• Title/Summary/Keyword: Extended Recursive Least Squares

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A precise parameter estimation of an air vehicle without a priori information (사전 정보가 없는 비행체의 정밀 파라미터 추정)

  • Kim, Jung-Han;Park, Keun-Bum;Song, Yong-Kyu;Hwang, Ick-Ho;Choi, Dong-Kyun
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.18 no.3
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    • pp.21-26
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    • 2010
  • This paper deals with the precise parameter estimation of an air vehicle without a priori information. First, Recursive Least Squares technique, which is an equation error method and does not require any a priori information, is applied and then the extended Kalman filter is used to tune parameters more precisely. To show the performance, a nonlinear longitudinal missile model is simulated and the parameters are estimated. The results show that this consecutive application of the techniques gives a very good estimation performance.

Identification of Noise Covariance by using Innovation Correlation Test (이노베이션 상관관계 테스트를 이용한 잡음인식)

  • Park, Seong-Wook
    • Proceedings of the KIEE Conference
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    • 1992.07a
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    • pp.305-307
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    • 1992
  • This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

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Improvements of Mass Measurement Rate for Moving Objects (이송 물체의 질량 측정 속도 향샹)

  • Lee, W.G.;Kim, K.P.
    • Journal of the Korean Society for Precision Engineering
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    • v.12 no.11
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    • pp.110-117
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    • 1995
  • This study presents and algorithm and related techniques which could satisfy the important properties of check weighers and conveyor scales. The algorithm of Recursive Least Squares Regression is applied for the weighing system simulated as a dynamic model of the second order. Using the model and the algorithm, model parameters and then the mass being weighed can be determined from the step input. The performance of the algorithm was tested on a check weigher. Discussions were extended to the development of noise reduction techniques and to the lagged introduction of objects on the moving plate. It turns out that the algorithm shows several desirable features suitable for real-time signal processing with a microcomputer, which are high precision and stability in noisy environment.

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Development of Speed and Precision in the Mass Measurement of Moving Object (이송 물체의 질령 측정 속도 및 정밀도 향상 모사 연구)

  • Lee, Woo Gab;Chung, Jin Wan;Kim, Kwang Pyo
    • Journal of the Korean Society for Precision Engineering
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    • v.11 no.6
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    • pp.136-142
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    • 1994
  • This study presents an algorithm and related techniques which could satisfy the important properties of check weighers and conveyor scales. The algorithm of Recursive Least Squares Regression is described for te weighing system simulated as a dynamic model of the second order. Using the model and the algorithm, model parameters and then the mass being weighed can be determined from the step input. The performance of the algorithm is illustrated in digital simulation. Discussions are extended to the development of fast converging algorithm. It turns out that the algorithm shows several desirable features suitable for microcomputer assisted real-time signal processing, which are high precision and stability in noisy environment.

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Nonlinear structural system wind load input estimation using the extended inverse method

  • Lee, Ming-Hui
    • Wind and Structures
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    • v.17 no.4
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    • pp.451-464
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    • 2013
  • This study develops an extended inverse input estimation algorithm with intelligent adaptive fuzzy weighting to effectively estimate the unknown input wind load of nonlinear structural systems. This algorithm combines the extended Kalman filter and recursive least squares estimator with intelligent adaptive fuzzy weighting. This study investigated the unknown input wind load applied on a tower structural system. Nonlinear characteristics will exist in various structural systems. The nonlinear characteristics are particularly more obvious when applying larger input wind load. Numerical simulation cases involving different input wind load types are studied in this paper. The simulation results verify the nonlinear characteristics of the structural system. This algorithm is effective in estimating unknown input wind loads.

A Modified Weighted Least Squares Range Estimator for ASM (Anti-Ship Missile) Application

  • Whang Ick-Ho;Ra Won-Sang;Ahn Jo-Young
    • International Journal of Control, Automation, and Systems
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    • v.3 no.3
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    • pp.486-492
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    • 2005
  • A practical recursive WLS (weighted least squares) algorithm is proposed to estimate relative range using LOS (line-of-sight) information for ASM (anti-ship missile) application. Apart from the previous approaches based on the EKF (extended Kalman filter), to ensure good convergence properties in long range engagement situations, the proposed scheme utilizes LOS rate measurements instead of conventionally used LOS angle measurements. The estimation error property for the proposed filter is investigated and a simple error compensator is devised to enhance its estimation error performances. Simulation results indicate that the proposed filter produces very accurate range estimates with extremely small computations.

Recursive State Space Model Identification Algorithms Using Subspace Extraction via Schur Complement

  • Takei, Yoshinori;Imai, Jun;Wada, Kiyoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.525-525
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    • 2000
  • In this paper, we present recursive algorithms for state space model identification using subspace extraction via Schur complement. It is shown that an estimate of the extended observability matrix can be obtained by subspace extraction via Schur complement. A relationship between the least squares residual and the Schur complement matrix obtained from input-output data is shown, and the recursive algorithms for the subspace-based state-space model identification (4SID) methods are developed. We also proposed the above algorithm for an instrumental variable (IV) based 4SID method. Finally, a numerical example of the application of the algorithms is illustrated.

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Adaptive Linear Predictive Coding of Time-varying Images Using Multidimensional Recursive Least-squares Ladder Filters

  • Nam Man K.;Kim Woo Y.
    • Journal of the military operations research society of Korea
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    • v.13 no.1
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    • pp.1-18
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    • 1987
  • This paper presents several adaptive linear predictive coding techniques based upon extension of recursive ladder filters. A 2-D recursive ladder filter is extended to a 3-D case which can adaptively track the variation of both spatial and temporal changes of moving images. Using the 2-D/3-D ladder filter and a previous farme predictor, two types of adaptive predictor-control schemes are proposed in which the prediction error at each pel can be obtained at or close to a minimum level. We also investigate several modifications of the basic encoding methods. Performance of the 2-D/3-D ladder filters, their adaptive control schemes, and variations in coding methods are evaluated by computer simulations on a real sequence and compared to the results of motion compensation and frame differential coders. As a validity test of the ladder filters developed, the error signals for the different predictors are compared and evaluated.

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이송물체의 질량 측정 속도 및 정밀도 향상 모사 연구

  • 이우갑;정진완;김광표
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1992.10a
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    • pp.161-165
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    • 1992
  • The important properties of industrial scale or weighing machine operated in production lines are quickness and precision. This paper presents an algorithm which meets the importance. The algorithm of Recursive Least Squares Regression is described for the weighing system simulated as a dynamic model of the second order. Using the model and the algorithm, model parameters and then the mass being weighed can be determined from the step input. The performance of the algorithm is illustrated in digital simulation. Discussions have been extended to the development of fast converging algorithm. It turns out that the algorithm shows several desirable features suitable for microcomputer assisted realtime signal processing.

A Modified Weighted Least Squares Approach to Range Estimation Problem (보완 가중 최소자승기법을 이용한 피동거리 추정필터 설계)

  • Whang, Ick-Ho;Ra, Won-Sang
    • Proceedings of the KIEE Conference
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    • 2003.07d
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    • pp.2088-2090
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    • 2003
  • A practical recursive weighted least square(WLS) solution is proposed to solve the passive ranging problem. Apart from the previous works based on the extended Kalman filter(EKF), to ensure the convergency at long-range, the proposed scheme makes use of line-of-sight(LOS) rate instead of bearing information. The influence of LOS rate measurement errors is investigated and it is asserted that the WLS estimates contain bias and scale factor errors. Together with simple compensation algorithm, the estimation errors of proposed filter can be reduced dramatically.

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