• 제목/요약/키워드: Recursive estimation

검색결과 330건 처리시간 0.03초

Multiprocess Dynamic Poisson Mode1s: The Covariates Case

  • Shim, Joo-Yong;Sohn, Joong-Kweon
    • Journal of the Korean Statistical Society
    • /
    • 제27권3호
    • /
    • pp.279-288
    • /
    • 1998
  • We propose a multiprocess dynamic Poisson model for the analysis of Poisson process with the covariates. The algorithm for the recursive estimation of the parameter vector modeling time-varying effects of covariates is suggested. Also the algorithm for forecasting of numbers of events at the next time point based on the information gathered until the current time is suggested.

  • PDF

An offset-free self-tuning control and an improved recursive parameter estimation, and their application to a real plant

  • 양홍석;이석원
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집(한일합동학술편); 한국과학기술대학, 충남; 16-17 Oct. 1987
    • /
    • pp.817-826
    • /
    • 1987
  • An offset-free self-tuning control with pole placement (STCPP) and a recursive parameter estimation with multiple and variable forgetting factors (REWF), together with their application to a real plant, are described. There are two different types of offset-free STCPP; their features are analysed and discussed. REMVF employs as many forgetting factors as parameter estimates. It is suitable when parameters to be estimated are changing at different rates. The offset-free STCPP and REMVF have been successfully applied to a real plant, giving excellent results.

  • PDF

RLSM 방법을 이용한 전기 유압 서보 시스템의 파라미터 추정에 관한 연구 (A Study on the Parameters Estimation of Electro-Hydraulic Servo Systems Using RMSM)

  • 김병우;허진
    • 전기학회논문지
    • /
    • 제60권8호
    • /
    • pp.1510-1514
    • /
    • 2011
  • In this paper, linear discrete model of the electro-hydraulic servo system are made for parameters estimation. The parameters of electro-hydraulic servo system are estimated using the recursive least square method. Persistent excitation conditions are studied in order to estimate parameters of electro-hydraulic servo system to real values and parameters estimation affections are studied due to the forgetting factors variation. As the results, An parameter estimation method has been synthesized for minimizing the error between reference and error.

Real- Time Estimation of the Ventricular Relaxation Time Constant

  • Chun Honggu;Kim Hee Chan;Sohn Daewon
    • 대한의용생체공학회:의공학회지
    • /
    • 제26권2호
    • /
    • pp.87-93
    • /
    • 2005
  • A new method for real-time estimating left ventricular relaxation time constant (T) from the left ventricular (LV) pressure waveform, based on the isovolumic relaxation model, is proposed. The presented method uses a recursive least squares (RLS) algorithm to accomplish real-time estimation. A new criterion to detect the end-point of the isovolumic relaxation period (IRP) for the estimation of T is also introduced, which is based on the pattern analysis of mean square errors between the original and reconstructed pressure waveforms. We have verified the performance of the new method in over 4,600 beats obtained from 70 patients. The results demonstrate that the proposed method provides more stable and reliable estimation of τ than the conventional 'off-line' methods.

스펙큘러 반사에 강한 recursive structure MUSIC 알고리즘 (Recursive Structure MUSIC for DOA Estimation under Specular Reflection Environments.)

  • 임준석;성굉모
    • 한국음향학회:학술대회논문집
    • /
    • 한국음향학회 2001년도 추계학술발표대회 논문집 제20권 2호
    • /
    • pp.155-158
    • /
    • 2001
  • 소나나 레이더분야에서의 방위 정보 추정에 있어서 직접신호와 반사신호가 있는 경우의 연구가 많이 이루어져왔다 특히 반사 신호 성분 중에 직접신호와 상관도가 높은 성분이 있는 스펙큘러 반사 성분이 있는 경우에 대한 연구가 많이 이루어져왔다. 이런 연구들은 대부분이 Block 데이타 처리 구조를 가지고 있다 따라서 방위가 시간에 따라서 변하는 경우 이런 Block 처리 구조를 가지고 처리하는 것은 오류를 범할 가능성이 높다. 본 논문에서는 recursive 구조를 갖는 알고리즘을 스펙큘러 환경에 강하도록 수정하여 시간에 따라 방위가 변하는 환경에 적용할 수 있도록 만든 알고리즘을 제안한다.

  • PDF

순환최소자승법을 이용한 직류도시철도 변전소의 가선전압변동 모델링 (Modelling Voltage Variation at DC Railway Traction Substation using Recursive Least Square Estimation)

  • 배창한
    • 전력전자학회논문지
    • /
    • 제20권6호
    • /
    • pp.534-539
    • /
    • 2015
  • The DC overhead line voltage of an electric railway substation swings depending on the accelerating and regenerative-braking energy of trains, and it deteriorates the energy quality of the electric facility in the DC railway substation and restricts the powering and braking performance of subway trains. Recently, an energy storage system or a regenerative inverter has been introduced into railway traction substations to diminish both the variance of the overhead line voltage and the peak power consumption. In this study, the variance of the overhead line voltage in a DC railway substation is modelled by RC parallel circuits in each feeder, and the RC parameters are estimated using the recursive least mean square (RLMS) scheme. The forgetting factor values for the RLMS are selected using simulated annealing optimization, and the modelling scheme of the overhead line voltage variation is evaluated through raw data measured in a downtown railway substation.

FDR를 위한 RDWT에 의한 주파수 추정 기법 (Frequency Estimation Method using Recursive Discrete Wavelet Transform for Fault Disturbance Recorder)

  • 박철원;반우현
    • 전기학회논문지
    • /
    • 제60권8호
    • /
    • pp.1492-1501
    • /
    • 2011
  • A wide-area protection intelligent technique has been used to improve a reliability in power systems and to prevent a blackout. Nowadays, voltage and current phasor estimation has been executed by GPS-based synchronized PMU, which has become an important way of wide-area blackout protection for the prevention of expending faults in power systems. As this technique has the difficulties in collecting and sharing of information, there have been used a FNET method for the wide-area intelligent protection. This technique is very useful for the prediction of the inception fault and for the prevention of fault propagation with accurate monitoring frequency and frequency deviation. It consists of FDRs and IMS. It is well known that FNET can detect the dynamic behavior of system and obtain the real-time frequency information. Therefore, FDRs must adopt a optimal frequency estimation method that is robust to noise and fault. In this paper, we present comparative studies for the frequency estimation method using IRDWT(improved recursive discrete wavelet transform), for the frequency estimation method using FRDWT(fast recursive discrete wavelet transform). we used the Republic of Korea 345kV power system modeling data by EMTP-RV. The user-defined arbitrary waveforms were used in order to evaluate the performance of the proposed two kinds of RDWT. Also, the frequency variation data in various range, both large range and small range, were used for simulation. The simulation results showed that the proposed frequency estimation technique using FRDWT can be the optimal frequency measurement method applied to FDRs.

사전 정보가 없는 비행체의 정밀 파라미터 추정 (A precise parameter estimation of an air vehicle without a priori information)

  • 김정한;박근범;송용규;황익호;최동균
    • 한국항공운항학회지
    • /
    • 제18권3호
    • /
    • pp.21-26
    • /
    • 2010
  • This paper deals with the precise parameter estimation of an air vehicle without a priori information. First, Recursive Least Squares technique, which is an equation error method and does not require any a priori information, is applied and then the extended Kalman filter is used to tune parameters more precisely. To show the performance, a nonlinear longitudinal missile model is simulated and the parameters are estimated. The results show that this consecutive application of the techniques gives a very good estimation performance.

RLSN 예측기 기반 섭동 추정기를 갖는 슬라이딩 모드 제어 (Sliding Mode Control with RLSN Predictor-Based Perturbation Estimation)

  • 남윤주;이육형;박명관
    • 대한기계학회논문집A
    • /
    • 제30권8호
    • /
    • pp.880-888
    • /
    • 2006
  • This paper presents the sliding mode control with the perturbation estimator for a nonlinear control system in the presence of perturbations including external disturbances, unpredictable parameter variations, ana unstructured dynamics. The proposed perturbation estimator is based on the Recursive Linear Smoothed Newton predictive algorithm so that it is effective to attenuate an undesired noise in high frequency band and to predict the present perturbation signal from the previous ones. Compared to conventional sliding mode control (SMC) and sliding mode control with perturbation estimation (SMCPE) introduced by Elmali and Olgac, the control algorithm proposed in this study can offer better tracking control performances and more feasible estimation characteristics. The effectiveness and superiority of the proposed control strategy are demonstrated by a series of simulations on the position tracking control of a simple two-link robot manipulator subject to velocity feedback signals including white noises.