• Title/Summary/Keyword: Kalman filters

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Kalman Filter Based Optimal Controllers in Free Space Optics Communication

  • Li, Zhaokun;Zhao, Xiaohui
    • Journal of the Optical Society of Korea
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    • v.20 no.3
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    • pp.368-380
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    • 2016
  • There is no doubt that adaptive optics (AO) is the most promising method to compensate wavefront disturbance in free space optics communication (FSO). In order to improve the performance of the AO system described by discrete-time linear system model with time-delay and implicit phase turbulent model, new controllers based on a Kalman filter and its extensions are proposed. Based on the standard Kalman filter, we propose a fading memory filter to deal with the ruleless strong interference; sequential and U-D filters are applied to reduce implementation complexity for the embedded controllers. Theoretical analysis and the numerical simulations show that the proposed fading memory filter can upgrade the performance for AO systems in consideration of the unforeseen strong pulse interference, and the sequential and U-D filters perform well compared with a Kalman filter.

Stability Analysis of Kalman Filter by Orthonormalized Compressed Measurement

  • Hyung Keun Lee;Jang Gyu Lee
    • KIEE International Transaction on Systems and Control
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    • v.2D no.2
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    • pp.97-107
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    • 2002
  • In this paper, we propose the concept of orthonormalized compressed measurement for the stability analysis of discrete linear time-varying Kalman filters. Unlike previous studies that deal with the homogeneous portion of Kalman filters, the proposed Lyapunov method directly deals with the stochastically-driven system. The orthonorrmalized compressed measurement provides information on the a priori state estimate of the Kalman filter at the k-th step that is propagated from the a posteriori state estimate at the previous block of time. Since the complex multiple-step propagations of a candidate Lyapunov function with process and measurement noises can be simplified to a one-step Lyapunov propagation by the orthonormalized compressed measurement, a stochastic radius of attraction can be derived that would be impractically difficult to obtain by the conventional multiple-step Lyapunov method.

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Modeling error analyses of FIR filters (FIR 필터의 성능 분석)

  • 권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.470-472
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    • 1987
  • This paper deals with the continuous-discrete estimation problem using FIR filters and performs modeling error analyses of the FIR filters, compared to Kalman filter and the limited memory filters, via computer simulations. It is shown that, the less driving noise the system has, the better performance the FIR filter exhibits and that this characteristic appears rare distinctly in nonlinear system than in linear systems.

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Robustizing Kalman filters with the M-estimating functions

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.99-107
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    • 2018
  • This article considers a robust Kalman filter from the M-estimation point of view. Pak (Journal of the Korean Statistical Society, 27, 507-514, 1998) proposed a particular M-estimating function which has the data-based shaping constants. The Kalman filter with the proposed M-estimating function is considered. The structure and the estimating algorithm of the Kalman filter accompanying the M-estimating function are mentioned. Kalman filter estimates by the proposed M-estimating function are shown to be well behaved even when data are contaminated.

Filtered-based GPS structural vibration monitoring methods and comparison of their performances

  • Zhong, P.;Ding, X.L.;Zheng, D.W.;Chen, W.
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.2
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    • pp.137-141
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    • 2006
  • The purpose of GPS structural vibration monitoring is to obtain information on the frequency and amplitude of vibrations based on GPS observations that are often affected by various errors. Filters are frequently used to improve GPS accuracy and to retrieve vibration signals from GPS observational series. This paper studies the performances of four commonly used filters, i.e., Vondrak, wavelet, adaptive FIR and Kalman filters, for such applications. Controlled experiments are carried out and the results show that the capability of GPS in tracking structural dynamics and complex signals can be improved with any of the filters. The performances of Vondrak and wavelet filters are almost the same and superior to the adaptive FIR and Kalman filters. Recommendations are given for the selection of filters and filter parameters for different situations based on an analysis of the advantages and disadvantages of each of the filters.

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Moving Object Following by a Mobile Robot using a Single Curvature Trajectory and Kalman Filters (단일곡률궤적과 칼만필터를 이용한 이동로봇의 동적물체 추종)

  • Lim, Hyun-Seop;Lee, Dong-Hyuk;Lee, Jang-Myung
    • Journal of Institute of Control, Robotics and Systems
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    • v.19 no.7
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    • pp.599-604
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    • 2013
  • Path planning of mobile robots has a purpose to design an optimal path from an initial position to a target point. Minimum driving time, minimum driving distance and minimum driving error might be considered in choosing the optimal path and are correlated to each other. In this paper, an efficient driving trajectory is planned in a real situation where a mobile robot follows a moving object. Position and distance of the moving object are obtained using a web camera, and the rotation angular and linear velocities are estimated using Kalman filters to predict the trajectory of the moving object. Finally, the mobile robot follows the moving object using a single curvature trajectory by estimating the trajectory of the moving object. Using the estimation by Kalman filters and the single curvature in the trajectory planning, the total tracking distance and time saved amounts to about 7%. The effectiveness of the proposed algorithm has been verified through real tracking experiments.

Robust Airspeed Estimation of an Unpowered Gliding Vehicle by Using Multiple Model Kalman Filters (다중모델 칼만 필터를 이용한 무추력 비행체의 대기속도 추정)

  • Jin, Jae-Hyun;Park, Jung-Woo;Kim, Bu-Min;Kim, Byoung-Soo;Lee, Eun-Yong
    • Journal of Institute of Control, Robotics and Systems
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    • v.15 no.8
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    • pp.859-866
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    • 2009
  • The article discusses an issue of estimating the airspeed of an autonomous flying vehicle. Airspeed is the difference between ground speed and wind speed. It is desirable to know any two among the three speeds for navigation, guidance and control of an autonomous vehicle. For example, ground speed and position are used to guide a vehicle to a target point and wind speed and airspeed are used to maximize flight performance such as a gliding range. However, the target vehicle has not an airspeed sensor but a ground speed sensor (GPS/INS). So airspeed or wind speed has to be estimated. Here, airspeed is to be estimated. A vehicle's dynamics and its dynamic parameters are used to estimate airspeed with attitude and angular speed measurements. Kalman filter is used for the estimation. There are also two major sources arousing a robust estimation problem; wind speed and altitude. Wind speed and direction depend on weather conditions. Altitude changes as a vehicle glides down to the ground. For one reference altitude, multiple model Kalman filters are pre-designed based on several reference airspeeds. We call this group of filters as a cluster. Filters of a cluster are activated simultaneously and probabilities are calculated for each filter. The probability indicates how much a filter matches with measurements. The final airspeed estimate is calculated by summing all estimates multiplied by probabilities. As a vehicle glides down to the ground, other clusters that have been designed based on other reference altitudes are activated. Some numerical simulations verify that the proposed method is effective to estimate airspeed.

Design of the Well-Conditioned Observer Using the Non-Normality Measure (비정규지표를 이용한 Well-Conditioned 관측기 설계)

  • Jung, Jong-Chul;Huh, Kun-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.6
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    • pp.1114-1119
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    • 2002
  • In this paper, the well-conditioned observer is designed to be insensitive to the ill-conditioning factors in transient and steady-state observer performance. A condition number based on 12-norm of the eigenvector matrix of the observer matrix has been proposed on a principal index in the observer performance. For the well-conditioned observer design, the non-normality measure and the observability condition of the observer matrix are utilized. The two constraints are specified into observer gain boundary region that guarantees a small condition number and a stable observer. The observer gain selected in this region guarantees a well-conditioned and observable property. In this study, this method is applied to the Luenberger observer and Kalman filters for small order systems. In designing Kalman filters, the ratio of the process noise covariance to the measurement noise covariance is a design parameter and its effect on the condition number is investigated.

Basic Study on the Comparison of Performance of α-β-γ filter and Kalman Filter for use in a Tracking Module for ARPA system on Board High Dynamic Warships

  • Njonjo, Anne Wanjiru;Pan, Bao-Feng;Jeong, Tae-Gweon
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2016.05a
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    • pp.302-304
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    • 2016
  • The purpose of this paper is to draw comparison between the performance of ${\alpha}-{\beta}-{\gamma}$ filter and Kalman filter of a tracking module for ARPA system on board high dynamic warship. The comparison is based on the filters' capability to reduce residual error and maintain a stable transient response. The residual error is computed from the difference between the observed the predicted positions for the entire tracking period. The results indicate that the Kalman filter has a higher tracking accuracy compared to the optimal ${\alpha}-{\beta}-{\gamma}$ filter. However, both filters have a similar transient response.

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A Tilt and Heading Estimation System for ROVs using Kalman Filters

  • Ha, Yun-Su;Ngo, Thanh-Hoan
    • Journal of Advanced Marine Engineering and Technology
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    • v.32 no.7
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    • pp.1068-1079
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    • 2008
  • Tilt and heading angles information of a remotely operated vehicle (ROV) are very important in underwater navigation. This paper presents a low.cost tilt and heading estimation system. Three single.axis rate gyros, a tri-axis accelerometer, and a tri-axis magnetometer are used. Output signals coming from these sensors are fused by two Kalman filters. The first Kalman filter is used to estimate roll and pitch angles and the other is for heading angle estimation. By using this method, we have obtained tilt (roll and pitch angles) and heading information which are reliable over long period of time. Results from experiments have shown the performance of the presented system.