• 제목/요약/키워드: Adaptive Kalman filter

검색결과 196건 처리시간 0.03초

Detection of Voltage Sag using An Adaptive Extended Kalman Filter Based on Maximum Likelihood

  • Xi, Yanhui;Li, Zewen;Zeng, Xiangjun;Tang, Xin
    • Journal of Electrical Engineering and Technology
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    • 제12권3호
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    • pp.1016-1026
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    • 2017
  • An adaptive extended Kalman filter based on the maximum likelihood (EKF-ML) is proposed for detecting voltage sag in this paper. Considering that the choice of the process and measurement error covariance matrices affects seriously the performance of the extended Kalman filter (EKF), the EKF-ML method uses the maximum likelihood method to adaptively optimize the error covariance matrices and the initial conditions. This can ensure that the EKF has better accuracy and faster convergence for estimating the voltage amplitude (states). Moreover, without more complexity, the EKF-ML algorithm is almost as simple as the conventional EKF, but it has better anti-disturbance performance and more accuracy in detection of the voltage sag. More importantly, the EKF-ML algorithm is capable of accurately estimating the noise parameters and is robust against various noise levels. Simulation results show that the proposed method performs with a fast dynamic and tracking response, when voltage signals contain harmonics or a pulse and are jointly embedded in an unknown measurement noise.

Design of Kalman Filter to Estimate Heart Rate Variability from PPG Signal for Mobile Healthcare

  • Lee, Ju-Won
    • Journal of information and communication convergence engineering
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    • 제8권2호
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    • pp.201-204
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    • 2010
  • In the mobile healthcare system, a very important vital sign in analyzing the status of user health is the HRV (heart rate variability). The used signals for measuring the HRV are electrocardiograph and PPG (photoplethysmograph). In extracting the HRV from the PPG signal, an important issue is that extract the exactly HRV from PPG signal distorted from the user's movements. This study suggested a design method of the Kalman filter to solve the problem, and evaluated the performances of a proposed method by PPG signals containing motion artifacts. In the results of experiments that compared with a variable step size adaptive filter proposed in recently, the proposed method showed better performance than an adaptive filter.

INS/GPS 결합 칼만필터의 측정치 스무딩 및 예측 (Smoothing and Prediction of Measurement in INS/GPS Integrated Kalman Filter)

  • 이태규;김광진;제창해
    • 제어로봇시스템학회논문지
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    • 제7권11호
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    • pp.944-952
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    • 2001
  • Inertial navigation system(INS) errors increase with time due to inertial sensor errors, and therefore it is desired to combine INS with external aids such as GPS. However GPS informations have a randomly abrupt jump due to a sudden corruption of the received satellite signals and environment, and moreover GPS can\`t provide navigation solutions. In this paper, smoothing and prediction schemes are proposed for GPS`s jump or unavailable GPS. The smoothing algorithm which is designed as a scalar adaptive filter, smooths abrupt jump. The prediction algorithm which is proved by Schuler error model of INS, estimates INS error in appropriate time. The outputs of proposed algorithm apply stable measurements to GPS aided INS Kalman filter. Simulations show that the proposed algorithm can effectively remove measurement jump and predict INS error.

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측정잡음 분산추정 적응필터를 이용한 INS/GPS 결합 시스템 (INS/GPS Integration System Using Adaptive Filter with Estimating Measurement Noise Variance)

  • 유명종
    • 제어로봇시스템학회논문지
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    • 제13권7호
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    • pp.688-693
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    • 2007
  • The INS/GPS integration system is designed by employing an adaptive filter that can estimate the measurement noise variance using the residual of the filter. To verify the efficiency of the proposed loosely-coupled INS/GPS integration system, simulation is performed by assuming that GPS information has large position errors. Simulation results show that the proposed integration system with the adaptive filter is more effective in estimating the position and attitude errors than those with the Extended Kalman Filter.

AEKF(Adaptive Extended Kalman Filter)를 이용하는 건축 구조물의 손상탐지 (Damage Detection of Building Structures using AEKF(Adaptive Extended Kalman Filter))

  • 윤다요;김유석;박효선
    • 한국전산구조공학회논문집
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    • 제32권1호
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    • pp.45-54
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    • 2019
  • 본 논문에서는 EKF기법의 초기 파라미터 설정에 따른 상태벡터의 발산 문제를 해결하고자 AEKF기법을 제시한다. EKF기법의 초기 파라미터는 상태벡터 수렴 및 안정성에 중요한 역할을 함으로 초기 파라미터의 적절한 설정은 EKF를 사용함에 있어 매우 중요하다. AEKF방법은 초기 파라미터인 P행렬을 k스텝마다 업데이트하여 초기 상태벡터의 변화에 민감하게 반응할 수 있으며, 또한 초기 상태벡터와 실제 시스템 모델과의 차이가 크게 발생하여도 적응적으로 P행렬의 값을 조절하여 상태벡터의 수렴을 가능하게 한다. 또한 Q행렬 및 R행렬을 k스텝 업데이트하여 상태벡터의 수렴 안정성을 더욱 확보하였다. 3DOF시스템을 통해서 AEKF기법의 결과와 EKF, UKF기법을 비교 검증하였다.

운동물체에 대한 적응제어에 관한 연구 (New adaptive tracking filter for maneuvering target)

  • 양흥석;송광섭
    • 전기의세계
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    • 제31권2호
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    • pp.119-125
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    • 1982
  • A new approach to the maneuvering target tracking problem is proposed. Its basic concept is to take the maneuver variable from the measurements. Tracking scheme based on the Kalman filter estimates the maneuver varieble from the residual and uses the estimates to update the Kalman filter. The estimation process is independent of target types and a model of the maneuver characteristics. All the filtering algorithms are processed in polor coordinate. Simulation results are presented and compared to that of the extended Kalman filter.

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이동 평균 필터와 적응 칼만 필터를 이용한 노이즈 제어 및 SOC추정 성능 향상 연구 (Study on improvement of noise control and SOC estimation using moving average filter and adaptive kalman filter)

  • 김건우;박진형;이성준;김종훈
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2019년도 전력전자학술대회
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    • pp.198-200
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    • 2019
  • 배터리의 상태를 추정하기 위해 전압과 전류 데이터는 사용자가 센서를 통해 얻을 수 있는 정보이며, 이때 노이즈 성분이 포함된 전압 및 전류 데이터는 배터리의 상태 추정을 할 때 정확도를 크게 감소시킬 수 있다. 기존의 확장 칼만필터(EKF, Extended Kalman Filter)를 사용하여 노이즈 성분이 포함된 데이터를 통해 배터리의 상태를 추정했을 때는 노이즈의 영향으로 인해 추정 정확도가 떨어진다. 본 논문은 적응형 칼만 필터(AKF, Adaptive Kalman Filter)를 사용하여 노이즈 분산값을 업데이트 해줌으로써 SOC추정 성능을 향상시켰다. 실험 및 배터리의 모델링은 21700 NMC 고용량 배터리를 사용하였으며, 배터리의 전압에 임의의 노이즈 성분을 추가하여 배터리의 SOC를 추정 정확도를 검증 하였다.

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Two-Step Suboptimal Filters for Linear Dynamic Systems

  • Ahn, Jun-Il;Minhas, Rashid;Shin, Vladimir
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.16-21
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    • 2005
  • This paper considers the problem of state estimation in linear continuous-time systems with multi-sensor environment and observation uncertainties. We propose two suboptimal filtering algorithms for these types of systems. The filtering algorithms consist of two steps: The local optimal Kalman estimates are computed at the first step. And, these local estimates are lineally fused at the second step. The implementation of the two-step filtering algorithms needs a lower memory demand than the optimal Kalman and adaptive Lainiotis-Kalman filters. In consequence of parallel structure of the proposed filters, the parallel computers can be used for their design. The examples exhibit the effect of common noise on the performance of fusion of the local Kalman estimates based on observations from different sensors and in the presence of uncertainties.

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적응 칼만필터를 이용한 상수관망의 누수감시 기법 (Leakage Detection of Water Distribution System using Adaptive Kalman Filter)

  • 김성원;최두용;배철호;김주환
    • 한국수자원학회논문집
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    • 제46권10호
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    • pp.969-976
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    • 2013
  • 수돗물의 공급과정에서 발생되는 상수관망의 누수는 소중한 수자원의 손실, 공급에너지의 추가적인 소요 등 사회경제적인 손실을 초래한다. 본 연구에서는 관로 상에 설치되어 실시간으로 계측되는 유량자료를 이용하여 누수를 감시하는 모형을 적응 칼만필터 기법을 이용하여 제시하였다. 제안된 누수감시 알고리즘에서는 수돗물 사용량의 시간적 변화와 요일적 변동을 고려함으로써 예측의 신뢰도를 향상시키는 방안을 제시하였다. 또한 기존의 칼만필터 기법에 혁신과정을 추가하여 잡음의 공분산에 대한 자동보정을 통하여 예측의 정확도를 개선하였다. 개발된 모형은 사인형태의 가상 유량자료에 대한 모의실험을 통하여 적응 칼만필터 기법의 예측정확도를 기존의 칼만필터 기법과 비교하였으며, JE시의 2개소 블록유량자료에 대한 현장 적용성 평가를 실시하였다. 본 연구의 결과는 관로의 파열에 의한 누수 및 비정상적인 용수사용량에 대한 감시를 통하여 상수관망의 효율적인 운영관리에 적용될 수 있을 것으로 기대된다.

Suboptimal Adaptive Filters for Stochastic Systems with Multisensor Environment

  • Shin, Vladimir;Ahn, Jun-Il
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2004년도 ICCAS
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    • pp.2045-2050
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    • 2004
  • An optimal combination of arbitrary number correlated estimates is derived. In particular, for two estimates this combination represents the well-known Millman and Bar-Shalom-Campo formulae for uncorrelated and correlated estimation errors, respectively. This new result is applied to the various estimation problems as least-squares estimation, Kalman filtering, and adaptive filtering. The new approximate adaptive filter with a parallel structure is proposed. It is shown that this filter is very effective for multisensor systems containing different types of sensors. Examples demonstrating the accuracy of the proposed filter are given.

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