• Advances in aircraft and spacecraft science
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• v.7 no.6
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• pp.495-516
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• 2020

Nonlinear state estimation is a desirable and required technique for many situations in engineering (e.g., aircraft/spacecraft tracking, space situational awareness, collision warning, radar tracking, etc.). Due to high standards on performance in these applications, in the last few decades, there was an increasing demand for methods that are able to provide more accurate results. However, because of the mathematical complexity introduced by the nonlinearities of the models, the nonlinear state estimation uses techniques that, in practice, are not so well-established which, leads to sub-optimal results. It is important to take into account that each method will have advantages and limitations when facing specific environments. The main objective of this paper is to provide a comprehensive overview and interpretation of the most well-known methods for nonlinear state estimation with Gaussian priors. In particular, the Kalman filtering methods: EKF (Extended Kalman Filter), UKF (Unscented Kalman Filter), CKF (Cubature Kalman Filter) and EnKF (Ensemble Kalman Filter) with an aerospace perspective.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.7
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• pp.898-902
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• 1999

In this paper, we proposed an algorithm for estimating parameters of nonlinear continuous-discrete state-space system. This algorithm uses the conventional extended Kalman filter(EKF) for estimating state variables, and modifies the recursive prediction error method for parameter estimation of the nonlinear system. Simulation results for both linear and nonlinear measurements under the environment of process and measurement noises show a convincing performance of the proposed algorithm.

• Journal of information and communication convergence engineering
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• v.9 no.5
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• pp.591-596
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• 2011

Image denoising is a key issue in all image processing researches. Generally, the quality of an image could be corrupted by a lot of noise due to the undesired conditions of image acquisition phase or during the transmission. Many approaches to image restoration are aimed at removing either Gaussian or impulse noise. Nevertheless, it is possible to find them operating on the same image, which is called mixed noise and it produces a hard damage. In this paper, we proposed noise type classification method and a mixed nonlinear filter for mixed noise suppression. The proposed filtering scheme applies a modified adaptive switching median filter to impulse noise suppression and an efficient nonlinear filer was carried out to remove Gaussian noise. The simulation results based on Matlab show that the proposed method can remove mixed Gaussian and impulse noise efficiently and it can preserve the integrity of edge and keep the detailed information.

• Proceedings of the IEEK Conference
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• 2008.06a
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• pp.867-868
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• 2008

In this paper, we discuss face verification using the optimum nonlinear composite filter. The optimum nonlinear composite filter is derived by minimizing the output energy due to the additive noise and the input scene. We construct the nonlinear composite filter with 3 training images. The performance is analyzed in terms of the detection probability and the false alarm probability showing the robustness to distortion and noise.

• Journal of Aerospace System Engineering
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• v.10 no.1
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• pp.8-14
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• 2016

The optimal estimation of a bearing only target tracking problem be achieved through the solution of the Fokker-Planck equation and the Bayesian update. Recently, a nonlinear filtering algorithm using a direct quadrature method of moments in which the associated Fokker-Planck equation can be propagated efficiently and accurately was proposed. Although this approach has demonstrated its promising in the field of nonlinear filtering in several examples, the "degeneracy" phenomenon, similar to that which exists in a typical particle filter, occasionally appears because only the weights are updated in the modified Bayesian rule in this algorithm. Therefore, in this paper to enhance the performance, a more stable measurement update process based upon the update equation in the Extended Kalman filters and a more accurate initialization and re-sampling strategy for weight and abscissas are proposed. Simulations are used to show the effectiveness of the proposed filter and the obtained results are promising.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.40 no.9
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• pp.929-936
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• 1991

An estimator for a discrete nonlinear system is derived in the sense of minimum mean square error. An optimal estimator for nonlinear system is very difficult to find and it will be infinite dimensional even if it is found. It has been known that the statistical linearization technique makes it possible to obtain a finite dimensional estimator. In this paper, the procedure of its derivation using the statistical linearization technique that gives an exact mean and variance information is introduced in the sense of minimum mean square error. The derived estimator cannot be clainmed to be globally optimal estimator because it uses the Gaussian assumption to the non-Gaussian distributed nonlinear output. However, the proposed filter exhibits a better performance compared to extended Kalman filter. Simulation results of a simple example present the improvement of the proposed filter in convergent property over the extended Kalman filter.

• Journal of Institute of Control, Robotics and Systems
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• v.18 no.3
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• pp.175-180
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• 2012

A nonlinear navigation filter for biomimetic robot using analytic approximation of mean and covariance of state variable is proposed. The approximations are performed at the time update step in the filter structure. The mean is approximated to the 3rd order of Taylor's series expansion of true mean and the covariance is approximated to the 3rd order either. The famous EKF is a nonlinear filtering method approximating the mean to 1st order and the covariance to the 3rd order. The UKF approximate them to the higher orders by numerical method. The proposed method derived a analytical approximation of them for navigation system and therefore don't need so called sigma point transformation in UKF. The simulation results show that the proposed method can be a good alternative of UKF in the systems which require less computational burden.

• 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.

• International Journal of Ocean System Engineering
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• v.1 no.2
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• pp.89-94
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• 2011

Underwater localization is a crucial capability for reliable operation of various types of underwater vehicles including submarines and underwater robots. However, sea water is almost impermeable to high-frequency electromagnetic waves, and thus absolute position fixes from Global Positioning System (GPS) are not available in the water. The use of acoustic telemetry systems such as Long Baseline (LBL) is a practical option for underwater localization. However, this telemetry network system needs to be pre-deployed and its availability cannot always be assumed. This study focuses on demonstrating the validity of terrain-based localization techniques in a GPS-denied underwater environment. Since terrain-based localization leads to a nonlinear estimation problem, nonlinear filtering methods are required to be employed. The extended Kalman filter (EKF) which is a widely used nonlinear filtering algorithm often shows limited performance under large initial uncertainty. The feasibility of using a particle filter is investigated, which can improve the performance and reliability of the terrain-based localization.

• International Journal of Highway Engineering
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• v.18 no.4
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• pp.63-68
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• 2016

PURPOSES : The nonlinear model of fatigue cracking is typically used for determining the maintenance period. However, this requires that the model parameters be known. In this study, the particle filter (PF) method was used to determine various statistical parameters such as the mean and standard deviation values for the nonlinear model of fatigue cracking. METHODS : The PF method was used to determine various statistical parameters for the nonlinear model of fatigue cracking, such as the mean and standard deviation. RESULTS : On comparing the values obtained using the PF method and the least square (LS) method, it was found that PF method was suitable for determining the statistical parameters to be used in the nonlinear model of fatigue cracking. CONCLUSIONS : The values obtained using the PF method were as accurate as those obtained using the LS method. Furthermore, reliability design can be applied because the statistical parameters of mean and standard deviation can be obtained through the PF method.