• Title/Summary/Keyword: Recursive Least Squares (RLS) Algorithm

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

  • Ahn, Bong Man;Kim, Kwang Woong;Ahn, Hyun Gyu;Han, Byoung Sung
    • 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.

Model-Prediction-based Collision-Avoidance Algorithm for Excavators Using the RLS Estimation of Rotational Inertia (회전관성의 순환최소자승 추정을 이용한 모델 예견 기반 굴삭기의 충돌회피 알고리즘 개발)

  • Oh, Kwang Seok;Seo, Jaho;Lee, Geun Ho
    • Journal of Drive and Control
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    • v.13 no.4
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    • pp.59-67
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    • 2016
  • This paper proposes a model-prediction-based collision-avoidance algorithm for excavators for which the recursive-least-squares (RLS) estimation of the excavator's rotational inertia is used. To estimate the rotational inertia of the excavator, the RLS estimation with multiple forgetting and two updating rules for the nominal parameter and the forgetting factors was conducted based on the excavator-swing dynamics. The average value of the estimated rotational inertia that is for the minimizing effects of the estimation error was computed using the recursive-average method with forgetting. Based on the swing dynamics, the computed average of the rotational inertia, the damping coefficient for braking, and the excavator's braking angle were predicted, and the predicted braking angle was compared with the detected-object angle for a safety evaluation. The safety level defined in this study consists of the three levels safe, warning, and emergency braking. The analytical rotational-inertia-based performance evaluation of the designed estimation algorithm was conducted using a typical working scenario. The results of the safety evaluation show that the predictive safety-evaluation algorithm of the proposed model can evaluate the safety level of the excavator during its operation.

An Innovative Application Method of Monthly Load Forecasting for Smart IEDs

  • Choi, Myeon-Song;Xiang, Ling;Lee, Seung-Jae;Kim, Tae-Wan
    • Journal of Electrical Engineering and Technology
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    • v.8 no.5
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    • pp.984-990
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    • 2013
  • This paper develops a new Intelligent Electronic Device (IED), and then presents an application method of a monthly load forecasting algorithm on the smart IEDs. A Multiple Linear Regression (MLR) model implemented with Recursive Least Square (RLS) estimation is established in the algorithm. Case Study proves the accuracy and reliability of this algorithm and demonstrates the practical meanings through designed screens. The application method shows the general way to make use of IED's smart characteristics and thereby reveals a broad prospect of smart function realization in application.

A RLS-based Convergent Algorithm for Driving Characteristic Classification for Personalized Autonomous Driving (자율주행 개인화를 위한 순환 최소자승 기반 융합형 주행특성 구분 알고리즘)

  • Oh, Kwang-Seok
    • Journal of the Korea Convergence Society
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    • v.8 no.9
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    • pp.285-292
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    • 2017
  • This paper describes a recursive least-squares based convergent algorithm for driving characteristic classification for personalized autonomous driving. Recently, various researches on autonomous driving technology have been conducted for level 4 fully autonomous driving. In order for commercialization of the autonomous vehicle, personalized autonomous driving is required to minimize passenger's insecureness to the autonomous vehicle. To address this problem. this study proposes mathematical model that represents driving characteristics and recursive least-squares based algorithm that can estimate the defined characteristics. The actual data of two drivers has been used to derive driving characteristics and the hypothesis testing method has been used to classify two drivers. It is shown that the proposed algorithms can derive driving characteristics and classify two drivers reasonably.

Trading Strategy Using RLS-Based Natural Actor-Critic algorithm (RLS기반 Natural Actor-Critic 알고리즘을 이용한 트레이딩 전략)

  • Kang Daesung;Kim Jongho;Park Jooyoung;Park Kyung-Wook
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2005.11a
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    • pp.238-241
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    • 2005
  • 최근 컴퓨터를 이용하여 효과적인 트레이드를 하려는 투자자들이 늘고 있다. 본 논문에서는 많은 인공지능 방법론 중에서 강화학습(reinforcement learning)을 이용하여 효과적으로 트레이딩하는 방법에 대해서 다루려한다. 특히 강화학습 중에서 natural policy gradient를 이용하여 actor의 파라미터를 업데이트하고, value function을 효과적으로 추정하기 위해 RLS(recursive least-squares) 기법으로 critic 부분을 업데이트하는 RLS 기반 natural actor-critic 알고리즘을 이용하여 트레이딩을 수행하는 전략에 대한 가능성을 살펴 보기로 한다.

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

  • Kim, Gwang-Jun;Kim, Chun-Suck
    • 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.

Temperature control of a batch PMMA polymerization reactor using adaptive predictive control algorithm

  • Huh, Yun-Jun;Ahn, Sung-Mo;Rhee, Hyun-Ku
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.51-55
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    • 1995
  • An adaptive unified predictive control (UPC) algorithm is applied to a batch polymerization reactor for poly(methyl methancrylate) (PMMA) and the effects of controller parameters are investigated. Computational studies are performed for a batch polymerization system model developed in this study. A transfer function in parametric form is estimated by recursive least squares (RLS) method, and the UPC algorithm is implemented to control the reactor temperature on the basis of this transfer function. The adaptive unified predictive controller shows a better performance than the PID controller for tracking set point changes, especially in the latter part of reaction course when gel effect becomes significant. Various performance can be acquired by selecting adequate values for parameters of the adaptive unified predictive controller; in other words, the optimal set of parameters exists for a given set of reaction conditions and control objective.

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Sliding Mode Observer (SMO) using Aging Compensation based State-of-Charge(SOC) Estimation for Li-Ion Battery Pack

  • Kim, Jonghoon;Nikitenkov, Dmitry;Denisova, Valeria
    • Proceedings of the KIPE Conference
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    • 2013.11a
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    • pp.200-201
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    • 2013
  • This paper investigates a new approach for Li-Ion battery state-of-charge (SOC) estimation using sliding mode observer (SMO) technique including parameters aging compensation via recursive least squares (RLS). The main advantages of this approach would be low computational load, easiness of implementation along with the robustness of the method for internal battery model parameters estimation. The proposed algorithm was first tested on a set of acquired battery data using implementation in Simulink and later developed as C-code module for firmware application.

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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.

High Throughput Implementation of RLS Algorithm Using Fewer Processing Elements

  • Niki, Takeo;Yamada, Rikita;Nishikawa, Kiyoshi;Kiya, Hitoshi
    • Proceedings of the IEEK Conference
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    • 2000.07a
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    • pp.406-409
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    • 2000
  • This paper proposes a method that enables us to implement the recursive least squares (RLS) algorithm at, high throughput rate using fewer processing elements (PEs). It is known that the pipeline processing can provide a high throughput rate. But, pipelining is effective only when enough number of PEs are available. The proposed method achieves high throughput rate using a few PEs. The effectiveness of the proposed method is verified through simulations on programmable digital signal processors (in the following, DSP processors).

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