• Title/Summary/Keyword: Forgetting factor least squares

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An time-varying acoustic channel estimation using least squares algorithm with an average gradient vector based a self-adjusted step size and variable forgetting factor (기울기 평균 벡터를 사용한 가변 스텝 최소 자승 알고리즘과 시변 망각 인자를 사용한 시변 음향 채널 추정)

  • Lim, Jun-Seok
    • 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.

Determination of Minimum Eigenvalue in a Continuous-time Weighted Least Squares Estimator (연속시간 하중최소자승 식별기의 최소고우치 결정)

  • Kim, Sung-Duck
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.41 no.9
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    • pp.1021-1030
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    • 1992
  • When using a least squares estimator with exponential forgetting factor to identify continuous-time deterministic system, the problem of determining minimum eigenvalue is described in this paper. It is well known fact that the convergence rate of parameter estimates relies on various factors consisting of the estimator and especially, theirproperties can be directly affected by all eigenvalues in the parameter error differential equation. Fortunately, there exists only one adjusting eigenvalue in the given estimator and then, the parameter convergence rates depend on this minimum eigenvalue. In this note, a new result to determine the minimum eigenvalue is proposed. Under the assumption that the input has as many spectral lines as the number of parameter estimates, it can be proven that the minimum eigenvalue converges to a constant value, which is a function of the forgetting factor and the parameter estimates number.

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Low-Complexity VFF-RLS Algorithm Using Normalization Technique (정규화 기법을 이용한 낮은 연산량의 가변 망각 인자 RLS 기법)

  • Lee, Seok-Jin;Lim, Jun-Seok;Sung, Koeng-Mo
    • The Journal of the Acoustical Society of Korea
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    • v.29 no.1
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    • pp.18-23
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    • 2010
  • The RLS (Recursive Least Squares) method is a broadly used adaptive algorithm for signal processing in electronic engineering. The RLS algorithm shows a good performance and a fast adaptation within a stationary environment, but it shows a Poor performance within a non-stationary environment because the method has a fixed forgetting factor. In order to enhance 'tracking' performances, BLS methods with an adaptive forgetting factor had been developed. This method shows a good tracking performance, however, it suffers from heavy computational loads. Therefore, we propose a modified AFF-RLS which has relatively low complexity m this paper.

State-of-charge Estimation for Lithium-ion Battery using a Combined Method

  • Li, Guidan;Peng, Kai;Li, Bin
    • Journal of Power Electronics
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    • v.18 no.1
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    • pp.129-136
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    • 2018
  • An accurate state-of-charge (SOC) estimation ensures the reliable and efficient operation of a lithium-ion battery management system. On the basis of a combined electrochemical model, this study adopts the forgetting factor least squares algorithm to identify battery parameters and eliminate the influence of test conditions. Then, it implements online SOC estimation with high accuracy and low run time by utilizing the low computational complexity of the unscented Kalman filter (UKF) and the rapid convergence of a particle filter (PF). The PF algorithm is adopted to decrease convergence time when the initial error is large; otherwise, the UKF algorithm is used to approximate the actual SOC with low computational complexity. The effect of the number of sampling particles in the PF is also evaluated. Finally, experimental results are used to verify the superiority of the combined method over other individual algorithms.

Kernel RLS Algorithm Using Variable Forgetting Factor (가변 망각인자를 사용한 커널 RLS 알고리즘)

  • Lim, Jun-Seok;Pyeon, Yong-Guk
    • 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.

Online Estimation of Rotational Inertia of an Excavator Based on Recursive Least Squares with Multiple Forgetting

  • Oh, Kwangseok;Yi, Kyong Su;Seo, Jaho;Kim, Yongrae;Lee, Geunho
    • Journal of Drive and Control
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    • v.14 no.3
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    • pp.40-49
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    • 2017
  • This study presents an online estimation of an excavator's rotational inertia by using recursive least square with forgetting. It is difficult to measure rotational inertia in real systems. Against this background, online estimation of rotational inertia is essential for improving safety and automation of construction equipment such as excavators because changes in inertial parameter impact dynamic characteristics. Regarding an excavator, rotational inertia for swing motion may change significantly according to working posture and digging conditions. Hence, rotational inertia estimation by predicting swing motion is critical for enhancing working safety and automation. Swing velocity and damping coefficient were used for rotational inertia estimation in this study. Updating rules are proposed for enhancing convergence performance by using the damping coefficient and forgetting factors. The proposed estimation algorithm uses three forgetting factors to estimate time-varying rotational inertia, damping coefficient, and torque with different variation rates. Rotational inertia in a typical working scenario was considered for reasonable performance evaluation. Three simulations were conducted by considering several digging conditions. Presented estimation results reveal the proposed estimation scheme is effective for estimating varying rotational inertia of the excavator.

Gauss Newton Variable forgetting factor RLS algorithm for Time Varying Parameter Estimation. (Gauss Newton Variable Forgetting Factor Recursive Least Squares 알고리듬을 이용한 시변 신호 추정)

  • Song Seongwook;Lim Jun-Seok;Sung Koeng-Mo
    • Proceedings of the Acoustical Society of Korea Conference
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    • spring
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    • pp.173-176
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    • 2000
  • 시변 신호 추적 특성을 향상시키기 위하여, Gauss-Newton Variable Forgetting Factor RLS (GN-VFF-RLS) Algorithm을 제안한다. 최적화된 망각인자를 가정한 기존의 RLS 알고리듬과 비교하여, 제안된 방법은 특히 신호의 변화가 급격히 일어날 경우 주목할만한 추정 성능의 향상을 보여준다. 제안된 알고리듬의 시변 추정 특성을 신호 대 잡음비와 시변 정도에 대하여 모의 실험하고 기존의 추정 알고리듬들과 비교한다.

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Adaptive Model-Free-Control-based Steering-Control Algorithm for Multi-Axle All-Terrain Cranes using the Recursive Least Squares with Forgetting (망각 순환 최소자승을 이용한 다축 전지형 크레인의 적응형 모델 독립 제어 기반 조향제어 알고리즘)

  • Oh, Kwangseok;Seo, Jaho
    • Journal of Drive and Control
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    • v.14 no.2
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    • pp.16-22
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    • 2017
  • This paper presents the algorithm of an adaptive model-free-control-based steering control for multi-axle all-terrain cranes for which the recursive least squares with forgetting are applied. To optimally control the actual system in the real world, the linear or nonlinear mathematical model of the system should be given for the determination of the optimal control inputs; however, it is difficult to derive the mathematical model due to the actual system's complexity and nonlinearity. To address this problem, the proposed adaptive model-free controller is used to control the steering angle of a multi-axle crane. The proposed model-free control algorithm uses only the input and output signals of the system to determine the optimal inputs. The recursive least-squares algorithm identifies first-order systems. The uncertainty between the identified system and the actual system was estimated based on the disturbance observer. The proposed control algorithm was used for the steering control of a multi-axle crane, where only the steering input and the desired yaw rate were employed, to track the reference path. The controller and performance evaluations were constructed and conducted in the Matlab/Simulink environment. The evaluation results show that the proposed adaptive model-free-control-based steering-control algorithm produces a sound path-tracking performance.

Estimation of baro-altimeter errors via model transition technique (모델 전이 기법을 이용한 기압고도계의 오차 추정)

  • 황익호
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.32-35
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    • 1996
  • In this paper, it is shown that the dominant errors of baro-altimeters can be characterized by bias and scale factor errors. Also an optimal filter for estimating both bias and scale factor is derived based on the concept of model transition. The optimal filter is, however, not realizable because the model transition hypotheses increase exponentially. Therefore a realizable suboptimal filter using the interacting multiple model(IMM) technique is proposed. Computer simulation results show that the estimation errors of the proposed filter are smaller than those of the conventional least squares algorithm with a forgetting factor when both the bias and the scale factor are varying.

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Phase Portrait Analysis-Based Safety Control for Excavator Using Adaptive Sliding Mode Control Algorithm (적응형 슬라이딩 모드 제어를 이용한 위상 궤적 해석 기반 굴삭기의 안전제어 알고리즘 개발)

  • Oh, Kwang Seok;Seo, Ja Ho;Lee, Geun Ho
    • Journal of Drive and Control
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    • v.15 no.3
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    • pp.8-13
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    • 2018
  • This paper presents a phase portrait analysis-based safety control algorithm for excavators, using adaptive sliding mode control. Since working postures and material types cause the excavator's rotational inertia to vary, the rotational inertia was estimated, and this estimation was used to design an adaptive sliding mode controller for collision avoidance of the excavator. In order to estimate the rotational inertia, the recursive least-squares estimation with multiple forgetting was applied with the information of the swing velocity of the excavator. For realistic evaluation, an actual working scenario-based performance evaluation was conducted. Based on the estimated rotational inertia and an analysis of estimation errors, sliding mode control inputs were computed. The actual working scenario-based performance evaluation of the designed safety algorithm was conducted, and the results showed that the developed safety control algorithm can efficiently avoid a collision with an object in consideration of rotational inertia variations.