• Title/Summary/Keyword: Recursive least squares

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Low-Complexity VFF-RLS Algorithm Using Normalization Technique (정규화 기법을 이용한 낮은 연산량의 가변 망각 인자 RLS 기법)

  • Lee, Seok-Jin;Lim, Jun-Seok;Sung, Koeng-Mo
    • The Journal of the Acoustical Society of Korea
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    • v.29 no.1
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    • pp.18-23
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    • 2010
  • The RLS (Recursive Least Squares) method is a broadly used adaptive algorithm for signal processing in electronic engineering. The RLS algorithm shows a good performance and a fast adaptation within a stationary environment, but it shows a Poor performance within a non-stationary environment because the method has a fixed forgetting factor. In order to enhance 'tracking' performances, BLS methods with an adaptive forgetting factor had been developed. This method shows a good tracking performance, however, it suffers from heavy computational loads. Therefore, we propose a modified AFF-RLS which has relatively low complexity m this paper.

Online Estimation of Rotational Inertia of an Excavator Based on Recursive Least Squares with Multiple Forgetting

  • Oh, Kwangseok;Yi, Kyong Su;Seo, Jaho;Kim, Yongrae;Lee, Geunho
    • Journal of Drive and Control
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    • v.14 no.3
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    • pp.40-49
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    • 2017
  • This study presents an online estimation of an excavator's rotational inertia by using recursive least square with forgetting. It is difficult to measure rotational inertia in real systems. Against this background, online estimation of rotational inertia is essential for improving safety and automation of construction equipment such as excavators because changes in inertial parameter impact dynamic characteristics. Regarding an excavator, rotational inertia for swing motion may change significantly according to working posture and digging conditions. Hence, rotational inertia estimation by predicting swing motion is critical for enhancing working safety and automation. Swing velocity and damping coefficient were used for rotational inertia estimation in this study. Updating rules are proposed for enhancing convergence performance by using the damping coefficient and forgetting factors. The proposed estimation algorithm uses three forgetting factors to estimate time-varying rotational inertia, damping coefficient, and torque with different variation rates. Rotational inertia in a typical working scenario was considered for reasonable performance evaluation. Three simulations were conducted by considering several digging conditions. Presented estimation results reveal the proposed estimation scheme is effective for estimating varying rotational inertia of the excavator.

ARMA System identification Using GTLS method and Recursive GTLS Algorithm (GTLS의 ARMA시트템식별에의 적용 및 적응 GTLS 알고리듬에 관한 연구)

  • Kim, Jae-In;Kim, Jin-Young;Rhee, Tae-Won
    • The Journal of the Acoustical Society of Korea
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    • v.14 no.3
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    • pp.37-48
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    • 1995
  • This paper presents an sstimation of ARMA coefficients of noisy ARMA system using generalized total least square (GTLS) method. GTLS problem for ARMA system is defined as minimizing the errors between the noisy output vectors and estimated noisy-free output. The GTLS problem is solved in closed form by eigen-problem and the perturbation analysis of GTLS is presented. Also its recursive solution (recursive GTLS) is proposed using the power method and the covariance formula of the projected output error vector into the input vector space. The simulation results show that GTLS ARMA coefficients estimator is an unbiased estimator and that recursive GTLS achieves fast convergence.

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

  • Kim, Byeong-Woo;Hur, Jin
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.8
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    • pp.1510-1514
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    • 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.

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.

Sensing Parameter Selection Strategy for Ultra-low-power Micro-servosystem Identification (초저전력 마이크로 서보시스템의 모델식별을 위한 계측 파라미터 선정 기법)

  • Hahn, Bongsu
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.8
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    • pp.849-853
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    • 2014
  • In micro-scale electromechanical systems, the power to perform accurate position sensing often greatly exceeds the power needed to generate motion. This paper explores the implications of sampling rate and amplifier noise density selection on the performance of a system identification algorithm using a capacitive sensing circuit. Specific performance objectives are to minimize or limit convergence rate and power consumption to identify the dynamics of a rotary micro-stage. A rearrangement of the conventional recursive least-squares identification algorithm is performed to make operating cost an explicit function of sensor design parameters. It is observed that there is a strong dependence of convergence rate and error on the sampling rate, while energy dependence is driven by error that may be tolerated in the final identified parameters.

Vehicle Mass and Road Grade Estimation for Longitudinal Acceleration Controller of an Automated Bus (자율주행 버스의 종방향 제어를 위한 질량 및 종 경사 추정기 개발)

  • Jo, Ara;Jeong, Yonghwan;Lim, Hyungho;Yi, Kyongsu
    • Journal of Auto-vehicle Safety Association
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    • v.12 no.2
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    • pp.14-20
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    • 2020
  • This paper presents a vehicle mass and road grade estimator for developing an automated bus. To consider the dynamic characteristics of a bus varying with the number of passengers, the longitudinal controller needs the estimation of the vehicle's mass and road grade in real-time and utilizes the information to adjust the control gains. Discrete Kalman filter is applied to estimate the time-varying road grade, and the recursive least squares algorithm is adopted to account for the constant mass estimation. After being implemented in MATLAB/Simulink, the estimators are evaluated with the dynamic model and experimental data of the target bus. The proposed estimators will be applied to complement the algorithm of the longitudinal controller and proceed with algorithm verification.

A Modified Weighted Least Squares Range Estimator for ASM (Anti-Ship Missile) Application

  • Whang Ick-Ho;Ra Won-Sang;Ahn Jo-Young
    • International Journal of Control, Automation, and Systems
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    • v.3 no.3
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    • pp.486-492
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    • 2005
  • A practical recursive WLS (weighted least squares) algorithm is proposed to estimate relative range using LOS (line-of-sight) information for ASM (anti-ship missile) application. Apart from the previous approaches based on the EKF (extended Kalman filter), to ensure good convergence properties in long range engagement situations, the proposed scheme utilizes LOS rate measurements instead of conventionally used LOS angle measurements. The estimation error property for the proposed filter is investigated and a simple error compensator is devised to enhance its estimation error performances. Simulation results indicate that the proposed filter produces very accurate range estimates with extremely small computations.

Blind Channel Estimation Under the Time-Invariant Channel Environment (시불변 채널 환경에서의 블라인드 채널 추정)

  • Lee, Gwang-Seok;Kim, Hyun-Deok
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2011.05a
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    • pp.559-562
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    • 2011
  • In this research, We derived Recursive Least Squares(RLS) algorithm with adaptive maximum-likelihood channel estimate for digital pulse amplitude modulated sequence in the presence of intersymbol interference and additive white Gaussian noise. RLS algorithms have better convergence characteristics than conventional algorithms, LMS (Least Mean Squares) algorithms.

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A MULTILEVEL BLOCK INCOMPLETE CHOLESKY PRECONDITIONER FOR SOLVING NORMAL EQUATIONS IN LINEAR LEAST SQUARES PROBLEMS

  • Jun, Zhang;Tong, Xiao
    • Journal of applied mathematics & informatics
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    • v.11 no.1_2
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    • pp.59-80
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    • 2003
  • An incomplete factorization method for preconditioning symmetric positive definite matrices is introduced to solve normal equations. The normal equations are form to solve linear least squares problems. The procedure is based on a block incomplete Cholesky factorization and a multilevel recursive strategy with an approximate Schur complement matrix formed implicitly. A diagonal perturbation strategy is implemented to enhance factorization robustness. The factors obtained are used as a preconditioner for the conjugate gradient method. Numerical experiments are used to show the robustness and efficiency of this preconditioning technique, and to compare it with two other preconditioners.