• Title/Summary/Keyword: Recursive least-squares estimation

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

  • Jeong, Sangyoon;Chwa, Dongkyoung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.3
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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.

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

  • Lim, Jun-Seok;Pyeon, Yong-Gook
    • The Journal of the Acoustical Society of Korea
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    • v.29 no.6
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    • pp.374-380
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    • 2010
  • It is known that the problem of FIR filtering with noisy input and output data can be solved by a total least squares (TLS) estimation. It is also known that the performance of the TLS estimation is very sensitive to the ratio between the variances of the input and output noises. In this paper, we propose a convex combination algorithm between the ordinary recursive LS based TLS (RTLS) and the ordinary recursive LS (RLS). This combined algorithm is robust to the noise variance ratio and has almost the same complexity as the RTLS. Simulation results show that the proposed algorithm performs near TLS in noise variance ratio ${\gamma}{\approx}1$ and that it outperforms TLS and LS in the rage of 2 < $\gamma$ < 20. Consequently, the practical workability of the TLS method applied to noisy data has been significantly broadened.

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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    • v.13 no.6
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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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    • 2003.10a
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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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    • 2005.06a
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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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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.

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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    • v.18 no.1
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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.

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

  • Lim, Jun Seok
    • The Journal of the Acoustical Society of Korea
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    • v.40 no.3
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    • pp.213-218
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    • 2021
  • It is known that total least-squares method shows better estimation performance than least-squares method when noise is present at the input and output at the same time. When total least squares method is applied to data with time series characteristics, Recursive Total Least Squares (RTS) algorithm has been proposed to improve the real-time performance. However, RTLS has numerical instability in calculating the inverse matrix. In this paper, we propose an algorithm for reducing numerical instability as well as having similar convergence to RTLS. For this algorithm, we propose a new RTLS using Iterative Wiener Filter (IWF). Through the simulation, it is shown that the convergence of the proposed algorithm is similar to that of the RTLS, and the numerical robustness is superior to the RTLS.

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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    • v.9 no.3
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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.

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

  • Ryu, Seong-Sook;Song, Yong-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.15 no.1
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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.