• 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.

• Journal of Communications and Networks
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• v.18 no.1
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• pp.8-18
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• 2016

In this paper, we propose a number of blind equalization approaches for time-varying andmulti-path channels. The approaches employ cost reference particle filter (CRPF) as the symbol estimator, and additionally employ either least mean squares algorithm, recursive least squares algorithm, or $H{\infty}$ filter (HF) as a channel estimator such that they are jointly employed for the strategy of "Rao-Blackwellization," or equally called "mixture filtering." The novel feature of the proposed approaches is that the blind equalization is performed based on direct channel estimation with unknown noise statistics of the received signals and channel state system while the channel is not directly estimated in the conventional method, and the noise information if known in similar Kalman mixture filtering approach. Simulation results show that the proposed approaches estimate the transmitted symbols and time-varying channel very effectively, and outperform the previously proposed approach which requires the noise information in its application.

• Journal of Electrical Engineering and Technology
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• v.8 no.6
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• pp.1520-1529
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• 2013

In this paper, we propose and assess the performance of "H infinity filter ($H_{\infty}$, HIF)" and "cost reference particle filter (CRPF)" in the problem of tracking a target based on the measurements of the range and the bearing of the target. HIF and CRPF have the common advantageous feature that we do not need to know the noise statistics of the problem in their applications. The performance of the extended Kalman filter (EKF) is also compared with that of the proposed filters, but the noise information is perfectly known for the applications of the EKF. Simulation results show that CRPF outperforms HIF, and is more robust because the tracking of HIF diverges sometimes, particularly when the target track is highly nonlinear. Interestingly, when the tracking of HIF diverges, the tracking of the EKF also tends to deviate significantly from the true track for the same target track. Therefore, CRPF is very effective and appropriate approach to the problems of highly nonlinear model, especially when the noise statistics are unknown. Nonetheless, HIF also can be applied to the problem of timevarying state estimation as the EKF, particularly for the case when the noise statistcs are unknown. This paper provides a good example of how to apply CRPF and HIF to the estimation of dynamically varying and nonlinearly modeled states with unknown noise statistics.

• Journal of the Institute of Electronics and Information Engineers
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• v.50 no.6
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• pp.267-275
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• 2013

EKF has been widely used for GPS/INS integration as standard method but EKF has one well-known drawback. if the errors are not within the bounded region, the filter may be divergent. The particle filter has the advantage of the nonlinear and non-gaussian system. This paper proposes a method for compensating the GPS position errors based on the particle filter and presents loosely-coupled GPS/INS integration using proposed algorithm. We used GPS position pattern with particle filter and added attitude kalman filter for improving attitude accuracy. To verify the performance, the proposed method is compared with high cost GPS as reference. In the experimental result, we verified that the accuracy and robust were well improved by the proposed method filter effectively and robustness than by original loosely-coupled integration when vehicle turns at corner.

• Journal of Information Processing Systems
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• v.16 no.3
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• pp.530-540
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• 2020

In order to solve the problem of low tracking accuracy caused by complex noise in the fault diagnosis of complex nonlinear system, a fault diagnosis method of high precision cost reference particle filter (CRPF) is proposed. By optimizing the low confidence particles to replace the resampling process, this paper improved the problem of sample impoverishment caused by the sample updating based on risk and cost of CRPF algorithm. This paper attempts to improve the accuracy of state estimation from the essential level of obtaining samples. Then, we study the correlation between the current observation value and the prior state. By adjusting the density variance of state transitions adaptively, the adaptive ability of the algorithm to the complex noises can be enhanced, which is expected to improve the accuracy of fault state tracking. Through the simulation analysis of a fuel unit fault diagnosis, the results show that the accuracy of the algorithm has been improved obviously under the background of complex noise.

• Korean Journal of Remote Sensing
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• v.34 no.6_1
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• pp.1131-1142
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• 2018

The autonomous vehicles are being developed and operated widely because of the advantages of reducing the traffic accident and saving time and cost for driving. The vehicle localization is an essential component for autonomous vehicle operation. In this paper, localization algorithm based on sensor fusion is developed for cost-effective localization using in-vehicle sensors, GNSS, an image sensor and reference images that made in advance. Information of the reference images can overcome the limitation of the low positioning accuracy that occurs when only the sensor information is used. And it also can acquire estimated result of stable position even if the car is located in the satellite signal blockage area. The particle filter is used for sensor fusion that can reflect various probability density distributions of individual sensors. For evaluating the performance of the algorithm, a data acquisition system was built and the driving data and the reference image data were acquired. Finally, we can verify that the vehicle positioning can be performed with an accuracy of about 0.7 m when the route image and the reference image information are integrated with the route path having a relatively large error by the satellite sensor.