• 제목/요약/키워드: Error filtering model

검색결과 120건 처리시간 0.023초

A FILTERING FOR DISCRETE MARKET SYSTEM WITH UNKNOWN PARAMETERS

  • Choi, Won
    • Journal of applied mathematics & informatics
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    • 제26권1_2호
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    • pp.383-387
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    • 2008
  • The problem of recursive filtering for discrete market model with unknown parameters is considered. In this paper, we develop an effective filtering algorithm for discrete market systems with unknown parameters and the error covariance equation determining the accuracy of the proposed algorithm is derived.

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S.I. 엔진 모델링을 위한 신경회로망 기반의 시스템 식별에 관한 연구 (A Study on the System Identification based on Neural Network for Modeling of 5.1. Engines)

  • 윤마루;박승범;선우명호;이승종
    • 한국자동차공학회논문집
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    • 제10권5호
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    • pp.29-34
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    • 2002
  • This study presents the process of the continuous-time system identification for unknown nonlinear systems. The Radial Basis Function(RBF) error filtering identification model is introduced at first. This identification scheme includes RBF network to approximate unknown function of nonlinear system which is structured by affine form. The neural network is trained by the adaptive law based on Lyapunov synthesis method. The identification scheme is applied to engine and the performance of RBF error filtering Identification model is verified by the simulation with a three-state engine model. The simulation results have revealed that the values of the estimated function show favorable agreement with the real values of the engine model. The introduced identification scheme can be effectively applied to model-based nonlinear control.

GPS Output Signal Processing considering both Correlated/White Measurement Noise for Optimal Navigation Filtering

  • Kim, Do-Myung;Suk, Jinyoung
    • International Journal of Aeronautical and Space Sciences
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    • 제13권4호
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    • pp.499-506
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    • 2012
  • In this paper, a dynamic modeling for the velocity and position information of a single frequency stand-alone GPS(Global Positioning System) receiver is described. In static condition, the position error dynamic model is identified as a first/second order transfer function, and the velocity error model is identified as a band-limited Gaussian white noise via non-parametric method of a PSD(Power Spectrum Density) estimation in continuous time domain. A Kalman filter is proposed considering both correlated/white measurements noise based on identified GPS error model. The performance of the proposed Kalman filtering method is verified via numerical simulation.

비선형 시스템을 위한 퍼지 칼만 필터 기법 (Fuzzy Kalman filtering for a nonlinear system)

  • 노선영;주영훈;박진배
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2007년도 춘계학술대회 학술발표 논문집 제17권 제1호
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    • pp.461-464
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    • 2007
  • In this paper, we propose a fuzzy Kalman filtering to deal with a estimation error covariance. The T-S fuzzy model structure is further rearranged to give a set of linear model using standard Kalman filter theory. And then, to minimize the estimation error covariance, which is inferred using the fuzzy system. It can be used to find the exact Kalman gain. We utilize the genetic algorithm for optimizing fuzzy system. The proposed state estimator is demonstrated on a truck-trailer.

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Modified Particle Filtering for Unstable Handheld Camera-Based Object Tracking

  • Lee, Seungwon;Hayes, Monson H.;Paik, Joonki
    • IEIE Transactions on Smart Processing and Computing
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    • 제1권2호
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    • pp.78-87
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    • 2012
  • In this paper, we address the tracking problem caused by camera motion and rolling shutter effects associated with CMOS sensors in consumer handheld cameras, such as mobile cameras, digital cameras, and digital camcorders. A modified particle filtering method is proposed for simultaneously tracking objects and compensating for the effects of camera motion. The proposed method uses an elastic registration algorithm (ER) that considers the global affine motion as well as the brightness and contrast between images, assuming that camera motion results in an affine transform of the image between two successive frames. By assuming that the camera motion is modeled globally by an affine transform, only the global affine model instead of the local model was considered. Only the brightness parameter was used in intensity variation. The contrast parameters used in the original ER algorithm were ignored because the change in illumination is small enough between temporally adjacent frames. The proposed particle filtering consists of the following four steps: (i) prediction step, (ii) compensating prediction state error based on camera motion estimation, (iii) update step and (iv) re-sampling step. A larger number of particles are needed when camera motion generates a prediction state error of an object at the prediction step. The proposed method robustly tracks the object of interest by compensating for the prediction state error using the affine motion model estimated from ER. Experimental results show that the proposed method outperforms the conventional particle filter, and can track moving objects robustly in consumer handheld imaging devices.

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UTIS 구간통행속도 이상치 제거 알고리즘 (Error Filtering Algorithm for Accurate Travel Speed Measurement Using UTIS)

  • 기용걸;안계형;김은정;정준하;배광수;이철기
    • 한국ITS학회 논문지
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    • 제9권6호
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    • pp.33-42
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    • 2010
  • 구간통행속도는 도로의 교통상황을 나타내는 중요한 지표이며, UTIS(Urban Traffic Information System)는 도로의 구간 통행속도를 측정하여 제공하는 대표적인 구간속도 측정시스템이다. 시험운영 결과, 프로브 차량의 불규칙한 주행궤적, 무선통신 장치의 통신범위 등의 요인으로 UTIS 산출 속도의 신뢰도가 저하되는 현상이 일부 나타나고 있다. 본 논문에서는 이러한 오차를 줄이기 위해 UTIS에 포함된 이상치를 제거하는 알고리즘을 제안하였다. 제안된 알고리즘을 적용하여 현장실험을 실시한 결과 새로운 이상치 제거 알고리즘이 속도 측정값들 오차백분율의 분산을 기존 알고리즘보다 2배 이상 줄여주는 것으로 분석되었다. 이는 새로운 알고리즘이 이상치를 적절히 처리하여 구간통행속도 산출 정확도를 높여줌을 나타낸다.

Sliding Window Filtering for Ground Moving Targets with Cross-Correlated Sensor Noises

  • Song, Il Young;Song, Jin Mo;Jeong, Woong Ji;Gong, Myoung Sool
    • 센서학회지
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    • 제28권3호
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    • pp.146-151
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    • 2019
  • This paper reports a sliding window filtering approach for ground moving targets with cross-correlated sensor noise and uncertainty. In addition, the effect of uncertain parameters during a tracking error on the model performance is considered. A distributed fusion sliding window filter is also proposed. The distributed fusion filtering algorithm represents the optimal linear combination of local filters under the minimum mean-square error criterion. The derivation of the error cross-covariances between the local sliding window filters is the key to the proposed method. Simulation results of the motion of the ground moving target a demonstrate high accuracy and computational efficiency of the distributed fusion sliding window filter.

이산 비선형 시스템에 대한 유한 임펄스 응답 고정 시간 지연 평활기 (A Finite Impulse Response Fixed-lag Smoother for Discrete-time Nonlinear Systems)

  • 권보규;한세경;한수희
    • 제어로봇시스템학회논문지
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    • 제21권9호
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    • pp.807-810
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    • 2015
  • In this paper, a finite impulse response(FIR) fixed-lag smoother is proposed for discrete-time nonlinear systems. If the actual state trajectory is sufficiently close to the nominal state trajectory, the nonlinear system model can be divided into two parts: The error-state model and the nominal model. The error state can be estimated by adapting the optimal time-varying FIR smoother to the error-state model, and the nominal state can be obtained directly from the nominal trajectory model. Moreover, in order to obtain more robust estimates, the linearization errors are considered as a linear function of the estimation errors. Since the proposed estimator has an FIR structure, the proposed smoother can be expected to have better estimation performance than the IIR-structured estimators in terms of robustness and fast convergence. Additionally the proposed method can give a more general solution than the optimal FIR filtering approach, since the optimal FIR smoother is reduced to the optimal FIR filter by setting the fixed-lag size as zero. To illustrate the performance of the proposed method, simulation results are presented by comparing the method with an optimal FIR filtering approach and linearized Kalman filter.

Filtering of Filter-Bank Energies for Robust Speech Recognition

  • Jung, Ho-Young
    • ETRI Journal
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    • 제26권3호
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    • pp.273-276
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    • 2004
  • We propose a novel feature processing technique which can provide a cepstral liftering effect in the log-spectral domain. Cepstral liftering aims at the equalization of variance of cepstral coefficients for the distance-based speech recognizer, and as a result, provides the robustness for additive noise and speaker variability. However, in the popular hidden Markov model based framework, cepstral liftering has no effect in recognition performance. We derive a filtering method in log-spectral domain corresponding to the cepstral liftering. The proposed method performs a high-pass filtering based on the decorrelation of filter-bank energies. We show that in noisy speech recognition, the proposed method reduces the error rate by 52.7% to conventional feature.

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Fuzzy H$\infty$ Filtering for Nonlinear Systems with Time-Varying Delayed States

  • Lee, Kap-Rai;Lee, Jang-Sik;Oh, Do-Chang;Park, Hong-Bae
    • Transactions on Control, Automation and Systems Engineering
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    • 제1권2호
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    • pp.99-105
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    • 1999
  • This paper presents a fuzzy H$\infty$ filtering problem for a class of uncertain nonlinear systems with time-varying delayed states and unknown inital state on the basis of Takagi-Sugeno(T-S) fuzzy model. The nonlinear systems are represented by T-S fuzzy models, and the fuzzy control systems utilize the concept of the so-called parallel distributed compensation. Using a single quadraic Lyapunov function, the stability and L2 gain performance from the noise signals to the estimation error are discussed. Sufficient conditions for the existence of fuzzy H$\infty$ filters are given in terms of linear matrix inequalities (LMIs). The filtering gains can also be directly obtained from the solutions of LMIs.

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