• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.39.3-39
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• 2001

Since Kalman filter and wavelet transform techniques are both suitable for a nonstationary process, wavelet-Kalman filter was proposed and applied to various industrial fields. However, the wavelet-Kalman filter subjected to model uncertainty with nonstationary process has not been considered. Thus, the robust wavelet-Kalman filter method is proposed in this paper. The proposed method can prevent the degradation of filter performance when parameter uncertainty exists in both the state and measurement matrices and preserve the merits of the standard Kalman filter in the sense that it produces optimal estimates. A simple example shows that the proposed approach outperforms the standard Kalman filter and the nominal wavelet-Kalman filter.

• Transactions on Control, Automation and Systems Engineering
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• 제1권2호
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• pp.134-140
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• 1999

The robust generalized H2 filtering problem for a class of discrete time uncertain linear systems satisfying the sum quadratic constraints(SQCs) is considered. The objective of this paper is to develop robust stability condition using SQCs and design a robust generalized Ha filter to take place of the existing robust Kalman filter. The robust generalized H2 filter is designed based on newly derived robust stability condition. The robust generalized Ha filter bounds the energy to peak gain from the energy bounded exogenous disturbances to the estimation errors under the given positive scalar ${\gamma}$. Unlike the robust Lalman filter, it does not require any spectral assumptions about the exogenous disturbances . Therefore the robust generalized H2 filter can be considered as a deterministic formulation of the robust Kalman filter. Moreover, the variance of the estimation error obtained by the proposed filter is lower than that by the existing robust Kalman filter. The robustness of the robust generalized H2 filter against the uncertainty and the exogenous signal is illustrated by a simple numerical example.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2002년도 ICCAS
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• pp.45.2-45
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• 2002

$\textbullet$ Uncertainties are described by sum quadratic constraint(SQC) $\textbullet$ SQC is converted into an indefinite quadratic cost function $\textbullet$ A Kalman filter developed in indefinite inner product space is Krein space Kalman filter $\textbullet$ To minimize the SQC, the Krein space Kalman filter is used $\textbullet$ The proposed robust filter outperforms the standard Kalman filter and existing robust Kalman filter $\textbullet$ The proposed filter has the same recursive, simple structure as the standard Kalman filter $\textbullet$ Easy to design, adequate for on-line implementation

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.1771-1776
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• 2003

In mobile robot navigation, one of the key problems is the pose estimation of the mobile robot. Although the odometry can be used to describe the motions of the mobile robots quite simple and accurately, the validities of the models are limited by a number of error sources contaminating the encoder outputs so that applying the conventional extended Kalman filter to these nominal model does not yield the satisfactory performance. As a remedy for this problem, we consider the uncertain nonlinear kinematic model of the mobile robot that contains the norm bounded uncertainties and also propose a new robust extended Kalman filter based on the Krein space approach. The proposed robust filter has the same recursive structure as the conventional extended Kalman filter and can hence be readily designed to effectively account for the uncertainties. The computer simulations will be given to verify the robustness against the parameter variation as well as the reliable performance of the proposed robust filter.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2002년도 합동 추계학술대회 논문집 정보 및 제어부문
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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.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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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.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.99-107
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• 2018

This article considers a robust Kalman filter from the M-estimation point of view. Pak (Journal of the Korean Statistical Society, 27, 507-514, 1998) proposed a particular M-estimating function which has the data-based shaping constants. The Kalman filter with the proposed M-estimating function is considered. The structure and the estimating algorithm of the Kalman filter accompanying the M-estimating function are mentioned. Kalman filter estimates by the proposed M-estimating function are shown to be well behaved even when data are contaminated.

• 제어로봇시스템학회논문지
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• 제7권4호
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• pp.363-363
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• 2001

We study on the velocity matching algorithm for transfer alignment of inertial navigation system(INS) using a robust H₂ filter. We suggest an uncertainty model and a discrete robust H₂filter for INS and apply the suggested robust H₂ filter to the uncertainty model. The discrete robust H₂filter is shown by simulation to have better performance time and accuracy than Kalman filter.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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• pp.26-26
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• 2000

We study on the velocity matching algorithm for transfer alignment of inertial navigation system(INS) using robust H$_2$ filter. We suggest an uncertainty model for INS and apply the suggested discrete robust H$_2$ filter to the uncertainty model compared with kalman filter, the discrete robust H$_2$ filter is shown by simulation to have good performance of alignment time and accuracy.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2003년도 학술회의 논문집 정보 및 제어부문 B
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• pp.433-436
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• 2003

The estimation of the position and the orientation for the mobile robot constitutes an important problem in mobile robot navigation. Although the odometry can be used to describe the motions of the mobile robots, there inherently exist the gaps between the real robots and the mathematical model, which may be caused by a number of error sources contaminating the encoder outputs. Hence, applying the standard extended Kalman filter for the nominal model is not supposed to give the satisfactory performance. As a solution to this problem, a new robust extended Kalman filter is proposed based on the Krein space approach. We consider the uncertain discrete time nonlinear model of the mobile robot that contains the uncertainties represented as sum quadratic constraints. The proposed robust filter has the merit of being constructed by the same recursive structure as the standard extended Kalman filter and can, therefore, be easily designed to effectively account for the uncertainties. The simulations will be given to verify the robustness against the parameter variation as veil as the reliable performance of the proposed robust filter.