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

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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.

Real- Time Estimation of the Ventricular Relaxation Time Constant

  • Chun Honggu;Kim Hee Chan;Sohn Daewon
    • Journal of Biomedical Engineering Research
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    • v.26 no.2
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    • pp.87-93
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    • 2005
  • A new method for real-time estimating left ventricular relaxation time constant (T) from the left ventricular (LV) pressure waveform, based on the isovolumic relaxation model, is proposed. The presented method uses a recursive least squares (RLS) algorithm to accomplish real-time estimation. A new criterion to detect the end-point of the isovolumic relaxation period (IRP) for the estimation of T is also introduced, which is based on the pattern analysis of mean square errors between the original and reconstructed pressure waveforms. We have verified the performance of the new method in over 4,600 beats obtained from 70 patients. The results demonstrate that the proposed method provides more stable and reliable estimation of τ than the conventional 'off-line' methods.

L1 norm-recursive least squares algorithm for the robust sparse acoustic communication channel estimation (희소성 음향 통신 채널 추정 견실화를 위한 백색화를 적용한 l1놈-RLS 알고리즘)

  • Lim, Jun-Seok;Pyeon, Yong-Gook;Kim, Sungil
    • The Journal of the Acoustical Society of Korea
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    • v.39 no.1
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    • pp.32-37
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    • 2020
  • This paper proposes a new l1-norm-Recursive Least Squares (RLS) algorithm which is numerically more robust than the conventional l1-norm-RLS. The l1-norm-RLS was proposed by Eksioglu and Tanc in order to estimate the sparse acoustic channel. However the algorithm has numerical instability in the inverse matrix calculation. In this paper, we propose a new algorithm which is robust against the numerical instability. We show that the proposed method improves stability under several numerically erroneous situations.

Two regularization constant selection methods for recursive least squares algorithm with convex regularization and their performance comparison in the sparse acoustic communication channel estimation (볼록 규준화 RLS의 규준화 상수를 정하기 위한 두 가지 방법과 희소성 음향 통신 채널 추정 성능 비교)

  • Lim, Jun-Seok;Hong, Wooyoung
    • The Journal of the Acoustical Society of Korea
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    • v.35 no.5
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    • pp.383-388
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    • 2016
  • We develop two methods to select a constant in the RLS (Recursive Least Squares) with the convex regularization. The RLS with the convex regularization was proposed by Eksioglu and Tanc in order to estimate the sparse acoustic channel. However the algorithm uses the regularization constant which needs the information about the true channel response for the best performance. In this paper, we propose two methods to select the regularization constant which don't need the information about the true channel response. We show that the estimation performance using the proposed methods is comparable with the Eksioglu and Tanc's algorithm.

A precise parameter estimation of an air vehicle without a priori information (사전 정보가 없는 비행체의 정밀 파라미터 추정)

  • Kim, Jung-Han;Park, Keun-Bum;Song, Yong-Kyu;Hwang, Ick-Ho;Choi, Dong-Kyun
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.18 no.3
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    • pp.21-26
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    • 2010
  • This paper deals with the precise parameter estimation of an air vehicle without a priori information. First, Recursive Least Squares technique, which is an equation error method and does not require any a priori information, is applied and then the extended Kalman filter is used to tune parameters more precisely. To show the performance, a nonlinear longitudinal missile model is simulated and the parameters are estimated. The results show that this consecutive application of the techniques gives a very good estimation performance.

Estimation of Aerodynamic Coefficients for a Skid-to-Turn Missile using Neural Network and Recursive Least Square (신경회로망과 순환최소자승법을 이용한 Skid-to-Turn 미사일의 공력 파라미터 추정)

  • Kim, Yun-Hwan;Park, Kyun-Bub;Song, Yong-Kyu;Hwang, Ick-Ho;Choi, Dong-Kyun
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.20 no.4
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    • pp.7-13
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    • 2012
  • This paper is to estimate aerodynamic coefficients needed to determine the missiles' controller design and stability from simulation data of Skid-to-Turn missile. Method of determining aerodynamic coefficients is to apply Neural Network and Recursive Least Square and results were compared and researched. Also analysing actual flight test data was considered and sensor noise was added. Estimate parameter of data with sensor noise added and estimated performance and reliability for both methods that did not need initial values. Both Neural Network and Recursive Least Square methods showed excellent estimate results without adding the noise and with noise added Neural Network method showed better estimate results.

Comparison Study of Channel Estimation Algorithm for 4S Maritime Communications (4S 해상 통신을 위한 채널 추정 알고리즘 비교 연구)

  • Choi, Myeong Soo;Lee, Seong Ro
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38C no.3
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    • pp.288-295
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    • 2013
  • In this paper, we compare the existing channel estimation technique for 4S (Ship to Ship, Ship to Shore) maritime communications under AWGN channel model, Rician fading channel model, and Rayleigh fading channel model respectively. In general, the received signal is corrupted by multipath and ISI (Inter Symbol Interference). The estimation of a time-varying multipath fading channel is a difficult task for the receiver. Its performance can be improved if an appropriate channel estimation filter is used. The simulation is performed in MATLAB. In this simulation, we use the popular estimation algorithms, LMS (Least Mean Square) and RLS (Recursive Least-Squares) are compared with respect to AWGN, Rician and Rayleigh channels.

Performance Analysis of the Robust Least Squares Target Localization Scheme using RDOA Measurements

  • Choi, Ka-Hyung;Ra, Won-Sang;Park, Jin-Bae;Yoon, Tae-Sung
    • Journal of Electrical Engineering and Technology
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    • v.7 no.4
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    • pp.606-614
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    • 2012
  • A practical recursive linear robust estimation scheme is proposed for target localization in the sensor network which provides range difference of arrival (RDOA) measurements. In order to radically solve the known practical difficulties such as sensitivity for initial guess and heavy computational burden caused by intrinsic nonlinearity of the RDOA based target localization problem, an uncertain linear measurement model is newly derived. In the suggested problem setting, the target localization performance of the conventional linear estimation schemes might be severely degraded under the low SNR condition and be affected by the target position in the sensor network. This motivates us to devise a new sensor network localization algorithm within the framework of the recently developed robust least squares estimation theory. Provided that the statistical information regarding RDOA measurements are available, the estimate of the proposition method shows the convergence in probability to the true target position. Through the computer simulations, the omnidirectional target localization performance and consistency of the proposed algorithm are compared to those of the existing ones. It is shown that the proposed method is more reliable than the total least squares method and the linear correction least squares method.

An Experimental Study on Realtime Estimation of a Nominal Model for a Disturbance Observer: Recursive Least Squares Approach (실시간 공칭 모델 추정 외란관측기에 관한 실험 연구: 재귀최소자승법)

  • Lee, Sang-Deok;Jung, Seul
    • Journal of Institute of Control, Robotics and Systems
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    • v.22 no.8
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    • pp.650-655
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    • 2016
  • In this paper, a novel RLS-based DOB (Recursive Least Squares Disturbance Observer) scheme is proposed to improve the performance of DOB for nominal model identification. A nominal model can be generally assumed to be a second order system in the form of a proper transfer function of an ARMA (Autoregressive Moving Average) model. The RLS algorithm for the model identification is proposed in association with DOB. Experimental studies of the balancing control of a one-wheel robot are conducted to demonstrate the feasibility of the proposed method. The performances between the conventional DOB scheme and the proposed scheme are compared.

An Accurate Estimation of a Modal System with Initial Conditions (ICCAS 2004)

  • Seo, In-Yong;Pearson, Allan E.
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.1694-1700
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    • 2004
  • In this paper, we propose the AWLS/MFT (Adaptive Weighed Least Squares/ Modulation Function Technique) devised by A. E. Pearson et al. for the transfer function estimation of a modal system and investigate the performance of several algorithms, the Gram matrix method, a Luenberger Observer (LO), Least Squares (LS), and Recursive Least Squares (RLS), for the estimation of initial conditions. With the benefit of the Modulation Function Technique (MFT), we can separate the estimation problem into two phases: the transfer function parameters are estimated in the first phase, and the initial conditions are estimated in the second phase. The LO method produces excellent IC estimates in the noise free case, but the other three methods show better performance in the noisy case. Finally, we compared our result with the Prony based method. In the noisy case, the AWLS and one of the three methods - Gram matrix, LS, and RLS- show better performance in the output Signal to Error Ratio (SER) aspect than the Prony based method under the same simulation conditions.

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