• Title/Summary/Keyword: 오차 공분산 행렬

Search Result 50, Processing Time 0.027 seconds

One-Step-Ahead Control of Waveform and Detection Threshold for Optimal Target Tracking in Clutter (클러터 환경에서 최적의 표적 추적을 위한 파형 파라미터와 검출문턱 값의 One-Step-Ahead 제어)

  • Shin Han-Seop;Hong Sun-Mog
    • Journal of the Institute of Electronics Engineers of Korea SC
    • /
    • v.43 no.1 s.307
    • /
    • pp.31-38
    • /
    • 2006
  • In this paper, we consider one-step-ahead control of waveform parameters (pulse amplitudes and lengths, and FM sweep rate) as well as detection thresholds for optimal range and range-rate tracking in clutter. The optimal control of the combined parameter set minimizes a tracking performance index under a set of parameter constraints. The performance index includes the probability of track loss and a function of estimation error covariances. The track loss probability and the error covariance are predicted using a hybrid conditional average algorithm The effect of the false alarms and clutter interference is taken into account in the prediction. Tracking performance of the one-step-ahead control is presented for several examples and compared with a control strategy heuristically derived from a finite horizon optimization.

A Study on Stochastic Simulation Models to Internally Validate Analytical Error of a Point and a Line Segment (포인트와 라인 세그먼트의 해석적 에러 검증을 위한 확률기반 시뮬레이션 모델에 관한 연구)

  • Hong, Sung Chul;Joo, Yong Jin
    • Spatial Information Research
    • /
    • v.21 no.2
    • /
    • pp.45-54
    • /
    • 2013
  • Analytical and simulation error models have the ability to describe (or realize) error-corrupted versions of spatial data. But the different approaches for modeling positional errors require an internal validation that ascertains whether the analytical and simulation error models predict correct positional errors in a defined set of conditions. This paper presents stochastic simulation models of a point and a line segm ent to be validated w ith analytical error models, which are an error ellipse and an error band model, respectively. The simulation error models populate positional errors by the Monte Carlo simulation, according to an assumed error distribution prescribed by given parameters of a variance-covariance matrix. In the validation process, a set of positional errors by the simulation models is compared to a theoretical description by the analytical error models. Results show that the proposed simulation models realize positional uncertainties of the same spatial data according to a defined level of positional quality.

Impact of Mathematical Modeling Schemes into Accuracy Representation of GPS Control Surveying (수학적 모형화 기법이 GPS 기준점 측량 정확도 표현에 미치는 영향)

  • Lee, Hungkyu;Seo, Wansoo
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
    • /
    • v.30 no.5
    • /
    • pp.445-458
    • /
    • 2012
  • The objective of GPS control surveying is ultimately to determine coordinate sets of control points within targeted accuracy through a series of observations and network adjustments. To this end, it is of equivalent importance for the accuracy of these coordinates to be realistically represented by using an appropriate method. The accuracy representation can be quantitively made by the variance-covariance matrices of the estimates, of which features are sensitive to the mathematical models used in the adjustment. This paper deals with impact of functional and stochastic modeling techniques into the accuracy representation of the GPS control surveying with a view of gaining background for its standardization. In order to achieve this goal, mathematical theory and procedure of the single-baseline based multi-session adjustment has been rigorously reviewed together with numerical analysis through processing real world data. Based on this study, it was possible to draw a conclusion that weighted-constrained adjustment with the empirical stochastic model was among the best scheme to more realistically describe both of the absolute and relative accuracies of the GPS surveying results.

Unscented Particle Filter for Time Domain Identification of Nonlinear Structural Dynamic Systems (Unscented Particle filter를 이용한 시간영역 비선형 구조계 규명기법)

  • 구기영;윤정방
    • Proceedings of the Earthquake Engineering Society of Korea Conference
    • /
    • 2002.09a
    • /
    • pp.213-220
    • /
    • 2002
  • 본 연구에서는 최근에 개발된 Unscented Particle Filter (UPF)를 사용한 비선형 동적 구조계의 구조계수 규명기법이 연구되었다. 일반적인 비선형 구조계수 추정 문제의 일반 해는 존재하지 않으나, 그에 대한 대안으로써 선형 근사 기법인 extended Kalman filter (EKF)가 비선형 동적 구조계수의 추정에 주로 사용되어왔다. 그러나, EKF는 구간 선형(piecewise linear) 가정으로 인해 biased estimator이고 비선형성이 상대적으로 높을 때 오차가 큰 추정치를 주는 단점을 가진다. 이를 보완하기 위해서 UPF가 개발되었고, 이 기법은 particle filter의 일종으로써 Unscented Kalman filter (UKF)를 사용하여 importance proposal distribution을 생성한다. 수치실험이 SDOF와 MDOF에 대하여 3가지 경우에 대해서 수행되었다. 비선형 SDOF의 수치 실험으로부터 잡음이 가해진 상태에서 UKF가 EKF에 비해 초기 공분산 행렬의 가정에 대해 정확하고 강인한 추정결과를 보여줌을 보였다 최하층의 column에 비선형 거동이 발생하는 5층 전단 빌딩모형의 수치실험으로부터 UKF가 복잡한 구조물의 구조계수 추정능력이 있음을 보여주었다. 여러 가지 수치실험은 UPF가 EKF보다 비선형 동적 구조계수 추정에 있어서 더 나은 방법임을 보여 주었다.

  • PDF

Accuracy of Frequency Estimation of Multiple Sinusoids by the Overdetermined Yule-Walker Method. (과결정된 Yule-Walker 방법에 의한 다단 정현파의 주파수 추정도에 관한 연구)

  • 이동윤;안태천;황금찬
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.38 no.10
    • /
    • pp.848-855
    • /
    • 1989
  • The asymptotic properties of the Overdetermined Yule-Walker (OYW) estimators were studied. A formula was derived for the asymptotic covariance matrix of the estimation errors. It verified the experimentally observed fact that the frequency estimation accuracy is generally improved as the number of Yule-Walker equations is increased. The asymptotic estimation accuracies of the OYW method were compared with the Cramer-Rao low bound.

Low-complexity Sensor Selection Based on QR factorization (QR 분해에 기반한 저 복잡도 센서 선택 알고리즘)

  • Yoon Hak, Kim
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.27 no.1
    • /
    • pp.103-108
    • /
    • 2023
  • We study the problem of selecting a subset of sensor nodes in sensor networks in order to maximize the performance of parameter estimation. To achieve a low-complexity sensor selection algorithm, we propose a greedy iterative algorithm that allows us to select one sensor node at a time so as to maximize the log-determinant of the inverse of the estimation error covariance matrix without resort to direct minimization of the estimation error. We apply QR factorization to the observation matrix in the log-determinant to derive an analytic selection rule which enables a fast selection of the next node at each iteration. We conduct the extensive experiments to show that the proposed algorithm offers a competitive performance in terms of estimation performance and complexity as compared with previous sensor selection techniques and provides a practical solution to the selection problem for various network applications.

Direction of Arrival Estimation for Desired Target to Remove Interference and Noise using MUSIC Algorithm and Bayesian Method (베이즈 방법과 뮤직 알고리즘을 이용한 간섭과 잡음제거를 위한 원하는 목표물의 도래방향 추정)

  • Lee, Kwan-Hyeong;Kang, Kyoung-Sik
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
    • /
    • v.8 no.5
    • /
    • pp.400-404
    • /
    • 2015
  • In this paper, we study for direction of arrival MUSIC spatial spectrum algorithm in order to desired signal estimation in spatial. Proposal MUSIC spatial spectrum algorithm in paper use model error and Bayesian method to estimation on correct target position. Receiver array response vector using adaptive array antenna use Bayesian method, and target position estimate to update weight value with model error method. Target's signal estimation of desired direction of arrival in this paper apply weight value of signal covariance matrix for array response vector after removing incident signal interference and noise, respectively. Though simulation, we analyze to compare proposed method with general method.

Location and Gain/Phase Calibration Techniques for Array Sensors with known Sources (기준신호원을 이용한 배열센서의 위치, 이득, 위상 보정기법)

  • Yoo, Seong Ki;Lee, Tae Beom;Shin, Ki Young
    • Journal of the Institute of Electronics and Information Engineers
    • /
    • v.49 no.9
    • /
    • pp.155-163
    • /
    • 2012
  • The geometrical and electrical errors of array sensors can severely degrade the performance of array sensor system. Various calibration techniques are developed to alleviate this problem. In this paper, two different calibration methods with respect to location, gain and phase of array sensors are presented. One method applies the first-order Taylor series expansion to approximate the true steering vector from the nominal values of array sensors. Then a set of equations is formed by using the null characteristics of the MUSIC spectrum to estimate errors of location, gain and phase of array sensors. Another method estimates these errors based on the data covariance matrix of pilot sources. From the simulations, it is demonstrated that two calibration algorithms calibrated an array system successfully. In addition to that, Fistas and Manikas's algorithm is more robust against noise than Ng and Lie's one when SNR is from 10dB to 50dB.

Displacement Analysis of Dam Deformation Monitoring with GPS (GPS에 의한 댐 변형 모니터링의 변위 분석)

  • 장상규;김진수;신상철;박운용
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
    • /
    • v.19 no.3
    • /
    • pp.237-244
    • /
    • 2001
  • On this study, a 50-years-old earth dam was measured by the static method of GPS for deformation monitoring. The reference network was measured by the vector between points in twice times and the monitored points were observed in four times at test field, i.e. an embankment which was restored by mortar, In addition, gross errors in the measurement were estimated and eliminated by data snooping method and random errors were adjusted by least square method. Finally, the amount of displacement was estimated from variance-covariance matrix. Also, precision of points were showed by the confidence ellipse(95%), and the amount of displacement was figured.

  • PDF

Airspeed Estimation of Course Correction Munitions by Using Extended Kalman Filter (확장 칼만필터를 이용한 탄도수정탄의 대기속도 추정)

  • Sung, Jaemin;Kim, Byoung Soo
    • Journal of the Korean Society for Aeronautical & Space Sciences
    • /
    • v.43 no.5
    • /
    • pp.405-412
    • /
    • 2015
  • This paper represents a filter design to estimate the airspeed of a spin-stabilized, trajectory-correctible artillery ammunition. Due to the limited power and space in operational point of view, the airspeed sensor is not installed, and thus the airspeed need to be estimated using limited sensor measurements. The only IMU measurements(three-axis specific forces and angular rates) are used in this application. The extended Kalman filter algorithm is applied since a linear filter can not cover the its wide operational range in airspeed and altitude. In the implementation of the EKF, the state and measurement equations are transformed into the no-roll frame for simple form of Jacobian matrix. The simulation study is conducted to evaluate the performance of the filter under various environment conditions of sensor noise and wind turbulence. In addition, the effect of the choice in filter design parameters, i.e. process error covariance matrices is analyzed on the performance of the estimation of airspeed and angular rates.