• 제어로봇시스템학회논문지
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• 제21권11호
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• pp.1057-1063
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• 2015

This paper proposes a new nonlinear filtering algorithm that combines the unscented Kalman filter (UKF) and the finite impulse response (FIR) filter. The proposed filter is called the unscented Kalman/FIR hybrid filter (UKFHF). In the UKFHF algorithm, the UKF is used as the main filter, which produces state estimates under ideal conditions. When failures of the UKF are detected, the FIR filter is operated. Using the output of the FIR filter, the UKF is reset and rebooted. In this way, the UKFHF recovers from failures. The proposed UKFHF is applied to indoor human localization using wireless sensor networks. Through simulations, the performance of the UKFHF is demonstrated in comparison with that of the UKF.

• 제어로봇시스템학회논문지
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• 제12권8호
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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.

• 한국지능시스템학회:학술대회논문집
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• 한국지능시스템학회 2008년도 춘계학술대회 학술발표회 논문집
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• pp.168-173
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• 2008

본 연구는 UKF Algorithm을 이용한 정전용량형 원격RF센서시스템을 개발하였다. 원격 RF센서 시스템이란 wireless, implantable 그리고 batterless을 만족하는 센서 시스템을 의미한다. 기존의 원격 RF센서 시스템은 보편적으로 집적회로 타입을 채택하지만, 그 구조의 복잡성과 전력소모의 제약을 받는다. 이러한 제약을 해결하기 위해 본 연구에서는 R, L 그리고 C만으로 구성되어있는 유도결합원리를 이용한 원격 RF센서 시스템을 제안하였다. 제안된 RF 센서 시스템은 압력 혹은 습도와 같은 환경의 변화를 정전용량 값으로 측정할 수 있으며 센서의 정전 용량 값을 측정하기 위해 비선형시스템의 파라메타추정에 적합한 Unscented Kalman Filter(UKF) 기법을 채택하였다. UKF 기법을 이용하기 위해 제안된 시스템은 페이저법을 사용하여 수학적으로 모델링되었다. 마지막으로, 제안된 UKF 알고리즘을 이용한 원력 RF센서시스템이 잡음환경에서도 정전용량값을 비교적 정확하게 추정가능함을 확인하였다.

• 한국시뮬레이션학회논문지
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• 제27권3호
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• pp.99-107
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• 2018

본 논문에서는 비선형성을 가지는 측정방정식의 상태값을 효과적으로 추정할 수 있는 확장칼만필터(Extended Kalman Filter/EKF)와 확장칼만필터의 변종들 그리고 코스트 레퍼런스 파티클필터(Cost-Reference Particle Filter/CRPF)를 이용하여 이차원 공간에서 표적추적 성능에 관하여 연구한다. 확장칼만필터의 변종으로 분산점칼만필터(Unscented Kalman Filter/UKF), 중심차분칼만필터(Central Difference Kalman Filter/CDKF), 제곱근 분산점칼만필터(Square Root Unscented Kalman Filter/SR-UKF) 그리고 제곱근 중심차분칼만필터(Square Root Central Difference Kalman Filter/SR-CDKF)를 소개한다. 본 연구에서는 노이즈가 불확실한 표적에 대하여 몬테카를로 시뮬레이션 기법을 이용하여 각 필터들의 평균제곱오차(Mean Square Error/MSE)를 계산하였다. 시뮬레이션 결과 확장칼만필터의 변종들 중에서 제곱근 중심차분칼만필터가 속도와 성능 면에서 가장 우수한 결과를 보여주었다. 코스트 레퍼런스 파티클 필터는 확장칼만필터와 다르게 노이즈의 확률 분포를 알 필요가 없다는 유리한 특성을 가지고 있으며 시뮬레이션 결과 제곱근 중심차분칼만필터보다 처리속도 및 정확도 면에서 우수한 결과를 보여주었다.

• Journal of Astronomy and Space Sciences
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• 제25권3호
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• pp.283-290
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• 2008

이 논문에서는 간섭계 구성의 기본이 되는 위성 간 상대위치 추정에 관한 알고리즘을 개발하고 검증하였다. 편대위성 간 상대위치 추정을 실시간으로 수행하기 위해 확장칼만필터 (EKF, Extended Kalman Filter)와 Unscented 칼만필터 (UKF, Unscented Kalman Filter) 를 사용하였다. 칼만 필터를 이용한 상태벡터 (state-vector)의 갱신(update)을 위한 관측 데이터는 시뮬레이션을 통해 얻어진 GPS 위성 신호의 단일차분 (Single Difference)에 대한 값을 사용하였다. 이 연구에서 개발한 알고리즘으로 추정된 편대위성 간 상대위치는 확장칼만필터와 Unscented 칼만필터 모두 참 값으로 가정한 STK(Satellite Tool Kit) 의 시뮬레이션된 관측 값에 대해 ${\pm}1m$ 이내의 오차로 수렴함을 확인하였다. 또한 두 종류의 칼만필터를 이용하여 상대위치 결정을 수행함으로써 비선 형성을 가지는 경우 Unscented 칼만필터의 성능이 상대적으로 우수함을 확인할 수 있었다.

• 한국마린엔지니어링학회:학술대회논문집
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• 한국마린엔지니어링학회 2005년도 후기학술대회논문집
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• pp.45-46
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• 2005

In this paper, a passive telemetry sensor system using Unscented Kalman Filter(UKF) is proposed. Specially, to show the effective tracking performance of the UKF, we compared with the tracking performance of Recursive Least Square Estimation (RLSE) using linearization.

• 전기학회논문지
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• 제57권10호
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• pp.1861-1868
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• 2008

In this paper, Passive Telemerty RF Sensor System using Unscented Kalman Filter algorithm(UKF) is proposed. General Passive Telemerty RF Sensor System means that it should be "wireless", "implantable" and "batterless". Conventional Passive Telemerty RF Sensor System adopts Integrated Circuit type, but there are defects like complexity of structure and limit of large power consumption in some cases. In order to overcome these kinds of faults, Passive Telemetry RF Sensor System based on inductive coupling principle is proposed in this paper. Because passive components R, L, C have stray parameters in the range of high frequency such as about 200[KHz] used in this paper, Passive Telemetry RF Sensor System considering stray parameters has to be derived for accurate model identification. Proposed Passive Telemetry RF Sensor System is simple because it consists of R, L and C and measures the change of environment like pressure and humidity in the type of capacitive value. This system adopted UKF algorithm for estimation of this capacitive parameter included in nonlinear system like Passive Telemetry RF Sensor System. For the purpose of obtaining learning data pairs for UKF Algorithm, Phase Difference Detector and Amplitude Detector are proposed respectively which make it possible to get amplitude and phase between input and output voltage. Finally, it is verified that capacitive parameter of proposed Passive Telemetry RF Sensor System using UKF algorithm can be estimated in noisy environment efficiently.

• ETRI Journal
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• 제35권5호
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• pp.943-946
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• 2013

Instead of the extended Kalman filter, the unscented Kalman filter (UKF) has been used in nonlinear systems without initial accurate state estimates over the last decade because the UKF is robust against large initial estimation errors. However, in a multirate integrated system, such as an inertial navigation system (INS)/Global Positioning System (GPS) integrated navigation system, it is difficult to implement a UKF-based navigation algorithm in a low-grade or mid-grade microcontroller, owing to a large computational burden. To overcome this problem, this letter proposes a modified UKF that has a reduced computational burden based on the basic idea that the change of probability distribution for the state variables between measurement updates is small in a multirate INS/GPS integrated navigation filter. The performance of the modified UKF is verified through numerical simulations.

• Journal of the Korean Data and Information Science Society
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• 제15권2호
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• pp.499-506
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• 2004

The Unscented Kalman Filter is known to outperform the Extended Kalman Filter for the nonlinear state estimation with a significance advantage that it does not require the computation of Jacobian but EKF has a competitive advantage to the UKF on the performance time. We compare both algorithms on training the artificial neural network. The validation data set is used to estimate parameters which are supposed to result in better fitting for the test data set. Experimental results are presented which indicate the performance of both algorithms.

• 한국지진공학회:학술대회논문집
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• 한국지진공학회 2001년도 춘계학술대회 논문집
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• pp.180-189
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• 2001

In this study, 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.