• 대한전기학회논문지:시스템및제어부문D
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• 제53권12호
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• pp.793-798
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• 2004

In this paper, the problem of adaptively identifying time-varying nonlinear systems is considered. For that purpose, the discrete time-varying Volterra series is employed as a system model, and the filtered weighted least squares (FWLS) algorithm, developed for adaptive identification of linear time-varying systems, is utilized for the adaptive identification of time-varying quadratic Volterra systems. To demonstrate the performance of the proposed approach, some simulation results are provided. Note that the FWLS algorithm, decomposing the conventional weighted basis function (WBF) algorithm into a cascade of two (i.e., estimation and filtering) procedures, leads to fast parameter tracking with low computational burden, and the proposed approach can be easily extended to the adaptive identification of time-varying higher-order Volterra systems.

• 제어로봇시스템학회논문지
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• 제9권9호
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• pp.669-678
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• 2003

A road-adaptive LQG control for the semi-active Macpherson strut suspension system of hydraulic type is investigated. A new control-oriented model, which incorporates the rotational motion of the unsprung mass, is used for control system design. First, based on the extended least squares estimation algorithm, a LQG controller adapting to the estimated road characteristics is designed. With computer simulations, the performance of the proposed LQC-controlled semi-active suspension is compared with that of a non-adaptive one. The results show better control performance of the proposed system over the compared one.

• Smart Structures and Systems
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• 제15권1호
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• pp.57-80
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• 2015

Extended Kalman Filter (EKF) has been widely used for structural identification and damage detection. However, conventional EKF approaches require that external excitations are measured. Also, in the conventional EKF, unknown structural parameters are included as an augmented vector in forming the extended state vector. Hence the sizes of extended state vector and state equation are quite large, which suffers from not only large computational effort but also convergence problem for the identification of a large number of unknown parameters. Moreover, such approaches are not suitable for intelligent structural damage detection due to the limited computational power and storage capacities of smart sensors. In this paper, a two-stage and two-step algorithm is proposed for the identification of structural damage as well as unknown external excitations. In stage-one, structural state vector and unknown structural parameters are recursively estimated in a two-step Kalman estimator approach. Then, the unknown external excitations are estimated sequentially by least-squares estimation in stage-two. Therefore, the number of unknown variables to be estimated in each step is reduced and the identification of structural system and unknown excitation are conducted sequentially, which simplify the identification problem and reduces computational efforts significantly. Both numerical simulation examples and lab experimental tests are used to validate the proposed algorithm for the identification of structural damage as well as unknown excitations for structural health monitoring.

• Smart Structures and Systems
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• 제12권6호
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• pp.619-640
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• 2013

It is highly desirable to explore efficient algorithms for detecting structural damage of large size structural systems with limited input and output measurements. In this paper, a new structural damage detection algorithm based on substructure approach is proposed for large size structural systems with limited input and output measurements. Inter-connection effect between adjacent substructures is treated as 'additional unknown inputs' to substructures. Extended state vector of each substructure and its unknown excitations are estimated by sequential extended Kalman estimator and least-squares estimation, respectively. It is shown that the 'additional unknown inputs' can be estimated by the algorithm without the measurements on the substructure interface DOFs, which is superior to previous substructural identification approaches. Also, structural parameters and unknown excitation are estimated in a sequential manner, which simplifies the identification problem compared with other existing work. Structural damage can be detected from the degradation of the identified substructural element stiffness values. The performances of the proposed algorithm are demonstrated by several numerical examples and a lab experiment. Measurement noise effect is considered. Both the simulation results and experimental data validate that the proposed algorithm is viable for structural damage detection of large size structural systems with limited input and output measurements.

• Wind and Structures
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• 제17권4호
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• pp.451-464
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• 2013

This study develops an extended inverse input estimation algorithm with intelligent adaptive fuzzy weighting to effectively estimate the unknown input wind load of nonlinear structural systems. This algorithm combines the extended Kalman filter and recursive least squares estimator with intelligent adaptive fuzzy weighting. This study investigated the unknown input wind load applied on a tower structural system. Nonlinear characteristics will exist in various structural systems. The nonlinear characteristics are particularly more obvious when applying larger input wind load. Numerical simulation cases involving different input wind load types are studied in this paper. The simulation results verify the nonlinear characteristics of the structural system. This algorithm is effective in estimating unknown input wind loads.

• 한국음향학회지
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• 제11권1호
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• pp.67-79
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• 1992

적응방식이나 실시간 처리에 적합한 온라인 ARMA 계수추정을 위하여 공분산형 ARMA 고속 transversal 필터 알고리즘을 제안하였다. 제안된 알고리즘은 ARMA 모델의 경우 상관함수 행렬의 이동불변 특성이 각 블록 별로 만족함을 이용하여 ELS(Extended Least Squares)를 공분산형의 경우에 대해 고속 시갱신 알고리즘으로 구현한 것으로서, 알고리즘의 유도에는 사영연산자를 이용한 기하학적 접근방식을 사용하였다. 제안된 알고리즘은 13N+37 MADPR의 연산량을 필요로 하며, AR부분과 MA부분의 차수를 달리할 수 있다.

• Journal of the Korean Statistical Society
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• 제33권4호
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• pp.401-410
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• 2004

We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Rubin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood. Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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• pp.427-430
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• 1989

For on-line ARMA spectral estimation, the fast transversal filter algorithm of extended least squares method(ETS FTF) is presented. The projection operator, a key tool for geometric approach, is used in the derivation of the algorithm. ELS FTF is a fast time update recursion which is based on the fact that the correlation matrix of ARMA model satisfies the shift invariance property in each block, and thus it takes 10N+31 MADPR.

• International Journal of Control, Automation, and Systems
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• 제3권3호
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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.

• 제어로봇시스템학회논문지
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• 제20권4호
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• pp.414-421
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• 2014

This paper presents a method of ballistic missile launch point estimation using phase division least squares. The proposed algorithm employs smoothing to enhance estimation accuracy and generates functions of time for total velocity, flight path angle and heading angle, allowing extrapolation to estimate the launch point. Performance of the proposed algorithm is tested in conjunction with the extended Kalman filter and the Kalman filter.