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Kalman Filter PDF
Kalman Filter PDF
BI TP LN
TI:
H NI 8-2012
Ngy nay, nn cng ngh th gii ang pht trin nhanh chng v hng lot cc
gii php cng ngh ra i mi nm. Theo , cc sinh vin ngnh cng ngh ngoi vic
tip thu cc kin thc ging ng cn phi tm hiu nghin cu thm cc cng ngh
tin tin trn th gii c th p ng c yu cu cao ca th trng lao ng. Trong
nhng nm gn y cc loi cm bin, thit b o lng c s dng rng ri trong dn
dng cng nh trong cng nghip. Th nhng nhiu loi thit b li rt nhy vi nhiu,
vn lm sao loi nhiu ra khi tn hiu l mt vn thc s khng n gin.
Vi nhng u im vt tri, tim nng ng dng ca thut ton Kalman vo
thc t trong vic p dng lc nhiu trong tn hiu l rt kh quan, v vy vic nghin
cu nm r v tin ti lm ch phng php ny l rt cn thit v b ch. Ngoi ra
vi mong mun p dng v lp trnh thut ton Kalman vo thc t nn nhm chng em
chn ti: TM HIU L THUYT V CC NG DNG CA B LC
KALMAN.
( ) = (1.1)
=1
( ) = () (1.2)
- Tnh cht
i. ( ) =
( ) = [ ]2 (1.4)
=1
( ) = [ ]2 () (1.5)
Trong trng hp mu ln, php tnh c hon li v php tnh khng hon li l
nh nhau, v xp x bng 1. V vy trong trng hp tng qut c lng ng ca
1
1
V(Y) l: 2 = =1( )2 c gi l phng sai tch ly ca Y.
1
2 = ( ( ))2 (1.15)
=1
+1 = + + (2.1)
Ngoi ra chng ta gi s rng, kh nng quan st trng thi c thc hin thng
qua mt h thng o lng c th c biu din bi mt phng trnh tuyn tnh nh
sau
= + (2.2)
2.2.3. Ngun gc
+1| = [+1 | ]
= [ + + | ]
= [ | ] + + [ | ]
= | + (2.9)
= ( ( | ) + ) = ( | ) + [ ]
= | + (2.10)
[+1| ] = [ | + ]
= [| ] +
= [+1 ] (2.14)
+1 + +1 +1 =
+1 = +1 +1 (2.15)
+1|+1 = ( +1 +1 )+1| + +1 +1
+1| = [+1 | ]
= [+1 +1 + +1 | ]
= +1 +1| (2.17)
+1 = +1 +1 +1| (2.18)
= [+1 | ] +1|
=0 (2.19)
Kt hp (2.16) v (2.18) ta c
+1 = [+1 +1 ]
= [(+1 +1 +1| )(+1 +1 +1| ) ]
+1 = +1 +1| +1 + +1 (2.21)
= [(+1 +1|+1 )(+1 +1|+1 ) ]
= (+1 +1|+1 )
= (( +1 +1 )(+1 +1| ) +1 +1 )
= (+1 +1| +1 +1 )
= +1| +1 +1 +1 (2.23)
2.2.6. li Kalman
= min ( [(+1|+1 ) (+1|+1 )| ])
+1
(( )) = 2
Kt hp (2.23) v (2.24) v ly vi phn ma trn li v t kt qu bng 0 ta
c
= 2( +1 +1 )+1| +1 + 2+1 +1 = 0
+1
Kt hp vi (2.21) ta c
+1 = +1| +1 1
+1 (2.26)
+1 +1 +1 = +1| +1 +1 (2.27)
Kt hp (2.23) v (2.27)
+1|+1 = +1| ( +1 +1 )
= (+1| ( +1 +1 ) )
= ( +1 +1 ) (+1| )
= ( +1 +1 )+1| (2.28)
Qu trnh d on
+1| = | + (2.29)
+1| = | + (2.30)
o lng d on:
+1 = +1 +1| +1 + +1 (2.33)
li Kalman:
+1 = +1| +1 1
+1 (2.34)
Prediction
Initial
(1) +1| = | +
(2) +1| = |
+ | and |
Update
(3) +1 = +1 +1|
+1 + +1
(4) +1 = +1| 1
+1 +1
(5) +1|+1 = +1| + +1 (+1 +1 +1| )
(6) +1|+1 = ( +1 +1 )+1|
Li t ng my bay (Autopilot)
c lng trng thi sc ca pin (Battery state of charge (SoC) estimation)
Giao din tng tc vi my tnh bng no (Braincomputer interface)
nh v chuyn ng (Dynamic positioning)
Cc ng dng trong kinh t, c bit l kinh t v m, time series, v econometrics
H thng dn ng qun tnh (Inertial guidance system)
Theo di bng radar (Radar tracker)
H thng nh v v tinh (Satellite navigation systems)
D bo thi tit (Weather forecasting)
H thng nh v (Navigation Systems)
M hnh ha 3 chiu (3D-Modelling)
ng dng lc Kalman trong phn tch bin dng nh cao tng do bc x nhit mt
tri.
Ci thin cht lng truyn ng khng ng b bng cu trc tch knh trc tip
s dng kalman filter quan st t thng. [6]
ng dng Kalman Filter cho d bo nhit 2m t sn phm m hnh HRM.
H thng dn ng qun tnh INS/GPS. [7]
S dng b lc Kalman kt hp vi thut ton bm nh Camshift nhm nng cao
cht lng bm trong cc h thng robot t ng tm kim v bm bt mc tiu.[8]
S dng chuyn i Box Muller chuyn t phn phi chun trong khong [0; 1]
sang phn phi Gaussian (, 2 )
Hay
trong , [0; 1]
= [ ( ) ( ) ( ) ()]
= +1 = 1
= [ ]
1 0
0|0 = [0 0] ; = (4, 4)
0 0|0
0 1
0 0
= +
Trong :
1 0 0 0
= [ ]
0 0 1 0
~(0, 1)
1 0
= [ ] = 2 [ ]
0 1
= 5: l i lng biu din cng ca nhiu o lng.
Kt qu ci t
- Ngn ng s dng C#
- Input: Qu o chuyn ng ca mc tiu c v bng con tr chut c
thm nhiu Gaussian.
- Output: Qu o c c lng.
Giao din
Qu o thc ca mc tiu:
V l thuyt
Nm r c b lc Kalman
C kh nng pht trin h thng c lng dng b lc Kalman
Hiu c cch m hnh ha h thng trong b lc Kalman
V ng dng
[1] Gio trnh xc sut thng k, Tng nh Qu, NXB Gio dc, H Ni, 1999.
[4] Vinh Tran-Quang, Phat Nguyen Huu, Takumi Miyoshi, A Collaborative Target
Tracking Algorithm Considering Energy Constraint in WSNs 15-17 Sept. 2011.
[6] Ths. inh Anh Tun, Nguyn Phng Quang, Ci thin cht lng truyn ng khng
ng b bng cu trc tch knh trc tip s dng kalman filter quan st t thng -
20-11-2009
[7] http://www.nchmf.gov.vn/web/vi-VN/71/155/5760/Default.aspx
[8] Ng Mnh Tin, Phan Xun Minh, H Th Kim Duyn, A Method using Kalman
Filter combining with Image Tracking Camshift Algorithm to bring higher tracking
Quality in automatically searching and tracking target Robot System VCCA-2011.