• Title/Summary/Keyword: square-root unscented kalman filter

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Parallel Reduced-Order Square-Root Unscented Kalman Filter for State Estimation of Sensorless Permanent-Magnet Synchronous Motor (센서리스 영구자석 동기전동기의 상태 추정을 위한 병렬 축소 차수 제곱근 무향 칼만 필터)

  • Moon, Cheol;Kwon, Young-Ahn
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.65 no.6
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    • pp.1019-1025
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    • 2016
  • This paper proposes a parallel reduced-order square-root unscented Kalman filter for state estimation of a sensorless permanent-magnet synchronous motor. The appearance of an unscented Kalman filter is caused by the linearization process error between a real system and classical Kalman model. The unscented transformation can make a more accurate Kalman model. However, the complexity is its main drawback. This paper investigates the design and implementation of the proposed filter with Potter and Carlson square-root form. The proposed parallel reduced-order square-root unscented Kalman filter reduces memory and code size, and improves numerical computation. And the performance is not significantly different from the unscented Kalman filter. The experimentation is performed for the verification of the proposed filter.

Performance Comparison of Various Extended Kalman Filter and Cost-Reference Particle Filter for Target Tracking with Unknown Noise (노이즈 불확실성하에서의 확장칼만필터의 변종들과 코스트 레퍼런스 파티클필터를 이용한 표적추적 성능비교)

  • Shin, Myoungin;Hong, Wooyoung
    • Journal of the Korea Society for Simulation
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    • v.27 no.3
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    • pp.99-107
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    • 2018
  • In this paper, we study target tracking in two dimensional space using a Extended Kalman filter(EKF), various Extended Kalman Filter and Cost-Reference Particle Filter(CRPF), which can effectively estimate the state values of nonlinear measurement equation. We introduce various Extended Kalman Filter which the Unscented Kalman Filter(UKF), the Central Difference Kalman Filter(CDKF), the Square Root Unscented Kalman Filter(SR-UKF), and the Central Difference Kalman Filter(SR-CDKF). In this study, we calculate Mean Square Error(MSE) of each filters using Monte-Carlo simulation with unknown noise statistics. Simulation results show that among the various of Extended Kalman filter, Square Root Central Difference Kalman Filter has the best results in terms of speed and performance. And, the Cost-Reference Particle Filter has an advantageous feature that it does not need to know the noise distribution differently from Extended Kalman Filter, and the simulation result shows that the excellent in term of processing speed and accuracy.

Spacecraft Attitude Estimation by Unscented Filtering (고른 필터를 이용한 인공위성의 자세 추정)

  • Leeghim, Hen-Zeh;Choi, Yoon-Hyuk;Bang, Hyo-Choong;Park, Jong-Oh
    • Journal of Institute of Control, Robotics and Systems
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    • v.14 no.9
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    • pp.865-872
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    • 2008
  • Spacecraft attitude estimation using the nonlinear unscented filter is addressed to fully utilize capabilities of the unscented transformation. To release significant computational load, an efficient technique is proposed by reasonably removing correlation between random variables. This modification introduces considerable reduction of sigma points and computational burden in matrix square-root calculation for most nonlinear systems. Unscented filter technique makes use of a set of sample points to predict mean and covariance. The general QUEST(QUaternion ESTimator) algorithm preserves explicitly the quaternion normalization, whereas extended Kalman filter(EKF) implicitly obeys the constraint. For spacecraft attitude estimation based on quaternion, an approach to computing quaternion means from sampled quaternions with guarantee of the quaternion norm constraint is introduced applying a constrained optimization technique. Finally, the performance of the new approach is demonstrated using a star tracker and rate-gyro measurements.

Tire Lateral Force Estimation System Using Nonlinear Kalman Filter (비선형 Kalman Filter를 사용한 타이어 횡력 추정 시스템)

  • Lee, Dong-Hun;Kim, In-Keun;Huh, Kun-Soo
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.6
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    • pp.126-131
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    • 2012
  • Tire force is one of important parameters which determine vehicle dynamics. However, it is hard to measure tire force directly through sensors. Not only the sensor is expensive but also installation of sensors on harsh environments is difficult. Therefore, estimation algorithms based on vehicle dynamic models are introduced to estimate the tire forces indirectly. In this paper, an estimation system for estimating lateral force and states is suggested. The state-space equation is constructed based on the 3-DOF bicycle model. Extended Kalman Filter, Unscented Kalman Filter and Ensemble Kalman Filter are used for estimating states on the nonlinear system. Performance of each algorithm is evaluated in terms of RMSE (Root Mean Square Error) and maximum error.

Adaptive State-of-Charge Estimation Method for an Aeronautical Lithium-ion Battery Pack Based on a Reduced Particle-unscented Kalman Filter

  • Wang, Shun-Li;Yu, Chun-Mei;Fernandez, Carlos;Chen, Ming-Jie;Li, Gui-Lin;Liu, Xiao-Han
    • Journal of Power Electronics
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    • v.18 no.4
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    • pp.1127-1139
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    • 2018
  • A reduced particle-unscented Kalman filter estimation method, along with a splice-equivalent circuit model, is proposed for the state-of-charge estimation of an aeronautical lithium-ion battery pack. The linearization treatment is not required in this method and only a few sigma data points are used, which reduce the computational requirement of state-of-charge estimation. This method also improves the estimation covariance properties by introducing the equilibrium parameter state of balance for the aeronautical lithium-ion battery pack. In addition, the estimation performance is validated by the experimental results. The proposed state-of-charge estimation method exhibits a root-mean-square error value of 1.42% and a mean error value of 4.96%. This method is insensitive to the parameter variation of the splice-equivalent circuit model, and thus, it plays an important role in the popularization and application of the aeronautical lithium-ion battery pack.

Hybrid Approach-Based Sparse Gaussian Kernel Model for Vehicle State Determination during Outage-Free and Complete-Outage GPS Periods

  • Havyarimana, Vincent;Xiao, Zhu;Wang, Dong
    • ETRI Journal
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    • v.38 no.3
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    • pp.579-588
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    • 2016
  • To improve the ability to determine a vehicle's movement information even in a challenging environment, a hybrid approach called non-Gaussian square rootunscented particle filtering (nGSR-UPF) is presented. This approach combines a square root-unscented Kalman filter (SR-UKF) and a particle filter (PF) to determinate the vehicle state where measurement noises are taken as a finite Gaussian kernel mixture and are approximated using a sparse Gaussian kernel density estimation method. During an outage-free GPS period, the updated mean and covariance, computed using SR-UKF, are estimated based on a GPS observation update. During a complete GPS outage, nGSR-UPF operates in prediction mode. Indeed, because the inertial sensors used suffer from a large drift in this case, SR-UKF-based importance density is then responsible for shifting the weighted particles toward the high-likelihood regions to improve the accuracy of the vehicle state. The proposed method is compared with some existing estimation methods and the experiment results prove that nGSR-UPF is the most accurate during both outage-free and complete-outage GPS periods.