• 제목/요약/키워드: Linear filter

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Robust Kalman Filter Design in Indefinite inner product space (부정내적공간에서의 강인칼만필터 설계)

  • Lee, Tae-Hoon;Yoon, Tae-Sung;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 2002.11c
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    • pp.104-109
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    • 2002
  • A new robust Kalman filter is designed for the linear discrete-time system with norm-bounded parametric uncertainties. Sum quadratic constraint, which describes the uncertainties of the system, is converted into an indefinite quadratic form to be minimized in indefinite inner product space. This minimization problem is solved by the new robust Kalman filter. Since the new filter is obtained by simply modifying the conventional Kalman filter, robust filtering scheme can be more readily designed using the proposed method in comparison with the existing robust Kalman filters. A numerical example demonstrates the robustness and the improvement of the proposed filter compared with the existing filters.

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A Practical Implementation of the LTJ Adaptive Filter and Its Application to the Adaptive Echo Canceller (LTJ 적응필터의 실용적 구현과 적응반향제거기에 대한 적용)

  • Yoo, Jae-Ha
    • Speech Sciences
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    • v.11 no.2
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    • pp.227-235
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    • 2004
  • In this paper, we proposed a new practical implementation method of the lattice transversal joint (LTJ) adaptive filter using speech codec's information. And it was applied to the adaptive echo cancellation problem to verify the efficiency of the proposed method. Realtime implementation of the LTJ adaptive filter is very difficult due to high computational complexity for the filter coefficients compensation. However, in case of using speech codec, complexity can be reduced since linear predictive coding (LPC) coefficients are updated each frame or sub-frame instead of every sample. Furthermore, LPC coefficients can be acquired from speech decoder and transformed to the reflection coefficients. Therefore, the computational complexity for updates of the reflection coefficients can be reduced. The effectiveness of the proposed LTJ adaptive filter was verified by the experiments about convergence and tracking performance of the adaptive echo canceller.

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Design of Incoming Ballistic Missile Tracking Systems Using Extended Robust Kalman Filter (확장 강인 칼만 필터를 이용한 접근 탄도 미사일 추적 시스템 설계)

  • 이현석;나원상;진승희;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.188-188
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    • 2000
  • The most important problem in target tracking can be said to be modeling the tracking system correctly. Although the simple linear dynamic equation for this model has used until now, the satisfactory performance could not be obtained owing to uncertainties of the real systems in the case of designing the filters baged on the dynamic equations. In this paper, we propose the extended robust Kalman filter (ERKF) which can be applied to the real target tracking system with the parameter uncertainties. A nonlinear dynamic equation with parameter uncertainties is used to express the uncertain system model mathematically, and a measurement equation is represented by a nonlinear equation to show data from the radar in a Cartesian coordinate frame. To solve the robust nonlinear filtering problem, we derive the extended robust Kalman filter equation using the Krein space approach and sum quadratic constraint. We show the proposed filter has better performance than the existing extended Kalman filter (EKF) via 3-dimensional target tracking example.

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

  • Lee, Jang-Gyu;Kim, Yong-Joon;Kim, Hyoung-Joong
    • Proceedings of the KIEE Conference
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    • 1990.07a
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    • pp.64-67
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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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An application of observer to the linear stochastic contimuous systems (관측자의 선형확률연속시스템에의 적용)

  • 고명삼;홍석교
    • 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.

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Process for Risk Severity Estimation of Weapon System Development Project using Parametric Estimation Method/Linear Kalman Filter (모수 추정기법/선형 칼만 필터를 이용한 무기체계개발 프로젝트 위험 요소의 영향도 추정 프로세스)

  • Lee, Seung-Yup
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.6
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    • pp.567-574
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    • 2018
  • Risk management is a method to 1) identify risks that can adversely affect the cost, schedule, and target achievement performance of a system development project, and 2) manage the identified risks based on the severity and likelihood assigned to each risk item. Risk management is applicable to various fields, since it can manage the cost/schedule and effectively guides accomplishing the target performance by identifying and managing the risks in advance, which necessitates many concurrent studies. This paper proposes a procedure to estimate the severity value for a risk item using a Kalman filter. It is assumed that the severity can be expressed as an equation consisting of cost/schedule loss during the risk event. A linear Kalman filter is used to reduce the error between the true and estimated values, which can eventually save resources spent on the risk management procedure. A simulation test case was conducted to demonstrate the validity of the proposed method.

Implementation and Verification of Linear Phase filter with Variable Cutoff Frequency for PCM/FM transmission (PCM/FM 전송을 위한 가변 컷오프 주파수 특성의 선형위상 필터 구현 및 검증)

  • Lee Sang-Rae;Ra Sung-Woong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.7C
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    • pp.713-724
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    • 2006
  • The purpose of this study is to design, implement and verify the pre-modulation filter with the variable -3dB cutoff frequency and linear phase response for bandlimiting the allocation of radio frequency bandwidth for PCM/FM transmission. For the design of this required filter, the digital FIR filter, DAC system and tuneable 2nd order LPF have been constructed and simulated according to the attenuation characteristic requirement of the amplitude frequency response by each stage. From these results, we have implemented the filter and verified the analog conversion hardware part which is composed of DAC system and tuneable 2nd order LPF for the interpolation of the discrete sequences. Especially this paper proposes and carries out the verification processes using the tone generator and the calibration procedures for more precise frequency response of the filter.

Characteristics of Scattered Rays Depending on the Use of a Flattening Filter (선속평탄 여과판 사용 유무에 따른 산란선 특성)

  • Jin, SeongJin;Park, ChulWoo;Je, Jaeyong
    • Journal of the Korean Society of Radiology
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    • v.10 no.1
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    • pp.15-19
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    • 2016
  • This Study aims at measuring scattered rays depending on the use of a flattening filter when radiation is irradiated using a linear accelerator. measurement of the scattered rays, an ionization chamber was used, and the energy of the irradiated radiation was 6 MV and 10 MV. The ionization chamber was located at the spot 15 cm, 25 cm, 35 cm and 45 cm far away from the center of gantry rotation, and the scattered rays were measured according to whether a flattening filter was used or not and to the distance. As the result of investigation of 100 cGy about each energy, when the flattening filter was not used with 6 MV, it occurred at a low level of 65%, and with 10 MV at that of 55%. In other words, it's been concluded that when a flattening filter is not used for radiation dose of the parts around the critical organ, scattered rays generate in a small quantity, and it's a useful way to decrease the stochastic effect of radiation.

Design of Highly Linear Power Amplifier using Bandpass Filter based on Metamaterial Structure (Metamaterial 구조의 대역통과여파기를 이용한 WCDMA 대역 고선형 전력증폭기 설계)

  • Kim, Hyoung-Jun;Seo, Chul-Hun
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.49 no.1
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    • pp.68-72
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    • 2012
  • In this paper, highly linear power amplifier using bandpass filter based on metamaterial and Composite Right- / Left-Handed (CRLH) structure is proposed. The proposed bandpass filter consist of the series capacitor, series microstrip line and the parallel inductor, parallel microstrip line. The insertion loss is minimized at operation frequency and the $2^{nd}$ harmonic is suppressed by the bandpass filter using the CRLH structure. And we improved the Adjacent Channel Leakage Ratio (ACLR) using the characteristic of the proposed bandpass filter. At 2.14 GHz, we have obtained the output power of 38.83 dBm, the $2^{nd}$ harmonic of .61.33 dBc, the $3^{rd}$ IMD of .54.67 dBc, and ACLR of .51.33 dBc at 5 MHz offset, -56.50 dBc at 10 MHz offset, respectively.