• Title/Summary/Keyword: KF(Kalman Filter)

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Improved Kalman filter with unknown inputs based on data fusion of partial acceleration and displacement measurements

  • Liu, Lijun;Zhu, Jiajia;Su, Ying;Lei, Ying
    • Smart Structures and Systems
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    • v.17 no.6
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    • pp.903-915
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    • 2016
  • The classical Kalman filter (KF) provides a practical and efficient state estimation approach for structural identification and vibration control. However, the classical KF approach is applicable only when external inputs are assumed known. Over the years, some approaches based on Kalman filter with unknown inputs (KF-UI) have been presented. However, these approaches based solely on acceleration measurements are inherently unstable which leads poor tracking and so-called drifts in the estimated unknown inputs and structural displacement in the presence of measurement noises. Either on-line regularization schemes or post signal processing is required to treat the drifts in the identification results, which prohibits the real-time identification of joint structural state and unknown inputs. In this paper, it is aimed to extend the classical KF approach to circumvent the above limitation for real time joint estimation of structural states and the unknown inputs. Based on the scheme of the classical KF, analytical recursive solutions of an improved Kalman filter with unknown excitations (KF-UI) are derived and presented. Moreover, data fusion of partially measured displacement and acceleration responses is used to prevent in real time the so-called drifts in the estimated structural state vector and unknown external inputs. The effectiveness and performance of the proposed approach are demonstrated by some numerical examples.

Data fusion based improved Kalman filter with unknown inputs and without collocated acceleration measurements

  • Lei, Ying;Luo, Sujuan;Su, Ying
    • Smart Structures and Systems
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    • v.18 no.3
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    • pp.375-387
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    • 2016
  • The classical Kalman filter (KF) can provide effective state estimation for structural identification and vibration control, but it is applicable only when external inputs are measured. So far, some studies of Kalman filter with unknown inputs (KF-UI) have been proposed. However, previous KF-UI approaches based solely on acceleration measurements are inherently unstable which leads to poor tracking and fictitious drifts in the identified structural displacements and unknown inputs in the presence of measurement noises. Moreover, it is necessary to have the measurements of acceleration responses at the locations where unknown inputs applied, i.e., with collocated acceleration measurements in these approaches. In this paper, it aims to extend the classical KF approach to circumvent the above limitations for general real time estimation of structural state and unknown inputs without using collocated acceleration measurements. Based on the scheme of the classical KF, an improved Kalman filter with unknown excitations (KF-UI) and without collocated acceleration measurements is derived. Then, data fusion of acceleration and displacement or strain measurements is used to prevent the drifts in the identified structural state and unknown inputs in real time. Such algorithm is not available in the literature. Some numerical examples are used to demonstrate the effectiveness of the proposed approach.

Optimization Method of Kalman Filter Parameters Based on Genetic Algorithm for Improvement of Indoor Positioning Accuracy of BLE Beacon (BLE Beacon의 실내 측위 정확도 향상을 위한 Genetic Algorithm 기반 Kalman Filter Parameters 최적화 방법)

  • Kim, Seong-Chang;Kim, Jin-Ho
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.25 no.11
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    • pp.1551-1558
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    • 2021
  • Beacon signals used in indoor positioning system are reflected and distorted, resulting in noise signals. KF(Kalman Filter) has been widely used to remove this noise. In order to apply the KF, optimization process considering the signal type, signal strength, and environmental elements of each product is required. In this paper, we propose a solution to the optimization problem of KF Parameters using GA(Genetic Algorithm) in BLE(Bluetooth Low Energy) Beacon-based indoor positioning system. After optimizing KF Parameters by applying the proposed technique with a certain distance between Beacon and receiver, we compared the estimated distance passed through KF with the unfiltered distance. The proposed technique is expected to reduce the time required and improve accuracy of KF Parameters optimization in an indoor positioning system based on RSSI (Received Signal Strength Indication).

Uncertainty quantification for structural health monitoring applications

  • Nasr, Dana E.;Slika, Wael G.;Saad, George A.
    • Smart Structures and Systems
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    • v.22 no.4
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    • pp.399-411
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    • 2018
  • The difficulty in modeling complex nonlinear structures lies in the presence of significant sources of uncertainties mainly attributed to sudden changes in the structure's behavior caused by regular aging factors or extreme events. Quantifying these uncertainties and accurately representing them within the complex mathematical framework of Structural Health Monitoring (SHM) are significantly essential for system identification and damage detection purposes. This study highlights the importance of uncertainty quantification in SHM frameworks, and presents a comparative analysis between intrusive and non-intrusive techniques in quantifying uncertainties for SHM purposes through two different variations of the Kalman Filter (KF) method, the Ensemble Kalman filter (EnKF) and the Polynomial Chaos Kalman Filter (PCKF). The comparative analysis is based on a numerical example that consists of a four degrees-of-freedom (DOF) system, comprising Bouc-Wen hysteretic behavior and subjected to El-Centro earthquake excitation. The comparison is based on the ability of each technique to quantify the different sources of uncertainty for SHM purposes and to accurately approximate the system state and parameters when compared to the true state with the least computational burden. While the results show that both filters are able to locate the damage in space and time and to accurately estimate the system responses and unknown parameters, the computational cost of PCKF is shown to be less than that of EnKF for a similar level of numerical accuracy.

Small Area Estimation of Unemplyoment Using Kalman Filter Method (KALMAN FILTER기법을 이용한 실업자 수의 소지역 추정)

  • 양영춘;이상은;신민웅
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.239-246
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    • 2003
  • In small area estimation, Best Linear Unbaised Predictor(BLUP) can be directly implicated ,specially, in use of the time series estimation. If there are correlations between observations and error terms over the time, Kalman Filter method can be used. Therefore, using kalman Filtering technique small area estimation of total of unemployments are estimated by BLUP. And for the example of this study, Economic Active Population Survey data were used.

A Sequential Orientation Kalman Filter for AHRS Limiting Effects of Magnetic Disturbance to Heading Estimation

  • Lee, Jung Keun;Choi, Mi Jin
    • Journal of Electrical Engineering and Technology
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    • v.12 no.4
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    • pp.1675-1682
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    • 2017
  • This paper deals with three dimensional orientation estimation algorithm for an attitude and heading reference system (AHRS) based on nine-axis inertial/magnetic sensor signals. In terms of the orientation estimation based on the use of a Kalman filter (KF), the quaternion is arguably the most popular orientation representation. However, one critical drawback in the quaternion representation is that undesirable magnetic disturbances affect not only yaw estimation but also roll and pitch estimations. In this paper, a sequential direction cosine matrix-based orientation KF for AHRS has been presented. The proposed algorithm uses two linear KFs, consisting of an attitude KF followed by a heading KF. In the latter, the direction of the local magnetic field vector is projected onto the heading axis of the inertial frame by considering the dip angle, which can be determined after the attitude KF. Owing to the sequential KF structure, the effects of even extreme magnetic disturbances are limited to the roll and pitch estimations, without any additional decoupling process. This overcomes an inherent issue in quaternion-based estimation algorithms. Validation test results show that the proposed method outperforms other comparison methods in terms of the yaw estimation accuracy during perturbations and in terms of the recovery speed.

Federated Information Mode-Matched Filters in ACC Environment

  • Kim Yong-Shik;Hong Keum-Shik
    • International Journal of Control, Automation, and Systems
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    • v.3 no.2
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    • pp.173-182
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    • 2005
  • In this paper, a target tracking algorithm for tracking maneuvering vehicles is presented. The overall algorithm belongs to the category of an interacting multiple-model (IMM) algorithm used to detect multiple targets using fused information from multiple sensors. First, two kinematic models are derived: a constant velocity model for linear motions, and a constant-speed turn model for curvilinear motions. Fpr the constant-speed turn model, a nonlinear information filter is used in place of the extended Kalman filter. Being equivalent to the Kalman filter (KF) algebraically, the information filter is extended to N-sensor distributed dynamic systems. The model-matched filter used in multi-sensor environments takes the form of a federated nonlinear information filter. In multi-sensor environments, the information-based filter is easier to decentralize, initialize, and fuse than a KF-based filter. In this paper, the structural features and information sharing principle of the federated information filter are discussed. The performance of the suggested algorithm using a Monte Carlo simulation under the two patterns is evaluated.

Performance Analysis of Compensation Algorithm for Localization Using the Equivalent Distance Rate and the Kalman Filter (균등거리비율 및 칼만필터를 이용한 위치인식 보정 알고리즘의 성능분석)

  • Kwon, Seong-Ki;Lee, Dong-Myung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37 no.5B
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    • pp.370-376
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    • 2012
  • The CSS(Chirp Spread Spectrum) technology is used for developing various WPAN(Wireless Personal Area Network) application fields in general, and it can be adapted to implement localization systems especially using SDS-TWR(Symmetric Double Sided - Two Way Ranging). But the ranging errors are occurred in many practical applications due to some interferences by some experiments. Thus, the compensation algorithm for localization is required for developing localization applications. The suggested compensation algorithm that is named KF_EDR(Kalman Filter and Equivalent Distance Rate) for localization in order to reduce the ranging errors is suggested in this paper. The KF_EDR compensation algorithm for localization is mainly composed of the AEDR(Algorithm of Equivalent Distance Rate) and the Kalman Filter. It is confirmed that the improved error ratio of the KF_EDR are 10.5% and 4.2% compared with the AEDR algorithm in lobby and stadium. From the results, it is analyzed that the KF_EDR can be widely used for some localization system in ubiquitous society.

An improved Kalman filter for joint estimation of structural states and unknown loadings

  • He, Jia;Zhang, Xiaoxiong;Dai, Naxin
    • Smart Structures and Systems
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    • v.24 no.2
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    • pp.209-221
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    • 2019
  • The classical Kalman filter (KF) provides a practical and efficient way for state estimation. It is, however, not applicable when the external excitations applied to the structures are unknown. Moreover, it is known the classical KF is only suitable for linear systems and can't handle the nonlinear cases. The aim of this paper is to extend the classical KF approach to circumvent the aforementioned limitations for the joint estimation of structural states and the unknown inputs. On the basis of the scheme of the classical KF, analytical recursive solution of an improved KF approach is derived and presented. A revised form of observation equation is obtained basing on a projection matrix. The structural states and the unknown inputs are then simultaneously estimated with limited measurements in linear or nonlinear systems. The efficiency and accuracy of the proposed approach is verified via a five-story shear building, a simply supported beam, and three sorts of nonlinear hysteretic structures. The shaking table tests of a five-story building structure are also employed for the validation of the robustness of the proposed approach. Numerical and experimental results show that the proposed approach can not only satisfactorily estimate structural states, but also identify unknown loadings with acceptable accuracy for both linear and nonlinear systems.

A SOC Estimation using Kalman Filter for Lithium-Polymer Battery (칼만 필터를 이용한 리튬-폴리머 배터리의 SOC 추정)

  • Jang, Ki-Wook;Chung, Gyo-Bum
    • The Transactions of the Korean Institute of Power Electronics
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    • v.17 no.3
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    • pp.222-229
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    • 2012
  • The SOC estimation method based on Kalman Filter(KF) requires the accurate battery model to express the electrical characteristics of the battery. However, the performance of KF SOC estimator can hardly be improved because of the nonlinear characteristic of the battery. This paper proposes the new KF SOC estimator of Lithium-Polymer Battery(LiPB), which considers the variation of parameters based on the hysteresis effect, the magnitude of SOC, the charging/discharging mode and the on/off load conditions. The proposed SOC estimation method is verified with the PSIM simulation combined the experimental data of the LiPB.