• Title/Summary/Keyword: Linear filter

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Adaptive Bilinear Lattice Filter(I)-Bilinear Lattice Structure (적응 쌍선형 격자필터(I) - 쌍선형 격자구조)

  • Heung Ki Baik
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.29B no.1
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    • pp.26-33
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    • 1992
  • This paper presents lattice structure of bilinear filter and the conversion equations from lattice parameters to direct-form parameters. Billnear models are attractive for adaptive filtering applications because they can approximate a large class of nonlinear systems adequately, and usually with considerable parsimony in the number of coefficients required. The lattice filter formulation transforms the nonlinear filtering problem into an equivalent multichannel linear filtering problem and then uses multichannel lattice filtering algorithms to solve the nonlinear filtering problem. The lattice filters perform a Gram-Schmidt orthogonalization of the input data and have very good easily extended to more general nonlinear output feedback structures.

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Optimal Filter Design Approach to Statistical Process Control (통계적 공정 관리를 위한 일반 선형 필터의 최적 설계)

  • Chin Chang-Ho;Apley Daniel W.
    • Proceedings of the Korean Society for Quality Management Conference
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    • 2006.04a
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    • pp.313-318
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    • 2006
  • Many control charting methods for both i.i.d and autocorrelated data can be viewed as charting the output of a linear filter applied to the process data. We propose a generalization of this concept, in which the filter parameters are optimally selected to minimize the out-of-control ARL while constraining the in-control ARL to some desired value. A number of interesting characteristics of the optimal fitters are discussed.

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A Parallel Kalman Filter for Discrete Linear Time-invariant System (이산 선형 시불변시스템에 대한 병렬칼만필터)

  • Kim, Yong Joon;Lee, Jang Gyu;Kim, Hyoung Joong
    • Journal of Industrial Technology
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    • v.10
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    • pp.15-20
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    • 1990
  • A parallel processing algorithm for discrete Kalman filter, which is one of the most commonly used filtering technique in modern control, signal processing, and communication, is proposed. Previously proposed parallel algorithms to decrease the number of computations needed in the Kalman filter are the hierachical structures by distributed processing of measurements, or the systolic structures to disperse the computational burden. In this paper, a new parallel Kalman filter employing a structure similar to recursive doubling is proposed. Estimated values of state variables by the new algorithm converge with two times faster data processing speed than that of the conventional Kalman filter. Moreover it maintains the optimality of the conventional Kalman filter.

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Performance Analysis of Emitter Localization Using Kalman Filter (Kalman filter를 이용한 위치추정 알고리즘의 성능 분석)

  • Lee, Joon-Ho;Cho, Seong-Woo;Lee, Dong-Keun
    • Journal of the Korea Institute of Military Science and Technology
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    • v.12 no.6
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    • pp.727-732
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    • 2009
  • In this paper, the dependence of the Kalman filter-based emitter location algorithm on the initial estimate is investigated. Given all the LOB data, the initial estimate of the emitter location is obtained from the linear LSE algorithm with the former LOB data. Using the initial estimate, the Kalman filter algorithm is applied with the remaining LOB data to update the initial estimate. It is shown that as the number of data used in the calculation of the initial estimate increases, the accuracy of the final estimate is improved and the total computational complexity of obtaining the initial estimate and the final estimate increases. In addition, the dependence of the performance of the Kalman filter algorithm on the predefined constant is illustrated.

Driveline Output Torque Estimation Using Discrete Kalman Filter (이산 칼만 필터를 이용한 구동 출력 토크 추정)

  • Gi-Woo, Kim
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.4
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    • pp.68-75
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    • 2012
  • This paper presents a study on the driveline output torque estimation using a discrete Kalman filter. The in-situ output shaft torque is first measured by a non-contacting magneto-elastic torque transducer. The linear state-space system equations are first derived and the discrete Kalman filter is designed based on the Kalman filter theory to recover the driveline output torque contaminated by random noises. In addition to using torque measurement, the estimation of the output torque using two angular velocities: the output and wheel, is also conducted. The experimental results show that the discrete Kalman filter can be effective for not only removing the random noise in output torque but also estimating the output torque without torque measurement.

Particle filter for model updating and reliability estimation of existing structures

  • Yoshida, Ikumasa;Akiyama, Mitsuyoshi
    • Smart Structures and Systems
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    • v.11 no.1
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    • pp.103-122
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    • 2013
  • It is essential to update the model with reflecting observation or inspection data for reliability estimation of existing structures. Authors proposed updated reliability analysis by using Particle Filter. We discuss how to apply the proposed method through numerical examples on reinforced concrete structures after verification of the method with hypothetical linear Gaussian problem. Reinforced concrete structures in a marine environment deteriorate with time due to chloride-induced corrosion of reinforcing bars. In the case of existing structures, it is essential to monitor the current condition such as chloride-induced corrosion and to reflect it to rational maintenance with consideration of the uncertainty. In this context, updated reliability estimation of a structure provides useful information for the rational decision. Accuracy estimation is also one of the important issues when Monte Carlo approach such as Particle Filter is adopted. Especially Particle Filter approach has a problem known as degeneracy. Effective sample size is introduced to predict the covariance of variance of limit state exceeding probabilities calculated by Particle Filter. Its validity is shown by the numerical experiments.

EEG Signal Prediction Using Feedback Structured Adaptive RF Filter (피드백 구조의 적응 RF 필터를 이용한 EEG 신호 예측)

  • Kim, Hyun-Sool;Woo, Yong-Ho;Kim, Taek-Soo;Choi, Youn-Ho;Park, Sang-Hui
    • Proceedings of the KOSOMBE Conference
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    • v.1995 no.11
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    • pp.282-285
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    • 1995
  • In this paper, we present a feedback structured adaptive RF filter based on the recursive modified Gram-Schmidt algorithm for short-term prediction of EEG signal. And the performance of this proposed filter is compared with those of linear AR model, RF filter, Volterra filter and RBF neural network as single-step prediction and multi-step prediction. The results show the superiority of this proposed filter in prediction of EEG signals.

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A Process Fault Detection Filter Design by Fault Vector Modelling Approach and an Application (고장벡터 모델링에 위한 프로세스 고장 검출필터의 설계 및 응용)

  • 이기상;배상욱
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.36 no.6
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    • pp.430-436
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    • 1987
  • A Detection filter that can be used for the Detection and Isolation of process faults is proposed by the use of fault vector modelling, and is applied to DC Motor fault detection. The proposed detection filter is a new one in a view point that its outputs are the estimates of fault variables(or linear combination of them) while all the existing filters estimate the state of process. By this properties, the process fault detection systems with this filter can be constructed in very simple structure. Besides the simplicity of structure and design procedure, the filter has an useful feature that various types of fault can be estimated via the filter by choosing appropriate fault models.

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Unscented Particle Filter for Time Domain Identification of Nonlinear Structural Dynamic Systems (Unscented Particle filter를 이용한 시간영역 비선형 구조계 규명기법)

  • 구기영;윤정방
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2002.09a
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    • pp.213-220
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    • 2002
  • 본 연구에서는 최근에 개발된 Unscented Particle Filter (UPF)를 사용한 비선형 동적 구조계의 구조계수 규명기법이 연구되었다. 일반적인 비선형 구조계수 추정 문제의 일반 해는 존재하지 않으나, 그에 대한 대안으로써 선형 근사 기법인 extended Kalman filter (EKF)가 비선형 동적 구조계수의 추정에 주로 사용되어왔다. 그러나, EKF는 구간 선형(piecewise linear) 가정으로 인해 biased estimator이고 비선형성이 상대적으로 높을 때 오차가 큰 추정치를 주는 단점을 가진다. 이를 보완하기 위해서 UPF가 개발되었고, 이 기법은 particle filter의 일종으로써 Unscented Kalman filter (UKF)를 사용하여 importance proposal distribution을 생성한다. 수치실험이 SDOF와 MDOF에 대하여 3가지 경우에 대해서 수행되었다. 비선형 SDOF의 수치 실험으로부터 잡음이 가해진 상태에서 UKF가 EKF에 비해 초기 공분산 행렬의 가정에 대해 정확하고 강인한 추정결과를 보여줌을 보였다 최하층의 column에 비선형 거동이 발생하는 5층 전단 빌딩모형의 수치실험으로부터 UKF가 복잡한 구조물의 구조계수 추정능력이 있음을 보여주었다. 여러 가지 수치실험은 UPF가 EKF보다 비선형 동적 구조계수 추정에 있어서 더 나은 방법임을 보여 주었다.

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Analysis and Optimization of Passive Intermodulation Distortion in Microwave Filter using Coaxial Line Resonator (동축선로 공진기를 이용한 필터의 수동 상호변조 왜곡신호 해석 및 최적화)

  • 조인귀;김진태;정명영;최태구
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.12 no.5
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    • pp.734-739
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    • 2001
  • In this paper, the technique of analysis and optimization on the Passive intermodulation(PIM) in a filter using coaxial transmission resonator, is presented. The developed simulation technique can reduce PIM power without the degradation of the linear filter response, through the variation of filter dimensions. The increase of PIM in filter is depended on currents flowing through each resonator forming filter. The reduction of these currents therefore makes the reduction of PIM power.

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