• Title/Summary/Keyword: state space and measurement model

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Maneuvering Target Tracking Using Multiresolutional Interacting Multiple Model Filter

  • Yu, C,H.;Choi, J.W.;Song, T.L.
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.2340-2344
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    • 2003
  • This paper considers a tracking filter algorithm which can track a maneuvering target. Multiresolutional Interacting Multiple Model (MRIMM) algorithm is proposed to reduce computational burden. In this paper multiresolutional state space model equation and multiresolutional measurement equation are derived by using wavelet transform. This paper shows the outline of MRIMM algorithm. Simulation results show that MRIMM algorithm maintains a good tracking performance and reduces computational burden.

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Parameter Space Restriction in State-Space Model (상태 공간 모형에서의 모수 공간 제약)

  • Jeon, Deok-Bin;Kim, Dong-Su;Park, Seong-Ho
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.11a
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    • pp.169-172
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    • 2006
  • Most studies using state-space models have been conducted under the assumption of independently distributed noises in measurement and state equation without adequate verification of the assumption. To avoid the improper use of state-space model, testing the assumption prior to the parameter estimation of state-space model is very important. The purpose of this paper is to investigate the general relationship between parameters of state-space models and those of ARIMA processes. Under the assumption, we derive restricted parameter spaces of ARIMA(p,0,p-1) models with mutually different AR roots where $p\;{\le}\;5$. In addition, the results of ARIMA(p,0,p-1) case can be expanded to more general ARIMA models, such as ARIMA(p-1,0,p-1), ARIMA(p-1,1,p-1), ARIMA(p,0,p-2) and ARIMA(p-1,1,p-2).

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Identification of MIMO State Space Model based on MISO High-order ARX Model: Design and Application (MISO 고차 ARX 모델 기반의 MIMO 상태공간 모델의 모델인식: 설계와 적용)

  • Won, Wangyun;Yoon, Jieun;Lee, Kwang Soon;Lee, Bongkook
    • Korean Chemical Engineering Research
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    • v.45 no.1
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    • pp.67-72
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    • 2007
  • An efficient method for identification of MIMO state space model has been developed by combining partial least squares (PLS) regression, balanced realization, and balanced truncation. In the developed method, a MIMO system is decomposed into multiple MISO systems each of which is represented by a high-order ARX model and the parameters of the ARX models are estimated by PLS. Then, MISO state space models for respective MISO ARX transfer function are found through realization and combined to a MIMO state space model. Finally, a minimal balanced MIMO state space model is obtained through balanced realization and truncation. The proposed method was applied to the design of model predictive control for temperature control of a high pressure $CO_2$ solubility measurement system.

Statistical methods for modelling functional neuro-connectivity (뇌기능 연결성 모델링을 위한 통계적 방법)

  • Kim, Sung-Ho;Park, Chang-Hyun
    • The Korean Journal of Applied Statistics
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    • v.29 no.6
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    • pp.1129-1145
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    • 2016
  • Functional neuro-connectivity is one of the main issues in brain science in the sense that it is closely related to neurodynamics in the brain. In the paper, we choose fMRI as a main form of response data to brain activity due to its high resolution. We review methods for analyzing functional neuro-connectivity assuming that measurements are made on physiological responses to neuron activation. This means that we deal with a state-space and measurement model, where the state-space model is assumed to represent neurodynamics. Analysis methods and their interpretation should vary subject to what was measured. We included analysis results of real fMRI data by applying a high-dimensional autoregressive model, which indicated that different neurodynamics were required for solving different types of geometric problems.

Damage estimation for structural safety evaluation using dynamic displace measurement (구조안전도 평가를 위한 동적변위 기반 손상도 추정 기법 개발)

  • Shin, Yoon-Soo;Kim, Junhee
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.23 no.7
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    • pp.87-94
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    • 2019
  • Recently, the advance of accurate dynamic displacement measurement devices, such as GPS, computer vision, and optic laser sensor, has enhanced the structural monitoring technology. In this study, the dynamic displacement data was used to verify the applicability of the structural physical parameter estimation method through subspace system identification. The subspace system identification theory for estimating state-space model from measured data and physics-based interpretation for deriving the physical parameter of the estimated system are presented. Three-degree-freedom steel structures were fabricated for the experimental verification of the theory in this study. Laser displacement sensor and accelerometer were used to measure the displacement data of each floor and the acceleration data of the shaking table. Discrete state-space model generated from measured data was verified for precision. The discrete state-space model generated from the measured data extracted the floor stiffness of the building after accuracy verification. In addition, based on the story stiffness extracted from the state space model, five column stiffening and damage samples were set up to extract the change rate of story stiffness for each sample. As a result, in case of reinforcement and damage under the same condition, the stiffness change showed a high matching rate.

Performance measurement of safety-critical systems based on ordinary differential equations and Petri nets: A case study of nuclear power plant

  • Nand Kumar Jyotish;Lalit Kumar Singh;Chiranjeev Kumar
    • Nuclear Engineering and Technology
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    • v.55 no.3
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    • pp.861-869
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    • 2023
  • This article proposes a novel approach to measure the performance of Safety-Critical Systems (SCS). Such systems contain multiple processing nodes that communicate with each other is modeled by a Petri nets (PN). The paper uses the PN for the performance evaluation of SCS. A set of ordinary differential equations (ODEs) is derived from the Petri net model that represent the state of the system, and the solutions can be used to measure the system's performance. The proposed method can avoid the state space explosion problem and also introduces new metrics of performance, along with their measurement: deadlock, liveness, stability, boundedness, and steady state. The proposed technique is applied to Shutdown System (SDS) of Nuclear Power Plant (NPP). We obtained 99.887% accuracy of performance measurement, which proves the effectiveness of our approach.

Steady State Kalman Filter based IMM Tracking Filter for Multi-Target Tracking (다중표적 추적을 위한 정상상태 칼만필터 기반 IMM 추적필터)

  • 김병두;이자성
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.8
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    • pp.71-78
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    • 2006
  • When a tracking filter may be designed in the Cartesian coordinate, the covariance of the measurement errors varies according to the range and the bearing of an interested target. In this paper, interacting multiple model based tracking filter is formulated in the Cartesian coordinate utilizing the analytic solution of the steady state Kalman filter, which can be able to consider the variation of the measurement error covariance. 100 Monte Carlo runs performed to verify the proposed method. The performance of the proposed method is compared with the conventional fixed gain and Kalman filter based IMM tracking filter in terms of the root mean square error. The simulation results show that the proposed approach meaningfully reduces the computation time and provides a similar tracking performance in comparison with the conventional Kalman filter based IMM tracking filter.

Autonomous Real-time Relative Navigation for Formation Flying Satellites

  • Shim, Sun-Hwa;Park, Sang-Young;Choi, Kyu-Hong
    • Journal of Astronomy and Space Sciences
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    • v.26 no.1
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    • pp.59-74
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    • 2009
  • Relative navigation system is presented using GPS measurements from a single-channel global positioning system (GPS) simulator. The objective of this study is to provide the real-time inter-satellite relative positions as well as absolute positions for two formation flying satellites in low earth orbit. To improve the navigation performance, the absolute states are estimated using ion-free GRAPHIC (group and phase ionospheric correction) pseudo-ranges and the relative states are determined using double differential carrier-phase data and singled-differential C/A code data based on the extended Kalman filter and the unscented Kalman filter. Furthermore, pseudo-relative dynamic model and modified relative measurement model are developed. This modified EKF method prevents non-linearity of the measurement model from degrading precision by applying linearization about absolute navigation solutions not about the priori estimates. The LAMBDA method also has been used to improve the relative navigation performance by fixing ambiguities to integers for precise relative navigation. The software-based simulation has been performed and the steady state accuracies of 1 m and 6 mm ($1{\sigma}$ of 3-dimensional difference errors) are achieved for the absolute and relative navigation using EKF for a short baseline leader/follower formation. In addition, the navigation performances are compared for the EKF and the UKF for 10 hours simulation, and relative position errors are mm-level for the two filters showing the similar trends.

Modelling and Stability Analysis of AC-DC Power Systems Feeding a Speed Controlled DC Motor

  • Pakdeeto, Jakkrit;Areerak, Kongpan;Areerak, Kongpol
    • Journal of Electrical Engineering and Technology
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    • v.13 no.4
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    • pp.1566-1577
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    • 2018
  • This paper presents a stability analysis of AC-DC power system feeding a speed controlled DC motor in which this load behaves as a constant power load (CPL). A CPL can significantly degrade power system stability margin. Hence, the stability analysis is very important. The DQ and generalized state-space averaging methods are used to derive the mathematical model suitable for stability issues. The paper analyzes the stability of power systems for both speed control natural frequency and DC-link parameter variations and takes into account controlled speed motor dynamics. However, accurate DC-link filter and DC motor parameters are very important for the stability study of practical systems. According to the measurement errors and a large variation in a DC-link capacitor value, the system identification is needed to provide the accurate parameters. Therefore, the paper also presents the identification of system parameters using the adaptive Tabu search technique. The stability margins can be then predicted via the eigenvalue theorem with the resulting dynamic model. The intensive time-domain simulations and experimental results are used to support the theoretical results.

Real-Time Relative Navigation with Integer Ambiguity

  • Shim, Sun-Hwa;Park, Sang-Young;Choi, Kyu-Hong
    • Bulletin of the Korean Space Science Society
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    • 2008.10a
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    • pp.34.3-34.3
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    • 2008
  • Relative navigation system is presented using measurements from a single-channel global positioning system (GPS) simulator. The objective of this study is to provide real-time relative navigation results as well as absolute navigation results for two formation flying satellites separated about 1km in low earth orbit. To improve the performance, more accurate dynamic model and modified relative measurement model are developed. This modified method prevents non-linearity of the measurement model from degrading precision by applying linearization about the states from absolute navigation algorithm not about a priori states. Furthermore, absolute states are obtained using ion-free GRAPHIC pseudo-ranges and precise relative states are provided using double differential carrier-phase data based on Extended Kalman Filter. The software-based simulation is performed and achieved meter-level precision for absolute navigation and millimeter-level precision for relative navigation. The absolute and relative accuracies at steady state are about 0.77m and 4mm respectively (3D, r.m.s.). In addition, Integer ambiguity algorithm (LAMBDA method) improves simulation performances.

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