• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 1999.11a
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• pp.248-251
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• 1999

We extend the sue of the method of least square to develop a recursive algorithm for the design of adaptive transversal filters such that, given the least-square estimate of this vector of the filter at iteration n-1, we may compute the updated estimate of this vector at i(oration n upon the arrival of new data. The RLS algorithm may be viewed as a special case of the Kalman filter. Indeed this special relationship between the RLS algorithm and the Kalman filter is considered. We begin the development of the RLS algorithm by reviewing some basic relations that pertain to the method of least squares. Then, by exploiting a relation in matrix algebra known as the matrix inversion lemma, we develop the RLS algorithm. An important feature of the RLS algorithm is that it utilizes information contained in the input data, extending back to the instant of time when the algorithm is initiated. The resulting rate of convergence is therefore typically an order of magnitude faster than the simple LMS algorithm. This improvement in performance, however, Is achieved at the expensive of a large increase in computational complexity.

• Journal of the Korean Institute of Electrical and Electronic Material Engineers
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• v.32 no.1
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• pp.13-19
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• 2019

This paper proposes an easy algorithm for finding tapped-delay-line (TDL) filter coefficients in an adaptive filter algorithm using orthogonal input signals. The proposed algorithm can be used to obtain the coefficients and errors of a TDL filter without using an inverse orthogonalization process for the orthogonal input signals. The form of the proposed algorithm in this paper has the advantages of being easy to use and similar to the familiar recursive least-squares (RLS) algorithm. In order to evaluate the proposed algorithm, system identification simulation of the $11^{th}$-order finite-impulse-response (FIR) filter was performed. It is shown that the convergence characteristics of the learning curve and the tracking ability of the coefficient vectors are similar to those of the conventional RLS analysis. Also, the derived equations and computer simulation results ensure that the proposed algorithm can be used in a similar manner to the Levinson-Durbin algorithm.

• Proceedings of the Acoustical Society of Korea Conference
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• 1991.06a
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• pp.38-41
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• 1991

RLS algorithms are required for applications to adaptive line enhancers, adaptive equalizers for voiceband telephone and HF modems, and wide-badn digital spectrum mobile raio in which their convergence time and tracking speed are significant. The fast QR RLS algorithm satisfies above the requirements. Its computational complexity is linearly proportional to the tap number of a filter, N and its performance remains numerically stable. From the result of simumulation, the fast QR RLS algorithm represented Cioffi is better than gradient based algorithm in its initial performance when being applied to an adaptive line enhancer for cancelling noise.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.7 no.4
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• pp.691-698
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• 2003

We extend the sue of the method of least square to develop a recursive algorithm for the design of adaptive transversal filters such that, given the least-square estimate of this vector of the filter at iteration n-l, we may compute the updated estimate of this vector at iteration n upon the arrival of new data. We begin the development of the RLS algorithm by reviewing some basic relations that pertain to the method of least squares. Then, by exploiting a relation in matrix algebra known as the matrix inversion lemma, we develop the RLS algorithm. An important feature of the RLS algorithm is that it utilizes information contained in the input data, extending back to the instant of time when the algorithm is initiated. In this paper, we propose new tap weight updated RLS algorithm in adaptive transversal filter with data-recycling buffer structure. We prove that convergence speed of learning curve of RLS algorithm with data-recycling buffer is faster than it of exiting RLS algorithm to mean square error versus iteration number. Also the resulting rate of convergence is typically an order of magnitude faster than the simple LMS algorithm. We show that the number of desired sample is portion to increase to converge the specified value from the three dimension simulation result of mean square error according to the degree of channel amplitude distortion and data-recycle buffer number. This improvement of convergence character in performance, is achieved at the B times of convergence speed of mean square error increase in data recycle buffer number with new proposed RLS algorithm.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.25 no.5B
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• pp.830-841
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• 2000

We extend the sue of the method of least square to develop a recursive algorithm for the design of adaptive transversal filters such that, given the least-square estimate of this vector of the filter at iteration n-1, we may compute the updated estimate of this vector at iteration a upon the arrival of new data. We begin the development of the RLS algorithm by reviewing some basic relations that pertain to the method of least squares. Then, by exploiting a relation in matrix algebra known as the matrix inversion lemma, we develop the RLS algorithm. An important feature of the RLS algorithm is that it utilizes information contained in the input data, extending back to the instant of time when the algorithm is initiated. In this paper, we propose new tap weight updated RLS algorithm in adaptive transversal filter with data-recycling buffer structure. We prove that convergence speed of learning curve of RLS algorithm with data-recycling buffer is faster than it of exiting RL algorithm to mean square error versus iteration number. Also the resulting rate of convergence is typically an order of magnitude faster than the simple LMS algorithm. We show that the number of desired sample is portion to increase to converge the specified value from the three dimension simulation result of mean square error according to the degree of channel amplitude distortion and data-recycle buffer number. This improvement of convergence character in performance, is achieved at the (B+1)times of convergence speed of mean square error increase in data recycle buffer number with new proposed RLS algorithm.

• 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.

• Proceedings of the KIPE Conference
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• 2014.07a
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• pp.542-543
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• 2014

In this paper, an estimation scheme based on an augmented sigma-point Kalman filter to estimate the state of charge (SOC) of the battery is presented, where the battery parameters of the series resistance ($R_o$), diffusion capacitance ($C_1$) and resistance ($R_1$) are also estimated through the recursive least squares (RLS) for better accuracy of the SOC. The effectiveness of the proposed method is verified by simulation results.

• Proceedings of the KIPE Conference
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• 1998.07a
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• pp.384-387
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• 1998

This paper presents a newly developed speed sensorless drive using RLS(Recursive Least Squares) based on Neural Network Training Algorithm. The proposed algorithm based on the RLS has just the time-varying learning rate, while the well-known back-propagation (or generalized delta rule) algorithm based on gradient descent has a constant learning rate. The number of iterations required by the new algorithm to converge is less than that of the back-propagation algorithm. The RLS based on NN is used to adjust the motor speed so that the neural model output follows the desired trajectory. This mechanism forces the estimated speed to follow precisely the actual motor speed. In this paper, a flux estimation strategy using filter concept is discussed. The theoretical analysis and experimental results to verify the effectiveness of the proposed analysis and the proposed control strategy are described.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.8C
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• pp.782-787
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• 2007

This paper presents the D(Diagonal)-QR-RLS algorithm which normalizes the fast algorithm minimizes the MSE by using Givens rotated inputs and analyzes its characteristic. This proposed one has computational complexity of O(N) and the merit that it obtains the coefficients of TDL filter directly. Although this proposed normalized algorithm has the similar form to NLMS algorithm, we can see that D-QR-RLS has superior convergence characteristic to NLMS by computer simulation.

• Journal of Electrical Engineering and Technology
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• v.7 no.1
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• pp.132-140
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• 2012

A non-conservative robust Kalman filter (NCRKF) is applied to flight data to identify the aerodynamic derivatives of an unmanned autonomous vehicle (UAV). The NCRKF is formulated using UAV lateral motion data and then compared with results from the conventional Kalman filter (KF) and the recursive least square (RLS) method. A superior performance for the NCRKF is demonstrated by simulation and real flight data. The NCRKF is especially effective in large uncertainties in vehicle modeling and in measuring flight data. Thus, it is expected to be useful in missile and aircraft parameter identification.