• 제목/요약/키워드: modified Kalman filtering

검색결과 9건 처리시간 0.026초

변위 시계열 데이터를 이용한 교량거더의 Flutter 계수 추정기법에 관한 연구 (A Study on the Identification Method for Flutter Derivatives of Bridge Girders using Displacement Time History Data)

  • 이재형;민원;이용재
    • 한국강구조학회 논문집
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    • 제13권5호
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    • pp.525-533
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    • 2001
  • 교량의 내풍 안전성을 평가하기 위해서는 플러터 계수(Flutter Derivatives)의 안정적 추정이 필요하다. 본 논문에서는 풍동실험에서 얻어지는 시간영역에서의 데이터중 변위 시계열데이터를 이용해서 플러터 계수를 구하는 동특성 계수 측정기법 2가지를 검토하였다. 검토된 MITD(Modified Ibrahim Time Domain) 방법과 AKF(Adaptive Kalman Filtering) 방법은 2차원단면모형 실험으로부터 동시에 8개의 플러터 계수를 산출할 수 있는 유용한 방법이다. 제안된 방법의 실제상황에서의 적용성을 검토하기 위해서 Bandlimited Gausian white noise을 가상의 데이터에 첨가하여 수학적 시뮬레이션으로 잡음에 대한 안정성을 검증해 보았다. 그 결과 교량의 플러터 해석에서는 본 연구에서 검증된 MITD 방법을 통한 플러터 계수의 산출이 추전된다.

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선형 행렬 부등식을 이용한 준최적 강인 칼만 필터의 설계 (Design of Suboptimal Robust Kalman Filter via Linear Matrix Inequality)

  • 진승희;윤태성;박진배
    • 대한전기학회논문지:전력기술부문A
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    • 제48권5호
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    • pp.560-570
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    • 1999
  • This paper formulates the suboptimal robust Kalman filtering problem into two coupled Linear Matrix Inequality (LMI) problems by applying Lyapunov theory to the augmented system which is composed of the state equation in the uncertain linear system and the estimation error dynamics. This formulations not only provide the sufficient conditions for the existence of the desired filter, but also construct the suboptimal robust Kalman filter. The proposed filter can guarantee the optimized upper bound of the estimation error variance for uncertain systems with parametric uncertainties in both the state and measurement matrices. In addition, this paper shows how the problem of finding the minimizing solution subject to Quadratic Matrix Inequality (QMI), which cannot be easily transformed into LMI using the usual Schur complement formula, can be successfully modified into a generic LMI problem.

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3차원 기동표적을 사용한 수정된 상호작용 다중모델필터의 성능 분석 (Performance Evaluation of the Modified Interacting Multiple Model Filter Using 3-D Maneuvering Target)

  • 최성린;김기철;김용식;홍금식
    • 제어로봇시스템학회논문지
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    • 제7권5호
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    • pp.445-453
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    • 2001
  • The multiple targets tracking problem has been one of the main issues in the radar applications area in the last decade. Besides the standard Kalman filtering, various methods including the variable dimen-sion filter, input estimation filter, interacting multiple model(IMM) filter, dederated variable dimension filter with input estimation, etc., have proposed to address the tracking and sensor fusion issues. In this pa- per, two existing tracking algorithm, i.e, the IMM filter and the variable dimension filter with input estima-tion(VDIE), are combined for the purpose of improving the tracking performance for maneuvering targets. To evaluate the tracking performance of the proposed algorithm, three typical maneuvering patterns, i.e., waver, pop-up, and high-diver motions, are defined and are applied to the modified IMM filter as well as the standard IMM filter. The smaller RMS tracking errors, in position and velocity, of the modified IMM filter than the standard IMM filter are demonstrated though computer simulations.

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방위각 정보만을 이용한 비선형 표적추적필터 (Nonlinear Bearing Only Target Tracking Filter)

  • 윤장호
    • 항공우주시스템공학회지
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    • 제10권1호
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    • pp.8-14
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    • 2016
  • The optimal estimation of a bearing only target tracking problem be achieved through the solution of the Fokker-Planck equation and the Bayesian update. Recently, a nonlinear filtering algorithm using a direct quadrature method of moments in which the associated Fokker-Planck equation can be propagated efficiently and accurately was proposed. Although this approach has demonstrated its promising in the field of nonlinear filtering in several examples, the "degeneracy" phenomenon, similar to that which exists in a typical particle filter, occasionally appears because only the weights are updated in the modified Bayesian rule in this algorithm. Therefore, in this paper to enhance the performance, a more stable measurement update process based upon the update equation in the Extended Kalman filters and a more accurate initialization and re-sampling strategy for weight and abscissas are proposed. Simulations are used to show the effectiveness of the proposed filter and the obtained results are promising.

변형된 오일러각 기반의 칼만필터를 이용한 자세 추정 성능 향상 (Performance Improvement of Attitude Estimation Using Modified Euler Angle Based Kalman Filter)

  • 강철우;유영민;박찬국
    • 제어로봇시스템학회논문지
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    • 제14권9호
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    • pp.881-885
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    • 2008
  • To calculate the attitude in ARS(Attitude Reference System) using 3 gyros and 3 accelerometers, gyro drift must be compensated with accelerometer to avoid divergence of attitude error. Kalman filter is most popular method to integrate those two sensor outputs. In this paper, new Kalman filtering method is proposed for roll and pitch attitude estimation. New states are defined to make linear equation and algorithm for changing Kalman filter parameters is proposed to ignore disturbances of acceleration. This algorithm can be easily applied to low cost ARS.

Stochastic Differential Equations for Modeling of High Maneuvering Target Tracking

  • Hajiramezanali, Mohammadehsan;Fouladi, Seyyed Hamed;Ritcey, James A.;Amindavar, Hamidreza
    • ETRI Journal
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    • 제35권5호
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    • pp.849-858
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    • 2013
  • In this paper, we propose a new adaptive single model to track a maneuvering target with abrupt accelerations. We utilize the stochastic differential equation to model acceleration of a maneuvering target with stochastic volatility (SV). We assume the generalized autoregressive conditional heteroscedasticity (GARCH) process as the model for the tracking procedure of the SV. In the proposed scheme, to track a high maneuvering target, we modify the Kalman filtering by introducing a new GARCH model for estimating SV. The proposed tracking algorithm operates in both the non-maneuvering and maneuvering modes, and, unlike the traditional decision-based model, the maneuver detection procedure is eliminated. Furthermore, we stress that the improved performance using the GARCH acceleration model is due to properties inherent in GARCH modeling itself that comply with maneuvering target trajectory. Moreover, the computational complexity of this model is more efficient than that of traditional methods. Finally, the effectiveness and capabilities of our proposed strategy are demonstrated and validated through Monte Carlo simulation studies.

임베디드기반 자동고장진단 시스템 구축에 대한 연구 (A Study On The Embedded Fault Diagnosis System Implementation)

  • 김한규;장주수
    • 한국생산제조학회지
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    • 제22권2호
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    • pp.287-291
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    • 2013
  • Fault Diagnosis is a process of detecting and isolating faults in a system. On demanding for safety and high reliability systems make it important for some reasons such as economical and environmental incentives. Especially embedded technology and IT technology combined with precise sensing techniques has been doing well developed and applied to fault diagnosis and prognosis in industrial systems like as automotive, ship, heavy industry and aerospace as well. This paper, as an empirical application of diesel engine, presents a method how to get raw data from physical systems, what to consider for successful implementation and which theoretic mathematical models should be applied. In a sense of system level Adaptive Filtering (we call Modified Kalman Filter) and a unit of part level Hidden Markov Process was developed and applied.

클러터 환경하에서 3 차원 기동표적을 사용한 수정된 IMMPDA 필터의 성능 분석 (Performance Evaluation of the Modified IMMPDA Filter Using 3-D Maneuvering Targets In Clutter)

  • 김기철;홍금식;최성린
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.211-211
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    • 2000
  • The multiple targets tracking problem has been one of main issues in the radar applications area in the last decade. Besides the standard Kalman filtering, various methods including the variable dimension filter, input estimation filter, interacting multiple model (IMM) filter, federated variable dimension filter with input estimation, probable data association (PDA) filter etc. have been proposed to address the tracking and sensor fusion issues. In this paper, two existing tracking algorithms, i.e. the IMMPDA filter and the variable dimension filter with input estimation (VDIE), are combined for the purpose of improving the tracking performance of maneuvering targets in clutter. To evaluate the tracking performance of the proposed algorithm, three typical maneuvering patterns i.e. Waver, Pop-Up, and High-Diver motions, are defined and are applied to the modified IMMPDA filter considered as well as the standard IMM filter. The smaller RMS tracking errors, in position and velocity, of the modified IMMPDA filter than the standard IMM filter are demonstrated through computer simulations.

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AR 모델을 이용한 산사면에서의 지하수위 예측 (Prediction of Groundwater Levels in Hillside Slopes Using the Autoregressive Model)

  • 이인모;박경호;임충모
    • 한국지반공학회지:지반
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    • 제9권3호
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    • pp.67-76
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    • 1993
  • 우리나라는 많은 산막지역으로이루어져 있으며 우기에 많은산사태의 발생으로 인하여 인명과 재산의 손실을 입고 있다. 따라서, 산사태의 발생에 대한 예측 시스템과 위험도 분석 연구가 필요하며, 본 연구의 목적은 관측된 지하수위의 분석을 통하여 산사태 발생을 예측하는 가능성에 대한 것이다. 이를 위하여 AR 모델을 사용하여 모델계수를 일정하게 하는 경우와 변화시키는 경우로 나누어 분석하였다. AR모델계수를 일정하게 하는 경우에는 AR(1), AR(2), AR(3) 모델을 선택하여 각 각의 모델계수를 구하였고, AR모델계수를 변화시키는 경우에는 변형된 AR(1)과 전형적인 AR (2) 모델을 과정 모델로 이용하여 Kalman Filtering 기법에 의하여 모델계수를 구하였다. 그 결과, 모델계수를 변화시키는 실시간 예측 방법이나 AR모델계수가 일정한 경우 모두 산사면 에서의 지하수위를 잘 예측해주며, 지하수위 뿐만아니라 시간별 강우강도를 고려함으로써 더욱 정 확한 예측을 할 수 있을 것으로 사료된다.

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