• Title/Summary/Keyword: Kalman filtering

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Extended Kalman Filtering for I.M.U. using MEMs Sensors (반도체 센서의 확장칼만필터를 이용한 자세추정)

  • Jeon, Yong-Ho
    • The Journal of the Korea institute of electronic communication sciences
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    • v.10 no.4
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    • pp.469-475
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    • 2015
  • This paper describes about the method for designing an extended Kalman filter to accurately measure the position of the spatial-phase system using a semiconductor sensor. Spatial position is expressed by the correlation of the rotated coordinate system attached to the body from the inertia coordinate system (a fixed coordinate system). To express the attitude, quaternion was adapted as a state variable, Then, the state changes were estimated from the input value which was measured in the gyro sensor. The observed data is the value obtained from the acceleration sensor. By matching between the measured value in the acceleration sensor and the predicted calculation value, the best variable was obtained. To increase the accuracy of estimation, designation of the extended Kalman filter was performed, which showed excellent ability to adjust the estimation period relative to the sensor property. As a result, when a three-axis gyro sensor and a three-axis acceleration sensor were adapted in the estimator, the RMS(Root Mean Square) estimation error in simulation was retained less than 1.7[$^{\circ}$], and the estimator displayed good property on the prediction of the state in 100 ms measurement period.

Stochastic Continuous Storage Function Model with Ensemble Kalman Filtering (II) : Application and Verification (앙상블 칼만필터를 연계한 추계학적 연속형 저류함수모형 (II) : - 적용 및 검증 -)

  • Lee, Byong-Ju;Bae, Deg-Hyo;Shamir, Eylon
    • Journal of Korea Water Resources Association
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    • v.42 no.11
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    • pp.963-972
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    • 2009
  • The objective of this study is to evaluate an application of stochastic continuous storage function model with ensemble Kalman filter technique. The case study is performed at the upstream basin of Jibo streamflow gauge including Andong and Imha dam. Test period is for the rainy season during 2006 and 2007. Long term runoff analysis is feasible in the case of using deterministic model. Ensemble members for input data and parameters are generated using Monte Carlo simulation for the purpose of applying ensemble Kalman filter technique. The cumulative absolute errors of stochastic model to the deterministic one are improved for the amount of 17.5 %, 18.3 % and more than 40.0 % for Andong dam, Imha dam and Jibo station, respectively. The results indicate that the stochastic model improves the accuracy of the simulated discharge considerably.

Unscented KALMAN Filtering for Spacecraft Attitude and Rate Determination Using Magnetometer

  • Kim, Sung-Woo;Abdelrahman, Mohammad;Park, Sang-Young;Choi, Kyu-Hong
    • Journal of Astronomy and Space Sciences
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    • v.26 no.1
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    • pp.31-46
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    • 2009
  • An Unscented Kalman Filter (UKF) for estimation of the attitude and rate of a spacecraft using only magnetometer vector measurement is developed. The attitude dynamics used in the estimation is the nonlinear Euler's rotational equation which is augmented with the quaternion kinematics to construct a process model. The filter is designed for small satellite in low Earth orbit, so the disturbance torques include gravity-gradient torque, magnetic disturbance torque, and aerodynamic drag torque. The magnetometer measurements are simulated based on time-varying position of the spacecraft. The filter has been tested not only in the standby mode but also in the detumbling mode. Two types of actuators have been modeled and applied in the simulation. The PD controller is used for the two types of actuators (reaction wheels and thrusters) to detumble the spacecraft. The estimation error converged to within 5 deg for attitude and 0.1 deg/s for rate respectively when the two types of actuators were used. A joint state parameter estimation has been tested and the effect of the process noise covariance on the parameter estimation has been indicated. Also, Monte-Carlo simulations have been performed to test the capability of the filter to converge with the initial conditions sampled from a uniform distribution. Finally, the UKF performance has been compared to that of the EKF and it demonstrates that UKF slightly outperforms EKF. The developed algorithm can be applied to any type of small satellites that are actuated by magnetic torquers, reaction wheels or thrusters with a capability of magnetometer vector measurements for attitude and rate estimation.

The Analysis of The Kalman Filter Noise Factor on The Inverted Pendulum (도립진자 모델에서 칼만 필터의 잡음인자 해석)

  • Kim, Hoon-Hak
    • Journal of the Korea Society of Computer and Information
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    • v.15 no.5
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    • pp.13-21
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    • 2010
  • The Optimal results of Kalman Filtering on the Inverted Pendulum System requires an effective factor such as the noise covariance matrix Q, the measurement noise covariance matrix R and the initial error covariance matrix $P_0$. We present a special case where the optimality of the filter is not destroyed and not sensitive to scaling of these covariance matrix because these factors are unknown or are known only approximately in the practical situation. Moreover, the error covariance matrices issued by this method predict errors in the state estimate consistent with the scaled covariance matrices and not the issued state estimates. Various results using the scalar gain $\delta$ are derived to described the relations among the three covariance matrices, Kalman Gain and the error covariance matrices. This paper is described as follows: Section III a brief overview of the Inverted Pendulum system. Section IV deals with the mathematical dynamic model of the system used for the computer simulation. Section V presents a various simulation results using the scalar gain.

An Application of the Kalman Filter for Attenuation of Colored Noise Superimposed on Speech Signal (칼만필터를 이용한 음성신호에 중첩된 유색잡음의 감쇠)

  • Gu, Bon-Eung
    • The Journal of the Acoustical Society of Korea
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    • v.13 no.2
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    • pp.76-85
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    • 1994
  • A speech enhancement algorithm which attenuates nonstationary colored noise is presented In this paper. The algorithm consists of a stationary Kalman filter and the simple speech/nonspeech detector. While the conventional enhancement systems are focused on a stationary and/or white background noise, this study Is focused on the mort realistic nonstationary and nonwhite noise. An AR model-based vector Kalman filter is used as a noise suppression system and a short-time energy threshold logic is used as a speech/nonspeech classifier. For Kalman filtering. noise coefficients are estimated in the nonspeech frame, and speech coefficients are estimated by applying the EM iteration algorithm. Simulation results using the car noise are presented based on the signal-to-noise ratio and informal listening tests. According to the experimental results, background noises in the nonspeech frames are eliminated almost completely, while some distortions are noticed in the speech frames. The distortion becomes severer as the SNR is reduced to 0dB and -5dB. Intelligibility, however, is not degraded significantly.

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Identification of acrosswind load effects on tall slender structures

  • Jae-Seung Hwang;Dae-Kun Kwon;Jungtae Noh;Ahsan Kareem
    • Wind and Structures
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    • v.36 no.4
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    • pp.221-236
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    • 2023
  • The lateral component of turbulence and the vortices shed in the wake of a structure result in introducing dynamic wind load in the acrosswind direction and the resulting level of motion is typically larger than the corresponding alongwind motion for a dynamically sensitive structure. The underlying source mechanisms of the acrosswind load may be classified into motion-induced, buffeting, and Strouhal components. This study proposes a frequency domain framework to decompose the overall load into these components based on output-only measurements from wind tunnel experiments or full-scale measurements. First, the total acrosswind load is identified based on measured acceleration response by solving the inverse problem using the Kalman filter technique. The decomposition of the combined load is then performed by modeling each load component in terms of a Bayesian filtering scheme. More specifically, the decomposition and the estimation of the model parameters are accomplished using the unscented Kalman filter in the frequency domain. An aeroelastic wind tunnel experiment involving a tall circular cylinder was carried out for the validation of the proposed framework. The contribution of each load component to the acrosswind response is assessed by re-analyzing the system with the decomposed components. Through comparison of the measured and the re-analyzed response, it is demonstrated that the proposed framework effectively decomposes the total acrosswind load into components and sheds light on the overall underlying mechanism of the acrosswind load and attendant structural response. The delineation of these load components and their subsequent modeling and control may become increasingly important as tall slender buildings of the prismatic cross-section that are highly sensitive to the acrosswind load effects are increasingly being built in major metropolises.

A Comparison on the Positioning Accuracy from Different Filtering Strategies in IMU/Ranging System (IMU/Range 시스템의 필터링기법별 위치정확도 비교 연구)

  • Kwon, Jay-Hyoun;Lee, Jong-Ki
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.26 no.3
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    • pp.263-273
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    • 2008
  • The precision of sensors' position is particularly important in the application of road extraction or digital map generation. In general, the various ranging solution systems such as GPS, Total Station, and Laser Ranger have been employed for the position of the sensor. Basically, the ranging solution system has problems that the signal may be blocked or degraded by various environmental circumstances and has low temporal resolution. To overcome those limitations a IMU/range integrated system could be introduced. In this paper, after pointing out the limitation of extended Kalman filter which has been used for workhorse in navigation and geodetic community, the two sampling based nonlinear filters which are sigma point Kalman filter using nonlinear transformation and carefully chosen sigma points and particle filter using the non-gaussian assumption are implemented and compared with extended Kalman filter in a simulation test. For the ranging solution system, the GPS and Total station was selected and the three levels of IMUs(IMU400C, HG1700, LN100) are chosen for the simulation. For all ranging solution system and IMUs the sampling based nonlinear filter yield improved position result and it is more noticeable that the superiority of nonlinear filter in low temporal resolution such as 5 sec. Therefore, it is recommended to apply non-linear filter to determine the sensor's position with low degree position sensors.

The Design of Target Tracking System Using FBFE Based on VEGA (VEGA 기반 FBFE을 이용한 표적 추적 시스템 설계)

  • 이범직;주영훈;박진배
    • Journal of the Korean Institute of Intelligent Systems
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    • v.11 no.4
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    • pp.359-365
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    • 2001
  • In this paper, we propose the design methodology of target tracking system using fuzzy basis function expansion(FBFE) based on virus evolutionary genetic algorithm (VEGA). In general, the objective of target tracking is to estimate the future trajectory of the target based on the past position of the target obtained from the sensor. In the conventional and mathematical nonlinear filtering method such as extended Kalman filter(EKF), the performance of the system may be deteriorated in highly nonlinear situation. To resolve these problems of nonlinear filtering technique, by appling artificial intelligent technique to the tracking control of moving targets, we combine the advantages of both traditional and intelligent control technique. In the proposed method, after composing training datum from the parameters of extended Kalman filter, by combining FDFE, which has the strong ability for the approximation, with VEGA, which prevent GA from converging prematurely in the case of lack of genetic diversity of population, and by idenLifying the parameters and rule numbers of fuzzy basis function simultaneously, we can reduce the tracking error of EKF. Finally, the proposed method is applied to three dimensional tracking problem, and the simulation results shows that the tracking performance is improved by the proposed method.

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Prediction of Groundwater Levels in Hillside Slopes Using the Autoregressive Model (AR 모델을 이용한 산사면에서의 지하수위 예측)

  • Lee, In-Mo;Park, Gyeong-Ho;Im, Chung-Mo
    • Geotechnical Engineering
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    • v.9 no.3
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    • pp.67-76
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    • 1993
  • Korea being composed of a number of mountains has been damaged and destroyed in lives and properties by the occurrence of many landslides during the wet seasons. Therefore, it is necessary to study the forecast system and risk analysis for the occurrence of landslides : the rise of groundwater levels due to rainfall is the main cause of landslides. In this paper, the autoregressive models are used to predict the grondwater levls using cases of both time invariant and time -varing autoregressive coefficients. In the former case, AR(1), AR(2), and AR(3) models are selected and their single-valued parameters are estimated to fit them to the observed groundwater level series. In the latter case, modified AR(1) and typical AR(2) models are used as process model and a discrete Kalman Filtering technique is utilized to estimate the parameters which are themselves a function of time. The results show that the real time forecast system using the time-varying autoregressive coefficinets as well as time -invariant AR model is good to predict the groundwater level in hillside slopes and we might get better result if we use the time-hourly rainfall intensity as well as the observed groundwater level.

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Research on Speed Estimation Method of Induction Motor based on Improved Fuzzy Kalman Filtering

  • Chen, Dezhi;Bai, Baodong;Du, Ning;Li, Baopeng;Wang, Jiayin
    • Journal of international Conference on Electrical Machines and Systems
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    • v.3 no.3
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    • pp.272-275
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    • 2014
  • An improved fuzzy Kalman filtering speed estimation scheme was proposed by means of measuring stator side voltage and current value based on vector control state equation of induction motor. The designed fuzzy adaptive controller conducted recursive online correction of measurement noise covariance matrix by monitoring the ratio of theory residuals and actual residuals to make it approach real noise level gradually, allowing the filter to perform optimal estimation to improve estimation accuracy of EKF. Meanwhile, co-simulation scheme based on MATLAB and Ansoft was proposed in order to improve simulation accuracy. Field-circuit coupling problems of induction motor under the action of vector control were solved and the parameter optimization accuracy was improved dramatically. The simulation and experimental results show that this algorithm has a strong ability to inhibit the random measurement noise. It is able to estimate motor speed accurately, and has superior static and dynamic characteristics.