• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2001년도 가을 학술발표회 논문집
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• pp.117-126
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• 2001

In this study, the recently developed unscented Kalman filter (UKF) technique is studied for identification of nonlinear structural dynamic systems as an alternative to the extended Kalman filter (EKF). The EKF, which was originally developed as a state estimator for nonlinear systems, has been frequently employed for parameter identification by introducing the state vector augmented with the unknown parameters to be identified. However, the EKF has several drawbacks such as biased estimations and erroneous estimations especially for highly nonlinear dynamic systems due to its crude linearization scheme. To overcome the weak points of the EKF, the UKF was recently developed as a state estimator. Numerical simulation studies have been carried out on nonlinear SDOF system and nonlinear MDOF system. The results from a series of numerical simulations indicate that the UKF is superior to the EKF in the system identification of nonlinear dynamic systems especially highly nonlinear systems.

• 한국지진공학회:학술대회논문집
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• 한국지진공학회 2002년도 추계 학술발표회 논문집
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• pp.213-220
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• 2002

본 연구에서는 최근에 개발된 Unscented Particle Filter (UPF)를 사용한 비선형 동적 구조계의 구조계수 규명기법이 연구되었다. 일반적인 비선형 구조계수 추정 문제의 일반 해는 존재하지 않으나, 그에 대한 대안으로써 선형 근사 기법인 extended Kalman filter (EKF)가 비선형 동적 구조계수의 추정에 주로 사용되어왔다. 그러나, EKF는 구간 선형(piecewise linear) 가정으로 인해 biased estimator이고 비선형성이 상대적으로 높을 때 오차가 큰 추정치를 주는 단점을 가진다. 이를 보완하기 위해서 UPF가 개발되었고, 이 기법은 particle filter의 일종으로써 Unscented Kalman filter (UKF)를 사용하여 importance proposal distribution을 생성한다. 수치실험이 SDOF와 MDOF에 대하여 3가지 경우에 대해서 수행되었다. 비선형 SDOF의 수치 실험으로부터 잡음이 가해진 상태에서 UKF가 EKF에 비해 초기 공분산 행렬의 가정에 대해 정확하고 강인한 추정결과를 보여줌을 보였다 최하층의 column에 비선형 거동이 발생하는 5층 전단 빌딩모형의 수치실험으로부터 UKF가 복잡한 구조물의 구조계수 추정능력이 있음을 보여주었다. 여러 가지 수치실험은 UPF가 EKF보다 비선형 동적 구조계수 추정에 있어서 더 나은 방법임을 보여 주었다.

• International Journal of Aeronautical and Space Sciences
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• 제12권1호
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• pp.24-36
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• 2011

A new approach for spacecraft absolute attitude estimation based on the unscented Kalman filter (UKF) is extended to relative attitude estimation and navigation. This approach for nonlinear systems has faster convergence than the approach based on the standard extended Kalman filter (EKF) even with inaccurate initial conditions in attitude estimation and navigation problems. The filter formulation employs measurements obtained from a vision sensor to provide multiple line(-) of(-) sight vectors from the spacecraft to another spacecraft. The line-of-sight measurements are coupled with gyro measurements and dynamic models in an UKF to determine relative attitude, position and gyro biases. A vector of generalized Rodrigues parameters is used to represent the local error-quaternion between two spacecraft. A multiplicative quaternion-error approach is derived from the local error-quaternion, which guarantees the maintenance of quaternion unit constraint in the filter. The scenario for bounded relative motion is selected to verify this extended application of the UKF. Simulation results show that the UKF is more robust than the EKF under realistic initial attitude and navigation error conditions.

• 한국군사과학기술학회지
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• 제17권4호
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• pp.537-543
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• 2014

RLG(Ring Laser Gyroscope) is a main device of LINS(Laser Inertial Navigation System). RLG has the lock-in region in which there is no output signal. To alleviate the lock-in problem, a mechanical oscillation, the dither motion, is applied on RLG. A LPF(Low Pass Filter) is usually used on the output of RLG and accelerometer to remove the noise that is made by the dither motion. When the LINS is induced the disturbance during the initial alignment, it takes more time on alignment due to the use of the LPF and a fixed gain controller. In this paper, an initial alignment using UKF(Unscented Kalman Filter) is designed and analysed. Analysis include comparison between conventional initial alignment loop using fixed gain type controller and proposed initial alignment using UKF. Moreover, Disturbance inducing test results are demonstrated.

• Journal of Astronomy and Space Sciences
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• 제28권3호
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• pp.193-201
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• 2011

A strategy for geostationary orbit (or geostationary earth orbit [GEO]) surveillance based on optical angular observations is presented in this study. For the dynamic model, precise analytical orbit model developed by Lee et al. (1997) is used to improve computation performance and the unscented Kalman filer (UKF) is applied as a real-time filtering method. The UKF is known to perform well under highly nonlinear conditions such as surveillance in this study. The strategy that combines the analytical orbit propagation model and the UKF is tested for various conditions like different level of initial error and different level of measurement noise. The dependencies on observation interval and number of ground station are also tested. The test results shows that the GEO orbit determination based on the UKF and the analytical orbit model can be applied to GEO orbit tracking and surveillance effectively.

• 한국전산구조공학회논문집
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• 제36권4호
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• pp.233-242
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• 2023

본 논문에서는 다중 시그마포인트 세트(MSP)를 사용하는 분산점 칼만필터(UKF)인 UKF-MSP를 소개한다. 비선형 동적시스템을 표현하기 위해 널리 알려진 Bouc-Wen 모델을 사용하였고, 비선형성 고려가 가능한 칼만필터 중 UKF를 선정하였다. 그런데 UKF는 두 가지 인공오차와 시그마포인트의 분포를 결정하는 스케일링 파라미터의 값을 튜닝(Tuning)하는 과정을 통해 적절히 설정해야만 대상 동적시스템의 추정하고자 하는 상태(State)를 정확히 추정할 수가 있다. 본 논문에서는 후자의 스케일링 파라미터 설정 문제를 완화하고자 하였으며, MSP를 사용함으로써 기존 UKF에 비해 칼만필터 튜닝 과정에 덜 민감한 UKF-MSP를 제안하였다. 지진으로 인한 급격한 구조손상 시나리오에 대해 UKF-MSP의 안정성을 검증하였다. 제안된 방법은 튜닝과정을 완화함과 동시에 다른 칼만필터 파라미터인 인공오차에 대해서도 덜 민감한 거동을 보임을 확인하였다.

• 제어로봇시스템학회논문지
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• 제13권8호
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• pp.817-823
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• 2007

GPS and INS can be integrated in 3 ways of loose, tight, and ultra-tight configuration. This paper investigates the performance of GPS/INS ultra-tightly integrated system when unscented Kalman filter(UKF) is adopted as well as extended Kalman filter(EKF). Covariance analysis is performed using UFK and EKF for tightly coupled and ultra-tightly coupled systems. Various trajectories such as straight, circle, S-shape, spiral are considered for the simulations of covariance analysis.

• International Journal of Control, Automation, and Systems
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• 제6권2호
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• pp.204-213
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• 2008

In this paper, we present the practical application of an Unscented Kalman Filter (UKF) for an Indoor Mobile Localization System using ultrasonic sensors. It is true that many kinds of localization techniques have been researched for several years in order to contribute to the realization of a ubiquitous system; particularly, such a ubiquitous system needs a high degree of accuracy to be practical and efficient. Unfortunately, a number of localization systems for indoor space do not have sufficient accuracy to establish any special task such as precise position control of a moving target even though they require comparatively high developmental cost. Therefore, we developed an Indoor Mobile Localization System having high localization performance; specifically, the Unscented Kalman Filter is applied for improving the localization accuracy. In addition, we also present the additive filter named 'Pre-filtering' to compensate the performance of the estimation algorithm. Pre-filtering has been developed to overcome negative effects from unexpected external noise so that localization through the Unscented Kalman Filter has come to be stable. Moreover, we tried to demonstrate the performance comparison of the Unscented Kalman Filter and another estimation algorithm, such as the Unscented Particle Filter (UPF), through simulation for our system.

• 제어로봇시스템학회논문지
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• 제19권2호
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• pp.87-94
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• 2013

UKF (Unscented Kalman Filter) has been used in the nonlinear systems without initial accurate state estimates instead of EKF (Extended Kalman Filter) of the last decade because the UKF has robustness to the large initial estimation error. In the multirate integrated system such as INS (Inertial Navigation System)/GPS (Global Positioning System) integrated navigation system, however, it is difficult to implement the UKF based navigation algorithm in the mid-grade micro-processor due to the large computational burden. To overcome this problem, this paper proposes a MUKF (Modified UKF) that has a reduced computation burden using the basic idea that the change of the provability distribution for the state variables between measurement updates is small in the multi-rate INS/GPS integrated navigation filter. The performance of the proposed MUKF is verified by numerical simulations.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.2331-2334
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• 2003

The basic difference between the EKF(Extended Kalman Filter) and UKF(Unscented Kalman Filter) stems from the manner in which Gaussian random variables(GRV) are represented for propagating through system dynamics. In the EKF, the state distribution is approximated by a GRV, which is then propagated analytically through the first-order linearization of the nonlinear system. This can possibly introduce large errors in the true posterior mean and covariance of the transformed GRV, which may lead to sub-optimal performance and sometimes divergence of the filter. However, the UKF addresses this problem by using a deterministic sampling approach. The state distribution is also approximated by a GRV, but is now represented using a minimal set of carefully chosen sample points. These sample points completely capture the true mean and covariance of the GRV, and UKF captures the posterior mean and covariance accurately up to the 2nd order(Taylor series expansion) for any nonlinearity. This paper utilizes the UKF to determine spacecraft orbit when only magnetometer is available. Several catastrophic failures of spacecraft in orbit have been attributed to failures of the spacecraft mission. Recently studies on contingency-major sensor failure cases- have been performed. For mission success, contingency design or plan should be implemented in case of a major sensor failure. Therefore the algorithm presented in this paper can be used for a spacecraft without GPS or contingency design in case of GPS failure.