• Title/Summary/Keyword: Recursive estimation

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A Comparative Study on Frequency Estimation Methods

  • Kim, Yoon Sang;Kim, Chul-Hwan;Ban, Woo-Hyeon;Park, Chul-Won
    • Journal of Electrical Engineering and Technology
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    • v.8 no.1
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    • pp.70-79
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    • 2013
  • In this paper, a comparative study on the frequency estimation methods using IRDWT (Improved Recursive Discrete Wavelet Transform), FRDWT(Fast Recursive Discrete Wavelet Transform), and GCDFT(Gain Compensator Discrete Fourier Transform) is presented. The 345[kV] power system modeling data of the Republic of Korea by EMTP-RV is used to evaluate the performance of the proposed two kinds of RDWT(IRDWT and FRDWT) and GCDFT. The simulation results show that the frequency estimation technique based on FRDWT could be the optimal frequency measurement method, and thus can be applied to FDR(Fault Disturbance Recorder) for wide-area blackout protection or frequency measurement apparatus.

Online Probability Density Estimation of Nonstationary Random Signal using Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Fadali, M. Sami;Lee, Kwon-Soon
    • International Journal of Control, Automation, and Systems
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    • v.6 no.1
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    • pp.109-118
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    • 2008
  • We present two estimators for discrete non-Gaussian and nonstationary probability density estimation based on a dynamic Bayesian network (DBN). The first estimator is for off line computation and consists of a DBN whose transition distribution is represented in terms of kernel functions. The estimator parameters are the weights and shifts of the kernel functions. The parameters are determined through a recursive learning algorithm using maximum likelihood (ML) estimation. The second estimator is a DBN whose parameters form the transition probabilities. We use an asymptotically convergent, recursive, on-line algorithm to update the parameters using observation data. The DBN calculates the state probabilities using the estimated parameters. We provide examples that demonstrate the usefulness and simplicity of the two proposed estimators.

Design of Incremental FCM-based Recursive RBF Neural Networks Pattern Classifier for Big Data Processing (빅 데이터 처리를 위한 증분형 FCM 기반 순환 RBF Neural Networks 패턴 분류기 설계)

  • Lee, Seung-Cheol;Oh, Sung-Kwun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.65 no.6
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    • pp.1070-1079
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    • 2016
  • In this paper, the design of recursive radial basis function neural networks based on incremental fuzzy c-means is introduced for processing the big data. Radial basis function neural networks consist of condition, conclusion and inference phase. Gaussian function is generally used as the activation function of the condition phase, but in this study, incremental fuzzy clustering is considered for the activation function of radial basis function neural networks, which could effectively do big data processing. In the conclusion phase, the connection weights of networks are given as the linear function. And then the connection weights are calculated by recursive least square estimation. In the inference phase, a final output is obtained by fuzzy inference method. Machine Learning datasets are employed to demonstrate the superiority of the proposed classifier, and their results are described from the viewpoint of the algorithm complexity and performance index.

Real-time estimation of arc stability in GMAW process (GMAW 공정에서 아크 안정성의 실시간 측정)

  • 원윤재;부광석;조형석
    • Journal of Welding and Joining
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    • v.8 no.1
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    • pp.31-42
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    • 1990
  • Arc must be stable during welding first of all other factors for obtaining sound weldment, especially in the automation of welding process. Arc stability is somewhat sophisticated phenomenon which is not clearly defined yet. In consumable electrode welding, the voltage and current variation due to metal transfer enables to assess arc stability. Recently, statistical analyses of the voltage and current waveform factors are performed to assess the degress of arc stability which is assessed and controlled by operator's own experience by now. But, considering the increasing need and the trend of automation of welding process, it is necessary to monitor arc stability in real-time. In this sutdy, the modified stability index composed of two voltage and current wvaeform factors (arc time and short circuit time) reduced from four factors (arc time, short circuit time, average arc current and average short circuit current) in Mita's index by the welding electrical circuit modeling is proposed and verified by experiments to be well estimating arc stability in the static sense. Also, the recursive calculation form estimating present arc stability in the dynamic sense is developed for real-time estimation. The results of applying the recursive index during welding show good estimation of arc stability in real-time. Therefore, the results of this study offers the mean for real-time control arc stability.

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Semi-Supervised Recursive Learning of Discriminative Mixture Models for Time-Series Classification

  • Kim, Minyoung
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.13 no.3
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    • pp.186-199
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    • 2013
  • We pose pattern classification as a density estimation problem where we consider mixtures of generative models under partially labeled data setups. Unlike traditional approaches that estimate density everywhere in data space, we focus on the density along the decision boundary that can yield more discriminative models with superior classification performance. We extend our earlier work on the recursive estimation method for discriminative mixture models to semi-supervised learning setups where some of the data points lack class labels. Our model exploits the mixture structure in the functional gradient framework: it searches for the base mixture component model in a greedy fashion, maximizing the conditional class likelihoods for the labeled data and at the same time minimizing the uncertainty of class label prediction for unlabeled data points. The objective can be effectively imposed as individual mixture component learning on weighted data, hence our mixture learning typically becomes highly efficient for popular base generative models like Gaussians or hidden Markov models. Moreover, apart from the expectation-maximization algorithm, the proposed recursive estimation has several advantages including the lack of need for a pre-determined mixture order and robustness to the choice of initial parameters. We demonstrate the benefits of the proposed approach on a comprehensive set of evaluations consisting of diverse time-series classification problems in semi-supervised scenarios.

Reconfigurable Flight Control Law based on Model Following Scheme and Parameter Estimation (매개변수 추정 및 모델추종 적응제어기법을 이용한재형상 비행제어시스템 연구)

  • Mun, Gwan-Yeong;Kim, Yu-Dan;Lee, Han-Min
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.3
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    • pp.67-73
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    • 2006
  • In this paper, a reconfigurable model following flight control method is proposed based on direct adaptive scheme using parameter estimation. Adaptive control scheme updates the control gains to make the system output follow the reference output even when fault occurs. By adopting the frequency domain parameter estimation method, system changes by the fault can be estimated. Recursive Fourier transformation is used for system identification. Using recursive Fourier transform, the proposed adaptive control algorithm guarantees the system stability and improves the system characteristics. To evaluate the performance of proposed control method, numerical simulations are performed.

An time-varying acoustic channel estimation using least squares algorithm with an average gradient vector based a self-adjusted step size and variable forgetting factor (기울기 평균 벡터를 사용한 가변 스텝 최소 자승 알고리즘과 시변 망각 인자를 사용한 시변 음향 채널 추정)

  • Lim, Jun-Seok
    • The Journal of the Acoustical Society of Korea
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    • v.38 no.3
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    • pp.283-289
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    • 2019
  • RLS (Recursive-least-squares) algorithm is known to have good convergence and excellent error level after convergence. However, there is a disadvantage that numerical instability is included in the algorithm due to inverse matrix calculation. In this paper, we propose an algorithm with no matrix inversion to avoid the instability aforementioned. The proposed algorithm still keeps the same convergence performance. In the proposed algorithm, we adopt an averaged gradient-based step size as a self-adjusted step size. In addition, a variable forgetting factor is introduced to provide superior performance for time-varying channel estimation. Through simulations, we compare performance with conventional RLS and show its equivalency. It also shows the merit of the variable forgetting factor in time-varying channels.

Comparison Study of Channel Estimation Algorithm for 4S Maritime Communications (4S 해상 통신을 위한 채널 추정 알고리즘 비교 연구)

  • Choi, Myeong Soo;Lee, Seong Ro
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38C no.3
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    • pp.288-295
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    • 2013
  • In this paper, we compare the existing channel estimation technique for 4S (Ship to Ship, Ship to Shore) maritime communications under AWGN channel model, Rician fading channel model, and Rayleigh fading channel model respectively. In general, the received signal is corrupted by multipath and ISI (Inter Symbol Interference). The estimation of a time-varying multipath fading channel is a difficult task for the receiver. Its performance can be improved if an appropriate channel estimation filter is used. The simulation is performed in MATLAB. In this simulation, we use the popular estimation algorithms, LMS (Least Mean Square) and RLS (Recursive Least-Squares) are compared with respect to AWGN, Rician and Rayleigh channels.

Inverse active wind load inputs estimation of the multilayer shearing stress structure

  • Chen, Tsung-Chien;Lee, Ming-Hui
    • Wind and Structures
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    • v.11 no.1
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    • pp.19-33
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    • 2008
  • This research investigates the adaptive input estimation method applied to the multilayer shearing stress structure. This method is to estimate the values of wind load inputs by analyzing the active reaction of the system. The Kalman filter without the input term and the adaptive weighted recursive least square estimator are two main portions of this method. The innovation vector can be produced by the Kalman filter, and be applied to the adaptive weighted recursive least square estimator to estimate the wind load input over time. This combined method can effectively estimate the wind loads to the structure system to enhance the reliability of the system active performance analysis. The forms of the simulated inputs (loads) in this paper include the periodic sinusoidal wave, the decaying exponent, the random combination of the sinusoidal wave and the decaying exponent, etc. The active reaction computed plus the simulation error is regard as the simulated measurement and is applied to the input estimation algorithm to implement the numerical simulation of the inverse input estimation process. The availability and the precision of the input estimation method proposed in this research can be verified by comparing the actual value and the one obtained by numerical simulation.

A Study on Real-Time Inertia Estimation Method for STSAT-3 (과학기술위성 3호 실시간 관성모멘트 추정 기법 연구)

  • Kim, Kwangjin;Lee, Sangchul;Oh, Hwa-Suk
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.20 no.4
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    • pp.1-6
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    • 2012
  • The accurate information of mass properties is required for the precise control of the spacecraft. The mass properties, mass and inertia, are changeable by some reasons such as consumption of propellant, deployment of solar panel, sloshing, environmental effect, etc. The gyro-based attitude data including noise and bias reduces the control accuracy so it needs to be compensated for improvement. This paper introduces a real-time inertia estimation method for the attitude determination of STSAT-3, Korea Science Technology Satellite. In this method we first filter the gyro noise with the Extended Kalman Filter(EKF), and then estimate the moment of inertia by using the filtered data from the EKF based on the Recursive Least Square(RLS).