• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.188-188
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• 2000

The most important problem in target tracking can be said to be modeling the tracking system correctly. Although the simple linear dynamic equation for this model has used until now, the satisfactory performance could not be obtained owing to uncertainties of the real systems in the case of designing the filters baged on the dynamic equations. In this paper, we propose the extended robust Kalman filter (ERKF) which can be applied to the real target tracking system with the parameter uncertainties. A nonlinear dynamic equation with parameter uncertainties is used to express the uncertain system model mathematically, and a measurement equation is represented by a nonlinear equation to show data from the radar in a Cartesian coordinate frame. To solve the robust nonlinear filtering problem, we derive the extended robust Kalman filter equation using the Krein space approach and sum quadratic constraint. We show the proposed filter has better performance than the existing extended Kalman filter (EKF) via 3-dimensional target tracking example.

• Journal of Advanced Navigation Technology
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• v.25 no.6
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• pp.543-549
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• 2021

In this paper, a robust transfer alignment method is proposed for a strapdown inertial navigation system(SDINS) with norm-bounded parametric uncertainties. The uncertainties are described by the energy bound constraint, i.e., sum quadratic constraint(SQC). It is shown that the SQC can be coverted into an indefinite quadratic cost function in the Krein space. Krein space Kalman filter is designed by modifying the measurement matrix and the variance of measurement noises in the conventional Kalman filter. Since the proposed Krein space Kalman filter has the same recursive structure as a conventional Kalman filter, the proposed filter can easily be designed. The simulation results show that the proposed filter achieves robustness against measurement time delay and high dynamic environment of the vehicle.

• Transactions on Control, Automation and Systems Engineering
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• v.1 no.2
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• pp.134-140
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• 1999

The robust generalized H2 filtering problem for a class of discrete time uncertain linear systems satisfying the sum quadratic constraints(SQCs) is considered. The objective of this paper is to develop robust stability condition using SQCs and design a robust generalized Ha filter to take place of the existing robust Kalman filter. The robust generalized H2 filter is designed based on newly derived robust stability condition. The robust generalized Ha filter bounds the energy to peak gain from the energy bounded exogenous disturbances to the estimation errors under the given positive scalar ${\gamma}$. Unlike the robust Lalman filter, it does not require any spectral assumptions about the exogenous disturbances . Therefore the robust generalized H2 filter can be considered as a deterministic formulation of the robust Kalman filter. Moreover, the variance of the estimation error obtained by the proposed filter is lower than that by the existing robust Kalman filter. The robustness of the robust generalized H2 filter against the uncertainty and the exogenous signal is illustrated by a simple numerical example.

• 제어로봇시스템학회:학술대회논문집
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• 2002.10a
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• pp.45.2-45
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• 2002

$\textbullet$ Uncertainties are described by sum quadratic constraint(SQC) $\textbullet$ SQC is converted into an indefinite quadratic cost function $\textbullet$ A Kalman filter developed in indefinite inner product space is Krein space Kalman filter $\textbullet$ To minimize the SQC, the Krein space Kalman filter is used $\textbullet$ The proposed robust filter outperforms the standard Kalman filter and existing robust Kalman filter $\textbullet$ The proposed filter has the same recursive, simple structure as the standard Kalman filter $\textbullet$ Easy to design, adequate for on-line implementation

• Proceedings of the KIEE Conference
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• 2002.11c
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• pp.104-109
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• 2002

A new robust Kalman filter is designed for the linear discrete-time system with norm-bounded parametric uncertainties. Sum quadratic constraint, which describes the uncertainties of the system, is converted into an indefinite quadratic form to be minimized in indefinite inner product space. This minimization problem is solved by the new robust Kalman filter. Since the new filter is obtained by simply modifying the conventional Kalman filter, robust filtering scheme can be more readily designed using the proposed method in comparison with the existing robust Kalman filters. A numerical example demonstrates the robustness and the improvement of the proposed filter compared with the existing filters.

• Proceedings of the KIEE Conference
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• 2000.11d
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• pp.660-662
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• 2000

The most important problem in traget tracking can be said to be modeling the tracking system correctly. Although the simple linear dynamic equation for this model has used until now, the satisfactory performance could not be obtained owing to uncertainties of the real systems in the case of designing the filters based on the dynamic equations. In this paper, we propose the extended robust Kalman filter(ERKF) which can be applied to the real target tracking system with the parameter uncertainties. To solve the robust nonlinear fettering problem, we derive the extended robust Kalman filter equation using the Krein space approach and sum quadratic constraint. We show the proposed filter has better performance than the existing extended Kalman filter(EKF) via 3-dimensional target example.

• Structural Engineering and Mechanics
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• v.56 no.5
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• pp.707-726
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• 2015

There is a growing trend of considering uncertainty in optimization process since last few decades. In this regard, Robust Design Optimization (RDO) scheme has gained increasing momentum because of its virtue of improving performance of structure by minimizing the variation of performance and ensuring necessary safety and feasibility of constraint under uncertainty. In the present study, RDO of reinforced concrete folded plate and shell structure has been carried out incorporating uncertainty in the relevant parameters by Monte Carlo Simulation. Folded plate and shell structures are among the new generation popular structures often used in aesthetically appealing constructions. However, RDO study of such important structures is observed to be scarce. The optimization problem is formulated as cost minimization problem subjected to the force and displacements constraints considering dead, live and wind load. Then, the RDO is framed by simultaneously optimizing the expected value and the variation of the performance function using weighted sum approach. The robustness in constraint is ensured by adding suitable penalty term and through a target reliability index. The RDO problem is solved by Sequential Quadratic Programming. Subsequently, the results of the RDO are compared with conventional deterministic design approach. The parametric study implies that robust designs can be achieved by sacrificing only small increment in initial cost, but at the same time, considerable quality and guarantee of the structural behaviour can be ensured by the RDO solutions.