• Title/Summary/Keyword: model-based Kalman filtering

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A Study on the Safety Management of Streamflows by the Kalman Filtering Theory (Kalman Filtering 이론에 의한 하천 유출 안전관리에 관한 연구)

  • 박종권;박종구;이영섭
    • Journal of the Korean Society of Safety
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    • v.11 no.2
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    • pp.122-127
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    • 1996
  • The purpose of this study has been studied and investigated to prediction algorithms of the Kalman Filtering theory which are based on the state-vector description, including system identification, model structure determination, parameter estimation. And the prediction algorithms applied of rainfall-runoff process, has been worked out. The analysis of runoff process and runoff prediction algorithms of the river-basin established, for the verification of prediction algorithms by the Kalman Filtering theory, the observed historical data of the hourly rainfall and streamflows were used for the algorithms. In consisted of the above, Kalman Filtering rainfall-runoff model applied and analysised to Wi-Stream basin in Nak-dong River(Basin area : $472.53km^2$).

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Robust Multiuser Detection Based on Least p-Norm State Space Filtering Model

  • Zha, Daifeng
    • Journal of Communications and Networks
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    • v.9 no.2
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    • pp.185-191
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    • 2007
  • Alpha stable distribution is better for modeling impulsive noises than Gaussian distribution in signal processing. This class of process has no closed form of probability density function and finite second order moments. In general, Wiener filter theory is not meaningful in S$\alpha$SG environments because the expectations may be unbounded. We proposed a new adaptive recursive least p-norm Kalman filtering algorithm based on least p-norm of innovation process with infinite variances, and a new robust multiuser detection method based on least p-norm Kalman filtering. The simulation experiments show that the proposed new algorithm is more robust than the conventional Kalman filtering multiuser detection algorithm.

Short-term Water Demand Forecasting Algorithm Based on Kalman Filtering with Data Mining (데이터 마이닝과 칼만필터링에 기반한 단기 물 수요예측 알고리즘)

  • Choi, Gee-Seon;Shin, Gang-Wook;Lim, Sang-Heui;Chun, Myung-Geun
    • Journal of Institute of Control, Robotics and Systems
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    • v.15 no.10
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    • pp.1056-1061
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    • 2009
  • This paper proposes a short-term water demand forecasting algorithm based on kalman filtering with data mining for sustainable water supply and effective energy saving. The proposed algorithm utilizes a mining method of water supply data and a decision tree method with special days like Chuseok. And the parameters of MLAR (Multi Linear Auto Regression) model are estimated by Kalman filtering algorithm. Thus, we can achieve the practicality of the proposed forecasting algorithm through the good results applied to actual operation data.

A Sequencial Adaptive Kalman Filtering for Video Codec Image Enhancement (Video Codec 화질 개선을 위한 순차적 적응형 칼만 필터링 연구)

  • 백원진;이종수;김수원;박진우
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.15 no.12
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    • pp.1031-1043
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    • 1990
  • A sequential recursive Kalman filtering algorithm, using causal image model, which is designed to operate in real time in the scanning mode is developed to enhance quality of 64Kbps videocodec images via function of suppression of various noises and optimum restoration. In order to improve its performance, adapted an averaging of pixel values between processing lines and adaptive filtering strategy based on the local spatial variance. Effecttiveness of the Kalman filtering algorithm proposed has been proved in the processed test kalman filtering algorithm proposed has been proved in the processed test images and the NMSE, LOGMSE measured, therefore, it may proposes possibility of the usage in videocodec for pre- and post- processing.

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A Study on the Effect of the Machine State Considering Human Skillfulness (Kalman Filtering Approach) (작업자의 숙련도가 기계상태에 미치는 영향에 관한 연구 (최적 제어 이론(Kalman Filtering) 적용 중심으로))

  • 윤상원;갈원모;신용백
    • Journal of the Korean Society of Safety
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    • v.9 no.4
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    • pp.125-131
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    • 1994
  • This paper proposes a dynamic recursive model with the effect analysis of machine state considering human factor(human skillfulness) In a single lot man-machine production system. This model obtained using Kalman Filtering Algorithm Is based on input state, output state, machine state. For sensitivity analysis, this model constructed is examined according to the impact of human skillfulness with computer simulation. The model studied in this paper has a great advance from the point of view a combination of three factors( human engineering, dynamic control theory, quality control ) and can also be extended in several applications.

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Investigation into SINS/ANS Integrated Navigation System Based on Unscented Kalman Filtering

  • Ali, Jamshaid;Jiancheng, Fang
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.241-245
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    • 2005
  • Strapdown inertial navigation system (SINS) integrated with astronavigation system (ANS) yields reliable mission capability and enhanced navigational accuracy for spacecrafts. The theory and characteristics of integrated system based on unscented Kalman filtering is investigated in this paper. This Kalman filter structure uses unscented transform to approximate the result of applying a specified nonlinear transformation to a given mean and covariance estimate. The filter implementation subsumed here is in a direct feedback mode. Axes misalignment angles of the SINS are observation to the filter. A simple approach for simulation of axes misalignment using stars observation is presented. The SINS error model required for the filtering algorithm is derived in space-stabilized mechanization. Simulation results of the integrated navigation system using a medium accuracy SINS demonstrates the validity of this method on improving the navigation system accuracy with the estimation and compensation for gyros drift, and the position and velocity errors that occur due to the axes misalignments.

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Dynamic state estimation for identifying earthquake support motions in instrumented structures

  • Radhika, B.;Manohar, C.S.
    • Earthquakes and Structures
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    • v.5 no.3
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    • pp.359-378
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    • 2013
  • The problem of identification of multi-component and (or) spatially varying earthquake support motions based on measured responses in instrumented structures is considered. The governing equations of motion are cast in the state space form and a time domain solution to the input identification problem is developed based on the Kalman and particle filtering methods. The method allows for noise in measured responses, imperfections in mathematical model for the structure, and possible nonlinear behavior of the structure. The unknown support motions are treated as hypothetical additional system states and a prior model for these motions are taken to be given in terms of white noise processes. For linear systems, the solution is developed within the Kalman filtering framework while, for nonlinear systems, the Monte Carlo simulation based particle filtering tools are employed. In the latter case, the question of controlling sampling variance based on the idea of Rao-Blackwellization is also explored. Illustrative examples include identification of multi-component and spatially varying support motions in linear/nonlinear structures.

Decentralized Moving Average Filtering with Uncertainties

  • Song, Il Young
    • Journal of Sensor Science and Technology
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    • v.25 no.6
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    • pp.418-422
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    • 2016
  • A filtering algorithm based on the decentralized moving average Kalman filter with uncertainties is proposed in this paper. The proposed filtering algorithm presented combines the Kalman filter with the moving average strategy. A decentralized fusion algorithm with the weighted sum structure is applied to the local moving average Kalman filters (LMAKFs) of different window lengths. The proposed algorithm has a parallel structure and allows parallel processing of observations. Hence, it is more reliable than the centralized algorithm when some sensors become faulty. Moreover, the choice of the moving average strategy makes the proposed algorithm robust against linear discrete-time dynamic model uncertainties. The derivation of the error cross-covariances between the LMAKFs is the key idea of studied. The application of the proposed decentralized fusion filter to dynamic systems within a multisensor environment demonstrates its high accuracy and computational efficiency.

GPS Output Signal Processing considering both Correlated/White Measurement Noise for Optimal Navigation Filtering

  • Kim, Do-Myung;Suk, Jinyoung
    • International Journal of Aeronautical and Space Sciences
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    • v.13 no.4
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    • pp.499-506
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    • 2012
  • In this paper, a dynamic modeling for the velocity and position information of a single frequency stand-alone GPS(Global Positioning System) receiver is described. In static condition, the position error dynamic model is identified as a first/second order transfer function, and the velocity error model is identified as a band-limited Gaussian white noise via non-parametric method of a PSD(Power Spectrum Density) estimation in continuous time domain. A Kalman filter is proposed considering both correlated/white measurements noise based on identified GPS error model. The performance of the proposed Kalman filtering method is verified via numerical simulation.

Rao-Blackwellized Particle Filtering for Sequential Speech Enhancement (Rao-Blackwellized particle filter를 이용한 순차적 음성 강조)

  • Park Sun-Ho;Choi Seun-Jin
    • Proceedings of the Korean Information Science Society Conference
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    • 2006.06b
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    • pp.151-153
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    • 2006
  • we present a method of sequential speech enhancement, where we infer clean speech signal using a Rao-Blackwellized particle filter (RBPF), given a noise-contaminated observed signal. In contrast to Kalman filtering-based methods, we consider a non-Gaussian speech generative model that is based on the generalized auto-regressive (GAR) model. Model parameters are learned by a sequential Newton-Raphson expectation maximization (SNEM), incorporating the RBPF. Empirical comparison to Kalman filter, confirms the high performance of the proposed method.

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