalman filter

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A Krein Space Approach for Robust Extended Kalman Filtering on Mobile Robots in the Presence of Uncertainties

  • Jin, Seung-Hee;Park, Jin-Bae
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.1771-1776
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    • 2003
  • In mobile robot navigation, one of the key problems is the pose estimation of the mobile robot. Although the odometry can be used to describe the motions of the mobile robots quite simple and accurately, the validities of the models are limited by a number of error sources contaminating the encoder outputs so that applying the conventional extended Kalman filter to these nominal model does not yield the satisfactory performance. As a remedy for this problem, we consider the uncertain nonlinear kinematic model of the mobile robot that contains the norm bounded uncertainties and also propose a new robust extended Kalman filter based on the Krein space approach. The proposed robust filter has the same recursive structure as the conventional extended Kalman filter and can hence be readily designed to effectively account for the uncertainties. The computer simulations will be given to verify the robustness against the parameter variation as well as the reliable performance of the proposed robust filter.

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

  • 이현석;나원상;진승희;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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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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Krein Space Robust Extended Kalman filter Design for Pose Estimation of Mobile Robots with Wheelbase Uncertainties (휠베이스에 불확실성을 갖는 이동로봇의 자세 추정을 위한 크라인 스페이스 강인 확장 칼만 필터의 설계)

  • Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 2003.11c
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    • pp.433-436
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    • 2003
  • The estimation of the position and the orientation for the mobile robot constitutes an important problem in mobile robot navigation. Although the odometry can be used to describe the motions of the mobile robots, there inherently exist the gaps between the real robots and the mathematical model, which may be caused by a number of error sources contaminating the encoder outputs. Hence, applying the standard extended Kalman filter for the nominal model is not supposed to give the satisfactory performance. As a solution to this problem, a new robust extended Kalman filter is proposed based on the Krein space approach. We consider the uncertain discrete time nonlinear model of the mobile robot that contains the uncertainties represented as sum quadratic constraints. The proposed robust filter has the merit of being constructed by the same recursive structure as the standard extended Kalman filter and can, therefore, be easily designed to effectively account for the uncertainties. The simulations will be given to verify the robustness against the parameter variation as veil as the reliable performance of the proposed robust filter.

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Design of a Coordinate-Transformation Extended Robust Kalman Filter for Incoming Ballistic Missile Tracking Systems (접근 탄도미사일 추적시스템을 위한 좌표변환 확장강인칼만필터 설계)

  • Shin Jong-Gu;Lee Tae Hoon;Yoon Tae-Sung;Choi Yoon-Ho;Park Jin Bae
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.52 no.1
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    • pp.22-30
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    • 2003
  • A Coordinate-Transformation Extended Robust Kalman Filter (CERKF) designed in the Krein space is proposed, and then applied to a nonlinear incoming ballistic missile tracking system with parameter uncertainties. First, the Extended Robust Kalman filter (ERKF) is proposed to handle the nonlinearity of measurement equation which occurs whenever the polar coordinate system is transformed into the Cartesian coordinate system. Moreover, linearization error inevitably occurs and deteriorates the tracking performance, which is considerably reduced by the proposed CERKF. Through the simulation results, we show that the proposed CERKF, which uses the measurement coordinate system, has less RMS error than the previous ERKF which is designed in the Krein space using the Cartesian system. We also verify that the robustness and the stability of the proposed filter are guaranteed in two radars: the phased way radar and the scanning radar

An Extended Kalman Filter Robust to Linearization Error (선형화 오차에 강인한 확장칼만필터)

  • Hong, Hyun-Su;Lee, Jang-Gyu;Park, Chan-Gook
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.2
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    • pp.93-100
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    • 2006
  • In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

Design of Incoming Ballistic Missile Tracking Systems Using Extended Robust Kalman Fister (접근 탄도 미사일 추적 시스템에 사용하는 확장강인칼만필터 설계)

  • Shin, Jong-Gu;Lee, Hyun-Seok;Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 2000.11d
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    • pp.660-662
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    • 2000
  • The most important problem in traget 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 based 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. To solve the robust nonlinear fettering 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 example.

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Vehicle State Estimation Robust to Wheel Slip Using Extended Kalman Filter (휠 슬립에 강건한 확장칼만필터 기반 차량 상태 추정)

  • Myeonggeun, Jun;Ara, Jo;Kyongsu, Yi
    • Journal of Auto-vehicle Safety Association
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    • v.14 no.4
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    • pp.16-20
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    • 2022
  • Accurate state estimation is important for autonomous driving. However, the estimation error increases in situations that a lot of longitudinal slip occurs. Therefore, this paper presents a vehicle state estimation method using an Extended Kalman Filter. The filter estimates the states of the host vehicle robust to wheel slip. It utilizes the measurements of the four-wheel rotational speeds, longitudinal acceleration, yaw-rate, and steering wheel angle. Nonlinear measurement model is represented by Ackermann Model. The main advantage of this approach is the accurate estimation of yaw rate due to the measurement of the steering wheel angle. The proposed algorithm is verified in scenarios of autonomous emergency braking (AEB), lane change (LC), lane keeping (LK) using an automated vehicle. The results show that the proposed algorithm guarantees accurate estimation in such scenarios.

A Novel Range Estimator for Surface to Air Missile with Closing Velocity Measurements

  • Ra, W.S.;Whang, I.H.;Lee, J.I.
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.1822-1825
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    • 2003
  • A practical range estimator based on the robust Kalman filter is proposed to solve the range estimation problem for surface to air missile(SAM) homing guidance. Apart from the previous works based on the extended Kalman filter(EKF) with bearing only measurement, the proposed scheme makes use of line-of-sight(LOS) rate to ensure the fast convergency at long-range. In this reason, the robust Kalman filter is considered to deal with LOS rate measurement error. The recursive linear structure of proposed filter is easy to implement and make it possible to reduce computational burdens. Moreover, it shows good estimation performance without specific guidance law such as oscillation proportional navigation guidance(OPNG).

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An Extended Finite Impulse Response Filter for Discrete-time Nonlinear Systems (이산 비선형 시스템에 대한 확장 유한 임펄스 응답 필터)

  • Han, Sekyung;Kwon, Bo-Kyu;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.1
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    • pp.34-39
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    • 2015
  • In this paper, a finite impulse response (FIR) filter is proposed for discrete-time nonlinear systems. The proposed filter is designed by combining the estimate of the perturbation state and nominal state. The perturbation state is estimated by adapting the optimal time-varying FIR filter for the linearized perturbation model and the nominal state is directly obtained from the nonlinear nominal trajectory model. Since the FIR structured estimators use the finite horizon information on the most recent time interval, the proposed extended FIR filter satisfies the bounded input/bounded output (BIBO) stability, which can't be obtained from infinite impulse response (IIR) estimators. Thus, it can be expected that the proposed extended FIR filter is more robust than IIR structured estimators such as an extended Kalman filter for the round-of errors and the uncertainties from unknown initial states and uncertain system model parameters. The simulation results show that the proposed filter has better performance than the extended Kalman filter (EKF) in both robustness and fast convergency.

Advanced Relative Localization Algorithm Robust to Systematic Odometry Errors (주행거리계의 기구적 오차에 강인한 개선된 상대 위치추정 알고리즘)

  • Ra, Won-Sang;Whang, Ick-Ho;Lee, Hye-Jin;Park, Jin-Bae;Yoon, Tae-Sung
    • Journal of Institute of Control, Robotics and Systems
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    • v.14 no.9
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    • pp.931-938
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    • 2008
  • In this paper, a novel localization algorithm robust to the unmodeled systematic odometry errors is proposed for low-cost non-holonomic mobile robots. It is well known that the most pose estimators using odometry measurements cannot avoid the performance degradation due to the dead-reckoning of systematic odometry errors. As a remedy for this problem, we tty to reflect the wheelbase error in the robot motion model as a parametric uncertainty. Applying the Krein space estimation theory for the discrete-time uncertain nonlinear motion model results in the extended robust Kalman filter. This idea comes from the fact that systematic odometry errors might be regarded as the parametric uncertainties satisfying the sum quadratic constrains (SQCs). The advantage of the proposed methodology is that it has the same recursive structure as the conventional extended Kalman filter, which makes our scheme suitable for real-time applications. Moreover, it guarantees the satisfactoty localization performance even in the presence of wheelbase uncertainty which is hard to model or estimate but often arises from real driving environments. The computer simulations will be given to demonstrate the robustness of the suggested localization algorithm.