• Title/Summary/Keyword: kalman predictor

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Hybrid d-step prediction design with improved prediction performance (향상된 성능을 갖는 혼합 d-step 예측기 설계)

  • 김윤선;윤주홍;박영진
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.145-145
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    • 2000
  • In this paper, we propose a hybrid d-step predictor which is composed of an adaptive predictor and a Kalman predictor. We prove the performance limit of the proposed predictor. Simulation is conducted to examine the performance of the proposed predictor. Simulation results show that the proposed combined predictor is superior to the adaptive predictor and the Kalman predictor. Proposed predictor is used for prediction of gun tip vibration of k1 tank. The result is compared with that of conventional adaptive predictor.

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Fault Detection for Extended Kalman Filter Using a Predictor and Its Application to SDINS (예측필터를 이용한 확장칼만필터 고장검출 및 SDINS에의 적용)

  • Yu, Jae-Jong
    • Journal of the Korea Institute of Military Science and Technology
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    • v.9 no.3
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    • pp.132-140
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    • 2006
  • In this paper, a new fault detection method for the extended Kalman filter, which uses a N-step predictor, is proposed. The N-step predictor performs the only time propagations for N-step intervals without measurement updates and its output is used as a monitoring signal for the fault detection. A consistency between the extended Kalman filter and the N-step predictor is tested to detect a fault. A test statistic is defined by the difference between the extended Kalman filter and the N-step predictor. The proposed method is applied to strapdown inertial navigation system (SDINS). By computer simulation, it is shown that the proposed method detects a fault effectively.

Failure Detection Using Adaptive Predictor (적응예측기를 이용한 고장파악방법)

  • 이연석;이장규
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.2
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    • pp.210-217
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    • 1990
  • For the failure detection of dynamic systems, processing the residuals from the observer of the estimator is the most general method. A failure detection method which use an adaptive predictor to separate the effect of sensor failure from the additive noise in the residuals of a Kalman filter that is employed as an estimator of a dynamic system is addressed here. In the method, the property of the residuals of an optimal Kalman estimator is exploited. The simulation results of this method shows that the proposed method is superior to the sequential probability ratio test for a small failure magnitude.

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Robust Kalman Filtering with Perturbation Estimation Process-for Uncertain Systems (섭동 추정 프로세스를 이용한 불확실 시스템에 대한 강인 칼만 필터링 기법)

  • Kwon Sang-Joo
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.3
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    • pp.201-207
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    • 2006
  • A robust Kalman filtering method for uncertain stochastic systems is suggested by adopting a perturbation estimation process which is to reconstruct total uncertainty with respect to the nominal state transition equation. The predictor and corrector of discrete Kalman filter are reformulated with the perturbation estimator. Successively, the state and perturbation estimation error dynamics and the corresponding error covariance propagation equations are derived as well. Finally we have the recursive algorithm of Combined Kalman Filter-Perturbation Estimator (CKF). The proposed combined Kalman filter-perturbation estimator has the property of integrating innovations and the adaptation capability to system uncertainties. A numerical example is shown to demonstrate the effectiveness of the proposed scheme.

Small Area Estimation of Unemplyoment Using Kalman Filter Method (KALMAN FILTER기법을 이용한 실업자 수의 소지역 추정)

  • 양영춘;이상은;신민웅
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.239-246
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    • 2003
  • In small area estimation, Best Linear Unbaised Predictor(BLUP) can be directly implicated ,specially, in use of the time series estimation. If there are correlations between observations and error terms over the time, Kalman Filter method can be used. Therefore, using kalman Filtering technique small area estimation of total of unemployments are estimated by BLUP. And for the example of this study, Economic Active Population Survey data were used.

A Kalman Filter Localization Method for Mobile Robots

  • Kwon, Sang-Joo;Yang, Kwang-Woong;Park, Sang-Deok;Ryuh, Young-Sun
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.973-978
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    • 2005
  • In this paper, we investigate an improved mobile robot localization method using Kalman filter. The highlight of the paper lies in the formulation of combined Kalman filter and its application to mobile robot experiment. The combined Kalman filter is a kind of extended Kalman filter which has an extra degree of freedom in Kalman filtering recursion. It consists of the standard Kalman filter, i.e., the predictor-corrector and the perturbation estimator which reconstructs unknown dynamics in the state transition equation of mobile robot. The combined Kalman filter (CKF) enables to achieve robust localization performance of mobile robot in spite of heavy perturbation such as wheel slip and doorsill crossover which results in large odometric errors. Intrinsically, it has the property of integrating the innovation in Kalman filtering, i.e., the difference between measurement and predicted measurement and thus it is so much advantageous in compensating uncertainties which has not been reflected in the state transition model of mobile robot. After formulation of the CKF recursion equation, we show how the design parameters can be determined and how much beneficial it is through simulation and experiment for a two-wheeled mobile robot under indoor GPS measurement system composed of four ultrasonic satellites. In addition, we discuss what should be considered and what prerequisites are needed to successfully apply the proposed CKF in mobile robot localization.

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A Target Tracking Accuracy Improvement Method by Kalman Filter for EOTS with Time Delay (시간지연을 가지는 전자광학 추적 시스템의 칼만필터를 이용한 표적 추적 성능 개선 방법)

  • 마진석;권우현
    • Journal of the Korea Institute of Military Science and Technology
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    • v.2 no.1
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    • pp.170-182
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    • 1999
  • In this paper, we present a tracking accuracy enhancement method by compensating the time delay of the video tracker in an EOTS. The proposed method has two functional parts, which can cope with the time delay of LOS and maneuvering target informations by Smith predictor and Kalman filter. So it can dramatically reduce the tracking error over conventional PI control or Smith predictor control. To verify the proposed method, various and extensive simulation and experimental results are given.

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Design of target state estimator and predictor using multiple model method (다중모델기법을 이용한 표적 상태추정 및 예측기 설계연구)

  • Jung, Sang-Geun;Lee, Sang-Gook;Yoo, Jun
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.478-481
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    • 1996
  • Tracking a target of versatile maneuver recently demands a stable adaptation of tracker, and the multiple model techniques are being developed because of its ability to produce useful information of target maneuver. This paper presents the way to apply the multiple model method in a moving-target and moving-platform scenario, and the estimation and prediction results better than those of single Kalman filter.

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Compensation for Fast Mead Movements on Non-intrusive Eye Gaze Tracking System Using Kalman Filter (Kalman 필터를 이용한 비접촉식 응시점 추정 시스템에서의 빠른 머리 이동의 보정)

  • Kim, Soo-Chan;Yoo, Jae-Ha;Nam, Ki-Chang;Kim, Deok-Won
    • Proceedings of the KIEE Conference
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    • 2005.05a
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    • pp.33-35
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    • 2005
  • We propose an eye gaze tracking system under natural head movements. The system consists of one CCD camera and two front-surface mirrors. The mirrors rotate to follow head movements in order to keep the eye within the view of the camera. However, the mirror controller cannot guarantee the fast head movements, because the frame rate is generally 30Hz. To overcome this problem, we applied Kalman predictor to estimate next eye position from the current eye image. In the results, our system allows the subjects head to move 50cm horizontally and 40cm vertically, with the speed about 10cm/sec and 6cm/sec, respectively. And spatial gaze resolutions are about 4.5 degree and 4.5 degree, respectively, and the gaze estimation accuracy is 92% under natural head movements.

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Real-Time Prediction of Streamflows by the State-Vector Model (상태(狀態)벡터 모형(模型)에 의한 하천유출(河川流出)의 실시간(實時間) 예측(豫測)에 관한 연구(研究))

  • Seoh, Byung Ha;Yun, Yong Nam;Kang, Kwan Won
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.2 no.3
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    • pp.43-56
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    • 1982
  • A recursive algorithms for prediction of streamflows by Kalman filtering theory and Self-tuning predictor based on the state space description of the dynamic systems have been studied and the applicabilities of the algorithms to the rainfall-runoff processes have been investigated. For the representation of the dynamics of the processes, a low-order ARMA process has been taken as the linear discrete time system with white Gaussian disturbances. The state vector in the prediction model formulated by a random walk process. The model structures have been determined by a statistical analysis for residuals of the observed and predicted streamflows. For the verification of the prediction algorithms developed here, the observed historical data of the hourly rainfall and streamflows were used. The numerical studies shows that Kalman filtering theory has better performance than the Self-tuning predictor for system identification and prediction in rainfall-runoff processes.

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