• Title/Summary/Keyword: Extended Recursive Least Squares

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A study on the design of adaptive generalized predictive control (적응 일반형 예측제어 설계에 관한 연구)

  • 김창회;이상정
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10a
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    • pp.176-181
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    • 1992
  • In this paper, an adaptive generalized predictive control(GPC) algorithm which minimizes a N-stage cost function is proposed. The resulting controller is based on GPC algorithm and can be used in unknown plant parameters as the parameters of one step ahead predictor are estimated by recursive least squares method. The estimated parameters are extended to G,P, and F amtrix which contain the parameters of N step ahead predictors. And the minimization of cost function assuming no constraints on future controls results in the projected control increment vector. Hence this adaptive GPC algorithm can be used for either unknown system or varing system parameters, and it is also shown through simulations that the algorithm is robust to the variation of system parameters. This adaptive GPC scheme is shown to have the same stability properties as the deterministic GPC, and requires small amount of calculation compared to other adaptive algorithms which minimize N-stage cost function. Especially, in case that the maximum output horizon is 1, the proposed algorithm can be applicable to direct adaptive GPC.

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Frequency-Domain RLS Algorithm Based on the Block Processing Technique (블록 프로세싱 기법을 이용한 주파수 영역에서의 회귀 최소 자승 알고리듬)

  • 박부견;김동규;박원석
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.240-240
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    • 2000
  • This paper presents two algorithms based on the concept of the frequency domain adaptive filter(FDAF). First the frequency domain recursive least squares(FRLS) algorithm with the overlap-save filtering technique is introduced. This minimizes the sum of exponentially weighted square errors in the frequency domain. To eliminate discrepancies between the linear convolution and the circular convolution, the overlap-save method is utilized. Second, the sliding method of data blocks is studied Co overcome processing delays and complexity roads of the FRLS algorithm. The size of the extended data block is twice as long as the filter tap length. It is possible to slide the data block variously by the adjustable hopping index. By selecting the hopping index appropriately, we can take a trade-off between the convergence rate and the computational complexity. When the input signal is highly correlated and the length of the target FIR filter is huge, the FRLS algorithm based on the block processing technique has good performances in the convergence rate and the computational complexity.

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이송 물체의 질량 측정 속도 향상

  • 이우갑;정진완;김광표
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1993.10a
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    • pp.328-332
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    • 1993
  • 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 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 form 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 microcomputer assisted real-time signal processing, which are high precision and stability in noisy environment.

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Real-Time Flood Forecasting Using Rainfall-Runoff Model(I) : Theory and Modeling (강우-유출모형을 이용한 실시간 홍수예측(I) : 이론과 모형화)

  • 정동국;이길성
    • Water for future
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    • v.27 no.1
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    • pp.89-99
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    • 1994
  • Flood forecasting in Korea has been based on the off-line parameter estimation method. But recent flood forecasting studies explore on-line recursive parameter estimation algorithms. In this study, a simultaneous adaptive estimation of system states and parameters for rainfall-runoff model is investigated for on-line real-time flood forecasting and parameter estimation. The proposed flood routing system is composed of Flood forecasting in Korea has been based on the off-line parameter estimation method. But recent flood forecasting studies explore on-line recursive parameter estimation algorithms. In this study, a simultaneous adaptive estimation of system states and parameters for rainfall-runoff model is investigated for on-line real-time flood forecasting and parameter estimation. The proposed flood routing system is composed of ø-index in the assessment of effective rainfall and the cascade of nonlinear reservoirs accounting for translation effect in flood routing. To combine the flood routing model with a parameter estimation model, system states and parameters are treated with the extended state-space formulation. Generalized least squares and maximum a posterior estimation algorithms are comparatively examined as estimation techniques for the state-space model. The sensitivity analysis is to investigate the identifiability of the parameters. The index of sensitivity used in this study is the covariance matrix of the estimated parameters.-index in the assessment of effective rainfall and the cascade of nonlinear reservoirs accounting for translation effect in flood routing. To combine the flood routing model with a parameter estimation model, system states and parameters are treated with the extended state-space formulation. Generalized least squares and maximum a posterior estimation algorithms are comparatively examined as estimation techniques for the state-space model. The sensitivity analysis is to investigate the identifiability of the parameters. The index of sensitivity used in this study is the covariance matrix of the estimated parameters.

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Design and Implementation of Hi-speed/Low-power Extended QRD-RLS Equalizer using Systolic Array and CORDIC (시스톨릭 어레이 구조와 CORDIC을 사용한 고속/저전력 Extended QRD-RLS 등화기 설계 및 구현)

  • Moon, Dae-Won;Jang, Young-Beom;Cho, Yong-Hoon
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.47 no.6
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    • pp.1-9
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    • 2010
  • In this paper, we propose a hi-speed/low-power Extended QRD-RLS(QR-Decomposition Recursive Least Squares) equalizer with systolic array structure. In the conventional systolic array structure, vector mode CORDIC on the boundary cell calculates angle of input vector, and the rotation mode CORDIC on the internal cell rotates vector. But, in the proposed structure, it is shown that implementation complexity can be reduced using the rotation direction of vector mode CORDIC and rotation mode CORDIC. Furthermore, calculation time can be reduced by 1/2 since vector mode and rotation mode CORDIC operate at the same time. Through HDL coding and chip implementation, it is shown that implementation area is reduced by 23.8% compared with one of conventional structure.

Prediction of Ozone Formation Based on Neural Network and Stochastic Method (인공신경망 및 통계적 방법을 이용한 오존 형성의 예측)

  • Oh, Sea Cheon;Yeo, Yeong-Koo
    • Clean Technology
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    • v.7 no.2
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    • pp.119-126
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    • 2001
  • The prediction of ozone formation was studied using the neural network and the stochastic method. Parameter estimation method and artificial neural network(ANN) method were employed in the stochastic scheme. In the parameter estimation method, extended least squares(ELS) method and recursive maximum likelihood(RML) were used to achieve the real time parameter estimation. Autoregressive moving average model with external input(ARMAX) was used as the ozone formation model for the parameter estimation method. ANN with 3 layers was also tested to predict the ozone formation. To demonstrate the performance of the ozone formation prediction schemes used in this work, the prediction results of ozone formation were compared with the real data. From the comparison it was found that the prediction schemes based on the parameter estimation method and ANN method show an acceptable accuracy with limited prediction horizon.

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Comparison of Different Schemes for Speed Sensorless Control of Induction Motor Drives by Neural Network (신경회로망을 이용한 유도전동기의 속도 센서리스 방식에 대한 비교)

  • 국윤상;김윤호;최원범
    • The Transactions of the Korean Institute of Power Electronics
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    • v.5 no.2
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    • pp.131-139
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    • 2000
  • 일반적으로 시스템 인식과 제어에 이용하는 다층 신경회로망은 기존의 역전파 알고리즘을 이용한다. 그러나 결선강도에 대한 오차의 기울기를 구하는 방법이기 때문에 국부적 최소점에 빠지기 쉽고, 수렴속도가 매우 늦으며 초기 결선강도 값들이나 학습계수에 민감하게 반응한다. 이와 같은 단점을 개선하기 위하여 확장된 칼만 필터링 기법을 역전파 알고리즘에 결합하였으나 계산상의 복잡성 때문에 망의 크기가 증가하면 실제 적용할 수 없다. 최근 신경회로망을 선형과 비선형 구간으로 구분하고 칼만 필터링 기법을 도입하여 수렴속도를 빠르게 하고 초기 결선강도 값에 크게 영향을 받지 않도록 개선하였으나, 여전히 은닉층의 선형 오차값을 역전파 알고리즘에 의해서 계산하기 때문에 학습계수에 민감하다는 단점이 있다. 본 논문에서는 위에서 언급한 기존의 신경회로망 알고리즘의 문제점을 개선하기 위하여 은닉층의 목표값을 최적기법에 의하여 직접계산하고 각각의 결선강도 값은 반복최소 자승법으로 온라인 학습하는 알고리즘을 제안하고 이들 신경회로망 알고리즘과 비교하고자 한다. 여러 가지 시뮬레이션과 실험을 통하여 제안된 방법이 초기 결선강도에 크게 영향을 받지 않으며, 기존의 학습계수 선정에 따른 문제점을 해결함으로써 신경회로망 모델에 기초한 실시간 제어기 설계에 응용할 수 있도록 하였다. 또한, 유도전동기의 속도추정과 제어에 적용하여 좋은 결과를 보였다.

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Relative Navigation with Intermittent Laser-based Measurement for Spacecraft Formation Flying

  • Lee, Jongwoo;Park, Sang-Young;Kang, Dae-Eun
    • Journal of Astronomy and Space Sciences
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    • v.35 no.3
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    • pp.163-173
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    • 2018
  • This paper presents relative navigation using intermittent laser-based measurement data for spacecraft flying formation that consist of two spacecrafts; namely, chief and deputy spacecrafts. The measurement data consists of the relative distance measured by a femtosecond laser, and the relative angles between the two spacecrafts. The filtering algorithms used for the relative navigation are the extended Kalman filter (EKF), unscented Kalman filter (UKF), and least squares recursive filter (LSRF). Numerical simulations reveal that the relative navigation performances of the EKF- and UKF-based relative navigation algorithms decrease in accuracy as the measurement outage period increases. However, the relative navigation performance of the UKF-based algorithm is 95 % more accurate than that of the EKF-based algorithm when the measurement outage period is 80 sec. Although the relative navigation performance of the LSRF-based relative navigation algorithm is 94 % and 370 % less accurate than those of the EKF- and UKF-based navigation algorithms, respectively, when the measurement outage period is 5 sec; the navigation error varies within a range of 4 %, even though the measurement outage period is increased. The results of this study can be applied to the design of a relative navigation strategy using the developed algorithms with laser-based measurements for spacecraft formation flying.

An improved extended Kalman filter for parameters and loads identification without collocated measurements

  • Jia He;Mengchen Qi;Zhuohui Tong;Xugang Hua;Zhengqing Chen
    • Smart Structures and Systems
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    • v.31 no.2
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    • pp.131-140
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    • 2023
  • As well-known, the extended Kalman filter (EKF) is a powerful tool for parameter identification with limited measurements. However, traditional EKF is not applicable when the external excitation is unknown. By using least-squares estimation (LSE) for force identification, an EKF with unknown input (EKF-UI) approach was recently proposed by the authors. In this approach, to ensure the influence matrix be of full column rank, the sensors have to be deployed at all the degrees-of-freedom (DOFs) corresponding to the unknown excitation, saying collocated measurements are required. However, it is not easy to guarantee that the sensors can be installed at all these locations. To circumvent this limitation, based on the idea of first-order-holder discretization (FOHD), an improved EKF with unknown input (IEKF-UI) approach is proposed in this study for the simultaneous identification of structural parameters and unknown excitation. By using projection matrix, an improved observation equation is obtained. Few displacement measurements are fused into the observation equation to avoid the so-called low-frequency drift. To avoid the ill-conditioning problem for force identification without collocated measurements, the idea of FOHD is employed. The recursive solution of the structural states and unknown loads is then analytically derived. The effectiveness of the proposed approach is validated via several numerical examples. Results show that the proposed approach is capable of satisfactorily identifying the parameters of linear and nonlinear structures and the unknown excitation applied to them.