• Proceedings of the Korea Society for Industrial Systems Conference
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• 1998.10a
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• pp.757-764
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• 1998

본 논문에서는 Glover-Doyle의 H$\infty$ 설계기법을 이용하여 H$\infty$ 성능경계를 만족하는 Kalman 필터를 설계하는 방법을 제시한다. 제시한 방법을 사용하면, kalman 필터의 성능 강인성과 안정화 강인성 문제와의 관계를 설계변수의 설정으로 설계자가 적절하게 선택함으로써 구조적 불확실성에 대하여 비교적 강인한 H$\infty$ -norm Kalman 필터를 설계할 수 있도록 한다. 설계의 예를 통하여 H$\infty$ -norm Kalman 필터의 설게방법을 보이고, H2-norm Kalman 필터와 비교함으로써 제시된 방법이 특성을 보인다.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.40 no.2
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• pp.108-117
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• 2012

This paper focuses on a performance analysis of TRN among various nonlinear filtering methods. In a TRN research, extended Kalman filter(EKF) is a basic estimation algorithm. In this paper, iterated EKF(IEKF), EKF with stochastic linearization(SL), and unscented Kalman filter(UKF) algorithms are introduced to compare navigation performance with original EKF. In addition to introduced sequential filters, bank of Kalman filters method, which is one of the batch method, is also presented. Finally, by simulating an artificial aircraft mission, EKF with SL was chosen as the most consistent filter in the introduced sequential filters. Also, results suggested that the bank of Kalman filters can be alternative for TRN, when a fast convergence of navigation solution is needed.

• Journal of Advanced Navigation Technology
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• v.20 no.1
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• pp.53-58
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• 2016

In this paper, we propose a novel quadratic Kalman filter based object tracking algorithm using moving pictures. Quadratic Kalman filter, which is introduced recently, has not yet been applied to the problem of 3-dimensional (3-D) object tracking. Since the mapping of a position in 2-D moving pictures into a 3-D world involves non-linear transformation, appropriate algorithm must be chosen for object tracking. In this situation, the quadratic Kalman filter can achieve better accuracy than extended Kalman filter. Under the same conditions, we compare extended Kalman filter, unscented Kalman filter and sequential importance resampling particle filter together with the proposed scheme. In conculsion, the proposed scheme decreases the divergence rate by half compared with the scheme based on extended Kalman filter and improves the accuracy by about 1% in comparison with the one based on unscented Kalman filter.

• Proceedings of the Acoustical Society of Korea Conference
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• autumn
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• pp.201-204
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• 2000

음성신호에 섞인 잡음을 처리하기 위해서 단 일 마이크로폰을 이용한 방법이 많이 연구되고 있는데, 그 중에서 Kalman 필터를 이용한 방법은 먼저 음성신호의 모델을 검출하고 잡음이 섞인 신호에서 표준 Kalman 필터를 이용해서 음성신호 성분만을 검출하게 된다. 본 논문에서는 음성신호에 섞인 유색잡음을 백색화하는 방법을 적용하여 Kalman 필터의 잡음제거 성능을 향상시키는 방법을 제안하였다.

• Journal of the Korea Society for Simulation
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• v.27 no.3
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• pp.99-107
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• 2018

In this paper, we study target tracking in two dimensional space using a Extended Kalman filter(EKF), various Extended Kalman Filter and Cost-Reference Particle Filter(CRPF), which can effectively estimate the state values of nonlinear measurement equation. We introduce various Extended Kalman Filter which the Unscented Kalman Filter(UKF), the Central Difference Kalman Filter(CDKF), the Square Root Unscented Kalman Filter(SR-UKF), and the Central Difference Kalman Filter(SR-CDKF). In this study, we calculate Mean Square Error(MSE) of each filters using Monte-Carlo simulation with unknown noise statistics. Simulation results show that among the various of Extended Kalman filter, Square Root Central Difference Kalman Filter has the best results in terms of speed and performance. And, the Cost-Reference Particle Filter has an advantageous feature that it does not need to know the noise distribution differently from Extended Kalman Filter, and the simulation result shows that the excellent in term of processing speed and accuracy.

• Proceedings of the KIEE Conference
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• 1997.07b
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• pp.434-436
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• 1997

본 연구에서는 저속에서 발생하는 측정잡음에 대한 문제를 불규칙 확률시스템으로 고려하여 Kalman 필터를 관측자로서 사용하고 고속에서뿐만 아니라 저속에서의 위치와 속도 추정성능을 향상시키고자 한다. Kalman 필터는 확률적 외란을 포함하고 있는 동적시스템에 적용되는 최적상태 추정자이다. 또한 이 Kalman 필터는 외란을 가지는 이산형 실시간 동적 처리 시스템에서 최적의 미지 상태를 추정하기 위해 선형, 불편향, 그리고 최소 오차분산 회귀형 알고리즘을 제공한다. 또한, MRAS(Model Reference Adaptive System) 방법을 이용하여 모터와 부하에 대응되는 기계적 시정수를 동정한다. 이 방법은 기계적인 시정수가 알려지지 않은 시스템에 적용하여 위치와 속도의 추정을 가능하게 하기 위해서이다. 더욱이 동정의 결과를 이용하여 Kalman 필터 알고리즘에 적용한다.

• Journal of the Korean Association of Geographic Information Studies
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• v.13 no.2
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• pp.157-167
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• 2010

Unscented Kalman filter based backward filter is derived and the positions from extended Kalman filter, unscented Kalman filter, and extended Kalman smoother are compared and analyzed through a simulation test. Considering the poor GPS signal reception, the simulation is performed under the assumption of only the start and end points of the trajectory, composed of 4 curves and 5 straight sections in the area of $40m{\times}40m $, are known. The test shows that the smoothers generate much better positioning results of 8~9m improvement compared to those from the forward filters. For the comparison between the smoothers, the analysis is performed separately for the curves and straight segments. In both cases, the unscented Kalman smoother generates better positioning error; 10cm and 23cm improved positioning results in straight segment and curves, respectively.

• Proceedings of the Korean Society of Propulsion Engineers Conference
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• 2017.05a
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• pp.218-223
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• 2017

This paper deals with a fault diagnosis algorithm using the Kalman filter for a 75-ton Liquid Propellant Rocket Engine (LPRE). To design the Kalman filter, we linearized a non-linear simulation model of a 75-ton LPRE at an operating point, and checked the performance of the Kalman filter by comparing the measured values with estimated values of the states. Then, we artificially injected a fault of the turbopump efficiency into the simulation to confirm the performance of the fault diagnosis algorithm with the developed Kalman filter by comparing the variation of the residuals of the normal state with that of the fault cases.

• Journal of Advanced Marine Engineering and Technology
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• v.40 no.3
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• pp.217-222
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• 2016

This study investigates the design, analysis, and implementation of the square-root extended Kalman filter by using an algorithm derived by combining the Potter or Carlson algorithm with the modified Gram-Schmidt algorithm, for sensorless speed control of a permanent-magnet synchronous motor. The sensitivity of the Kalman filter to round-off errors is a well-known problem. A possible way to address this limitation is by combining the square-root concept and Kalman filter that can improve the numerical performance and solve instability-related problems such as divergence. This paper presents the design and analysis of the implementation of such a square-root extended Kalman filter. To demonstrate the performance of the proposed filter, experimental results under several operating conditions, such as high and low speeds, reversal rotation, detuned parameters and load test, have been analyzed. Further, code sizes and operation times have been compared. Experimental results establish the performance of the proposed square-root extended Kalman filter-based estimation technique for sensorless speed control of a permanent-magnet synchronous motor.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.12 no.4
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• pp.76-86
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• 2013

As the basic Kalman filter is limited to be used for indoor navigation, and particle filters incur serious computational overhead, especially in mobile devices, we propose an adaptive hybrid filter for WiFi-based indoor positioning systems. The hybrid filter utilizes the same prediction framework of the basic Kalman filter, and it adopts the notion of particle filters only using a small number of particles. Restricting the predicts of a moving object to a small number of particles on a way network and substituting a dynamic weighting scheme for Kalman gain are the key features of the filter. The adaptive hybrid filter showed significantly better accuracy than the basic Kalman filter did, and it showed greatly improved performance in processing time and slightly better accuracy compared with a particle filter.