• 제목/요약/키워드: Augmented State Kalman Filter

검색결과 27건 처리시간 0.024초

칼만-버쉬 필터 이론 기반 미분 신경회로망 학습 (Learning of Differential Neural Networks Based on Kalman-Bucy Filter Theory)

  • 조현철;김관형
    • 제어로봇시스템학회논문지
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    • 제17권8호
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    • pp.777-782
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    • 2011
  • Neural network technique is widely employed in the fields of signal processing, control systems, pattern recognition, etc. Learning of neural networks is an important procedure to accomplish dynamic system modeling. This paper presents a novel learning approach for differential neural network models based on the Kalman-Bucy filter theory. We construct an augmented state vector including original neural state and parameter vectors and derive a state estimation rule avoiding gradient function terms which involve to the conventional neural learning methods such as a back-propagation approach. We carry out numerical simulation to evaluate the proposed learning approach in nonlinear system modeling. By comparing to the well-known back-propagation approach and Kalman-Bucy filtering, its superiority is additionally proved under stochastic system environments.

칼만 필터 알고리즘을 이용한 유비쿼터스 센서 기반 임베디드 로봇시스템의 온라인 동적 모델링 (Online Dynamic Modeling of Ubiquitous Sensor based Embedded Robot Systems using Kalman Filter Algorithm)

  • 조현철;이진우;이영진;이권순
    • 제어로봇시스템학회논문지
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    • 제14권8호
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    • pp.779-784
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    • 2008
  • This paper presents Kalman filter based system modeling algorithm for autonomous robot systems. State of the robot system is measured using embedded sensor systems and then carried to a host computer via ubiquitous sensor network (USN). We settle a linear state-space motion equation for unknown robot system dynamics and modify a popular Kalman filter algorithm in deriving suitable parameter estimation mechanism. To represent time-delay nature due to network media in system modeling, we construct an augmented state-space model which is mainly composed of original state and estimated parameter vectors. We conduct real-time experiment to test our proposed estimation algorithm where speed state of the constructed robot is used as system observation.

Online Estimation of SOC and Parameters of Battery Using Augmented Sigma-Point Kalman Filter and RLS

  • Hoang, Thi Quynh Chi;Nguyen, Hoang Vu;Lee, Dong-Choon
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2014년도 전력전자학술대회 논문집
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    • pp.542-543
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    • 2014
  • In this paper, an estimation scheme based on an augmented sigma-point Kalman filter to estimate the state of charge (SOC) of the battery is presented, where the battery parameters of the series resistance ($R_o$), diffusion capacitance ($C_1$) and resistance ($R_1$) are also estimated through the recursive least squares (RLS) for better accuracy of the SOC. The effectiveness of the proposed method is verified by simulation results.

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Unscented Kalman Filter를 이용한 비선형 동적 구조계의 시간영역 규명기법 (Time Domain Identification of nonlinear Structural Dynamic Systems Using Unscented Kalman Filter)

  • 윤정방
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 2001년도 춘계학술대회 논문집
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    • pp.180-189
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    • 2001
  • In this study, recently developed unscented Kalman filter (UKF) technique is studied for identification of nonlinear structural dynamic systems as an alternative to the extended Kalman filter (EKF). The EKF, which was originally developed as a state estimator for nonlinear systems, has been frequently employed for parameter identification by introducing the state vector augmented with the unknown parameters to be identified. However, the EKF has several drawbacks such as biased estimations and erroneous estimations especially for highly nonlinear dynamic systems due to its crude linearization scheme. To overcome the weak points of the EKF, the UKF was recently developed as a state estimator. Numerical simulation studies have been carried out on nonlinear SDOF system and nonlinear MDOF system. The results from a series of numerical simulations indicate that the UKF is superior to the EKF in the system identification of nonlinear dynamic systems especially highly nonlinear systems.

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Unscented Kalman Filter를 이용한 비선형 동적 구조계의 시간영역 규명기법 (Time Domain Identification of Nonlinear Structural Dynamic Systems Using Unscented Kalman Filter)

  • Yun, Chung-Bang;Koo, Ki-Young
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2001년도 가을 학술발표회 논문집
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    • pp.117-126
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    • 2001
  • In this study, the recently developed unscented Kalman filter (UKF) technique is studied for identification of nonlinear structural dynamic systems as an alternative to the extended Kalman filter (EKF). The EKF, which was originally developed as a state estimator for nonlinear systems, has been frequently employed for parameter identification by introducing the state vector augmented with the unknown parameters to be identified. However, the EKF has several drawbacks such as biased estimations and erroneous estimations especially for highly nonlinear dynamic systems due to its crude linearization scheme. To overcome the weak points of the EKF, the UKF was recently developed as a state estimator. Numerical simulation studies have been carried out on nonlinear SDOF system and nonlinear MDOF system. The results from a series of numerical simulations indicate that the UKF is superior to the EKF in the system identification of nonlinear dynamic systems especially highly nonlinear systems.

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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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Polymer Quality Control Using Subspace-based Model Predictive Control with BLUE Filter

  • Song, In-Hyoup;Yoo, Kee-Youn;Rhee, Hyun-Ku
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.357-357
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    • 2000
  • In this study, we consider a multi-input multi-output styrene polymerization reactor system for which the monomer conversion and the weight average molecular weight are controlled by manipulating the jacket inlet temperature and the feed flow rate. The reactor system is identified by using a linear subspace identification method and then the output feedback model predictive controller is constructed on the basis of the identified model. Here we use the Best Linear Unbiased Estimation (BLUE) filter as a stochastic estimator instead of the Kalman filter. The BLUE filter observes the state successfully without any a priori information of initial states. In contrast to the Kalman filter, the BLUE filter eliminates the offset by observing the state of the augmented system regardless of a priori information of the initial state for an integral white noise augmented system. A BLUE filter has a finite impulse response (FIR) structure which utilizes finite measurements and inputs on the most recent time interval [i-N, i] in order to avoid long processing times.

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원격조종을 위해 불확실한 시간 지연 측정값을 고려한 모션 추정 방법 (Motion Estimation Considering Uncertain Time Delayed Measurements for Remote Control)

  • 최민용;정완균;최원섭;이상엽;박종훈
    • 제어로봇시스템학회논문지
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    • 제14권8호
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    • pp.792-799
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    • 2008
  • Motion estimation is crucial in a remote control for its convenience or accuracy. Time delays, however, can occur in the problem because data communication is required through a network. In this paper, state estimation problem with uncertain time delayed measurements is addressed. In dynamic system with noise, after taking measurements, it often requires some time until that is available in the filter algorithm. Standard filters not considering this time delays cannot be used since the current measurement is related with a past state. These delayed measurements are solved with augmented extended Kalman filter, and the uncertainty of delayed time is also resolved based on an explicit formulation. The proposed method is analyzed and verified by simulations.

모델링 전 추정기법을 이용한 조종시운전시의 외력 및 조류 변수 추정 (Estimation of External Forces and Current Variables in Sea Trial by Using the Estimation-Before-Modeling Method)

  • 윤현규;이기표
    • 대한조선학회논문집
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    • 제38권4호
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    • pp.30-38
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    • 2001
  • 조류를 고려한 조종운동방정식을 정립한 후 선박의 운동변수 뿐만 아니라 외력 및 조류의 방향과 속도도 상태변수로 설정하여 비선형 상태방정식과 측정방정식을 표현하였다. 여기서 외력은 3차의 Gauss-Markov 프로세스로 표시하고, 조류의 방향과 속도는 일정하다고 가정하였다. 상태 추정을 위하여 확장 Kalman-Bucy 필터와 고정간격 스무더를 이용하였다. 기존의 Hwang은 실선 시운전 계측값을 이용하여 동유체력미계수 및 조류의 영향을 동시에 확장 Kalman 필터를 이용하여 추정하였으므로 매개변수의 개수가 상당히 많아지는 반면 모델링 전 추정기법을 사용하면 각각의 동유체력미계수를 추정하는 대신에 3방향의 외력과 조류 변수만을 추정한다. 측정잡음이 포함된 시뮬레이션 측정값을 적용하여 조류 변수를 추정하는 경우 실제값이 잘 추정되는 것을 확인하였다.

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LMI기법을 이용한 준최적 강인 칼만 필터의 설계 (Design of suboptimal robust kalman filter using LMI approach)

  • 진승희;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.1477-1480
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    • 1997
  • This paper is concerned with the design of a suboptimal robust Kalman filter using LMI approach for system models in the state space, which are subjected to parameter uncertainties in both the state and measurement atrices. Under the assumption that augmented system composed of the uncertain system and the state estimation error dynamics should be stable, a Lyapunov inequality is obtained. And from this inequaltiy, the filter design problem can be transformed to the gneric LMI problems i.e., linear objective minimization problem and generalized eigenvalue minimization problem. When applied to uncertain linear system modles, the proposed filter can provide the minimum upper bound of the estimation error variance for all admissible parameter uncertainties.

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