• Title/Summary/Keyword: sum quadratic uncertainties

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

  • Lee, Tae-Hoon;Yoon, Tae-Sung;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 2002.11c
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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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Robust Transfer Alignment Method based on Krein Space (크레인 공간에 기반한 강인한 전달정렬 기법)

  • Sung-Hye Choe;Ki-Young Park;Hyoung-Min Kim;Cheol-Kwan Yang
    • Journal of Advanced Navigation Technology
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    • v.25 no.6
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    • pp.543-549
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    • 2021
  • In this paper, a robust transfer alignment method is proposed for a strapdown inertial navigation system(SDINS) with norm-bounded parametric uncertainties. The uncertainties are described by the energy bound constraint, i.e., sum quadratic constraint(SQC). It is shown that the SQC can be coverted into an indefinite quadratic cost function in the Krein space. Krein space Kalman filter is designed by modifying the measurement matrix and the variance of measurement noises in the conventional Kalman filter. Since the proposed Krein space Kalman filter has the same recursive structure as a conventional Kalman filter, the proposed filter can easily be designed. The simulation results show that the proposed filter achieves robustness against measurement time delay and high dynamic environment of the vehicle.

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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    • 2002.10a
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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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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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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.