• 제어로봇시스템학회:학술대회논문집
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• 1991.10a
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• pp.264-267
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• 1991

In this paper, a new application method of the Kalman filter to desigin a gyro is proposed. The role of a gyro is the estimation of an input rate with minimal error covariance. The size of the error covariance depends on gyro's parameters, which makes it possible to use the parameters of gyro to minimze the estimation error covariance. Numerical analysis shows that the error covariance becomes smaller as the spin axis momentum becomes larger and the damping coefficient smaller, but production cost must be considered. Through numerical analysis the parameter set for an acceptable - performance gyro with small cost can be selected.

• Journal of Korea Society of Digital Industry and Information Management
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• v.10 no.4
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• pp.53-61
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• 2014

In this paper, we proposed covariance weight matrix using SPT matrix in order to accurate target estimation. We have estimated a target using modified covariance matrix and beam steering error method. We have minimized beam steering error in order to estimation desired a target. This method obtain optimum covariance weight using modified SPT matrix. This paper of proposal method is showed good performance than general method. We updated a weight of covariance matrix using modified SPT matrix. We obtain optimum covariance matrix weight to application beam steering error method in order to beam steering toward desired target. Through simulation, we showed that compare proposal method with general method. It have improved resolution of estimation target to good performance more proposed method than general method.

• 제어로봇시스템학회:학술대회논문집
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• 1993.10a
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• pp.34-39
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• 1993

Presented in this paper is a complete error covariance analysis for strapdown inertial navigation system(SDINS). We have found that in SDINS the cross-coupling terms in gyrocompass alignment errors can significantly influence the SDINS error propagation. Initial heading error has a close correlation with the east component of gyro bias erro, while initial level tilt errors are closely related to accelerometer bias errors. In addition, pseudo-state variables are introduced in covariance analysis for SDINS utilizing the characteristics of gyrocompass alignment errors. This approach simplifies the covariance analysis because it makes the initial error covariance matrix to a diagonal form. Thus a real implementation becomes easier. The approach is conformed by comparing the results for a simplified case with the covariance analysis obtained from the conventional SDINS error model.

• Atmosphere
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• v.23 no.1
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• pp.33-37
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• 2013

In meteorology, exploitation of Kalman filter as a data assimilation system is virtually impossible due to simultaneous requirements of adjoint model and large computer resource. The other substitute of utilizing ensemble Kalman filter is only affordable by compensating an enormous usage of computing resource. Furthermore, the latter employs ensemble integration sets for evolving the background error covariance matrix by compensating the dynamical feature of the temporal evolution of weather conditions. We propose a new implementation method that works without the adjoint model by utilizing the explicit expression of the background error covariance matrix in backward evolution. It will also break a barrier in the evolution of the covariance matrix. The method may be applied with a slight modification to the real time assimilation or the retrospective analysis.

• International Journal of Aeronautical and Space Sciences
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• v.18 no.3
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• pp.555-564
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• 2017

In this paper, a new technique for attitude and heading reference system (AHRS) using low-cost MEMS sensors of the gyroscope, accelerometer, and magnetometer is addressed particularly in vibration environments. The motion of MEMS sensors interact with the scale factor and cross-coupling errors to produce random errors by the harsh environment. A new adaptive attitude estimation algorithm based on the Kalman filter is developed to overcome these undesirable side effects by analyzing windowed measurement error covariance. The key idea is that performance degradation of accelerometers, for example, due to linear vibrations can be reduced by the proposed measurement error covariance analysis. The computed error covariance is utilized to the measurement covariance of Kalman filters adaptively. Finally, the proposed approach is verified by using numerical simulations and experiments in an acceleration phase and/or vibrating environments.

• Journal of Advanced Navigation Technology
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• v.8 no.1
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• pp.26-37
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• 2004

Consistent and realistic error covariance information is important for position estimation, error analysis, fault detection, and integer ambiguity resolution for differential GNSS. In designing a position domain carrier-smoothed-code filter where incremental carrier phases are used for time-propagation, formulation of consistent error covariance information is not easy due to being bounded and temporal correlation of propagation noises. To provide consistent and correct error covariance information, this paper proposes two recursive filter algorithms based on carrier-smoothed-code techniques: (a) the stepwise optimal position projection filter and (b) the stepwise unbiased position projection filter. A Monte-Carlo simulation result shows that the proposed filter algorithms actually generate consistent error covariance information and the neglection of carrier phase noise induces optimistic error covariance information. It is also shown that the stepwise unbiased position projection filter is attractive since its performance is good and its computational burden is moderate.

• Journal of Institute of Control, Robotics and Systems
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• v.12 no.2
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• pp.93-100
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• 2006

In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

• International Journal of Aeronautical and Space Sciences
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• v.1 no.1
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• pp.70-80
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• 2000

The attitude knowledge error model is formulated for specifically KOMPSAT attitude determination system using the Lefferts/Markley/Shuster method, and the attitude determination(AD) error analysis is performed so as to investgate the on-board attitude determination capability of KOrea Multi-Purpose SATellite(KOMPSAT) using the covariance analysis method. Analysis results show there is almost no initial value effect on Attitude Determination (AD) error and the sensor noise effects on AD error are drastically decreased as is predicted because of the inherent characteristic of Kalman filter structure. However, it shows that the earth radiance effect of IR-sensor(earth sensor) and the bias effects of both IR-sensor and fine sun sensor are the dominant factors degrading AD error and gyro rate bias estimate error in AD system. Analysis results show that the attitude determination errors of roll, pitch and yaw axes are 0.056, 0.092 and 0.093 degrees, respectively. These numbers are smaller than the required values for the normal mission of KOMPSAT. Also, the selected on-orbit data of KOMPSAT is presented to demonstrate the designed AD system.

• Ocean and Polar Research
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• v.30 no.2
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• pp.129-140
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• 2008

As a preliminary effort to establish a data assimilative ocean forecasting system, we reviewed the theory of the Ensemble Kamlan Filter (EnKF) and developed practical techniques to apply the EnKF algorithm in a real ocean circulation modeling system. To verify the performance of the developed EnKF algorithm, a wind-driven double gyre was established in a rectangular ocean using the Regional Ocean Modeling System (ROMS) and the EnKF algorithm was implemented. In the ideal ocean, sea surface temperature and sea surface height were assimilated. The results showed that the multivariate background error covariance is useful in the EnKF system. We also tested the sensitivity of the EnKF algorithm to the localization and inflation of the background error covariance and the number of ensemble members. In the sensitivity tests, the ensemble spread as well as the root-mean square (RMS) error of the ensemble mean was assessed. The EnKF produces the optimal solution as the ensemble spread approaches the RMS error of the ensemble mean because the ensembles are well distributed so that they may include the true state. The localization and inflation of the background error covariance increased the ensemble spread while building up well-distributed ensembles. Without the localization of the background error covariance, the ensemble spread tended to decrease continuously over time. In addition, the ensemble spread is proportional to the number of ensemble members. However, it is difficult to increase the ensemble members because of the computational cost.

• Journal of the Korea Society of Computer and Information
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• v.15 no.5
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• pp.13-21
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• 2010

The Optimal results of Kalman Filtering on the Inverted Pendulum System requires an effective factor such as the noise covariance matrix Q, the measurement noise covariance matrix R and the initial error covariance matrix $P_0$. We present a special case where the optimality of the filter is not destroyed and not sensitive to scaling of these covariance matrix because these factors are unknown or are known only approximately in the practical situation. Moreover, the error covariance matrices issued by this method predict errors in the state estimate consistent with the scaled covariance matrices and not the issued state estimates. Various results using the scalar gain $\delta$ are derived to described the relations among the three covariance matrices, Kalman Gain and the error covariance matrices. This paper is described as follows: Section III a brief overview of the Inverted Pendulum system. Section IV deals with the mathematical dynamic model of the system used for the computer simulation. Section V presents a various simulation results using the scalar gain.