• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2007.04a
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• pp.435-439
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• 2007

This paper deals with RLS algorithm using Newton-Raphson method based adaptive forgetting factor for a passive telemetry RF sensor system in order to estimate the time variant parameter to be included in RF sensor model. For this estimation with RLS algorithm, phasor typed RF sensor system modelled with inductive coupling principle is used. Instead of applying constant forgetting factor to estimate time variant parameter, the adaptive forgetting factor based on Newton-Raphson method is applied to RLS algorithm without constant forgetting factor to be determined intuitively. Finally, we provide numerical examples to evaluate the feasibility and generality of the proposed method in this paper.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.40 no.9
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• pp.1793-1801
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• 2015

In a recent work, kernel recursive least-squares tracker (KRLS-T) algorithm has been proposed. It is capable of tracking in non-stationary environments using a forgetting mechanism built on a Bayesian framework. The forgetting mechanism in KRLS-T is implemented by a fixed forgetting factor. In practice, however, we frequently meet that the fixed forgetting factor cannot handle time-varying system effectively. In this paper we propose a new KRLS-T with a variable forgetting factor. Experimental results show that proposed algorithm can handle time-varying system more effectively than the KRLS-T.

• Journal of Institute of Control, Robotics and Systems
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• v.5 no.4
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• pp.394-402
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• 1999

In this paper, we present an effective RLS algorithm with forgetting factor of Erlang function for the system identification. In the proposed algorithm, the forgetting factor decreases monotonically in the first stage, and then it increases monotonically in the second stage in contrary to the conventional forgetting factor RLS algorithms. In addition, annealing effect and an asymptotically stability of the proposed algorithm is discussed based on the analysis of convergency property on. Simulation results for the system identification problem indicate the superiority of the proposed algorithm in comparison to the RLS algorithm such as NLMS and Kalman filter based algorithm.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.9
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• pp.1141-1145
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• 2016

In general, a variable forgetting factor is applied to the RLS algorithm for the time-varying parameter estimation in the non-stationary environments. The introduction of a variable forgetting factor to RLS needs heavy additional calculation complexity. We propose a new Gauss Newton variable forgetting factor RLS algorithm which needs small amount of calculation as well as estimates the better parameters in time-varying nonstationary environment. The algorithm performs as good as the conventional Gauss Newton variable forgetting factor RLS and the required additional calculation complexity reduces from $O(N^2)$ to O(N).

• Proceedings of the Acoustical Society of Korea Conference
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• 1998.08a
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• pp.470-474
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• 1998

In this paper, to estimate the time-varying parameters of speech signal, we use the robust sequential estimator based on t-distribution and, for time-varying signal, introduce the forgetting factor. By using the RSE based on t-distribution with small degree of freedom, we can alleviate efficiently the effects of outliers to obtain the better performance of parameter estimation. Moreover, by the forgetting factor, the proposed algorithm can estimate the accurate parameters under the rapid variation of speech signal.

• Proceedings of the KIEE Conference
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• 1988.07a
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• pp.305-308
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• 1988

Pole assignment controller with variable forgetting factor is generalizaed to allow the output and/or input variance to be reduced. The algorithm can give significant reductions in variance for little extra computational effort and is presented for servo-tracking using leat-squares estimation. Moreover, the use of a variable forgetting factor with correct choice of information bound can avoid 'blowing-up' of the covariance matrix of the estimates and subsequent unstable control.

• Journal of the Institute of Electronics and Information Engineers
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• v.51 no.5
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• pp.177-187
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• 2014

This paper proposes a fast subspace tracking methods, which is called GVFF FAPI, based on FAPI (Fast Approximated Power Iteration) method and GVFF RLS (Gradient-based Variable Forgetting Factor Recursive Lease Squares). Since the conventional FAPI uses a constant forgetting factor for estimating covariance matrix of source signals, it has difficulty in applying to non-stationary environments such as continuously changing DOAs of source signals. To overcome the drawback of conventioanl FAPI method, the GVFF FAPI uses the gradient-based variable forgetting factor derived from an improved means square error (MSE) analysis of RLS. In order to achieve the decreased subspace error in non-stationary environments, the GVFF-FAPI algorithm used an improved forgetting factor updating equation that can produce a fast decreasing forgetting factor when the gradient is positive and a slowly increasing forgetting factor when the gradient is negative. Our numerical simulations show that GVFF-FAPI algorithm offers lower subspace error and RMSE (Root Mean Square Error) of tracked DOAs of source signals than conventional FAPI based MUSIC (MUltiple SIgnal Classification).

• Smart Structures and Systems
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• v.26 no.1
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• pp.63-75
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• 2020

Substructure pseudo-dynamic hybrid simulation (SPDHS) combining the advantages of physical experiments and numerical simulation has become an important testing method for evaluating the dynamic responses of structures. Various parameter identification methods have been proposed for online model updating. However, if there is large model gap between the assumed numerical models and the real models, the parameter identification methods will cause large prediction errors. This study presents an ANN (artificial neural network) method based on forgetting factor. During the SPDHS of model updating, a dynamic sample window is formed in each loading step with forgetting factor to keep balance between the new samples and historical ones. The effectiveness and anti-noise ability of this method are evaluated by numerical analysis of a six-story frame structure with BRBs (Buckling Restrained Brace). One BRB is simulated in OpenFresco as the experimental substructure, while the rest is modeled in MATLAB. The results show that ANN is able to present more hysteresis behaviors that do not exist in the initial assumed numerical models. It is demonstrated that the proposed method has good adaptability and prediction accuracy of restoring force even under different loading histories.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.14 no.11
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• pp.1134-1142
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• 2003

This paper presents a hardware implementation of the STS diversity system, utilizing FPGAs and introduces the function and the design method of each of the modules of the system. In order to improve the performance of the implemented STS system which is an open loop transmit diversity system under fading environment, the exact estimation of the communication channel is essential. Therefore, we propose the optimal forgetting factor to estimate pilot channel in this paper, It is shown in this paper that the pilot channel is estimated using the forgetting factor of 0.7 without increasing the integration range of the pilot channel even when the power of pilot channel is not sufficiently large in CDMA 2000 1x signal environment.

• The Journal of the Acoustical Society of Korea
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• v.38 no.3
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• pp.283-289
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• 2019

RLS (Recursive-least-squares) algorithm is known to have good convergence and excellent error level after convergence. However, there is a disadvantage that numerical instability is included in the algorithm due to inverse matrix calculation. In this paper, we propose an algorithm with no matrix inversion to avoid the instability aforementioned. The proposed algorithm still keeps the same convergence performance. In the proposed algorithm, we adopt an averaged gradient-based step size as a self-adjusted step size. In addition, a variable forgetting factor is introduced to provide superior performance for time-varying channel estimation. Through simulations, we compare performance with conventional RLS and show its equivalency. It also shows the merit of the variable forgetting factor in time-varying channels.