• Journal of Positioning, Navigation, and Timing
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• v.4 no.4
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• pp.181-186
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• 2015

A High-degree Cubature Kalman Filter (CKF) is proposed to deal with the Strapdown Inertial Navigation System (SDINS) alignment problem. In-flight Alignment (IFA) is an effective method to compensate for attitude errors of the navigation system. While providing precise attitude error compensation, however, the external source aided alignment often creates a nonlinear filtering problem caused by a large misalignment angle. Introduced recently, Cubature Kalman Filter is a suitable technique for various nonlinear problems. In this paper, a higher degree CKF is applied to this accuracy-is-everything SDINS IFA problem. The simulation results show that the proposed technique outperformed a traditional nonlinear filter in terms of precision and alignment time.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.1765-1770
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• 2005

Recently, particle filters have attracted attentions for nonlinear state estimation. In this approaches, a posterior probability distribution of the state variable is evaluated based on observations in simulation using so-called importance sampling. We proposed a new filter, Evolution Strategies based particle (ESP) filter to circumvent degeneracy phenomena in the importance weights, which deteriorates the filter performance, and apply it to simultaneous state and parameter estimation of nonlinear state space models. Results of numerical simulation studies illustrate the applicability of this approach.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.27-27
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• 2000

The nonlinear observers are proposed for a nonlinear system. To improve the characteristics such as a stability, a convergence, and an H$\sub$$\infty$/ filter performance criterion, we utilize and H$\sub$$\infty$/ filter Riccati equation or a modified H$\sub$$\infty$/ filter Riccati equation with a freedom parameter. Using the Lyapunov, the characteristics of the observer are analyzed. Then the in-flight alignment for a strapdown inertial navigation system(SDINS) is designed using the observer proposed. Simulation results show that the observer with the modified H$\sub$$\infty$/ fitter Riccati equation effectively improve the performance of the in-flight alignment.

• ETRI Journal
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• v.34 no.3
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• pp.379-387
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• 2012

In this paper, an error compensation technique for a dead reckoning (DR) system using a magnetic compass module is proposed. The magnetic compass-based azimuth may include a bias that varies with location due to the surrounding magnetic sources. In this paper, the DR system is integrated with a Global Positioning System (GPS) receiver using a finite impulse response (FIR) filter to reduce errors. This filter can estimate the varying bias more effectively than the conventional Kalman filter, which has an infinite impulse response structure. Moreover, the conventional receding horizon Kalman FIR (RHKF) filter is modified for application in nonlinear systems and to compensate the drawbacks of the RHKF filter. The modified RHKF filter is a novel RHKF filter scheme for nonlinear dynamics. The inverse covariance form of the linearized Kalman filter is combined with a receding horizon FIR strategy. This filter is then combined with an extended Kalman filter to enhance the convergence characteristics of the FIR filter. Also, the receding interval is extended to reduce the computational burden. The performance of the proposed DR/GPS integrated system using the modified RHKF filter is evaluated through simulation.

• Bulletin of the Korean Space Science Society
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• 2011.04a
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• pp.25.4-25.4
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• 2011

Various estimation methods based on Kalman filter have been applied to the real-time satellite orbit determination. The most popular method is the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). The EKF is easy to implement and to use on orbit determination problem. However, the linearization process of the EKF can cause unstable solutions if the problem has the inaccurate reference orbit, sparse or insufficient observations. In this case, the UKF can be a good alternative because it does not contain linearization process. However, because both methods are based on Gaussian assumption, performance of estimation can become worse when the distribution of state parameters and process/measurement noise are non-Gaussian. In nonlinear/non-Gaussian problems the particle filter which is based on sequential Monte Carlo methods can guarantee more exact estimation results. This study develops and tests the particle filter for satellite orbit determination. The particle filter can be more effective methods for satellite orbit determination in nonlinear/non-Gaussian environment.

• Journal of Institute of Control, Robotics and Systems
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• v.12 no.8
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• pp.780-788
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• 2006

This paper deals with INS/GPS tightly coupled integration algorithms using extend Kalman filter (EKF) and unscented Kalman filter (UKF). In the tightly coupled approach, nonlinear pseudorange measurement models are used for the INS/GPS integration Kalman filter. Usually, an EKF is applied for this task, but it may diverge due to poor functional linearization of the nonlinear measurement. The UKF approximates a distribution about the mean using a set of calculated sigma points and achieves an accurate approximation to at least second-order. We introduce the generalized scaled unscented transformation which modifies the sigma points themselves rather than the nonlinear transformation. The generalized scaled method is used to transform the pseudo range measurement of the tightly coupled approach. To compare the performance of the EKF- and UKF-based tightly coupled approach, real van test and simulation have been carried out with feedforward and feedback indirect Kalman filter forms. The results show that the UKF and EKF have an identical performance in case of the feedback filter form, but the superiority of the UKF is demonstrated in case of the feedforward filer form.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.15 no.4
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• pp.973-979
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• 2011

In the transmitting process of image signal processing system, there are several different causes of degradation that have been occurring. The main cause of degradation is attributed to the noise. The most representive method of removing noise of image, which is caused by impulse noise environment, is using the SM(standard median filter). At edge, the filter has a special feature which has a tendency to decrease. As a result, we proposed a nonlinear filter that restores the image considering edge quality in the impulse noise environment. And through the simulation, we compared with the many of the conventional algorithms and the value of the PSNR(peak signal to nise ratio) is better than them and preserve the edge very well. So the nonlinear filter that proposed in this paper is excepted to help improve restoring the images that in impulse noise environment.

• Journal of Aerospace System Engineering
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• v.10 no.1
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• pp.21-28
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• 2016

Orbit determination problems have been interest of many researchers for long time. Due to the high nonlinearity of the equation of motion and the measurement model, it is necessary to linearize the both equations. To avoid linearization, the filter based on Fokker-Planck equation is designed. with the extended Kalman filter update mechanism, in which the associated Fokker-Planck equation was solved efficiently and accurately via discrete quadrature and the measurement update was done through the extended Kalman filter update mechanism. This filter based on the DQMOM and the EKF update is applied to the orbit determination problem with appropriate modification to mitigate the filter smugness. Unlike the extended Kalman filter, the hybrid filter based on the DQMOM and the EKF update does not require the burdensome evaluation of the Jacobian matrix and Gaussian assumption for the system, and can still provide more accurate estimations of the state than those of the extended Kalman filter especially when measurements are sparse. Simulation results indicate that the advantages of the hybrid filter based on the DQMOM and the EKF update make it a promising alternative to the extended Kalman filter for orbit estimation problems.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.31 no.1B
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• pp.37-45
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• 2011

We studied noise influence on nonlinear chaotic system by using Logistic data series which is known as a typical nonlinear chaotic system. We regenerated Logistic data series by the method of adding noise according to noise level. And, we performed some analyses such as phase space reconstruction, correlation dimension, BDS statistics, and DVS Algorithms which are known as the methods of nonlinear deterministic or chaotic analysis. If we see the results of analysis, the characteristics of data series are gradually changed from nonlinear chaotic data series to random stochastic data series according to increasing noise level. We applied Low Pass Filter (LPF) and Kalman Filter techniques for the investigation of removing effect of the added noise to data series. Typical nonparametric method cannot distinguish nonlinear random series but the BDS statistic can distinguish the nonlinear randomness of the time series. Therefore this study used the BDS statistic which is well known as nonlinear statistical method for the investigation of randomness of time series for the effect of removing noise of data series. We found that Kalman filter is better method to remove the noise of chaotic data series even for high noise level.

• Journal of Institute of Control, Robotics and Systems
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• v.20 no.4
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• pp.468-473
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• 2014

This paper describes the in-flight alignment of SDINS (Strapdown Inertial Navigation Systems) using an EKF (Extended Kalman Filter) and a UKF (Unscented Kalam Filter), which allow large initial attitude error uncertainty. Regardless of the inertial sensors, there are nonlinear error dynamics of SDINS in cases of large initial attitude errors. A UKF that is one of the nonlinear filtering approaches for IFA (In-Flight Alignment) are used to estimate the attitude errors. Even though the EKF linearized model makes velocity errors when predicting incorrectly in case of large attitude errors, a UKF can represent correctly the velocity errors variations of attitude errors with nonlinear attitude error components. Simulation results and analyses show that a UKF works well to handle large initial attitude errors of SDINS and the alignment error attitude estimation performance are quite improved.