• Title/Summary/Keyword: Recursive least squares method

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Prediction of Ozone Formation Based on Neural Network and Stochastic Method (인공신경망 및 통계적 방법을 이용한 오존 형성의 예측)

  • Oh, Sea Cheon;Yeo, Yeong-Koo
    • Clean Technology
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    • v.7 no.2
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    • pp.119-126
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    • 2001
  • The prediction of ozone formation was studied using the neural network and the stochastic method. Parameter estimation method and artificial neural network(ANN) method were employed in the stochastic scheme. In the parameter estimation method, extended least squares(ELS) method and recursive maximum likelihood(RML) were used to achieve the real time parameter estimation. Autoregressive moving average model with external input(ARMAX) was used as the ozone formation model for the parameter estimation method. ANN with 3 layers was also tested to predict the ozone formation. To demonstrate the performance of the ozone formation prediction schemes used in this work, the prediction results of ozone formation were compared with the real data. From the comparison it was found that the prediction schemes based on the parameter estimation method and ANN method show an acceptable accuracy with limited prediction horizon.

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A New Calibration Method Based on the Recursive Linear Regression with Variables Selection

  • Park, Kwang-Su;Jun, Chi-Hyuck
    • Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
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    • 2001.06a
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    • pp.1241-1241
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    • 2001
  • We propose a new calibration method, which uses the linearization method for spectral responses and the repetitive adoptions of the linearization weight matrices to construct a frature. Weight matrices are estimated through multiple linear regression (or principal component regression or partial least squares) with forward variable selection. The proposed method is applied to three data sets. The first is FTIR spectral data set for FeO content from sinter process and the second is NIR spectra from trans-alkylation process having two constituent variables. The third is NIR spectra of crude oil with three physical property variables. To see the calibration performance, we compare the new method with the PLS. It is found that the new method gives a little better performance than the PLS and the calibration result is stable in spite of the collinearity among each selected spectral responses. Furthermore, doing the repetitive adoptions of linearization matrices in the proposed methods, uninformative variables are disregarded. That is, the new methods include the effect of variables subset selection, simultaneously.

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Efficient Noise Estimation for Speech Enhancement in Wavelet Packet Transform

  • Jung, Sung-Il;Yang, Sung-Il
    • The Journal of the Acoustical Society of Korea
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    • v.25 no.4E
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    • pp.154-158
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    • 2006
  • In this paper, we suggest a noise estimation method for speech enhancement in nonstationary noisy environments. The proposed method consists of the following two main processes. First, in order to receive fewer affect of variable signals, a best fitting regression line is used, which is obtained by applying a least squares method to coefficient magnitudes in a node with a uniform wavelet packet transform. Next, in order to update the noise estimation efficiently, a differential forgetting factor and a correlation coefficient per subband are used, where subband is employed for applying the weighted value according to the change of signals. In particular, this method has the ability to update the noise estimation by using the estimated noise at the previous frame only, without utilizing the statistical information of long past frames and explicit nonspeech frames by voice activity detector. In objective assessments, it was observed that the performance of the proposed method was better than that of the compared (minima controlled recursive averaging, weighted average) methods. Furthermore, the method showed a reliable result even at low SNR.

Real-Time Flood Forecasting Using Rainfall-Runoff Model(I) : Theory and Modeling (강우-유출모형을 이용한 실시간 홍수예측(I) : 이론과 모형화)

  • 정동국;이길성
    • Water for future
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    • v.27 no.1
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    • pp.89-99
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    • 1994
  • Flood forecasting in Korea has been based on the off-line parameter estimation method. But recent flood forecasting studies explore on-line recursive parameter estimation algorithms. In this study, a simultaneous adaptive estimation of system states and parameters for rainfall-runoff model is investigated for on-line real-time flood forecasting and parameter estimation. The proposed flood routing system is composed of Flood forecasting in Korea has been based on the off-line parameter estimation method. But recent flood forecasting studies explore on-line recursive parameter estimation algorithms. In this study, a simultaneous adaptive estimation of system states and parameters for rainfall-runoff model is investigated for on-line real-time flood forecasting and parameter estimation. The proposed flood routing system is composed of ø-index in the assessment of effective rainfall and the cascade of nonlinear reservoirs accounting for translation effect in flood routing. To combine the flood routing model with a parameter estimation model, system states and parameters are treated with the extended state-space formulation. Generalized least squares and maximum a posterior estimation algorithms are comparatively examined as estimation techniques for the state-space model. The sensitivity analysis is to investigate the identifiability of the parameters. The index of sensitivity used in this study is the covariance matrix of the estimated parameters.-index in the assessment of effective rainfall and the cascade of nonlinear reservoirs accounting for translation effect in flood routing. To combine the flood routing model with a parameter estimation model, system states and parameters are treated with the extended state-space formulation. Generalized least squares and maximum a posterior estimation algorithms are comparatively examined as estimation techniques for the state-space model. The sensitivity analysis is to investigate the identifiability of the parameters. The index of sensitivity used in this study is the covariance matrix of the estimated parameters.

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Input-Output Feedback Linearization of Sensorless IM Drives with Stator and Rotor Resistances Estimation

  • Hajian, Masood;Soltani, Jafar;Markadeh, Gholamreza Arab;Hosseinnia, Saeed
    • Journal of Power Electronics
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    • v.9 no.4
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    • pp.654-666
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    • 2009
  • Direct torque control (DTC) of induction machines (IM) is a well-known strategy of these drives control which has a fast dynamic and a good tracking response. In this paper a nonlinear DTC of speed sensorless IM drives is presented which is based on input-output feedback linearization control theory. The IM model includes iron losses using a speed dependent shunt resistance which is determined through some effective experiments. A stator flux vector is estimated through a simple integrator based on stator voltage equations in the stationary frame. A novel method is introduced for DC offset compensation which is a major problem of AC machines, especially at low speeds. Rotor speed is also determined using a rotor flux sliding-mode (SM) observer which is capable of rotor flux space vector and rotor speed simultaneous estimation. In addition, stator and rotor resistances are estimated using a simple but effective recursive least squares (RLS) method combined with the so-called SM observer. The proposed control idea is experimentally implemented in real time using a FPGA board synchronized with a personal computer (PC). Simulation and experimental results are presented to show the capability and validity of the proposed control method.

A study on the Improved Convergence Characteristic over Weight Updating of Recycling Buffer RLS Algorithm (재순환 버퍼 RLS 알고리즘에서 가중치 갱신을 이용한 개선된 수렴 특성에 관한 연구)

  • 나상동
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.5B
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    • pp.830-841
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    • 2000
  • 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 iteration a 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 RL 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+1)times of convergence speed of mean square error increase in data recycle buffer number with new proposed RLS algorithm.

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DESIGN OF A PWR POWER CONTROLLER USING MODEL PREDICTIVE CONTROL OPTIMIZED BY A GENETIC ALGORITHM

  • Na, Man-Gyun;Hwang, In-Joon
    • Nuclear Engineering and Technology
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    • v.38 no.1
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    • pp.81-92
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    • 2006
  • In this study, the core dynamics of a PWR reactor is identified online by a recursive least-squares method. Based on the identified reactor model consisting of the control rod position and the core average coolant temperature, the future average coolant temperature is predicted. A model predictive control method is applied to designing an automatic controller for the thermal power control of PWR reactors. The basic concept of the model predictive control is to solve an optimization problem for a finite future at current time and to implement as the current control input only the first optimal control input among the solutions of the finite time steps. At the next time step, this procedure for solving the optimization problem is repeated. The objectives of the proposed model predictive controller are to minimize both the difference between the predicted core coolant temperature and the desired temperature, as well as minimizing the variation of the control rod positions. In addition, the objectives are subject to the maximum and minimum control rod positions as well as the maximum control rod speed. Therefore, a genetic algorithm that is appropriate for the accomplishment of multiple objectives is utilized in order to optimize the model predictive controller. A three-dimensional nuclear reactor analysis code, MASTER that was developed by the Korea Atomic Energy Research Institute (KAERI) , is used to verify the proposed controller for a nuclear reactor. From the results of a numerical simulation that was carried out in order to verify the performance of the proposed controller with a $5\%/min$ ramp increase or decrease of a desired load and a $10\%$ step increase or decrease (which were design requirements), it was found that the nuclear power level controlled by the proposed controller could track the desired power level very well.

A Pressurized Water Reactor Power Controller Using Model Predictive Control Optimized by a Genetic Algorithm (유전자 알고리즘에 의해 최적화된 모델예측제어를 이용한 PWR 출력제어기)

  • Na, Man-Gyun;Hwang, In-Joon
    • Proceedings of the KIEE Conference
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    • 2005.10b
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    • pp.104-106
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    • 2005
  • In this work, a PWR reactor core dynamics is identified online by a recursive least squares method. Based on this identified reactor model consisting of the control rod position and the core average coolant temperature, the future average coolant temperature is predicted. A model predictive control method is applied to design an automatic controller for thermal power control in PWRs. The basic concept of the model predictive control is to solve an optimization problem for a finite future at current time and to implement as the current control input only the first optimal control input among the solutions of the finite time steps. At the next time step, the procedure to solve the optimization problem is then repeated. The objectives of the proposed model predictive controller are to minimize both the difference between the predicted core coolant temperature and the desired one, and the variation of the control rod positions. Also, the objectives are subject to maximum and minimum control rod positions and maximum control rod speed. Therefore, the genetic algorithm that is appropriate to accomplish multiple objectives is used to optimize the model predictive controller. A 3-dimensional nuclear reactor analysis code, MASTER that was developed by Korea Atomic Energy Research Institute (KAERI), is used to verify the proposed controller for a nuclear reactor. From results of numerical simulation to check the performance of the proposed controller at the 5%/min ramp increase or decrease of a desired load and its 10% step increase or decrease which are design requirements, it was found that the nuclear power level controlled by the proposed controller could track the desired power level very well.

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Wage Determinants Analysis by Quantile Regression Tree

  • Chang, Young-Jae
    • Communications for Statistical Applications and Methods
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    • v.19 no.2
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    • pp.293-301
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    • 2012
  • Quantile regression proposed by Koenker and Bassett (1978) is a statistical technique that estimates conditional quantiles. The advantage of using quantile regression is the robustness in response to large outliers compared to ordinary least squares(OLS) regression. A regression tree approach has been applied to OLS problems to fit flexible models. Loh (2002) proposed the GUIDE algorithm that has a negligible selection bias and relatively low computational cost. Quantile regression can be regarded as an analogue of OLS, therefore it can also be applied to GUIDE regression tree method. Chaudhuri and Loh (2002) proposed a nonparametric quantile regression method that blends key features of piecewise polynomial quantile regression and tree-structured regression based on adaptive recursive partitioning. Lee and Lee (2006) investigated wage determinants in the Korean labor market using the Korean Labor and Income Panel Study(KLIPS). Following Lee and Lee, we fit three kinds of quantile regression tree models to KLIPS data with respect to the quantiles, 0.05, 0.2, 0.5, 0.8, and 0.95. Among the three models, multiple linear piecewise quantile regression model forms the shortest tree structure, while the piecewise constant quantile regression model has a deeper tree structure with more terminal nodes in general. Age, gender, marriage status, and education seem to be the determinants of the wage level throughout the quantiles; in addition, education experience appears as the important determinant of the wage level in the highly paid group.

Learning Input Shaping Control with Parameter Estimation for Nonlinear Actuators (비선형 구동기의 변수추정을 통한 학습입력성형제어기)

  • Kim, Deuk-Hyeon;Sung, Yoon-Gyung;Jang, Wan-Shik
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.11
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    • pp.1423-1428
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    • 2011
  • This paper proposes a learning input shaper with nonlinear actuator dynamics to reduce the residual vibration of flexible systems. The controller is composed of an estimator of the time constant of the nonlinear actuator dynamics, a recursive least squares method, and an iterative updating algorithm. The updating mechanism is modified by introducing a vibration measurement function to cope with the dynamics of nonlinear actuators. The controller is numerically evaluated with respect to parameter convergence and control performance by using a benchmark pendulum system. The feasibility and applicability of the controller are demonstrated by comparing its control performance to that of an existing controller algorithm.