• Title/Summary/Keyword: EKF (Extended Kalman Filter)

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직접시퀀스 확산대역 시스템을 위한 Extended Kalman Filter 기반의 PN 부호 동기화 성능 (Performance of PN Code Synchronization with Extended Kalman Filter for a Direct-Sequence Spread-Spectrum System)

  • 김진영;양재수
    • 정보통신설비학회논문지
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    • 제8권3호
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    • pp.107-110
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    • 2009
  • In this paper, a PN code tracking loop with extended Kalman filter (EKF) is proposed for a direct-sequence spread-spectrum. EKF is used to estimate amplitude and delay in a multipath. fading channel. It is shown that tracking error performance is significantly improved by EKF compared with a conventional tracking loop.

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Extended Kalman Filter기반의 PN부호 추적성능 (Performance of PN Tracking with Extended Kalman Filter)

  • 배정남;구성완;김성일;김진영
    • 한국정보통신설비학회:학술대회논문집
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    • 한국정보통신설비학회 2009년도 정보통신설비 학술대회
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    • pp.112-114
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    • 2009
  • In this paper, a PN code tracking loop with extended Kalman filter (EKF) is proposed for a direct-sequence spread-spectrum. EKF is used to estimate amplitude and delay in a multipath fading channel. It is shown that tracking error performance is significantly improved by EKF compared with a conventional tracking loop.

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시그마포인트 칼만필터를 이용한 순환신경망 학습 및 채널등화 (A Recurrent Neural Network Training and Equalization of Channels using Sigma-point Kalman Filter)

  • 권오신
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 심포지엄 논문집 정보 및 제어부문
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    • pp.3-5
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    • 2007
  • This paper presents decision feedback equalizers using a recurrent neural network trained algorithm using extended Kalman filter(EKF) and sigma-point Kalman filter(SPKF). EKF is propagated, analytically through the first-order linearization of the nonlinear system. This can introduce large errors in the true posterior mean and covariance of the Gaussian random variable. The SPKF addresses this problem by using a deterministic sampling approach. The features of the proposed recurrent neural equalizer And we investigate the bit error rate(BER) between EKF and SPKF.

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CenterTrack-EKF: 확장된 칼만 필터를 이용한 개선된 다중 객체 추적 (CenterTrack-EKF: Improved Multi Object Tracking with Extended Kalman Filter)

  • 양현성;심춘보;정세훈
    • 스마트미디어저널
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    • 제13권5호
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    • pp.9-18
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    • 2024
  • 객체 궤적 모델링은 다중 객체 추적(Multi Object Tracking, MOT)의 주요 과제다. CenterTrack은 객체 중심 위치를 추적하는 Heatmap 기반의 방법으로 이를 해결하고자 했다. 하지만 복잡한 움직임과 비선형성을 가진 객체를 추적할 때 제한적인 성능을 보였다. 우리는 CenterTrack의 성능 저하 요인을 보행자의 동적 움직임으로 간주하여 확장된 칼만 필터(Extended Kalman Filter, EKF)를 CenterTrack에 통합했다. 우리가 제안하는 방법의 우수성을 입증하기 위해 기존 칼만 필터(Kalman Filter, KF)와 무향 칼만 필터(Unscented Kalman Filter, UKF)를 CenterTrack에 적용 후 다양한 데이터셋에 비교 평가했다. 실험결과, EKF를 CenterTrack에 통합했을 때 73.7% MOTA(Multiple Object Tracking Accuracy)를 달성하며 CenterTrack에 가장 적합한 필터임을 확인했다.

확장칼만필터를 이용한 실시간 표적추적 (Real-time Target Tracking System by Extended Kalman Filter)

  • 임양남;이성철
    • 한국정밀공학회지
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    • 제15권7호
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    • pp.175-181
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    • 1998
  • This paper describes realtime visual tracking system of moving object for three dimensional target using EKF(Extended Kalman Filter). We present a new realtime visual tracking using EKF algorithm and image prediction algorithm. We demonstrate the performance of these tracking algorithm through real experiment. The experimental results show the effectiveness of the EKF algorithm and image prediction algorithm for realtime tracking and estimated state value of filter, predicting the position of moving object to minimize an image processing area, and by reducing the effect by quantization noise of image.

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궤도결정을 위한 비선형 필터 (Nonlinear Filter for Orbit Determination)

  • 윤장호
    • 항공우주시스템공학회지
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    • 제10권1호
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    • pp.21-28
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    • 2016
  • Orbit determination problems have been interest of many researchers for long time. Due to the high nonlinearity of the equation of motion and the measurement model, it is necessary to linearize the both equations. To avoid linearization, the filter based on Fokker-Planck equation is designed. with the extended Kalman filter update mechanism, in which the associated Fokker-Planck equation was solved efficiently and accurately via discrete quadrature and the measurement update was done through the extended Kalman filter update mechanism. This filter based on the DQMOM and the EKF update is applied to the orbit determination problem with appropriate modification to mitigate the filter smugness. Unlike the extended Kalman filter, the hybrid filter based on the DQMOM and the EKF update does not require the burdensome evaluation of the Jacobian matrix and Gaussian assumption for the system, and can still provide more accurate estimations of the state than those of the extended Kalman filter especially when measurements are sparse. Simulation results indicate that the advantages of the hybrid filter based on the DQMOM and the EKF update make it a promising alternative to the extended Kalman filter for orbit estimation problems.

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.

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.

비선형 칼만 필터 기반의 지형참조항법 성능 비교 (A Performance Comparison of Nonlinear Kalman Filtering Based Terrain Referenced Navigation)

  • 목성훈;방효충;유명종
    • 한국항공우주학회지
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    • 제40권2호
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    • pp.108-117
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    • 2012
  • 본 논문은 비선형 필터 기법에 따른 지형참조항법 성능 분석에 관한 연구를 수행하였다. 지형참조항법에 사용되는 기본 필터에는 확장 칼만 필터(EKF)가 있다. 본 연구는 EKF 원형외에 반복형 EKF(IEKF), stochastic linearization(SL) 조건이 추가된 EKF-SL과 unscented Kalman Filter(UKF) 알고리듬을 소개한다. 또한, 연속적(sequential) 필터 외에 일괄적(batch)필터 기법인 칼만 필터 무리(bank of Kalman filters)를 이용한 항법 기술도 비교군으로 추가하고 필터 간 항법 성능을 분석한다. 가상 궤적을 가진 항공기 시뮬레이션을 통해 초기위치 오차가 클 때도 강건한(robust) 필터로 stochastic linearization EKF가 선정되었으며, 다만 빠른 항법 해의 수렴이 요구될 때에는 칼만 필터 무리를 이용한 일괄적 필터가 효과적인 것으로 분석되었다.

Bearing-only Localization of GNSS Interference using Iterated Consider Extended Kalman Filter

  • Park, Youngbum;Song, Kiwon
    • Journal of Positioning, Navigation, and Timing
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    • 제9권3호
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    • pp.221-227
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    • 2020
  • In this paper, the Iterated Consider Extended Kalman Filter (ICEKF) is proposed for bearing-only localization of GNSS interference to improve the estimation performance and filter consistency. The ICEKF is an extended version of Consider KF (CKF) for Iterated EKF (IEKF) to consider an effect of bearing measurement bias error to filter covariance. The ICEKF can mitigate the EKF divergence problem which can occur when linearizing the nonlinear bearing measurement by a large initial state error. Also, it can mitigate filter inconsistency problem of EKF and IEKF which can occur when a weakly observable bearing measurement bias error state is not included in filter state vector. The simulation result shows that the localization error of the ICEKF is smaller than the EKF and IEKF, and the Root Mean Square (RMS) estimation error of ICEKF matches the covariance of filter.