• Title/Summary/Keyword: Recursive least squares

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Time delay estimation by iterative Wiener filter based recursive total least squares algorithm (반복형 위너 필터 방법에 기반한 재귀적 완전 최소 제곱 방법을 사용한 시간 지연 추정 알고리즘)

  • Lim, Jun-Seok
    • The Journal of the Acoustical Society of Korea
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    • v.40 no.5
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    • pp.452-459
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    • 2021
  • Estimating the mutual time delay between two acoustic sensors is used in various fields such as tracking and estimating the location of a target in room acoustics and sonar. In the time delay estimation methods, there are a non-parametric method, such as Generalized Cross Correlation (GCC), and a parametric method based on system identification. In this paper, we propose a time delay estimation method based on the parametric method. In particular, we propose a method that considers the noise in each receiving acoustic sensor. Simulation confirms that the proposed algorithm is superior to the existing generalized cross-correlation and adaptive eigenvalue analysis methods in white noise and reverberation environments.

Performance Comparison of the Batch Filter Based on the Unscented Transformation and Other Batch Filters for Satellite Orbit Determination (인공위성 궤도결정을 위한 Unscented 변환 기반의 배치필터와 다른 배치필터들과의 성능비교)

  • Park, Eun-Seo;Park, Sang-Young;Choi, Kyu-Hong
    • Journal of Astronomy and Space Sciences
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    • v.26 no.1
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    • pp.75-88
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    • 2009
  • The main purpose of the current research is to introduce the alternative algorithm of the non-recursive batch filter based on the unscented transformation in which the linearization process is unnecessary. The presented algorithm is applied to the orbit determination of a low earth orbiting satellite and compared its results with those of the well-known Bayesian batch least squares estimation and the iterative UKF smoother (IUKS). The system dynamic equations consist of the Earth's geo-potential, the atmospheric drag, solar radiation pressure and the lunar/solar gravitational perturbations. The range, azimuth and elevation angles of the satellite measured from ground stations are used for orbit determination. The characteristics of the non recursive unscented batch filter are analyzed for various aspects, including accuracy of the determined orbit, sensitivity to the initial uncertainty, measurement noise and stability performance in a realistic dynamic system and measurement model. As a result, under large non-linear conditions, the presented non-recursive batch filter yields more accurate results than the other batch filters about 5% for initial uncertainty test and 12% for measurement noise test. Moreover, the presented filter exhibits better convergence reliability than the Bayesian least squares. Hence, it is concluded that the non-recursive batch filter based on the unscented transformation is effectively applicable for highly nonlinear batch estimation problems.

A Modified Weighted Least Squares Approach to Range Estimation Problem (보완 가중 최소자승기법을 이용한 피동거리 추정필터 설계)

  • Whang, Ick-Ho;Ra, Won-Sang
    • Proceedings of the KIEE Conference
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    • 2003.07d
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    • pp.2088-2090
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    • 2003
  • A practical recursive weighted least square(WLS) solution is proposed to solve the passive ranging problem. Apart from the previous works based on the extended Kalman filter(EKF), to ensure the convergency at long-range, the proposed scheme makes use of line-of-sight(LOS) rate instead of bearing information. The influence of LOS rate measurement errors is investigated and it is asserted that the WLS estimates contain bias and scale factor errors. Together with simple compensation algorithm, the estimation errors of proposed filter can be reduced dramatically.

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Nonlinear structural system wind load input estimation using the extended inverse method

  • Lee, Ming-Hui
    • Wind and Structures
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    • v.17 no.4
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    • pp.451-464
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    • 2013
  • This study develops an extended inverse input estimation algorithm with intelligent adaptive fuzzy weighting to effectively estimate the unknown input wind load of nonlinear structural systems. This algorithm combines the extended Kalman filter and recursive least squares estimator with intelligent adaptive fuzzy weighting. This study investigated the unknown input wind load applied on a tower structural system. Nonlinear characteristics will exist in various structural systems. The nonlinear characteristics are particularly more obvious when applying larger input wind load. Numerical simulation cases involving different input wind load types are studied in this paper. The simulation results verify the nonlinear characteristics of the structural system. This algorithm is effective in estimating unknown input wind loads.

Study on Satellite Vibration Control Using Adaptive Algorithm

  • Oh, Choong-Seok;Oh, Se-Boung;Bang, Hyo-Choong
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2120-2125
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    • 2005
  • The principal idea of vibration isolation is to filter out the response of the system over the corner frequency. The isolation objectives are to transmit the attitude control torque within the bandwidth of the attitude control system and to filter all the high frequency components coming from vibration equipment above the bandwidth. However, when a reaction wheels or control momentum gyros control spacecraft attitude, vibration inevitably occurs and degrades the performance of sensitive devices. Therefore, vibration should be controlled or isolated for missions such as Earth observing, broadcasting and telecommunication between antenna and ground stations. For space applications, technicians designing controller have to consider a periodic vibration and disturbance to ensure system performance and robustness completing various missions. In general, past research isolating vibration commonly used 6 degree order freedom isolators such as Stewart and Mallock platforms. In this study, the vibration isolation device has 3 degree order freedom, one translational and two rotational motions. The origin of the coordinate is located at the center-of-gravity of the upper plane. In this paper, adaptive notch filter finds the disturbance frequency and the reference signal in filtered-x least mean square is generated by the notch frequency. The design parameters of the notch filter are updated continuously using recursive least square algorithm. Therefore, the adaptive filtered-x least mean square algorithm is applied to the vibration suppressing experiment without reference sensor. This paper shows the experimental results of an active vibration control using an adaptive filtered-x least mean squares algorithm.

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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.

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

  • 김원균;윤찬호;곽종서;나상동
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 1999.11a
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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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Performance Analysis of Turbo Equalizer in the Multipath Channel (다중 채널 환경에서 터보 등화기 성능 분석)

  • Jung, Ji Won
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.5 no.3
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    • pp.169-173
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    • 2012
  • This paper investigates the performance of Turbo equalization in wireless multipath channels. Turbo equalization mainly consists of a SISO(soft-in soft-out) equalizer and a SISO decoder. Iterative channel estimators can improve the accuracy of channel estimates by soft information fed back from the SISO decoder. Comparing iterative channel estimators with LMS(least mean square) and RLS(recursive least squares) algorithms, which are the most common algorithms to estimate and track a time-varying channel impulse response, the iterative channel estimator with RLS converges more faster than the one with LMS. However, the difference of BER(bit error rate) performances gradually decreases as the number of iterations for Turbo equalization increases.

Probabilistic damage detection of structures with uncertainties under unknown excitations based on Parametric Kalman filter with unknown Input

  • Liu, Lijun;Su, Han;Lei, Ying
    • Structural Engineering and Mechanics
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    • v.63 no.6
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    • pp.779-788
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    • 2017
  • System identification and damage detection for structural health monitoring have received considerable attention. Various time domain analysis methodologies based on measured vibration data of structures have been proposed. Among them, recursive least-squares estimation of structural parameters which is also known as parametric Kalman filter (PKF) approach has been studied. However, the conventional PKF requires that all the external excitations (inputs) be available. On the other hand, structural uncertainties are inevitable for civil infrastructures, it is necessary to develop approaches for probabilistic damage detection of structures. In this paper, a parametric Kalman filter with unknown inputs (PKF-UI) is proposed for the simultaneous identification of structural parameters and the unmeasured external inputs. Analytical recursive formulations of the proposed PKF-UI are derived based on the conventional PKF. Two scenarios of linear observation equations and nonlinear observation equations are discussed, respectively. Such a straightforward derivation of PKF-UI is not available in the literature. Then, the proposed PKF-UI is utilized for probabilistic damage detection of structures by considering the uncertainties of structural parameters. Structural damage index and the damage probability are derived from the statistical values of the identified structural parameters of intact and damaged structure. Some numerical examples are used to validate the proposed method.

Vibration Characteristics of Cantilever Beam with a Crack (단일 크랙을 갖는 외팔보의 진동특성)

  • Kim, Jong-Do;Jo, Ji-Yun;Yoon, Moon-Chul
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.23 no.3
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    • pp.223-229
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    • 2014
  • In this paper, the natural frequency and damping ratio are analyzed with the acceleration signal of an Euler-Bernoulli beam using the impact hammer test. The results are presented according to crack depth and position using the recursive least squares method. The results are compared and investigated with FEM analysis of CATIA. Both methods agree well with each other regarding the natural mode characteristics. The captured acceleration can be used for the calculation of the natural frequency and damping ratio using time series methods that are based on the measured acceleration. Using these data, a recursive time series model with the acceleration signal was configured and the behaviors of the natural frequency and damping ratio were investigated and analyzed. Finally, the results can be used for the prediction of crack position and depth under different crack conditions for an Euler-Bernoulli beam.