• 제목/요약/키워드: RLS Filter

검색결과 47건 처리시간 0.036초

RBRLS 알고리즘의 탭 가중치 갱신에 따른 MSE 성능 분석 (MSE Convergence Characteristic over Tap Weight Updating of RBRLS Algorithm Filter)

  • 김원균;윤찬호;곽종서;나상동
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 1999년도 추계종합학술대회
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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.

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직교 입력 벡터를 이용하는 수정된 RLS 알고리즘에 관한 연구 (A Study on the Modified RLS Algorithm Using Orthogonal Input Vectors)

  • 안봉만;김관웅;안현규;한병성
    • 한국전기전자재료학회논문지
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    • 제32권1호
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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.

적응 신호 처리에의 응용을 위한 고속 QR RLS 알고리즘의 연구 (A Study on the Fast QR RLS Algorithm for Applications to Adaptive Signal Processing)

  • 정지영
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 1991년도 학술발표회 논문집
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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.

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The Improvement of Convergence Characteristic using the New RLS Algorithm in Recycling Buffer Structures

  • Kim, Gwang-Jun;Kim, Chun-Suck
    • 한국정보통신학회논문지
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    • 제7권4호
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    • pp.691-698
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    • 2003
  • 적응 횡단선 필터에서 수렴 속도의 개선을 위해 기존의 최소 평균 자승 알고리즘을 확장한 반복적 최소 자승 알고리즘의 탭 가중치 갱신 메커니즘에 재순환 데이터 버퍼를 이용함으로서 수렴특성을 개선시키는 효율적인 기법을 제시하였다. 본 논문은 기존의 적응 횡단선 필터에 데이터 재순환 버퍼 구조를 제안하여 새로운 RLS 탭 가중치 갱신 알고리즘을 유도하여 조화 평균 학습 곡선의 평균 자승 에러 값에 대한 반복수에 대해서 데이터 재순환 버퍼를 사용한 학습 곡선의 수렴 속도가 버퍼가 없는 경우의 재순환 버퍼 RLS 알고리즘의 수렴 속도보다 비례하여 빠르게 수렴한다는 것을 수학적인 연산을 통해 증명하였다. 채널 진폭의 왜곡의 정도와 재순환 데이터 버퍼 수에 따른 평균 자승 에러에 대한 삼차원 시뮬레이션 결과로부터 고유치 확산이 증가함에 따라 특정 값에 수렴하기 위한 요구된 샘플의 반복수가 비례하여 증가하였으며, 재순환 데이터 버퍼 수 B가 증가함에 따라 요구된 샘플의 반복수가 B배만큼 감소함으로서 제안된 구조에서 RLS 가중치 갱신 알고리즘의 수렴특성이 개선됨을 입증하였다.

재순환 버퍼 RLS 알고리즘에서 가중치 갱신을 이용한 개선된 수렴 특성에 관한 연구 (A study on the Improved Convergence Characteristic over Weight Updating of Recycling Buffer RLS Algorithm)

  • 나상동
    • 한국통신학회논문지
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    • 제25권5B호
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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.

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시스템 식별을 위한 Erlang 함수의 망각 인자를 가진 개선된 RLS 알고리즘 (An Improved New RLS Algorithm with Forgetting Factor of Erlang Function for System Identification)

  • 석진욱;최경삼;이종수;조성원
    • 제어로봇시스템학회논문지
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    • 제5권4호
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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.

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Online Estimation of SOC and Parameters of Battery Using Augmented Sigma-Point Kalman Filter and RLS

  • Hoang, Thi Quynh Chi;Nguyen, Hoang Vu;Lee, Dong-Choon
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2014년도 전력전자학술대회 논문집
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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.

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RLS 알로리즘을 이용한 유도전동기의 속도 센서리스 운전 (Implementation of Speed-Sensorless Induction Motor Drives with RLS Algorithm)

  • 김윤호;국윤상
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 1998년도 전력전자학술대회 논문집
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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.

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정규화된 D-QR-RLS 알고리즘의 특성 분석(I) (Characteristic Analysis of Normalized D-QR-RLS Algorithm(I))

  • 안봉만;황지원;조주필
    • 한국통신학회논문지
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    • 제32권8C호
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    • pp.782-787
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    • 2007
  • 본 논문은 Givens 회전시킨 입력벡터들을 이용하여 오차 제곱을 최소화하는 고속 알고리즘을 정규화하는 D(Diagonal)-QR-RLS 알고리즘을 제안하고 특징을 해석한다. 이 알고리즘은 계산량이 O(N)이다. 또한 직접적으로 TDL 필터의 계수를 구할 수 있는 장점이 있다. 그리고 제안된 정규화 알고리즘은 NLMS 알고리즘과 유사한 형태를 취하지만 NLMS 알고리즘 보다 우수한 수렴특성을 가지고 있음을 컴퓨터 모의실험을 통하여 확인하였다.

Aerodynamic Derivatives Identification Using a Non-Conservative Robust Kalman Filter

  • Lee, Han-Sung;Ra, Won-Sang;Lee, Jang-Gyu;Song, Yong-Kyu;Whang, Ick-Ho
    • Journal of Electrical Engineering and Technology
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    • 제7권1호
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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.