• Title/Summary/Keyword: Linear filter

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Improved Kalman filter performance via EM algorithm (EM 알고리즘을 통한 칼만 필터의 성능 개선)

  • Kang, Jee-Hye;Kim, Sung-Soo
    • 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.

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A Finite Memory Filter for Discrete-Time Stochastic Linear Delay Systems

  • Song, Il Young;Song, Jin Mo;Jeong, Woong Ji;Gong, Myoung Sool
    • Journal of Sensor Science and Technology
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    • v.28 no.4
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    • pp.216-220
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    • 2019
  • In this paper, we propose a finite memory filter (estimator) for discrete-time stochastic linear systems with delays in state and measurement. A novel filtering algorithm is designed based on finite memory strategies, to achieve high estimation accuracy and stability under parametric uncertainties. The new finite memory filter uses a set of recent observations with appropriately chosen initial horizon conditions. The key contribution is the derivation of Lyapunov-like equations for finite memory mean and covariance of system state with an arbitrary number of time delays. A numerical example demonstrates that the proposed algorithm is more robust and accurate than the Kalman filter against dynamic model uncertainties.

Aircraft parameter estimation using the extended kalman filter (확장 칼만 필터를 이용한 항공기 파라미터 추정)

  • 송용규;황명신;박욱제
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1655-1658
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    • 1997
  • To obtain aircraft dynamic parameters, various estimation methods such as Maximum Likelihood, Linear Regression are applied. In this paper we adopt the extended Kalman filter(EKF) to estimate the stability and control derivatives in aircraft dynamic models from flight test data. The extended Kalman filter is applied to nonlinear augmented system assuming that unknown parameters are additional states. In this work, the results of the extended Kalman filter are compared with the results of the wind tunnel test using Chang Gong-91 aircraft flight test data.

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Rao-Blackwellized Multiple Model Particle Filter Data Fusion algorithm (Rao-Blackwellized Multiple Model Particle Filter자료융합 알고리즘)

  • Kim, Do-Hyeung
    • Journal of Advanced Navigation Technology
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    • v.15 no.4
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    • pp.556-561
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    • 2011
  • It is generally known that particle filters can produce consistent target tracking performance in comparison to the Kalman filter for non-linear and non-Gaussian systems. In this paper, I propose a Rao-Blackwellized multiple model particle filter(RBMMPF) to enhance computational efficiency of the particle filters as well as to reduce sensitivity of modeling. Despite that the Rao-Blackwellized particle filter needs less particles than general particle filter, it has a similar tracking performance with a less computational load. Comparison results for performance is listed for the using single sensor information RBMMPF and using multisensor data fusion RBMMPF.

Fast Bilateral Filtering Using Recursive Gaussian Filter for Tone Mapping Algorithm

  • Dewi, Primastuti;Nam, Jin-Woo;Cha, Eui-Young
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2010.05a
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    • pp.176-179
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    • 2010
  • In this paper, we propose a fast implementation of Bilateral filter for tone mapping algorithm. Bilateral filter is able to preserve detail while at the same time prevent halo-ing artifacts because of improper scale selection by ensuring image smoothed that not only depend on pixel closeness, but also similarity. We accelerate Bilateral filter by using a piecewise linear approximation and recursive Gaussian filter as its domain filter. Recursive Gaussian filter is scale independent filter that combines low cost 1D filter which makes this filter much faster than conventional convolution filter and filtering in frequency domain. The experiment results show that proposed method is simpler and faster than previous method without mortgaging the quality.

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Design of IMT-2000 Feedforward Digital Adaptive Linear Power Amplifier (IMT-2000 전방궤환 디지털 적응 선형전력증폭기 설계)

  • Kim, Kab-Ki;Park, Gyei-Kark
    • Journal of Navigation and Port Research
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    • v.26 no.3
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    • pp.295-302
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    • 2002
  • Currently digital communication system adapt various digital modulation schemes. All these communication systems are required to cause the minimum interference to adjacent channels, they must therefore employ the linear power amplifiers. In respect to linear power amplifiers, there are many linearization techniques. Feedforward power amplifier represent very wide bandwidth and high linearization capability. In the feedforward systems overall efficiency is reduced due to the loss of delay line. In this paper, delay filter instead of transmission delay line adapted to get more high efficiency. Experimental results showed that ACLR has improved 17.04dB which is added 2.54dB by using the delay filter.

Design of Fixed-point Pulse Shaping FIR fitters Using Mixed Integer Linear Programming (혼합 선형계획법을 이용한 고정소수점 파형 성형 FIR필터의 설계)

  • 오우진
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.4 no.1
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    • pp.105-113
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    • 2000
  • This paper proposes the optimal design method of PSF(pulse shaping filter) with fixed-point coefficients, often used in digital communication system. Though RCF (Raised Cosine Filter) and Root-Squared RCF have less attenuation in stopband and are designed with floating point coefficients, those are selected by the reason that the design is simple. In this paper, 1 introduce the optimal design method for fixed point PSF including Root Squared type by using mixed integer linear programming. Through some design examples, it is shown that the proposed method better performs in ISI and requires less complexity. The complexity of the proposed filter is reduced to 20% as compared to conventional RCF and Root Squared RCF. For IS-95, that is the standard of CDMA system, the proposed filter reduces ISI up to 75% compared to the standard transmission filter.

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Performance Improvement Approach to Naval Gun Fire Control System Based on Linear Target Tracking Filter with Radar Line-of-sight Measurements (레이다 시선 측정치를 활용하는 선형 표적 추적필터 기반 함포 사격제원계산장치 성능향상 방법)

  • Uisuk Suh
    • Journal of the Korea Institute of Military Science and Technology
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    • v.27 no.4
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    • pp.446-456
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    • 2024
  • This paper addresses a novel approach to performance enhancement of the naval gun fire control system(FCS) by using the projectile tracking filter without any distortion of radar measurements. Under the assumption that the maneuvering between the projectile and the ship equipped with the radar is not quite large, this method is based on the concept of polar-coordinate target tracking, which separates the range estimation filter and the direction cosine estimation filter. Note that using polar-coordinates allows tracking to be performed in the same coordinate system from which the radar line-of-sight(LOS) measurements are obtained, unlike the conventional tracking process in Cartesian. Also, it is easy to implement in real-time and guarantees consistent estimates due to its linear filter structure. With the help of the above method, therefore, the proposed filter is able to improve the overall performance of FCS which requires stability of projectile estimates within a short engagement time. The effectiveness of the presented scheme is validated through computer simulations.

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.

Performance analysis of automatic target tracking algorithms based on analysis of sea trial data in diver detection sonar (수영자 탐지 소나에서의 해상실험 데이터 분석 기반 자동 표적 추적 알고리즘 성능 분석)

  • Lee, Hae-Ho;Kwon, Sung-Chur;Oh, Won-Tcheon;Shin, Kee-Cheol
    • The Journal of the Acoustical Society of Korea
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    • v.38 no.4
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    • pp.415-426
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    • 2019
  • In this paper, we discussed automatic target tracking algorithms for diver detection sonar that observes penetration forces of coastal military installations and major infrastructures. First of all, we analyzed sea trial data in diver detection sonar and composed automatic target tracking algorithms based on track existence probability as track quality measure in clutter environment. In particular, these are presented track management algorithms which include track initiation, confirmation, termination, merging and target tracking algorithms which include single target tracking IPDAF (Integrated Probabilistic Data Association Filter) and multitarget tracking LMIPDAF (Linear Multi-target Integrated Probabilistic Data Association Filter). And we analyzed performances of automatic target tracking algorithms using sea trial data and monte carlo simulation data.