• 제목/요약/키워드: Robust filter

검색결과 683건 처리시간 0.033초

Suboptimal Robust Generalized H2 Filtering using Linear Matrix Inequalities

  • Ra, Won-Sang;Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • 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.

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강인 H₂필터를 이용한 속도정합 알고리즘 (Velocity Matching Algorithm Using Robust H₂Filter)

  • 양철관;심덕선;박찬국
    • 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.

강인필터를 이용한 전달정렬 알고리즘 (Transfer Alignment Algorithm using Robust filter)

  • 양철관;심덕선
    • 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.

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선형화 오차에 강인한 확장칼만필터 (An Extended Kalman Filter Robust to Linearization Error)

  • 혼형수;이장규;박찬국
    • 제어로봇시스템학회논문지
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    • 제12권2호
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    • pp.93-100
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    • 2006
  • In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

강인한 H$_2$필터를 이용한 속도정합 알고리즘 (Velocity Matching Algorithm Using Robust H$_2$Filter)

  • 양철관;심덕선;박찬국
    • 제어로봇시스템학회논문지
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    • 제7권4호
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    • pp.362-368
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    • 2001
  • We study on the velocity matching algorithm for transfer alignment of inertial navigation system(INS) using a robust H$_2$ filter. We suggest an uncertainty model and a discrete robust H$_2$filter for INS and apply the suggested robust H$_2$ filter to the uncertainty model. The discrete robust H$_2$filter is shown by simulation to have better performance time and accuracy than Kalman filter.

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An Impulse Noise-Robust Wiener Filter

  • Park, Soon-Young
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 1992년도 학술논문발표회 논문집 제11권 1호
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    • pp.33-36
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    • 1992
  • In this paper we propose the impulse noise-robust Wiener filter based on a combination of Wiener and modified trimmed mean(MTM) filters. The robust Wiener filter uses the trimming operation of the MTM filter to replace the outliers with the median within the window and the new set of samples which can be considered as the random process with same mean are inputted into the following Wiener filter. We show that the robust Wiener filter is effective in frequency selective filtering of nonstationary signals while preserving signal edges with the rejection of impulse noise.

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An Extended Robust $H_{\infty}$ Filter for Nonlinear Constrained Uncertain System

  • Seo, Jae-Won;Yu, Myeong-Jong;Park, Chan-Gook;Lee, Jang-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.565-569
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    • 2003
  • In this paper, a robust filter is proposed to effectively estimate the system states in the case where system model uncertainties as well as disturbances are present. The proposed robust filter is constructed based on the linear approximation methods for a general nonlinear uncertain system with an integral quadratic constraint. We also derive the important characteristic of the proposed filter, a modified $H_{\infty}$ performance index. Analysis results show that the proposed filter has robustness against disturbances, such as process and measurement noises, and against parameter uncertainties. Simulation results show that the proposed filter effectively improves the performance.

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증폭 및 전달 릴레이 기반 다중 사용자 피어투피어 통신 시스템에서 강인한 MMSE 필터 설계 방법 (On Robust MMSE-Based Filter Designs for Multi-User Peer-to-Peer Amplify-and-Forward Relay Systems)

  • 신준우
    • 한국통신학회논문지
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    • 제38A권9호
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    • pp.798-809
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    • 2013
  • 본 논문에서는 부정확한 채널 정보가 주어진 환경에서 multi-user peer-to-peer 증폭 및 전달 릴레이 시스템에 대한 robust 릴레이 및 수신기 필터 설계 방법을 제안한다. 구체적으로, 평균 자승 오류율 합을 최소화 하는 관점에서 릴레이 및 수신기 필터를 구한다. 우선 iterative 연산이 필요한 joint 최적화 필터 설계 방법을 제시한다. 그리고 iterative 방법의 연산 복잡도를 개선하기 위해 릴레이 필터의 분해능에 기반을 둔 두 가지 robust non-iterative 부최적화 방법을 제안한다. 또한 릴레이와 특정 수신기 간의 local channel state information 만을 이용하는 변형된 수신기 설계 방법을 추가적으로 제안한다. 연산 복잡도 분석과 평균 자승 오류율 합 및 비트 오류율 성능을 확인하는 실험을 통해, 제안하는 robust non-iterative 부최적화 방법이 robust iterative 최적화 방법과 비교해 연산량 감소 효과는 크면서 성능 열화는 제한적임을 확인하였다. 그리고 채널 정보의 부정확함이 존재하는 시스템 환경에서 제안하는 방법의 상당한 robustness 를 확인하였다.

A Krein Space Approach for Robust Extended Kalman Filtering on Mobile Robots in the Presence of Uncertainties

  • Jin, Seung-Hee;Park, Jin-Bae
    • 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.

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

  • 이태훈;윤태성;박진배
    • 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.

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