• Title/Summary/Keyword: Kalman Filter Model

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A Linear Reservoir Model with Kslman Filter in River Basin (Kalman Filter 이론에 의한 하천유역의 선형저수지 모델)

  • 이영화
    • Journal of Environmental Science International
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    • v.3 no.4
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    • pp.349-356
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    • 1994
  • The purpose of this study is to develop a linear reservoir model with Kalman filter using Kalman filter theory which removes a physical uncertainty of :ainfall-runoff process. A linear reservoir model, which is the basic model of Kalman filter, is used to calculate runoff from rainfall in river basin. A linear reservoir model with Kalman filter is composed of a state-space model using a system model and a observation model. The state-vector of system model in linear. The average value of the ordinate of IUH for a linear reservoir model with Kalman filter is used as the initial value of state-vector. A .linear reservoir model with Kalman filter shows better results than those by linear reserevoir model, and decreases a physical uncertainty of rainfall-runoff process in river basin.

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A Study on the Kalman Filter ; AR Model (자기회귀 모형에 대한 Kalman Filter 적용에 관한 연구)

  • 신용백;윤상원;윤석환;변화성
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.16 no.28
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    • pp.31-37
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    • 1993
  • Box-Jenkins models have some important limitations to the procedure : (a) They require a great deal of time, efforts and expertise for the model identification. (b) They require an extensive amount of past observations to identify an acceptable model. (c) The model selected is a constant model in time. Therefore, the Kalman Filter is recommended as a technique to overcome the three problems mentioned above. The research reported here uses the Kalman Filter algorithm to propose Kalman-AR(p) model. The data analysis shows that the Kalman-AR(p) model proposed can be used to resolve the problems of Box-Jenkins AR(p)model. It is seen that the Kalman Filter has great potentials for real-time industrial applications.

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Robust Wavelet Kalman Filter

  • Lee, Taehoon;Park, Jinbae;Taesung Yoon
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.39.3-39
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    • 2001
  • Since Kalman filter and wavelet transform techniques are both suitable for a nonstationary process, wavelet-Kalman filter was proposed and applied to various industrial fields. However, the wavelet-Kalman filter subjected to model uncertainty with nonstationary process has not been considered. Thus, the robust wavelet-Kalman filter method is proposed in this paper. The proposed method can prevent the degradation of filter performance when parameter uncertainty exists in both the state and measurement matrices and preserve the merits of the standard Kalman filter in the sense that it produces optimal estimates. A simple example shows that the proposed approach outperforms the standard Kalman filter and the nominal wavelet-Kalman filter.

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Parallel Reduced-Order Square-Root Unscented Kalman Filter for State Estimation of Sensorless Permanent-Magnet Synchronous Motor (센서리스 영구자석 동기전동기의 상태 추정을 위한 병렬 축소 차수 제곱근 무향 칼만 필터)

  • Moon, Cheol;Kwon, Young-Ahn
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.65 no.6
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    • pp.1019-1025
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    • 2016
  • This paper proposes a parallel reduced-order square-root unscented Kalman filter for state estimation of a sensorless permanent-magnet synchronous motor. The appearance of an unscented Kalman filter is caused by the linearization process error between a real system and classical Kalman model. The unscented transformation can make a more accurate Kalman model. However, the complexity is its main drawback. This paper investigates the design and implementation of the proposed filter with Potter and Carlson square-root form. The proposed parallel reduced-order square-root unscented Kalman filter reduces memory and code size, and improves numerical computation. And the performance is not significantly different from the unscented Kalman filter. The experimentation is performed for the verification of the proposed filter.

Localization on WSN Using Fuzzy Model and Kalman Filter (퍼지 모델링과 칼만 필터를 이용한 WSN에서의 위치 측정)

  • Kim, Jong-Seon;Joo, Young-Hoon
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.10
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    • pp.2047-2051
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    • 2009
  • In this paper, we propose the localization method on WSN(Wireless Sensor Network) using fuzzy model and Kalman filter. The proposed method is as follows: First, we estimate the distance of RSSI(Receive Signal Strength Index) by using fuzzy model in order to minimize the distance error. Second, we use a triangulation measurement for estimating the localization. And then, we minimize the localization error using a Kalman filter. Finally, we show the effectiveness and feasibility of the proposed method through some experiments.

Tank Model using Kalman Filter for Sediment Yield (유사량산정을 위한 Kalman filter를 이용한 탱크모델)

  • Lee, Yeong-Hwa
    • 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.

Hierarchical image and Kalman filter-based active shape model for non-rigid object tracking (비정형 객체추적을 위한 계층적 영상과 Kalman Filter기반 능동형태모델)

  • 강진영;기현종;신정호;백준기
    • Proceedings of the IEEK Conference
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    • 2003.11a
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    • pp.445-448
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    • 2003
  • In this paper, we present a hierarchical approach of an enhanced active shape model for video tracking. Kalman filter is used. To estimate a dynamic shape in video object tracking. The experimental results show that the proposed hierarchical active shape model using Kalman filter is efficient.

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Hydraulic Model for Real Time Forecasting of Inundation Risk (실시간 범람위험도 예측을 위한 수리학적 모형의 개발)

  • Han, Geon-Yeon;Son, In-Ho;Lee, Jae-Yeong
    • Journal of Korea Water Resources Association
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    • v.33 no.3
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    • pp.331-340
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    • 2000
  • This study aims to develop a methodology of real time forecasting of mundation risk based on DAMBRK model and Kalman filter. The model is based on implicit, nonlinear finite difference approximatIons of the one-dimensional dynamic wave equations. The stochastic estimator uses on extended Kalman filter to provide optimal updating estimates. These are accomplished by combining the predictions of the determurustic model with real time observauons modified by the Kalman filter gain ractor. Inundation risks are also estimated by applying Monte Carlo simulation to consider the variability in cross section geometry and Manning's roughness coefficient. The model calibrated by applying to the floods ot South Han River on September, 1990 and August, 1995. The Kalman tilter model indicates that significant improvement compared to deteriministic analysis in flood routing predictions in the river. Overtopping risk of levee is also presented by comparing levee height with simulated flood level. level.

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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.

A Krein Space Approach for Robust Extended Kalman Filtering on Mobile Robots in the Presence of Uncertainties

  • Jin, Seung-Hee;Park, Jin-Bae
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.1771-1776
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    • 2003
  • In mobile robot navigation, one of the key problems is the pose estimation of the mobile robot. Although the odometry can be used to describe the motions of the mobile robots quite simple and accurately, the validities of the models are limited by a number of error sources contaminating the encoder outputs so that applying the conventional extended Kalman filter to these nominal model does not yield the satisfactory performance. As a remedy for this problem, we consider the uncertain nonlinear kinematic model of the mobile robot that contains the norm bounded uncertainties and also propose a new robust extended Kalman filter based on the Krein space approach. The proposed robust filter has the same recursive structure as the conventional extended Kalman filter and can hence be readily designed to effectively account for the uncertainties. The computer simulations will be given to verify the robustness against the parameter variation as well as the reliable performance of the proposed robust filter.

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