• Journal of the Korea Society for Simulation
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• v.27 no.3
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• pp.99-107
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• 2018

In this paper, we study target tracking in two dimensional space using a Extended Kalman filter(EKF), various Extended Kalman Filter and Cost-Reference Particle Filter(CRPF), which can effectively estimate the state values of nonlinear measurement equation. We introduce various Extended Kalman Filter which the Unscented Kalman Filter(UKF), the Central Difference Kalman Filter(CDKF), the Square Root Unscented Kalman Filter(SR-UKF), and the Central Difference Kalman Filter(SR-CDKF). In this study, we calculate Mean Square Error(MSE) of each filters using Monte-Carlo simulation with unknown noise statistics. Simulation results show that among the various of Extended Kalman filter, Square Root Central Difference Kalman Filter has the best results in terms of speed and performance. And, the Cost-Reference Particle Filter has an advantageous feature that it does not need to know the noise distribution differently from Extended Kalman Filter, and the simulation result shows that the excellent in term of processing speed and accuracy.

• Journal of Advanced Marine Engineering and Technology
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• v.40 no.3
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• pp.217-222
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• 2016

This study investigates the design, analysis, and implementation of the square-root extended Kalman filter by using an algorithm derived by combining the Potter or Carlson algorithm with the modified Gram-Schmidt algorithm, for sensorless speed control of a permanent-magnet synchronous motor. The sensitivity of the Kalman filter to round-off errors is a well-known problem. A possible way to address this limitation is by combining the square-root concept and Kalman filter that can improve the numerical performance and solve instability-related problems such as divergence. This paper presents the design and analysis of the implementation of such a square-root extended Kalman filter. To demonstrate the performance of the proposed filter, experimental results under several operating conditions, such as high and low speeds, reversal rotation, detuned parameters and load test, have been analyzed. Further, code sizes and operation times have been compared. Experimental results establish the performance of the proposed square-root extended Kalman filter-based estimation technique for sensorless speed control of a permanent-magnet synchronous motor.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.1897-1902
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• 2005

The objective of this paper is to estimate the concentration distribution in flow field inside the pipeline based on electrical impedance tomography. Special emphasis is given to the development of dynamic imaging technique for two-phase field undergoing a rapid transient change. Nonlinearity-compensation extended Kalman filter is employed to cope with unexpected measurement uncertainty. The nonlinearity-compensation extended Kalman filter compensates for the influence of measurement uncertainty and solves the instability of extended Kalman filter. Extensive computer simulations are carried out to show that nonlinearity-compensation extended Kalman filter has enhanced estimation performance especially in the unexpected measurement environment.

• 제어로봇시스템학회:학술대회논문집
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• 1987.10b
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• pp.464-469
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• 1987

The Kalman filter is an optimal linear estimator that has been an active research topic for the past three decades. The scheme has become the milestone of modern filtering, and it is applied to many areas including navigations and controls of free vehicle. The Kalman filter technique is matured. But some problems are still remained to be resolved. The prevention of divergence induced by digital implementation, nonoptimal application for nonlinear system, and application to non-Gaussian processes are some of the problems. This paper surveys the problems. The square root filtering is suggested to prevent the divergence. The extended Kalman filter is used for nonlinear systems. And, many other approaches to Kalman-like optimal estimators are also investigated.

• Transactions of the Korean Society of Automotive Engineers
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• v.20 no.6
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• pp.126-131
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• 2012

Tire force is one of important parameters which determine vehicle dynamics. However, it is hard to measure tire force directly through sensors. Not only the sensor is expensive but also installation of sensors on harsh environments is difficult. Therefore, estimation algorithms based on vehicle dynamic models are introduced to estimate the tire forces indirectly. In this paper, an estimation system for estimating lateral force and states is suggested. The state-space equation is constructed based on the 3-DOF bicycle model. Extended Kalman Filter, Unscented Kalman Filter and Ensemble Kalman Filter are used for estimating states on the nonlinear system. Performance of each algorithm is evaluated in terms of RMSE (Root Mean Square Error) and maximum error.

• Proceedings of the KIEE Conference
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• 1992.07a
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• pp.305-307
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• 1992

This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

• Journal of Hydrospace Technology
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• v.2 no.2
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• pp.24-35
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• 1996

This paper describes parameter identification techniques formulated for the estimation of maneuvering coefficients of a submerged body. The first part of this paper is concerned with the identifiability of the system parameters. The relationship between a stochastic linear time-invariant system and the equivalent dynamic system is investigated. The second is concerned with the development of the numerically stable identification technique. Two identification techniques are tested; one is the ma7mum likelihood (ML) methods using the Holder & Mead simplex search method and using the modified Newton-Raphson method, and the other is the modified extended Kalman filter (MEKF) method with a square-root algorithm, which can improve the numerical accuracy of the extended Kalman filter. As a results, it is said that the equations of motion for a submerged body have higher probability to generate simultaneous drift phenomenon compared to general state equations and only the ML method using the Holder & Mead simplex search method and the MEKF method with a square-root algorithm gives acceptable results.

• Journal of Positioning, Navigation, and Timing
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• v.9 no.3
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• pp.221-227
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• 2020

In this paper, the Iterated Consider Extended Kalman Filter (ICEKF) is proposed for bearing-only localization of GNSS interference to improve the estimation performance and filter consistency. The ICEKF is an extended version of Consider KF (CKF) for Iterated EKF (IEKF) to consider an effect of bearing measurement bias error to filter covariance. The ICEKF can mitigate the EKF divergence problem which can occur when linearizing the nonlinear bearing measurement by a large initial state error. Also, it can mitigate filter inconsistency problem of EKF and IEKF which can occur when a weakly observable bearing measurement bias error state is not included in filter state vector. The simulation result shows that the localization error of the ICEKF is smaller than the EKF and IEKF, and the Root Mean Square (RMS) estimation error of ICEKF matches the covariance of filter.

• The Journal of the Korea institute of electronic communication sciences
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• v.10 no.4
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• pp.469-475
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• 2015

This paper describes about the method for designing an extended Kalman filter to accurately measure the position of the spatial-phase system using a semiconductor sensor. Spatial position is expressed by the correlation of the rotated coordinate system attached to the body from the inertia coordinate system (a fixed coordinate system). To express the attitude, quaternion was adapted as a state variable, Then, the state changes were estimated from the input value which was measured in the gyro sensor. The observed data is the value obtained from the acceleration sensor. By matching between the measured value in the acceleration sensor and the predicted calculation value, the best variable was obtained. To increase the accuracy of estimation, designation of the extended Kalman filter was performed, which showed excellent ability to adjust the estimation period relative to the sensor property. As a result, when a three-axis gyro sensor and a three-axis acceleration sensor were adapted in the estimator, the RMS(Root Mean Square) estimation error in simulation was retained less than 1.7[$^{\circ}$], and the estimator displayed good property on the prediction of the state in 100 ms measurement period.

• Journal of Institute of Control, Robotics and Systems
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• v.14 no.9
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• pp.865-872
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• 2008

Spacecraft attitude estimation using the nonlinear unscented filter is addressed to fully utilize capabilities of the unscented transformation. To release significant computational load, an efficient technique is proposed by reasonably removing correlation between random variables. This modification introduces considerable reduction of sigma points and computational burden in matrix square-root calculation for most nonlinear systems. Unscented filter technique makes use of a set of sample points to predict mean and covariance. The general QUEST(QUaternion ESTimator) algorithm preserves explicitly the quaternion normalization, whereas extended Kalman filter(EKF) implicitly obeys the constraint. For spacecraft attitude estimation based on quaternion, an approach to computing quaternion means from sampled quaternions with guarantee of the quaternion norm constraint is introduced applying a constrained optimization technique. Finally, the performance of the new approach is demonstrated using a star tracker and rate-gyro measurements.