• Title/Summary/Keyword: Extended Kalman filter training

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Comparison of EKF and UKF on Training the Artificial Neural Network

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.499-506
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    • 2004
  • The Unscented Kalman Filter is known to outperform the Extended Kalman Filter for the nonlinear state estimation with a significance advantage that it does not require the computation of Jacobian but EKF has a competitive advantage to the UKF on the performance time. We compare both algorithms on training the artificial neural network. The validation data set is used to estimate parameters which are supposed to result in better fitting for the test data set. Experimental results are presented which indicate the performance of both algorithms.

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Equalization of Time-Varying Channels using a Recurrent Neural Network Trained with Kalman Filters (칼만필터로 훈련되는 순환신경망을 이용한 시변채널 등화)

  • 최종수;권오신
    • Journal of Institute of Control, Robotics and Systems
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    • v.9 no.11
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    • pp.917-924
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    • 2003
  • Recurrent neural networks have been successfully applied to communications channel equalization. Major disadvantages of gradient-based learning algorithms commonly employed to train recurrent neural networks are slow convergence rates and long training sequences required for satisfactory performance. In a high-speed communications system, fast convergence speed and short training symbols are essential. We propose decision feedback equalizers using a recurrent neural network trained with Kalman filtering algorithms. The main features of the proposed recurrent neural equalizers, utilizing extended Kalman filter (EKF) and unscented Kalman filter (UKF), are fast convergence rates and good performance using relatively short training symbols. Experimental results for two time-varying channels are presented to evaluate the performance of the proposed approaches over a conventional recurrent neural equalizer.

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

  • Kwon, Oh-Shin
    • Proceedings of the KIEE Conference
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    • 2007.04a
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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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A MODIFIED EXTENDED KALMAN FILTER METHOD FOR MULTI-LAYERED NEURAL NETWORK TRAINING

  • KIM, KYUNGSUP;WON, YOOJAE
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.22 no.2
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    • pp.115-123
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    • 2018
  • This paper discusses extended Kalman filter method for solving learning problems of multilayered neural networks. A lot of learning algorithms for deep layered network are sincerely suffered from complex computation and slow convergence because of a very large number of free parameters. We consider an efficient learning algorithm for deep neural network. Extended Kalman filter method is applied to parameter estimation of neural network to improve convergence and computation complexity. We discuss how an efficient algorithm should be developed for neural network learning by using Extended Kalman filter.

Modeling of Heliostat Sun Tracking Error Using Multilayered Neural Network Trained by the Extended Kalman Filter (확장칼만필터에 의하여 학습된 다층뉴럴네트워크를 이용한 헬리오스타트 태양추적오차의 모델링)

  • Lee, Sang-Eun;Park, Young-Chil
    • Journal of Institute of Control, Robotics and Systems
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    • v.16 no.7
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    • pp.711-719
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    • 2010
  • Heliostat, as a concentrator reflecting the incident solar energy to the receiver located at the tower, is the most important system in the tower-type solar thermal power plant, since it determines the efficiency and performance of solar thermal plower plant. Thus, a good sun tracking ability as well as its good optical property are required. In this paper, we propose a method to compensate the heliostat sun tracking error. We first model the sun tracking error, which could be measured using BCS (Beam Characterization System), by multilayered neural network. Then the extended Kalman filter was employed to train the neural network. Finally the model is used to compensate the sun tracking errors. Simulated result shows that the method proposed in this paper improve the heliostat sun tracking performance dramatically. It also shows that the training of neural network by the extended Kalman filter provides faster convergence property, more accurate estimation and higher measurement noise rejection ability compared with the other training methods like gradient descent method.

Training Algorithm of Recurrent Neural Network Using a Sigma Point for Equalization of Channels (시그마 포인트를 이용한 채널 등화용 순환신경망 훈련 알고리즘)

  • Kwon, Oh-Shin
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.11 no.4
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    • pp.826-832
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    • 2007
  • A recurrent neural network has been frequently used in equalizing the channel for fast communication systems. The existing techniques, however, have mainly dealt with time-invariant chamois. The modern environments of communication systems such as mobile ones have the time-varying feature due to fading. In this paper, powerful decision feedback - recurrent neural network is used as channel equalizer for nonlinear and time-varying system, and two kinds of algorithms, such as extended Kalman filter (EKF) and sigma-point Kalman filter (SPKF), are proposed; EKF is for fast convergence and good tracing function, and SPKF for overcoming the problems which can be developed during the process of first linearization for nonlinear system EKF.

Prediction Performance of Hybrid Least Square Support Vector Machine with First Principle Knowledge (First Principle을 결합한 최소제곱 Support Vector Machine의 예측 능력)

  • 김병주;심주용;황창하;김일곤
    • Journal of KIISE:Software and Applications
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    • v.30 no.7_8
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    • pp.744-751
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    • 2003
  • A hybrid least square Support Vector Machine combined with First Principle(FP) knowledge is proposed. We compare hybrid least square Support Vector Machine(HLS-SVM) with early proposed models such as Hybrid Neural Network(HNN) and HNN with Extended Kalman Filter(HNN-EKF). In the training and validation stage HLS-SVM shows similar performance with HNN-EKF but better than HNN, whereas, in the testing stage, it shows three times better than HNN-EKF, hundred times better than HNN model.

Experimental and numerical study of autopilot using Extended Kalman Filter trained neural networks for surface vessels

  • Wang, Yuanyuan;Chai, Shuhong;Nguyen, Hung Duc
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.12 no.1
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    • pp.314-324
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    • 2020
  • Due to the nonlinearity and environmental uncertainties, the design of the ship's steering controller is a long-term challenge. The purpose of this study is to design an intelligent autopilot based on Extended Kalman Filter (EKF) trained Radial Basis Function Neural Network (RBFNN) control algorithm. The newly developed free running model scaled surface vessel was employed to execute the motion control experiments. After describing the design of the EKF trained RBFNN autopilot, the performances of the proposed control system were investigated by conducting experiments using the physical model on lake and simulations using the corresponding mathematical model. The results demonstrate that the developed control system is feasible to be used for the ship's motion control in the presences of environmental disturbances. Moreover, in comparison with the Back-Propagation (BP) neural networks and Proportional-Derivative (PD) based control methods, the EKF RBFNN based control method shows better performance regarding course keeping and trajectory tracking.

A Neural Network and Kalman Filter Hybrid Approach for GPS/INS Integration

  • Wang, Jianguo Jack;Wang, Jinling;Sinclair, David;Watts, Leo
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.277-282
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    • 2006
  • It is well known that Kalman filtering is an optimal real-time data fusion method for GPS/INS integration. However, it has some limitations in terms of stability, adaptability and observability. A Kalman filter can perform optimally only when its dynamic model is correctly defined and the noise statistics for the measurement and process are completely known. It is found that estimated Kalman filter states could be influenced by several factors, including vehicle dynamic variations, filter tuning results, and environment changes, etc., which are difficult to model. Neural networks can map input-output relationships without apriori knowledge about them; hence a proper designed neural network is capable of learning and extracting these complex relationships with enough training. This paper presents a GPS/INS integrated system that combines Kalman filtering and neural network algorithms to improve navigation solutions during GPS outages. An Extended Kalman filter estimates INS measurement errors, plus position, velocity and attitude errors etc. Kalman filter states, and gives precise navigation solutions while GPS signals are available. At the same time, a multi-layer neural network is trained to map the vehicle dynamics with corresponding Kalman filter states, at the same rate of measurement update. After the output of the neural network meets a similarity threshold, it can be used to correct INS measurements when no GPS measurements are available. Selecting suitable inputs and outputs of the neural network is critical for this hybrid method. Detailed analysis unveils that some Kalman filter states are highly correlated with vehicle dynamic variations. The filter states that heavily impact system navigation solutions are selected as the neural network outputs. The principle of this hybrid method and the neural network design are presented. Field test data are processed to evaluate the performance of the proposed method.

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Wavelet Neural Network Based Generalized Predictive Control of Chaotic Systems Using EKF Training Algorithm

  • Kim, Kyung-Ju;Park, Jin-Bae;Choi, Yoon-Ho
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2521-2525
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    • 2005
  • In this paper, we presented a predictive control technique, which is based on wavelet neural network (WNN), for the control of chaotic systems whose precise mathematical models are not available. The WNN is motivated by both the multilayer feedforward neural network definition and wavelet decomposition. The wavelet theory improves the convergence of neural network. In order to design predictive controller effectively, the WNN is used as the predictor whose parameters are tuned by error between the output of actual plant and the output of WNN. Also the training method for the finding a good WNN model is the Extended Kalman algorithm which updates network parameters to converge to the reference signal during a few iterations. The benefit of EKF training method is that the WNN model can have better accuracy for the unknown plant. Finally, through computer simulations, we confirmed the performance of the proposed control method.

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