• Title/Summary/Keyword: smoother

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Least-squares Lattice Laguerre Smoother

  • Kim, Dong-Kyoo;Park, Poo-Gyeon
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.1189-1191
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    • 2005
  • This paper introduces the least-squares order-recursive lattice (LSORL) Laguerre smoother that has order-recursive smoothing structure based on the Laguerre signal representation. The LSORL Laguerre smoother gives excellent performance for a channel equalization problem with smaller order of tap-weights than its counterpart algorithm based on the transversal filter structure. Simulation results show that the LSORL Laguerre smoother gives better performance than the LSORL transversal smoother.

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Minimum Variance FIR Smoother for Model-based Signals

  • Kwon, Bo-Kyu;Kwon, Wook-Hyun;Han, Soo-Hee
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2516-2520
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    • 2005
  • In this paper, finite impulse response (FIR) smoothers are proposed for discrete-time systems. The proposed FIR smoother is designed under the constraints of linearity, unbiasedness, FIR structure, and independence of the initial state information. It is also obtained by directly minimizing the performance criterion with unbiased constraints. The approach to the MVF smoother proposed in this paper is logical and systematic, while existing results have heuristic assumption, such as infinite covariance of the initial state. Additionally, the proposed MVF smoother is based on the general system model that may have the singular system matrix and has both system and measurement noises. Thorough simulation studies, it is shown that the proposed MVF smoother is more robust against modeling uncertainties numerical errors than fixed-lag Kalman smoother which is infinite impulse response (IIR) type estimator.

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Accuracy Improvement of Multi-GNSS Kinematic PPP with EKF Smoother

  • Choi, Byung-Kyu;Sohn, Dong-Hyo;Lee, Sang Jeong
    • Journal of Positioning, Navigation, and Timing
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    • v.10 no.2
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    • pp.83-89
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    • 2021
  • The extended Kalman filter (EKF) is widely used for global navigation satellite system (GNSS) applications. It is difficult to obtain precise positions with an EKF one-way (forward or backward) filter. In this paper, we propose an EKF smoother to improve the positioning accuracy by integrating forward and backward filters. For the EKF smoother experiment, we performed PPP using GNSS data received at the DAEJ reference station for a month. The effectiveness of the proposed approach is validated with multi-GNSS kinematic PPP experiments. The EKF smoother showed 35%, 6%, and 22% improvement in east, north, and up directions, respectively. In addition, accurate tropospheric zenith total delay (ZTD) values were calculated by a smoother. Therefore, the results from EKF smoother demonstrate that better accuracy of position can be achieved.

An Optimal Fixed-lag FIR Smoother for Discrete Time-varying State Space Models (이산 시변 상태공간 모델을 위한 최적 고정 시간 지연 FIR 평활기)

  • Kwon, Bo-Kyu;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.1
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    • pp.1-5
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    • 2014
  • In this paper, we propose an optimal fixed-lag FIR (Finite-Impulse-Response) smoother for a class of discrete time-varying state-space signal models. The proposed fixed-lag FIR smoother is linear with respect to inputs and outputs on the recent finite horizon and estimates the delayed state so that the variance of the estimation error is minimized with the unbiased constraint. Since the proposed smoother is derived with system inputs, it can be adapted to feedback control system. Additionally, the proposed smoother can give more general solution than the optimal FIR filter, because it reduced to the optimal FIR filter by setting the fixed-lag size as zero. A numerical example is presented to illustrate the performance of the proposed smoother by comparing with an optimal FIR filter and a conventional fixed-lag Kalman smoother.

Unknown Input Estimation using the Optimal FIR Smoother (최적 유한 임펄스 응답 평활기를 이용한 미지 입력 추정 기법)

  • Kwon, Bo-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.2
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    • pp.170-174
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    • 2014
  • In this paper, an unknown input estimation method via the optimal FIR smoother is proposed for linear discrete-time systems. The unknown inputs are represented by random walk processes and treated as auxiliary states in augmented state space models. In order to estimate augmented states which include unknown inputs, the optimal FIR smoother is applied to the augmented state space model. Since the optimal FIR smoother is unbiased and independent of any a priori information of the augmented state, the estimates of each unknown input are independent of the initial state and of other unknown inputs. Moreover, the proposed method can be applied to stochastic singular systems, since the optimal FIR smoother is derived without the assumption that the system matrix is nonsingular. A numerical example is given to show the performance of the proposed estimation method.

Foot Motion Estimation Smoother using Inertial Sensors (관성센서를 사용한 발의 움직임 추정용 평활기)

  • Suh, Young-Soo;Chee, Young-Joon
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.5
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    • pp.471-478
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    • 2012
  • A foot motion is estimated using an inertial sensor unit, which is installed on a shoe. The inertial sensor unit consists of 3 axis accelerometer and 3 axis gyroscopes. Attitude and position of a foot are estimated using an inertial navigation algorithm. To increase estimation performance, a smoother is used, where the smoother employs a forward and backward filter structure. An indirect Kalman filter is used as a forward filter and backward filter. A new combining algorithm for the smoother is proposed to combine a forward indirect Kalman filter and a backward indirect Kalman filter. Through experiments, the estimation performance of the proposed smoother is verified.

Detection of Onset and Offset Time of Muscle Activity in Surface EMG using the Kalman Smoother

  • Lee Jung-Hoon;Lee Hyun-Sook;Lee Young-Hee;Yoon Young-Ro
    • Journal of Biomedical Engineering Research
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    • v.27 no.3
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    • pp.131-141
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    • 2006
  • A visual decision by clinical experts like physical therapists is a best way to detect onset and offset time of muscle activation. The current computer-based algorithms are being researched toward similar results of clinical experts. The new algorithm in this paper has an ability to extract a trend from noisy input data. Kalman smoother is used to recognize the trend to be revealed from disorderly signals. Histogram of smoothed signals by Kalman smoother has a clear boundary to separate muscle contractions from relaxations. To verify that the Kalman smoother algorithm is reliable way to detect onset and offset time of muscle contractions, the algorithm of Robert P. Di Fabio (published in 1987) is compared with Kalman smoother. For 31 templates of subjects, an average and a standard deviation are compared. The average of errors between Di Fabio's algorithm and experts is 109 milliseconds in onset detection and 142 milliseconds in offset detection. But the average between Kalman smoother and experts is 90 and 137 milliseconds in each case. Moreover, the standard deviations of errors are 133 (onset) and 210 (offset) milliseconds in Di Fabio's one, but 48 (onset) and 55 (offset) milliseconds in Kalman smoother. As a result, the Kalman smoother is much closer to determinations of clinical experts and more reliable than Di Fabio's one.

2-D FIR filter and smoother with applications to image restoration (이차원 유한구간 필터와 스무더에 관한 연구와 화상복원에의 응용)

  • 권욱현;박상환;이규승
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10a
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    • pp.447-452
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    • 1992
  • The optimal FIR filter and smoother for estimating the state of 2-D state-space model are derived. Using the 2-D state covariance propagation rule suggested in this paper, the efficient algorithm to find the impulse response of the optimal FIR filter and smoother can be found. The filter and smoother can be applied to the image restoration problems and some examples of the application will be given.

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Design of Nonlinear Fixed-interval Smoother for Off-line Navigation (오프라인 항법을 위한 비선형 고정구간 스무더 설계)

  • 유재종;이장규;박찬국;한형석
    • Journal of Institute of Control, Robotics and Systems
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    • v.8 no.11
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    • pp.984-990
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    • 2002
  • We propose a new type of nonlinear fixed interval smoother to which an existing nonlinear smoother is modified. The nonlinear smoother is derived from two-filter formulas. For the backward filter. the propagation and the update equation of error states are derived. In particular, the modified update equation of the backward filter uses the estimated error terms from the forward filter. Data fusion algorithm, which combines the forward filter result and the backward filter result, is altered into the compatible form with the new type of the backward filter. The proposed algorithm is more efficient than the existing one because propagation in backward filter is very simple from the implementation point of view. We apply the proposed nonlinear smoothing algorithm to off-line navigation system and show the proposed algorithm estimates position, and altitude fairly well through the computer simulation.

Two-Stage Estimator Design Using Stable Recursive FIR Filter and Smoother

  • Kim, Jong-Ju;Kim, Jae-Hun;Lyou, Joon
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2532-2537
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    • 2005
  • FIR(Finite Impulse Response) filter is well known to be ideal for the finite time state-space model, but it requires much computation due to its inherent non-recursive structure especially when the measurement interval grows to a large extent. And often a fixed-lag smoother based on the finite time interval is needed to monitor the soundness of the system model and the measurement model, but the computation burden of FIR-type smoother imposes much restriction of its usage for real-time application. Conventional recursive forms of FIR estimator[1]-[4] could not be used for real time applications, since they are numerically unstable in their recursive equations. To cope with this problem, we suggest a stable recursive form FIR estimator(SRFIR) and its usefulness is demonstrated for designing the real-time fixed-lag smoother on the finite time window through an example of detection of rate bias in the anti-aircraft gun fire control system.

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