• Title/Summary/Keyword: Recursive Least Square

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QR-Decomposition based Adaptive Bbilinear Lattice Algorithms (QR 분해법을 이용한 적응 쌍선형 격자 알고리듬)

  • 안봉만;황지원;백흥기
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.10
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    • pp.32-43
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    • 1994
  • This paper presents new QRD-based recursive least squares algorithms for bilinear lattice filter. Bilinear recursive least square lattice algorithms are derived by using the QR decomposition for minimization covariance matrix of predication error by applying Givens rotation to the bilinear recursive least squares lattics algorithms. The proposed algorithms are applied to the bilinear system identification to evaluate the performance of algoithms. Computer simulations show that the convergence properties of the proposed algorithms are superior to that of the algorithms proposed by Baik when signal includes the measurement noise.

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Design of RBF Neural Networks Based on Recursive Weighted Least Square Estimation for Processing Massive Meteorological Radar Data and Its Application (방대한 기상 레이더 데이터의 원할한 처리를 위한 순환 가중최소자승법 기반 RBF 뉴럴 네트워크 설계 및 응용)

  • Kang, Jeon-Seong;Oh, Sung-Kwun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.64 no.1
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    • pp.99-106
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    • 2015
  • In this study, we propose Radial basis function Neural Network(RBFNN) using Recursive Weighted Least Square Estimation(RWLSE) to effectively deal with big data class meteorological radar data. In the condition part of the RBFNN, Fuzzy C-Means(FCM) clustering is used to obtain fitness values taking into account characteristics of input data, and connection weights are defined as linear polynomial function in the conclusion part. The coefficients of the polynomial function are estimated by using RWLSE in order to cope with big data. As recursive learning technique, RWLSE which is based on WLSE is carried out to efficiently process big data. This study is experimented with both widely used some Machine Learning (ML) dataset and big data obtained from meteorological radar to evaluate the performance of the proposed classifier. The meteorological radar data as big data consists of precipitation echo and non-precipitation echo, and the proposed classifier is used to efficiently classify these echoes.

Partitioned Recursive Least Square Algorithm (Partitioned RLS에 관한 연구)

  • Lim, Jun-Seok;Choi, Seok-Rim
    • The Journal of the Acoustical Society of Korea
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    • v.23 no.4E
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    • pp.103-107
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    • 2004
  • In this Paper, we propose an algorithm called partitioned recursive least square (PRLS) that involves a procedure that partitions a large data matrix into small matrices, applies RLS scheme in each of the small sub matrices and assembles the whole size estimation vector by concatenation of the sub-vectors from RLS output of sub matrices. Thus, the algorithm should be less complex than the conventional RLS and maintain an almost compatible estimation performance.

Design of optimal P.I.D controller for unknwon long time delayed system (시간지연이 큰 미지의 시스템에 대한 최적 P.I.D 제어기 설계)

  • 박익수;문병희
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.164-167
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    • 1996
  • This paper presents an off-line P.I.D parameter estimation method during normal operation in power plant. The process parameters are estimated using the recursive least square method. The controller parameters are estimated on the basis of desired characteristics of the dynamic model of the closed-loop control.

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Design of self-tuning controller utilizing neural network (신경회로망기법을 이용한 자기동조제어기 설계)

  • 구영모;이윤섭;김대종;임은빈;우광방
    • 제어로봇시스템학회:학술대회논문집
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    • 1989.10a
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    • pp.399-401
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    • 1989
  • Utilizing an interconnected set of neuron-like elements, the present study is to provide a method of parameter estimation for a second order linear time invariant system of self-tuning controller. The result from the proposed method is evaluated by comparing with those obtained by the recursive least square (RLS) identification algorithm and extended recursive least square (ERLS) algorithm, and it shows that, although the smoothness of system performance is still to be improved, the effectiveness of shorter computing time is demonstrated which may be of considerable value to real time computing.

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An Unscented Kalman Filter for Noisy Parameter Estimation of Passive Telemetry Sensor System

  • Kim, Kyung-Yup;Jeong, Jong-Won;Ok, Soo-Yol;Lee, Joon-Tark
    • Proceedings of the Korean Society of Marine Engineers Conference
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    • 2005.11a
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    • pp.45-46
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    • 2005
  • In this paper, a passive telemetry sensor system using Unscented Kalman Filter(UKF) is proposed. Specially, to show the effective tracking performance of the UKF, we compared with the tracking performance of Recursive Least Square Estimation (RLSE) using linearization.

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A Study on Korean Phoneme Classification using Recursive Least-Square Algorithm (Recursive Least-Square 알고리즘을 이용한 한국어 음소분류에 관한 연구)

  • Kim, Hoe-Rin;Lee, Hwang-Su;Un, Jong-Gwan
    • The Journal of the Acoustical Society of Korea
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    • v.6 no.3
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    • pp.60-67
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    • 1987
  • In this paper, a phoneme classification method for Korean speech recognition has been proposed and its performance has been studied. The phoneme classification has been done based on the phonemic features extracted by the prewindowed recursive least-square (PRLS) algorithm that is a kind of adaptive filter algorithms. Applying the PRLS algorithm to input speech signal, precise detection of phoneme boundaries has been made, Reference patterns of Korean phonemes have been generated by the ordinery vector quantization (VQ) of feature vectors obtained manualy from prototype regions of each phoneme. In order to obtain the performance of the proposed phoneme classification method, the method has been tested using spoken names of seven Korean cities which have eleven different consonants and eight different vowels. In the speaker-dependent phoneme classification, the accuracy is about $85\%$ considering simple phonemic rules of Korean language, while the accuracy of the speaker-independent case is far less than that of the speaker-dependent case.

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Adaptive Inverse Modelling of Noisy System by Total Least Squares (완전최소자승법을 이용한 잡음환경하에서 시스템의 적응 역 모델링)

  • 황재섭
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1991.06a
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    • pp.23-27
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    • 1991
  • RLS(Recursive Least Squares)나 LMS(Least mean square)등은 알고리듬 고유의 성질상 잡음이 섞인 시스템에 있어서는 올바른 역 모델링을 할 수 없다. 따라서, 잡음의 영향을 받지않는 견실한(robust) 모델 추정 알고리듬이 필요하다. 본 논문에서는 잡음환경하에 있는 시스템을역 모델링하는데 있어서, 잡음의 영향을 줄이기위해 완전최소자승법을 도입하고 기존의 최소자승법과 비교 실험하였다. 그리고, 이 방법의 적응 알고리듬을 제안하였으며, RLS(Recursive least squares)와 그 성능을 비교하여 타당성을 검토하였다.

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On-line Compensation Method for Magnetic Position Sensor using Recursive Least Square Method (재귀형 최소 자승법을 이용한 자기 위치 센서의 실시간 보상 방법)

  • Kim, Ji-Won;Moon, Seok-Hwan;Lee, Ji-Young;Chang, Jung-Hwan;Kim, Jang-Mok
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.12
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    • pp.2246-2253
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    • 2011
  • This paper presents the error correction method of magnetic position sensor using recursive least square method (RLSM) with forgetting factor. Magnetic position sensor is proposed for linear position detection of the linear motor which has tooth shape stator, consists of permanent magnet, iron core and linear hall sensor, and generates sine and cosine waveforms according to the movement of the mover of the linear motor. From the output of magnetic position sensor, the position of the linear motor can be detected using arc-tan function. But the variation of the air gap between magnetic position sensor and the stator and the error in manufacturing process can cause the variation in offset, phase and amplitude of the generated waveforms when the linear motor moves. These variations in sine and cosine waveforms are changed according to the current linear motor position, and it is very difficult to compensate the errors using constant value. In this paper, the generated sine and cosine waveforms from the magnetic position sensor are compensated on-line using the RLSM with forgetting factor. And the speed observer is introduced to reduce the effect of uncompensated harmonic component. The approaches are verified by some simulations and experiments.

External Force Estimation by Modifying RLS using Joint Torque Sensor for Peg-in-Hole Assembly Operation (수정된 RLS 기반으로 관절 토크 센서를 이용한 로봇에 가해진 외부 힘 예측 및 펙인홀 작업 구현)

  • Jeong, Yoo-Seok;Lee, Cheol-Soo
    • The Journal of Korea Robotics Society
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    • v.13 no.1
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    • pp.55-62
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    • 2018
  • In this paper, a method for estimation of external force on an end-effector using joint torque sensor is proposed. The method is based on portion of measure torque caused by external force. Due to noise in the torque measurement data from the torque sensor, a recursive least-square estimation algorithm is used to ensure a smoother estimation of the external force data. However it is inevitable to create a delay for the sensor to detect the external force. In order to reduce the delay, modified recursive least-square is proposed. The performance of the proposed estimation method is evaluated in an experiment on a developed six-degree-of-freedom robot. By using NI DAQ device and Labview, the robot control, data acquisition and The experimental results output are processed in real time. By using proposed modified RLS, the delay to estimate the external force with the RLS is reduced by 54.9%. As an experimental result, the difference of the actual external force and the estimated external force is 4.11% with an included angle of $5.04^{\circ}$ while in dynamic state. This result shows that this method allows joint torque sensors to be used instead of commonly used external sensory system such as F/T sensors.