• 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.

• Proceedings of the KIEE Conference
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• 2003.07d
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• pp.2615-2617
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• 2003

The Kalman filter is a recursive Linear Estimator for the linear dynamic systems(LDS) affected by two different noises called process noise and measurement noise both of which are uncorrelated white. The Expectation Maximization(EM) algorithm is employed in this paper as a preprocessor to reinforce the effectiveness of Kalman estimator. Particularly, we focus on the relation between Kalman filter and EM algorithm in the LDS. In this paper, we propose a new algorithm to improve the performance on the parameter estimation via EM algorithm, which improves the overall process of Kalman filtering. Since Kalman filter algorithm not only needs the system parameters but also is very sensitive the initial state conditions, the initial conditions decided through EM turns out to be very effective. In experiments, the computer simulation results ate provided to demonstrate the superiority of the proposed algorithm.

• Proceedings of the KIEE Conference
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• 2004.11c
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• pp.349-351
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• 2004

The classical dynamic backpropagation learning algorithm has the problems of learning speed and the determine of learning parameter. The Extend Kalman Filter(EKF) is used effectively for a state estimation method for a non linear dynamic system. This paper presents a learning algorithm using Dual Extended Kalman Filter(DEKF) for Fully Recurrent Neural Network(FRNN). This DEKF learning algorithm gives the minimum variance estimate of the weights and the hidden outputs. The proposed DEKF learning algorithm is applied to the system identification of a nonlinear SISO system and compared with dynamic backpropagation learning algorithm.

• International Journal of Aeronautical and Space Sciences
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• v.11 no.2
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• pp.80-86
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• 2010

We propose a spacecraft attitude estimation algorithm using a federated unscented Kalman filter. For nonlinear spacecraft systems, the unscented Kalman filter provides better performance than the extended Kalman filter. Also, the decentralized scheme in the federated configuration makes a robust system because a sensor fault can be easily detected and isolated by the fault detection and isolation algorithm through a sensitivity factor. Using the proposed algorithm, the spacecraft can continuously perform a given mission despite navigation sensor faults. Numerical simulation is performed to verify the performance of the proposed attitude estimation algorithm.

• Journal of the Korea Institute of Military Science and Technology
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• v.9 no.3
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• pp.132-140
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• 2006

In this paper, a new fault detection method for the extended Kalman filter, which uses a N-step predictor, is proposed. The N-step predictor performs the only time propagations for N-step intervals without measurement updates and its output is used as a monitoring signal for the fault detection. A consistency between the extended Kalman filter and the N-step predictor is tested to detect a fault. A test statistic is defined by the difference between the extended Kalman filter and the N-step predictor. The proposed method is applied to strapdown inertial navigation system (SDINS). By computer simulation, it is shown that the proposed method detects a fault effectively.

• Journal of Environmental Science International
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• v.16 no.12
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• pp.1319-1324
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• 2007

A tank model in conjunction with Kalman filter is developed for prediction of sediment yield from an upland watershed in Northwestern Mississippi. The state vector of the system model represents the parameters of the tank model. The initial values of the state vector were estimated by trial and error. The sediment yield of each tank is computed by multiplying the total sediment yield by the sediment yield coefficient. The sediment concentration of the first tank is computed from its storage and the sediment concentration distribution(SCD); the sediment concentration of the next lower tank is obtained by its storage and the sediment infiltration of the upper tank; and so on. The sediment yield computed by the tank model using Kalman filter was in good agreement with the observed sediment yield and was more accurate than the sediment yield computed by the tank model.

• Journal of information and communication convergence engineering
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• v.8 no.3
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• pp.267-272
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• 2010

For the last decade, recurrent neural networks (RNNs) have been commonly applied to communications channel equalization. The major problems of gradient-based learning techniques, employed to train recurrent neural networks are slow convergence rates and long training sequences. In high-speed communications system, short training symbols and fast convergence speed are essentially required. In this paper, the derivative-free Kalman filter, so called the unscented Kalman filter (UKF), for training a fully connected RNN is presented in a state-space formulation of the system. The main features of the proposed recurrent neural equalizer are fast convergence speed and good performance using relatively short training symbols without the derivative computation. Through experiments of nonlinear channel equalization, the performance of the RNN with a derivative-free Kalman filter is evaluated.

• Journal of Power Electronics
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• v.17 no.1
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• pp.190-199
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• 2017

In this paper, a predictive direct power control (DPC) method based on a Kalman filter is presented for three-phase pulse-width modulation (PWM) rectifiers to improve the performance of rectifiers with source voltages that are distorted with harmonic components. This method can eliminate the most significant harmonic components of the source voltage using a Kalman filter algorithm. In the process of predicting the future real and reactive power to select an optimal voltage vector in the predictive DPC, the proposed method utilizes source voltages filtered by a Kalman filter, which can mitigate the adverse effects of distorted source voltages on control performance. As a result, the quality of the source currents synthesized using the PWM rectifier is improved, and the total harmonic distortion (THD) values are reduced, even under distorted source voltages.

• Proceedings of the IEEK Conference
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• 2009.05a
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• pp.187-189
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• 2009

Position estimation in indoor is significant problem, because GPS which is usually used for outdoor positioning cannot be utilized to indoor positioning. Sensor network can be a solution for the positioning. Recently, chirp spread spectrum(CSS) specified in IEEE 802.15.4a provides an ability of ranging. Based on the results of the ranging, a position of a CSS node can be calculated by using trilateration. In this case, Kalman filter can be applied to the trilateration because of the measurement noise. In this paper, we apply the unscented Kalman filter for the trilateration. The trilateration can be represented to a nonlinear state space equation, and the unscented Kalman filter is suitable for nonlinear state space equation. Through the experimental results. we show the accuracy of the estimated position.

• Journal of Advanced Navigation Technology
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• v.11 no.2
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• pp.146-153
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• 2007

Autonomous unmanned vehicle is able to find the path and the way point by itself. For the more precise navigation performance, Extended kalman filter, which is integrated with inertial navigation system and global positioning system is proposed in this paper. Extended kalman filter's performance is evaluated by the simulation and applied to the unmanned vehicle. The test result shows the effectiveness of extended kalman filter for the navigation.