• Journal of the Korean Mathematical Society
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• v.55 no.5
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• pp.1063-1073
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• 2018

We study the estimation of the drift parameter and the change point obtained through a Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and the observation driven by a Brownian motion.

• Journal of Institute of Control, Robotics and Systems
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• v.17 no.8
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• pp.777-782
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• 2011

Neural network technique is widely employed in the fields of signal processing, control systems, pattern recognition, etc. Learning of neural networks is an important procedure to accomplish dynamic system modeling. This paper presents a novel learning approach for differential neural network models based on the Kalman-Bucy filter theory. We construct an augmented state vector including original neural state and parameter vectors and derive a state estimation rule avoiding gradient function terms which involve to the conventional neural learning methods such as a back-propagation approach. We carry out numerical simulation to evaluate the proposed learning approach in nonlinear system modeling. By comparing to the well-known back-propagation approach and Kalman-Bucy filtering, its superiority is additionally proved under stochastic system environments.

• Journal of the Korean Institute of Telematics and Electronics
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• v.17 no.3
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• pp.1-11
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• 1980

For an ordinary engineer or researcher there are too diversified branches or even disciplines which have their own jargon to complicate an easy access, Nevertheless in many cases an isomorphism or even identity of notions exist to escape our grasp when expressed in different discipline or context, In this paper the masterwork of Box and Jenkins is introduced to accustom a few terms of statisticiens, to be followed by the technique of smoothing filtering of Wiener and Kalman - Bucy. The advantages of a transform (for example Hadamard) technique are explaned as well as authors personal philosophical views.

• Journal of the Society of Naval Architects of Korea
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• v.38 no.4
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• pp.30-38
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• 2001

The current is considered in the conventional manoeuvering equation. This equation is represented as the nonlinear state and measurement equations in which external forces and the direction and the velocity of current are augmented as that variables. The external forces are modeled as the third-order Gauss-Markov processes and the direction and the velocity of current are assumed to be constant. The augmented state variables are estimated with extended Kalman-Bucy filter and the fixed-interval smoother. While Hwang estimated motion state variables, hydrodynamic coefficients and the current variables simultaneously by using extended Kalman filter, external forces of surge, sway and yaw and the direction and the velocity of current are the only parameters to be estimated in the estimation-before-modeling method. The current variables are satisfactorily estimated in simulation process where the measurement noise is present.

• 전기의세계
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• v.24 no.5
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• pp.103-106
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• 1975

This Paper deals with an applicatoin of Luenberger Observer to the Linear Stochastic Systems. The basic technique is the use of a matrix version of the Maximum Principle of Pontryagin coupled with the use of gradient matrices to derive the gain matix for minimum error covariance. The optimal observer which is derived turns out to be identical to the well-known Kalman-Bucy Filter.

• Transactions on Control, Automation and Systems Engineering
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• v.1 no.2
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• pp.113-120
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• 1999

One of the important challenges facing control engineers in developing automated machineryis to be able to monitor the machines using remote sensors. Observrs are often used to reconstruct the machine variables of interest. However, conventional observers are unalbe to observe the machine variables when the machine models, upon which the observers are based, have inputs that cannot be measured. Since this is often the case, the authors previsously developed a steady-state optimal state and input observer for time-invariant systems [1], this paper extends that work to time-variant systems. A recursive observer, similar to a Kalman-Bucy filter, is developed . This optimal observer minimizes the trace of the error variance for discrete , linear , time-variant, stochastic systems with unknown inputs.

• 제어로봇시스템학회:학술대회논문집
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• 1992.10a
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• pp.834-838
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• 1992

Tracking performance depends on the quantity of the measurement data. In the Kalman-Bucy filter and other trackers, this dependence is well understood in terms of the measurement noise covariance matrix, which specifies the uncertainty in the value of measurement inputs. In this paper, we derived approximated error covariance matrix to evaluate the dependence of target detection probability and false alarm probability in the presence of uncertainty of measurement origin.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.17 no.10
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• pp.2788-2808
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• 2023

Brain tumors are one of the most threatening malignancies for humans. Misdiagnosis of brain tumors can result in false medical intervention, which ultimately reduces a patient's chance of survival. Manual identification and segmentation of brain tumors from Magnetic Resonance Imaging (MRI) scans can be difficult and error-prone because of the great range of tumor tissues that exist in various individuals and the similarity of normal tissues. To overcome this limitation, the Amended Convolutional Neural Network (ACNN) model has been introduced, a unique combination of three techniques that have not been previously explored for brain tumor detection. The three techniques integrated into the ACNN model are image tissue preprocessing using the Kalman Bucy Smoothing Filter to remove noisy pixels from the input, image tissue segmentation using the Isotonic Regressive Image Tissue Segmentation Process, and feature extraction using the Marr Wavelet Transformation. The extracted features are compared with the testing features using a sigmoid activation function in the output layer. The experimental findings show that the suggested model outperforms existing techniques concerning accuracy, precision, sensitivity, dice score, Jaccard index, specificity, Positive Predictive Value, Hausdorff distance, recall, and F1 score. The proposed ACNN model achieved a maximum accuracy of 98.8%, which is higher than other existing models, according to the experimental results.