• Title/Summary/Keyword: Error filtering model

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A FILTERING FOR DISCRETE MARKET SYSTEM WITH UNKNOWN PARAMETERS

  • Choi, Won
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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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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A Study on the System Identification based on Neural Network for Modeling of 5.1. Engines (S.I. 엔진 모델링을 위한 신경회로망 기반의 시스템 식별에 관한 연구)

  • 윤마루;박승범;선우명호;이승종
    • Transactions of the Korean Society of Automotive Engineers
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    • v.10 no.5
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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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    • v.13 no.4
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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.

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

  • No, Seon-Yeong;Ju, Yeong-Hun;Park, Jin-Bae
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2007.04a
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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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    • v.1 no.2
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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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Error Filtering Algorithm for Accurate Travel Speed Measurement Using UTIS (UTIS 구간통행속도 이상치 제거 알고리즘)

  • Ki, Yong-Kul;Ahn, Gye-Hyeong;Kim, Eun-Jeong;Jeong, Jun-Ha;Bae, Kwang-Soo;Lee, Choul-Ki
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.9 no.6
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    • pp.33-42
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    • 2010
  • Travel speed is an important parameter in measurement of road traffic. UTIS(Urban Traffic Information System) was developed as a type of section detector. However, UTIS incur errors caused by irregular vehicle trajectories, wireless communication range and so on. This paper suggests a new model that use an error-filtering algorithm to improve the accuracy of travel speed measurements. In the field test, the variance of the percent errors measured by the new model was reduced. Therefore, it can be concluded that the proposed model significantly improves travel speed measuring accuracy.

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

  • Song, Il Young;Song, Jin Mo;Jeong, Woong Ji;Gong, Myoung Sool
    • Journal of Sensor Science and Technology
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    • v.28 no.3
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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.

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

  • Kwon, Bo-Kyu;Han, Sekyung;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.9
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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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    • v.26 no.3
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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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    • v.1 no.2
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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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