• 제목/요약/키워드: Recursive least-squares estimation

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비스듬히 던진 물체의 공기저항을 고려한 재귀 최소 자승법 기반 실시간 포물선 운동 궤적 추정 (Real-time Projectile Motion Trajectory Estimation Considering Air Resistance of Obliquely Thrown Object Using Recursive Least Squares Estimation)

  • 정상윤;좌동경
    • 전기학회논문지
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    • 제67권3호
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    • pp.427-432
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    • 2018
  • This paper uses a recursive least squares method to estimate the projectile motion trajectory of an object in real time. The equations of motion of the object are obtained considering the air resistance which occurs in the actual experiment environment. Because these equations consider air resistance, parameter estimation of nonlinear terms is required. However, nonlinear recursive least squares estimation is not suitable for estimating trajectory of projectile in that it requires a lot of computation time. Therefore, parameter estimation for real-time trajectory prediction is performed by recursive least square estimation after using Taylor series expansion to approximate nonlinear terms to polynomials. The proposed method is verified through experiments by using VICON Bonita motion capture system which can get three dimensional coordinates of projectile. The results indicate that proposed method is more accurate than linear Kalman filter method based on the equations of motion of projectile that does not consider air resistance.

RLS (Recursive Least Squares)와 RTLS (Recursive Total Least Squares)의 결합을 이용한 새로운 FIR 시스템 인식 방법 (FIR System Identification Method Using Collaboration Between RLS (Recursive Least Squares) and RTLS (Recursive Total Least Squares))

  • 임준석;편용국
    • 한국음향학회지
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    • 제29권6호
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    • pp.374-380
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    • 2010
  • 잡음이 섞인 입출력 신호를 갖는 시스템 인식 문제는 완전 최소 자승법 (Total Least Squares (TLS))으로 알려져 있다. 완전 최소 자승법의 성능은 입력 신호 부가 잡음 파워와 출력 신호 부가 잡음간의 분산비에 매우 민감하다. 본 논문에서는 TLS의 성능 향상을 위해서 LS (Least Squares)와의 결합을 제안한다. 그 한 형태로 재차적인 TLS (Recursive TLS)와 재차적인 LS (Recursive Least Squares)간의 결합 알고리즘을 제안한다. 이 결합은 잡음간 분산비에 강인한 결과를 낳았다. 모의실험을 통해 얻은 결과로부터 입력 신호에 신호대 잡음비가 5dB를 유지히는 잡음을 부가할 경우 입력 잡음과출력 잡음의 비 $\gamma$가 약 20 정도까지로 적용 범위가 확대되는 결과를 얻었다. 따라서 제안된 결합 방법이 기존의 TLS의 적용 범위를 넓힐 수 있음을 알 수 있다.

A Coupled Recursive Total Least Squares-Based Online Parameter Estimation for PMSM

  • Wang, Yangding;Xu, Shen;Huang, Hai;Guo, Yiping;Jin, Hai
    • Journal of Electrical Engineering and Technology
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    • 제13권6호
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    • pp.2344-2353
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    • 2018
  • A coupled recursive total least squares (CRTLS) algorithm is proposed for parameter estimation of permanent magnet synchronous machines (PMSMs). TLS considers the errors of both input variables and output ones, and thus achieves more accurate estimates than standard least squares method does. The proposed algorithm consists of two recursive total least squares (RTLS) algorithms for the d-axis subsystem and q-axis subsystem respectively. The incremental singular value decomposition (SVD) for the RTLS obtained by an approximate calculation with less computation. The performance of the CRTLS is demonstrated by simulation and experimental results.

A New Recursive Least-Squares Algorithm based on Matrix Pseudo Inverses (ICCAS 2003)

  • Quan, Zhonghua;Han, Soo-Hee;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.927-931
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    • 2003
  • In this paper, a new Recursive Least-Squares(RLS) algorithm based on matrix pseudo-inverses is presented. The aim is to use the proposed new RLS algorithm for not only the over-determined but also the under-determined estimation problem. Compared with previous results, e.g., Jie Zhou et al., the derivation of the proposed recursive form is much easier, and the recursion form is also much simpler. Furthermore, it is shown by simulations that the proposed RLS algorithm is more efficient and numerically stable than the existing algorithms.

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Least-squares Lattice Laguerre Smoother

  • Kim, Dong-Kyoo;Park, Poo-Gyeon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.1189-1191
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    • 2005
  • This paper introduces the least-squares order-recursive lattice (LSORL) Laguerre smoother that has order-recursive smoothing structure based on the Laguerre signal representation. The LSORL Laguerre smoother gives excellent performance for a channel equalization problem with smaller order of tap-weights than its counterpart algorithm based on the transversal filter structure. Simulation results show that the LSORL Laguerre smoother gives better performance than the LSORL transversal smoother.

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기울기 평균 벡터를 사용한 가변 스텝 최소 자승 알고리즘과 시변 망각 인자를 사용한 시변 음향 채널 추정 (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)

  • 임준석
    • 한국음향학회지
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    • 제38권3호
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    • pp.283-289
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    • 2019
  • RLS(Recursive-least-squares) 알고리즘은 수렴성이 좋고, 수렴 후 오차 수준도 우수한 것으로 알려져 있다. 그러나 알고리즘 내에 역행렬 계산이 포함되어 수치적 불안정성을 나타내는 단점도 있다. 본 논문에서는 언급한 불안정성을 회피하기 위해서 역행렬이 없지만 수렴성이 유사한 알고리즘을 제안한다. 이를 위해서 기울기 평균 벡터를 사용한 가변 스텝 최소 자승 알고리즘을 사용한다. 또 시변 채널 추정에 우수한 성능을 내기 위해서 계산량이 적은 가변 망각인자를 도입한다. 시뮬레이션을 통해서 기존 RLS와의 성능을 비교하고 그 유사성을 보인다. 또 시변 채널에서 가변 망각인자의 우수성도 보인다.

Mixture Filtering Approaches to Blind Equalization Based on Estimation of Time-Varying and Multi-Path Channels

  • Lim, Jaechan
    • Journal of Communications and Networks
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    • 제18권1호
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    • pp.8-18
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    • 2016
  • In this paper, we propose a number of blind equalization approaches for time-varying andmulti-path channels. The approaches employ cost reference particle filter (CRPF) as the symbol estimator, and additionally employ either least mean squares algorithm, recursive least squares algorithm, or $H{\infty}$ filter (HF) as a channel estimator such that they are jointly employed for the strategy of "Rao-Blackwellization," or equally called "mixture filtering." The novel feature of the proposed approaches is that the blind equalization is performed based on direct channel estimation with unknown noise statistics of the received signals and channel state system while the channel is not directly estimated in the conventional method, and the noise information if known in similar Kalman mixture filtering approach. Simulation results show that the proposed approaches estimate the transmitted symbols and time-varying channel very effectively, and outperform the previously proposed approach which requires the noise information in its application.

반복형 위너 필터 방법에 기반한 재귀적 완전 최소 자승 알고리즘의 견실화 연구 (A study on robust recursive total least squares algorithm based on iterative Wiener filter method)

  • 임준석
    • 한국음향학회지
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    • 제40권3호
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    • pp.213-218
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    • 2021
  • 입력과 출력에 동시에 잡음이 존재하는 경우 최소 자승법 보다는 완전 최소 자승법이 더 우수한 추정 성능을 보인다는 것이 알려져 있다. 완전 최소 자승법을 시계열 특성을 가지는 데이터에 적용할 경우 보다 실시간 성을 더하기 위해서 Recursive Total Least Squares(RTS) 알고리즘이 제안되어 있다. RTLS는 알고리즘 내에 존재하는 역행렬 계산에서 수치적인 불안정성을 지닌다. 본 논문에서는 RTLS와 유사한 수렴성을 지닐 뿐만 아니라 수치적 불안정성을 줄이기 위한 알고리즘을 제안한다. 이 알고리즘을 위해서 Iterative Wiener Filter(IWF)를 적용한 새로운 RTLS를 제안한다. 시뮬레이션을 통해서 수렴성이 기존의 RTLS와 유사할 뿐만 아니라 수치적 견실성이 기존 RTLS보다 향상되었다는 것을 보인다.

Recursive Least Squares Run-to-Run Control with Time-Varying Metrology Delays

  • Fan, Shu-Kai;Chang, Yuan-Jung
    • Industrial Engineering and Management Systems
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    • 제9권3호
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    • pp.262-274
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    • 2010
  • This article investigates how to adaptively predict the time-varying metrology delay that could realistically occur in the semiconductor manufacturing practice. Metrology delays pose a great challenge for the existing run-to-run (R2R) controllers, driving the process output significantly away from target if not adequately predicted. First, the expected asymptotic double exponentially weighted moving average (DEWMA) control output, by using the EWMA and recursive least squares (RLS) prediction methods, is derived. It has been found that the relationships between the expected control output and target in both estimation methods are parallel, and six cases are addressed. Within the context of time-varying metrology delay, this paper presents a modified recursive least squares-linear trend (RLS-LT) controller, in combination with runs test. Simulated single input-single output (SISO) R2R processes subject to various time-varying metrology delay scenarios are used as a testbed to evaluate the proposed algorithms. The simulation results indicate that the modified RLS-LT controller can yield the process output more accurately on target with smaller mean squared error (MSE) than the original RLSLT controller that only deals with constant metrology delays.

소형 무인 헬리콥터의 시스템 식별 (System Identification of a Small Unmanned Rotorcraft)

  • 류성숙;송용규
    • 제어로봇시스템학회논문지
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    • 제15권1호
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    • pp.44-53
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    • 2009
  • In this paper, Recursive Least Squares (RLS) and Fourier Transform Regression (FTR) methods for estimating stability and control derivatives of small unmanned helicopter are evaluated together with MMLE technique. Flight data simulated by using a commercial small-scale helicopter model are exploited to estimate the parameters with accuracies for hover and cruise modes. The performances of the system identification methods are also compared by analyzing the responses of the reconstructed systems using estimated derivatives.