• International Journal of Control, Automation, and Systems
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• v.1 no.2
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• pp.163-170
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• 2003

The optimal Bayesian filter for a single target is known to provide the best tracking performance in a cluttered environment. However, its main drawback is the increase in memory size and computation quantity over time. In this paper, the inevitable predicament of the optimal Bayesian filter is resolved in a suboptimal fashion through the use of a receding horizon strategy. As a result, the problems of memory and computational requirements are diminished. As a priori information, the horizon initial state is estimated from the validated measurements on the receding horizon. Consequently, the suboptimal algorithm proposed allows for real time implementation.

• Structural Engineering and Mechanics
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• v.47 no.3
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• pp.361-381
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• 2013

A Bayesian probabilistic method is proposed for online estimation of the process noise and measurement noise parameters for Kalman filter. Kalman filter is a well-known recursive algorithm for state estimation of dynamical systems. In this algorithm, it is required to prescribe the covariance matrices of the process noise and measurement noise. However, inappropriate choice of these covariance matrices substantially deteriorates the performance of the Kalman filter. In this paper, a probabilistic method is proposed for online estimation of the noise parameters which govern the noise covariance matrices. The proposed Bayesian method not only estimates the optimal noise parameters but also quantifies the associated estimation uncertainty in an online manner. By utilizing the estimated noise parameters, reliable state estimation can be accomplished. Moreover, the proposed method does not assume any stationarity condition of the process noise and/or measurement noise. By removing the stationarity constraint, the proposed method enhances the applicability of the state estimation algorithm for nonstationary circumstances generally encountered in practice. To illustrate the efficacy and efficiency of the proposed method, examples using a fifty-story building with different stationarity scenarios of the process noise and measurement noise are presented.

• Journal of Aerospace System Engineering
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• v.10 no.1
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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.

• Journal of Aerospace System Engineering
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• v.10 no.1
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• pp.15-20
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• 2016

The optimal estimation of a general continuous-discrete system can be achieved through the solution of the Fokker-Planck equation and the Bayesian update. Due the high nonlinearity of the equation of motion of the system and the measurement model, it is necessary to linearize the both equation. To avoid linearization, the filter based on Fokker-Planck equation is designed. with the unscented transformation update mechanism, in which the associated Fokker-Planck equation was solved efficiently and accurately via discrete quadrature and the measurement update was done through the unscented transformation update mechanism. This filter based on the Direct Quadrature Moment of Method(DQMOM) and the unscented transformation update is applied to the bearing only target tracking problem. The proposed filter can still provide more accurate estimation of the state than those of the extended Kalman filter especially when measurements are sparse. Simulation results indicate that the advantages of the proposed filter based on the DQMOM and the unscented transformation update make it a promising alternative to the extended Kalman filter.

• Journal of KIISE:Software and Applications
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• v.31 no.1
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• pp.1-7
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• 2004

For the handwritten digit recognition, this paper Proposes a hierarchical Gator features extraction method and a Bayesian network for them. Proposed Gator features are able to represent hierarchically different level information and Bayesian network is constructed to represent hierarchically structured dependencies among these Gator features. In order to extract such features, we define Gabor filters level by level and choose optimal Gabor filters by using Fisher's Linear Discriminant measure. Hierarchical Gator features are extracted by optimal Gabor filters and represent more localized information in the lower level. Proposed methods were successfully applied to handwritten digit recognition with well-known naive Bayesian classifier, k-nearest neighbor classifier. and backpropagation neural network and showed good performance.

• Korean Journal of Remote Sensing
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• v.7 no.1
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• pp.45-67
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• 1991

An overview is given on stochastic techniques with which remotely sensed data may be used together with ground measurements for purposes of state estimation and prediction. They can explicitly account for spatiotemporal differences in measurement characteristics between ground measurements and remotely sensed data, and are suitable for highly variant space or space-time processes, such as atmosperic processes, which may be viewed as (containing) a random process. For state estimation of static ststems, optimal linear estimation is described. As alternatives, various co-kriging estimation techniques are also described, including simple, ordinary, universal, lognormal, disjunctive, indicator, and Bayesian extersion to simple and lognormal. For illustrative purposes, very simple examples of optimal linear estimation and simple co-kriging are given. For state estimation and prediction of dynamic system, distributed-parameter kalman filter is described. Issues concerning actual implemention are given, and with application potential are described.

• IE interfaces
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• v.10 no.1
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• pp.47-55
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• 1997

This paper deals with an assembly process of the TFT glasses and the color filters in LCD manufacturing. Two specific problems are presented and solved. One is a matching problem to find the best matches between a set of TFT glasses and a set of color filters, which result in the maximum number of good LCD assemblies. A simple mathematical model is constructed for this problem and an optimal solution can be obtained using an existing algorithm. The other is a main problem that requires a determination of an economic lot size of the color filters which are going to be assembled with a given set of TFT glasses. A Bayesian dynamic forecasting model is developed to predict the defective patterns of color filters. Based on the predicted defective rate of color filters, the minimum lot size of the color filters can be determined to minimize the probability of losing good TFT glasses and color filters.