• Title/Summary/Keyword: least square algorithm

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Maximum Likelihood Estimation for the Laplacian Autoregressive Time Series Model

  • Son, Young-Sook;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.359-368
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    • 1996
  • The maximum likelihood estimation is discussed for the NLAR model with Laplacian marginals. Since the explicit form of the estimates cannot be obtained due to the complicated nature of the likelihood function we utilize the automatic computer optimization subroutine using a direct search complex algorithm. The conditional least square estimates are used as initial estimates in maximum likelihood procedures. The results of a simulation study for the maximum likelihood estimates of the NLAR(1) and the NLAR(2) models are presented.

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Receding Horizon FIR Parameter Estimation for Stochastic Systems

  • Lee, Kwan-Ho;Han, Soo-Hee;Lee, Changhun;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.159.1-159
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    • 2001
  • A new time-domain FIR parameter estimation called the receding horizon least square estimation (RHLSE) is suggested for stochastic systems by combining the well known least square estimation with the receding horizon strategy. It can be always obtained without the requirement of any \textit{a priori} information about the horizon initial parameter. A fast algorithm for the suggested estimation is also presented which is remarkable in the view of computational advantage and simple implementation. It is shown that the proposed estimation is robust against temporary modeling uncertainties due to their FIR structure through simulation studies.

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Feedback Interference Cancellation System of RF Relay Utilizing the LMS Algorithm (LMS 알고리즘을 이용한 RF 중계기의 궤환 간섭신호 제거 시스템(Interference Cancellation System))

  • Kim, Min-Soo;Ahn, Sung-Soo
    • 전자공학회논문지 IE
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    • v.45 no.1
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    • pp.38-43
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    • 2008
  • This paper presents a new interference cancellation method to remove the oscillation due to feedback signal of RF relay. In this paper, we estimate the feedback signal using to LMS(Least Mean Square) algorithm and remove the interference through attenuation signal arbitrary corresponding to feedback signal. From the various performance analysis for various doppler effects, a proposed method prevents from oscillation using -30dB attenuation signal as a cancellation value of feedback signal.

A Nonlinear Filtered-X LMS Algorithm for the Nonlinear Compensation of the Secondary Path in Active Noise Control (능동 소음 제어 시스템의 2차 경로 비선형 특성을 보상하기 위한 적응 비선형 Filtered-X Least Mean Square (FX-LMS) 알고리듬)

  • Jeong, I.S.;Kim, D.H.;Nam, S.W.
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.565-567
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    • 2004
  • In active noise control (ANC) systems, the convergence behavior of the conventional Filtered-X Least Mean Square (FXLMS) algorithm may be affected by nonlinear distortions in the secondary path (e.g., in the power amplifiers, loudspeakers, transducers, etc.), which may lead to degradation of the error-reduction performance of the ANC systems. In this paper, a stable FXLMS algorithm with fast convergence is proposed to compensate for undesirable nonlinear distortions in the secondary-path of ANC systems by employing the Volterra filtering approach. In particular, the proposed approach is based on the utilization of the conventional P-th order inverse approach to nonlinearity compensation in the secondary path of ANC systems. Finally, the simulation results showed that the proposed approach yields a better convergence behavior In the nonlinear ANC systems than the conventional FXLMS.

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Disturbance Compensation Control of An Active Magnetic Bearing System by Multiple FXLMS Algorithm - Experiments (MFXLMS 알고리즘을 이용한 전자기베어링계의 외란보상 제어기 - 실험)

  • 강민식;정종수
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.2
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    • pp.83-91
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    • 2004
  • This paper illustrates the feasibility and the effectiveness of the disturbance feedforward compensation control proposed in the previous paper. The compensator is designed experimentally by means of the Multiple Filtered-x Least Mean Square algorithm. A 2-DOF active magnetic bearing system subject to base motion is built and the compensation control is applied. The experimental results demonstrate that the compensation control reduces the air-gap responses within 10$%$ of those by the feedback control alone without increasing the control inputs.

Disturbance Compensation Control of An Active Magnetic Bearing System by Multiple FXLMS Algorithm - Theory (MFXLMS 알고리즘을 이용한 전자기배어링계의 외란 보상 제어기 - 이론)

  • 강민식;정종수
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.2
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    • pp.74-82
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    • 2004
  • In this paper, a disturbance feedforward compensator design technique is proposed for an active magnetic bearing system subject to base motion for attenuating disturbance responses. In the consideration of the requirements on the model accuracy in the model based compensator designs, an experimental feedforward compensator design based on adaptive estimation by means of the Multiple Filtered-x least mean square(MFXLMS) algorithm is proposed. The performance and the effectiveness of the proposed technique will be presented in the succeeding paper in which the proposed technique is applied to a 2-DOF active magnetic bearing system subject to base motion.

Performance Improvement of Stereo Acoustic Echo Canceller Using MINT Filtering (MINT 필터링에 의한 스테레오 음향 반향 제거기의 성능 향상)

  • 차경환
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.1
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    • pp.42-46
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    • 2002
  • In this paper, a new pre-processing algorithm is proposed to improve the performance of stereo acoustic echo canceller. The proposed algorithm has the improved performance by the estimation error reduction of filter coefficient using input signal which was reduced reverberation of room in the basis MINT (Mu1tip1e-input/output Inverse Theorem) filtering. For real stereo speech signal and real room impulse response the results of simulation, we showed that the proposed method could improved 3∼5 dB ERLE (Echo Return Loss Enhancement) regardless of NLMS (Normalized Least Mean Square) and Projection adaptive algorithm.

Development of Computer Program for Solving Astronomical Ship Position Based on Circle of Equal Altitude Equation and SVD-Least Square Algorithm

  • Nguyen, Van-Suong;Im, Namkyun
    • Journal of Navigation and Port Research
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    • v.38 no.2
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    • pp.89-96
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    • 2014
  • This paper presents an improvement for calculating method of astronomical ship position based on circle of equal altitude equation. In addition, to enhance the accuracy of ship position achieved from solving equation system, the authors used singular value decomposition (SVD) in least square method instead of normal decomposition. In maths, the SVD was proved more numerically stable than normal decomposition. Therefore, the solution of equation system will be more efficient and the result would be more accurate than previous methods. By proposal algorithm, a computer program have been developed to help the navigators in calculating directly ship position when the modern equipment has failure. Finally, some of experiments are carried out to verify effectiveness of proposed algorithm, the results show that the accuracy of ship position based on new method is better than the intercept method.

The Fault Location Estimation Algorithm in Transmission Line Using a Recursive Least Square Error Method (순환형 최소자승법을 이용한 송전선로의 고장점 추정 알고리즘)

  • Yoon, C.D.;Lee, J.J.;Jung, H.S.;Shin, M.C.;Choi, S.Y.
    • Proceedings of the KIEE Conference
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    • 2002.07a
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    • pp.203-205
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    • 2002
  • This paper presents the fault location estimation algorithm in transmission line using a recursive least square error method (RLSE). To minimize the computational burden of the digital relay a RLSE approach is used. Computer simulation results of the RLSE algorithm seem promising, indicating that it should be considered for further testing and evaluation.

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Disturbance Compensation Control in Active Magnetic Bearing Systems by Filtered-x LMS Algorithm (전자기베어링에서 Filtered-x LMS 알고리즘을 이용한 외란보상 제어기 설계)

  • 강민식;강윤식;이대옥
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2003.06a
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    • pp.447-450
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    • 2003
  • This paper concerns on application of active magnetic bearing(AMB) system to levitate the elevation axis of an electro-optical sight mounted on moving vehicles. In such a system. it is desirable to retain the elevation axis within the predetermined air-gap while the vehicle is moving. A disturbance compensation control is proposed to reduce the base motion response. In the consideration of the uncertainty of the system model, a filtered-x least-mean-square(FXLMS) algorithm is used to estimate adaptively the frequency response function of the feedforward control which cancels disturbance responses. The frequency response function is fitted to an optimal feedforward control. Experimental results demonstrate that the proposed control reduces the air-gap deviation to 27.7% that by feedback control alone.

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