Search results for: fast discrete cosine transform
1021 Constant Order Predictor Corrector Method for the Solution of Modeled Problems of First Order IVPs of ODEs
Authors: A. A. James, A. O. Adesanya, M. R. Odekunle, D. G. Yakubu
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This paper examines the development of one step, five hybrid point method for the solution of first order initial value problems. We adopted the method of collocation and interpolation of power series approximate solution to generate a continuous linear multistep method. The continuous linear multistep method was evaluated at selected grid points to give the discrete linear multistep method. The method was implemented using a constant order predictor of order seven over an overlapping interval. The basic properties of the derived corrector was investigated and found to be zero stable, consistent and convergent. The region of absolute stability was also investigated. The method was tested on some numerical experiments and found to compete favorably with the existing methods.
Keywords: Interpolation, Approximate Solution, Collocation, Differential system, Half step, Converges, Block method, Efficiency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23361020 Haar Wavelet Method for Solving Fitz Hugh-Nagumo Equation
Authors: G.Hariharan, K.Kannan
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In this paper, we develop an accurate and efficient Haar wavelet method for well-known FitzHugh-Nagumo equation. The proposed scheme can be used to a wide class of nonlinear reaction-diffusion equations. The power of this manageable method is confirmed. Moreover the use of Haar wavelets is found to be accurate, simple, fast, flexible, convenient, small computation costs and computationally attractive.
Keywords: FitzHugh-Nagumo equation, Haar wavelet method, adomain decomposition method, computationally attractive.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27811019 Design and Bandwidth Allocation of Embedded ATM Networks using Genetic Algorithm
Authors: H. El-Madbouly
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In this paper, genetic algorithm (GA) is proposed for the design of an optimization algorithm to achieve the bandwidth allocation of ATM network. In Broadband ISDN, the ATM is a highbandwidth; fast packet switching and multiplexing technique. Using ATM it can be flexibly reconfigure the network and reassign the bandwidth to meet the requirements of all types of services. By dynamically routing the traffic and adjusting the bandwidth assignment, the average packet delay of the whole network can be reduced to a minimum. M/M/1 model can be used to analyze the performance.Keywords: Bandwidth allocation, Genetic algorithm, ATMNetwork, packet delay.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13761018 Parallelization and Optimization of SIFT Feature Extraction on Cluster System
Authors: Mingling Zheng, Zhenlong Song, Ke Xu, Hengzhu Liu
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Scale Invariant Feature Transform (SIFT) has been widely applied, but extracting SIFT feature is complicated and time-consuming. In this paper, to meet the demand of the real-time applications, SIFT is parallelized and optimized on cluster system, which is named pSIFT. Redundancy storage and communication are used for boundary data to improve the performance, and before representation of feature descriptor, data reallocation is adopted to keep load balance in pSIFT. Experimental results show that pSIFT achieves good speedup and scalability.Keywords: cluster, image matching, parallelization and optimization, SIFT.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18631017 Analysis and Comparison of Image Encryption Algorithms
Authors: İsmet Öztürk, İbrahim Soğukpınar
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With the fast progression of data exchange in electronic way, information security is becoming more important in data storage and transmission. Because of widely using images in industrial process, it is important to protect the confidential image data from unauthorized access. In this paper, we analyzed current image encryption algorithms and compression is added for two of them (Mirror-like image encryption and Visual Cryptography). Implementations of these two algorithms have been realized for experimental purposes. The results of analysis are given in this paper.
Keywords: image encryption, image cryptosystem, security, transmission
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 49581016 A Blind Digital Watermark in Hadamard Domain
Authors: Saeid Saryazdi, Hossein Nezamabadi-pour
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A new blind gray-level watermarking scheme is described. In the proposed method, the host image is first divided into 4*4 non-overlapping blocks. For each block, two first AC coefficients of its Hadamard transform are then estimated using DC coefficients of its neighbor blocks. A gray-level watermark is then added into estimated values. Since embedding watermark does not change the DC coefficients, watermark extracting could be done by estimating AC coefficients and comparing them with their actual values. Several experiments are made and results suggest the robustness of the proposed algorithm.
Keywords: Digital Watermarking, Image watermarking, Information Hiden, Steganography.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22631015 Biomimetic Preparation of Nano Hydroxyapatite in Gelatin-Starch Matrix
Authors: M.Meskinfam, M. S. Sadjadi, H.Jazdarreh
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In this study, we report the synthesis and characterization of nanohydroxyapatite (nHAp) in gelatin-starch matrix via biomimetic method. Characterization of the samples was performed using X-ray diffraction (XRD) and Fourier Transform infrared spectroscopy (FT-IR). The Size and morphology of the nHAp samples were determined using scanning and transmission electron microscopy (SEM and TEM). The results reveal that the shape and morphology of nHAp is influenced by presence of biopolymers as template. Carbonyl and amino groups from gelatin and hydroxyl from starch play crucial roles in HAp formation on the surface of gelatin-starch.Keywords: Biocomposite, Biomimetic , Nano Hydroxyapatite , Template.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26031014 Conservativeness of Probabilistic Constrained Optimal Control Method for Unknown Probability Distribution
Authors: Tomoaki Hashimoto
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In recent decades, probabilistic constrained optimal control problems have attracted much attention in many research fields. Although probabilistic constraints are generally intractable in an optimization problem, several tractable methods haven been proposed to handle probabilistic constraints. In most methods, probabilistic constraints are reduced to deterministic constraints that are tractable in an optimization problem. However, there is a gap between the transformed deterministic constraints in case of known and unknown probability distribution. This paper examines the conservativeness of probabilistic constrained optimization method for unknown probability distribution. The objective of this paper is to provide a quantitative assessment of the conservatism for tractable constraints in probabilistic constrained optimization with unknown probability distribution.Keywords: Optimal control, stochastic systems, discrete-time systems, probabilistic constraints.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19321013 Infrared Face Recognition Using Distance Transforms
Authors: Moulay A. Akhloufi, Abdelhakim Bendada
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In this work we present an efficient approach for face recognition in the infrared spectrum. In the proposed approach physiological features are extracted from thermal images in order to build a unique thermal faceprint. Then, a distance transform is used to get an invariant representation for face recognition. The obtained physiological features are related to the distribution of blood vessels under the face skin. This blood network is unique to each individual and can be used in infrared face recognition. The obtained results are promising and show the effectiveness of the proposed scheme.Keywords: Face recognition, biometrics, infrared imaging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14231012 Inventive Synthesis and Characterization of a Cesium Molybdate Compound: CsBi(MoO4)2
Authors: F. Kurtuluş, G. Çelik Gül
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Cesium molybdates with general formula CsMIII(MoO4)2, where MIII = Bi, Dy, Pr, Er, exhibit rich polymorphism, and crystallize in a layered structure. These properties cause intensive studies on cesium molybdates. CsBi(MoO4)2 was synthesized by microwave method by using cerium sulphate, bismuth oxide and molybdenum (VI) oxide in an appropriate molar ratio. Characterizations were done by x-ray diffraction (XRD), fourier transform infrared (FTIR) spectroscopy, scanning electron microscopy/energy dispersive analyze (SEM/EDS), thermo gravimetric/differantial thermal analysis (TG/DTA).Keywords: Cesium bismuth dimolybdate, microwave synthesis, powder x-ray diffraction, rare earth dimolybdates.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20551011 Blur and Ringing Artifact Measurement in Image Compression using Wavelet Transform
Authors: Madhuri Khambete, Madhuri Joshi
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Quality evaluation of an image is an important task in image processing applications. In case of image compression, quality of decompressed image is also the criterion for evaluation of given coding scheme. In the process of compression -decompression various artifacts such as blocking artifacts, blur artifact, ringing or edge artifact are observed. However quantification of these artifacts is a difficult task. We propose here novel method to quantify blur and ringing artifact in an image.
Keywords: Blur, Compression, Objective Quality assessment, Ringing artifact.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48531010 Solution of Nonlinear Second-Order Pantograph Equations via Differential Transformation Method
Authors: Nemat Abazari, Reza Abazari
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In this work, we successfully extended one-dimensional differential transform method (DTM), by presenting and proving some theorems, to solving nonlinear high-order multi-pantograph equations. This technique provides a sequence of functions which converges to the exact solution of the problem. Some examples are given to demonstrate the validity and applicability of the present method and a comparison is made with existing results.
Keywords: Nonlinear multi-pantograph equation, delay differential equation, differential transformation method, proportional delay conditions, closed form solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25591009 A Very Efficient Pseudo-Random Number Generator Based On Chaotic Maps and S-Box Tables
Authors: M. Hamdi, R. Rhouma, S. Belghith
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Generating random numbers are mainly used to create secret keys or random sequences. It can be carried out by various techniques. In this paper we present a very simple and efficient pseudo random number generator (PRNG) based on chaotic maps and S-Box tables. This technique adopted two main operations one to generate chaotic values using two logistic maps and the second to transform them into binary words using random S-Box tables. The simulation analysis indicates that our PRNG possessing excellent statistical and cryptographic properties.
Keywords: Chaotic map, Cryptography, Random Numbers, Statistical tests, S-box.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38671008 Lipschitz Classifiers Ensembles: Usage for Classification of Target Events in C-OTDR Monitoring Systems
Authors: Andrey V. Timofeev
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This paper introduces an original method for guaranteed estimation of the accuracy for an ensemble of Lipschitz classifiers. The solution was obtained as a finite closed set of alternative hypotheses, which contains an object of classification with probability of not less than the specified value. Thus, the classification is represented by a set of hypothetical classes. In this case, the smaller the cardinality of the discrete set of hypothetical classes is, the higher is the classification accuracy. Experiments have shown that if cardinality of the classifiers ensemble is increased then the cardinality of this set of hypothetical classes is reduced. The problem of the guaranteed estimation of the accuracy for an ensemble of Lipschitz classifiers is relevant in multichannel classification of target events in C-OTDR monitoring systems. Results of suggested approach practical usage to accuracy control in C-OTDR monitoring systems are present.
Keywords: Lipschitz classifiers, confidence set, C-OTDR monitoring, classifiers accuracy, classifiers ensemble.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19531007 Computing Fractal Dimension of Signals using Multiresolution Box-counting Method
Authors: B. S. Raghavendra, D. Narayana Dutt
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In this paper, we have developed a method to compute fractal dimension (FD) of discrete time signals, in the time domain, by modifying the box-counting method. The size of the box is dependent on the sampling frequency of the signal. The number of boxes required to completely cover the signal are obtained at multiple time resolutions. The time resolutions are made coarse by decimating the signal. The loglog plot of total number of boxes required to cover the curve versus size of the box used appears to be a straight line, whose slope is taken as an estimate of FD of the signal. The results are provided to demonstrate the performance of the proposed method using parametric fractal signals. The estimation accuracy of the method is compared with that of Katz, Sevcik, and Higuchi methods. In addition, some properties of the FD are discussed.Keywords: Box-counting, Fractal dimension, Higuchi method, Katz method, Parametric fractal signals, Sevcik method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 45941006 Sulfamonomethoxine-Induced Urinary Calculiin Pigs
Authors: Wei-Dong Sun, Ke-Chun Zhang, Jin-Yong Wang, Xiao-Long Wang
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The authors report a case of swine urolithiasis caused by improper administration of sulfamonomethoxine and which was diagnosed by examination of urinary sediments and analyzing the composition of the uroliths. The chemical composition of urinary calculi obtained from affected pigs with urolithiasis was further confimed as sulfamonomethoxine by fourier transform infrared (FTIR). It is suggested that appearance of typical fanlike or wheat bunchy crystals in urinary sediments under observation of lightmicroscope and determination by FTIR for the crystals are helpful in diagnosing sulfa calculi causced swine urolithiasis.Keywords: Calculi, pig, sulfamonomethoxine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18831005 An Improved Algorithm of SPIHT based on the Human Visual Characteristics
Authors: Meng Wang, Qi-rui Han
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Because of excellent properties, people has paid more attention to SPIHI algorithm, which is based on the traditional wavelet transformation theory, but it also has its shortcomings. Combined the progress in the present wavelet domain and the human's visual characteristics, we propose an improved algorithm based on human visual characteristics of SPIHT in the base of analysis of SPIHI algorithm. The experiment indicated that the coding speed and quality has been enhanced well compared to the original SPIHT algorithm, moreover improved the quality of the transmission cut off.Keywords: Lifted wavelet transform, SPIHT, Human Visual Characteristics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15331004 The Performance of Alternating Top-Bottom Strategy for Successive Over Relaxation Scheme on Two Dimensional Boundary Value Problem
Authors: M. K. Hasan, Y. H. Ng, J. Sulaiman
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This paper present the implementation of a new ordering strategy on Successive Overrelaxation scheme on two dimensional boundary value problems. The strategy involve two directions alternatingly; from top and bottom of the solution domain. The method shows to significantly reduce the iteration number to converge. Four numerical experiments were carried out to examine the performance of the new strategy.
Keywords: Two dimensional boundary value problems, Successive Overrelaxation scheme, Alternating Top-Bottom strategy, fast convergence
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14911003 Dynamic Response of Wind Turbines to Theoretical 3D Seismic Motions Taking into Account the Rotational Component
Authors: L. Hermanns, M.A. Santoyo, L. E. Quirós, J. Vega, J. M. Gaspar-Escribano, B. Benito
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We study the dynamic response of a wind turbine structure subjected to theoretical seismic motions, taking into account the rotational component of ground shaking. Models are generated for a shallow moderate crustal earthquake in the Madrid Region (Spain). Synthetic translational and rotational time histories are computed using the Discrete Wavenumber Method, assuming a point source and a horizontal layered earth structure. These are used to analyze the dynamic response of a wind turbine, represented by a simple finite element model. Von Mises stress values at different heights of the tower are used to study the dynamical structural response to a set of synthetic ground motion time historiesKeywords: Synthetic seismograms, rotations, wind turbine, dynamic structural response
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13231002 Estimation of Tensile Strength for Granitic Rocks by Using Discrete Element Approach
Authors: Aliakbar Golshani, Armin Ramezanzad
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Tensile strength which is an important parameter of the rock for engineering applications is difficult to measure directly through physical experiment (i.e. uniaxial tensile test). Therefore, indirect experimental methods such as Brazilian test have been taken into consideration and some relations have been proposed in order to obtain the tensile strength for rocks indirectly. In this research, to calculate numerically the tensile strength for granitic rocks, Particle Flow Code in three-dimension (PFC3D) software were used. First, uniaxial compression tests were simulated and the tensile strength was determined for Inada granite (from a quarry in Kasama, Ibaraki, Japan). Then, by simulating Brazilian test condition for Inada granite, the tensile strength was indirectly calculated again. Results show that the tensile strength calculated numerically agrees well with the experimental results obtained from uniaxial tensile tests on Inada granite samples.
Keywords: Numerical Simulation, PFC, Tensile Strength, Brazilian Test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7201001 Weight-Based Query Optimization System Using Buffer
Authors: Kashif Irfan, Fahad Shahbaz Khan, Tehseen Zia, M. A. Anwar
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Fast retrieval of data has been a need of user in any database application. This paper introduces a buffer based query optimization technique in which queries are assigned weights according to their number of execution in a query bank. These queries and their optimized executed plans are loaded into the buffer at the start of the database application. For every query the system searches for a match in the buffer and executes the plan without creating new plans.Keywords: Query Bank, Query Matcher, Weight Manager.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12611000 On the Study of the Electromagnetic Scattering by Large Obstacle Based on the Method of Auxiliary Sources
Authors: Sami Hidouri, Taoufik Aguili
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We consider fast and accurate solutions of scattering problems by large perfectly conducting objects (PEC) formulated by an optimization of the Method of Auxiliary Sources (MAS). We present various techniques used to reduce the total computational cost of the scattering problem. The first technique is based on replacing the object by an array of finite number of small (PEC) object with the same shape. The second solution reduces the problem on considering only the half of the object.These t
Keywords: Method of Auxiliary Sources, Scattering, large object, RCS, computational resources.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1881999 Using Interval Constrained Petri Nets and Fuzzy Method for Regulation of Quality: The Case of Weight in Tobacco Factory
Authors: Nabli L., Dhouibi H., Collart Dutilleul S., Craye E.
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The existence of maximal durations drastically modifies the performance evaluation in Discrete Event Systems (DES). The same particularity may be found on systems where the associated constraints do not concern the time. For example weight measures, in chemical industry, are used in order to control the quantity of consumed raw materials. This parameter also takes a fundamental part in the product quality as the correct transformation process is based upon a given percentage of each essence. Weight regulation therefore increases the global productivity of the system by decreasing the quantity of rejected products. In this paper we present an approach based on mixing different characteristics theories, the fuzzy system and Petri net system to describe the behaviour. An industriel application on a tobacco manufacturing plant, where the critical parameter is the weight is presented as an illustration.
Keywords: Petri Net, Manufacturing systems, Performance evaluation, Fuzzy logic, Tolerant system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1926998 Coupled Dynamics in Host-Guest Complex Systems Duplicates Emergent Behavior in the Brain
Authors: Sergio Pissanetzky
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The ability of the brain to organize information and generate the functional structures we use to act, think and communicate, is a common and easily observable natural phenomenon. In object-oriented analysis, these structures are represented by objects. Objects have been extensively studied and documented, but the process that creates them is not understood. In this work, a new class of discrete, deterministic, dissipative, host-guest dynamical systems is introduced. The new systems have extraordinary self-organizing properties. They can host information representing other physical systems and generate the same functional structures as the brain does. A simple mathematical model is proposed. The new systems are easy to simulate by computer, and measurements needed to confirm the assumptions are abundant and readily available. Experimental results presented here confirm the findings. Applications are many, but among the most immediate are object-oriented engineering, image and voice recognition, search engines, and Neuroscience.
Keywords: AI, artificial intelligence, complex system, object oriented, OO, refactoring.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2089997 Achieving High Availability by Implementing Beowulf Cluster
Authors: A.F.A. Abidin, N.S.M. Usop
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A computer cluster is a group of tightly coupled computers that work together closely so that in many respects they can be viewed as though they are a single computer. The components of a cluster are commonly, but not always, connected to each other through fast local area networks. Clusters are usually deployed to improve performance and/or availability over that provided by a single computer, while typically being much more cost-effective than single computers of comparable speed or availability. This paper proposed the way to implement the Beowulf Cluster in order to achieve high performance as well as high availability.Keywords: Beowulf Cluster, grid computing, GridMPI, MPICH.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1677996 Long-Term Simulation of Digestive Sound Signals by CEPSTRAL Technique
Authors: Einalou Z., Najafi Z., Maghooli K. Zandi Y, Sheibeigi A
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In this study, an investigation over digestive diseases has been done in which the sound acts as a detector medium. Pursue to the preprocessing the extracted signal in cepstrum domain is registered. After classification of digestive diseases, the system selects random samples based on their features and generates the interest nonstationary, long-term signals via inverse transform in cepstral domain which is presented in digital and sonic form as the output. This structure is updatable or on the other word, by receiving a new signal the corresponding disease classification is updated in the feature domain.
Keywords: Cepstrum, databank, digestive disease, acousticsignal.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1556995 Solving the Set Covering Problem Using the Binary Cat Swarm Optimization Metaheuristic
Authors: Broderick Crawford, Ricardo Soto, Natalia Berrios, Eduardo Olguin
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In this paper, we present a binary cat swarm optimization for solving the Set covering problem. The set covering problem is a well-known NP-hard problem with many practical applications, including those involving scheduling, production planning and location problems. Binary cat swarm optimization is a recent swarm metaheuristic technique based on the behavior of discrete cats. Domestic cats show the ability to hunt and are curious about moving objects. The cats have two modes of behavior: seeking mode and tracing mode. We illustrate this approach with 65 instances of the problem from the OR-Library. Moreover, we solve this problem with 40 new binarization techniques and we select the technical with the best results obtained. Finally, we make a comparison between results obtained in previous studies and the new binarization technique, that is, with roulette wheel as transfer function and V3 as discretization technique.Keywords: Binary cat swarm optimization, set covering problem, metaheuristic, binarization methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2328994 Bitrate Reduction Using FMO for Video Streaming over Packet Networks
Authors: Le Thanh Ha, Hye-Soo Kim, Chun-Su Park, Seung-Won Jung, Sung-Jea Ko
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Flexible macroblock ordering (FMO), adopted in the H.264 standard, allows to partition all macroblocks (MBs) in a frame into separate groups of MBs called Slice Groups (SGs). FMO can not only support error-resilience, but also control the size of video packets for different network types. However, it is well-known that the number of bits required for encoding the frame is increased by adopting FMO. In this paper, we propose a novel algorithm that can reduce the bitrate overhead caused by utilizing FMO. In the proposed algorithm, all MBs are grouped in SGs based on the similarity of the transform coefficients. Experimental results show that our algorithm can reduce the bitrate as compared with conventional FMO.Keywords: Data Partition, Entropy Coding, Greedy Algorithm, H.264/AVC, Slice Group.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1305993 Laplace Decomposition Approximation Solution for a System of Multi-Pantograph Equations
Authors: M. A. Koroma, C. Zhan, A. F. Kamara, A. B. Sesay
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In this work we adopt a combination of Laplace transform and the decomposition method to find numerical solutions of a system of multi-pantograph equations. The procedure leads to a rapid convergence of the series to the exact solution after computing a few terms. The effectiveness of the method is demonstrated in some examples by obtaining the exact solution and in others by computing the absolute error which decreases as the number of terms of the series increases.
Keywords: Laplace decomposition, pantograph equations, exact solution, numerical solution, approximate solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1649992 Kalman Filter Gain Elimination in Linear Estimation
Authors: Nicholas D. Assimakis
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In linear estimation, the traditional Kalman filter uses the Kalman filter gain in order to produce estimation and prediction of the n-dimensional state vector using the m-dimensional measurement vector. The computation of the Kalman filter gain requires the inversion of an m x m matrix in every iteration. In this paper, a variation of the Kalman filter eliminating the Kalman filter gain is proposed. In the time varying case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix and the inversion of an m x m matrix in every iteration. In the time invariant case, the elimination of the Kalman filter gain requires the inversion of an n x n matrix in every iteration. The proposed Kalman filter gain elimination algorithm may be faster than the conventional Kalman filter, depending on the model dimensions.
Keywords: Discrete time, linear estimation, Kalman filter, Kalman filter gain.
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