• 제목/요약/키워드: recursive estimation

검색결과 331건 처리시간 0.022초

A Comparative Study on Frequency Estimation Methods

  • Kim, Yoon Sang;Kim, Chul-Hwan;Ban, Woo-Hyeon;Park, Chul-Won
    • Journal of Electrical Engineering and Technology
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    • 제8권1호
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    • pp.70-79
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    • 2013
  • In this paper, a comparative study on the frequency estimation methods using IRDWT (Improved Recursive Discrete Wavelet Transform), FRDWT(Fast Recursive Discrete Wavelet Transform), and GCDFT(Gain Compensator Discrete Fourier Transform) is presented. The 345[kV] power system modeling data of the Republic of Korea by EMTP-RV is used to evaluate the performance of the proposed two kinds of RDWT(IRDWT and FRDWT) and GCDFT. The simulation results show that the frequency estimation technique based on FRDWT could be the optimal frequency measurement method, and thus can be applied to FDR(Fault Disturbance Recorder) for wide-area blackout protection or frequency measurement apparatus.

Online Probability Density Estimation of Nonstationary Random Signal using Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Fadali, M. Sami;Lee, Kwon-Soon
    • International Journal of Control, Automation, and Systems
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    • 제6권1호
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    • pp.109-118
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    • 2008
  • We present two estimators for discrete non-Gaussian and nonstationary probability density estimation based on a dynamic Bayesian network (DBN). The first estimator is for off line computation and consists of a DBN whose transition distribution is represented in terms of kernel functions. The estimator parameters are the weights and shifts of the kernel functions. The parameters are determined through a recursive learning algorithm using maximum likelihood (ML) estimation. The second estimator is a DBN whose parameters form the transition probabilities. We use an asymptotically convergent, recursive, on-line algorithm to update the parameters using observation data. The DBN calculates the state probabilities using the estimated parameters. We provide examples that demonstrate the usefulness and simplicity of the two proposed estimators.

빅 데이터 처리를 위한 증분형 FCM 기반 순환 RBF Neural Networks 패턴 분류기 설계 (Design of Incremental FCM-based Recursive RBF Neural Networks Pattern Classifier for Big Data Processing)

  • 이승철;오성권
    • 전기학회논문지
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    • 제65권6호
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    • pp.1070-1079
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    • 2016
  • In this paper, the design of recursive radial basis function neural networks based on incremental fuzzy c-means is introduced for processing the big data. Radial basis function neural networks consist of condition, conclusion and inference phase. Gaussian function is generally used as the activation function of the condition phase, but in this study, incremental fuzzy clustering is considered for the activation function of radial basis function neural networks, which could effectively do big data processing. In the conclusion phase, the connection weights of networks are given as the linear function. And then the connection weights are calculated by recursive least square estimation. In the inference phase, a final output is obtained by fuzzy inference method. Machine Learning datasets are employed to demonstrate the superiority of the proposed classifier, and their results are described from the viewpoint of the algorithm complexity and performance index.

GMAW 공정에서 아크 안정성의 실시간 측정 (Real-time estimation of arc stability in GMAW process)

  • 원윤재;부광석;조형석
    • Journal of Welding and Joining
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    • 제8권1호
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    • pp.31-42
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    • 1990
  • Arc must be stable during welding first of all other factors for obtaining sound weldment, especially in the automation of welding process. Arc stability is somewhat sophisticated phenomenon which is not clearly defined yet. In consumable electrode welding, the voltage and current variation due to metal transfer enables to assess arc stability. Recently, statistical analyses of the voltage and current waveform factors are performed to assess the degress of arc stability which is assessed and controlled by operator's own experience by now. But, considering the increasing need and the trend of automation of welding process, it is necessary to monitor arc stability in real-time. In this sutdy, the modified stability index composed of two voltage and current wvaeform factors (arc time and short circuit time) reduced from four factors (arc time, short circuit time, average arc current and average short circuit current) in Mita's index by the welding electrical circuit modeling is proposed and verified by experiments to be well estimating arc stability in the static sense. Also, the recursive calculation form estimating present arc stability in the dynamic sense is developed for real-time estimation. The results of applying the recursive index during welding show good estimation of arc stability in real-time. Therefore, the results of this study offers the mean for real-time control arc stability.

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Semi-Supervised Recursive Learning of Discriminative Mixture Models for Time-Series Classification

  • Kim, Minyoung
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제13권3호
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    • pp.186-199
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    • 2013
  • We pose pattern classification as a density estimation problem where we consider mixtures of generative models under partially labeled data setups. Unlike traditional approaches that estimate density everywhere in data space, we focus on the density along the decision boundary that can yield more discriminative models with superior classification performance. We extend our earlier work on the recursive estimation method for discriminative mixture models to semi-supervised learning setups where some of the data points lack class labels. Our model exploits the mixture structure in the functional gradient framework: it searches for the base mixture component model in a greedy fashion, maximizing the conditional class likelihoods for the labeled data and at the same time minimizing the uncertainty of class label prediction for unlabeled data points. The objective can be effectively imposed as individual mixture component learning on weighted data, hence our mixture learning typically becomes highly efficient for popular base generative models like Gaussians or hidden Markov models. Moreover, apart from the expectation-maximization algorithm, the proposed recursive estimation has several advantages including the lack of need for a pre-determined mixture order and robustness to the choice of initial parameters. We demonstrate the benefits of the proposed approach on a comprehensive set of evaluations consisting of diverse time-series classification problems in semi-supervised scenarios.

매개변수 추정 및 모델추종 적응제어기법을 이용한재형상 비행제어시스템 연구 (Reconfigurable Flight Control Law based on Model Following Scheme and Parameter Estimation)

  • 문관영;김유단;이한민
    • 한국항공우주학회지
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    • 제34권3호
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    • pp.67-73
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    • 2006
  • 본 논문에서는 매개변수 추종기법과 모델추종 적응제어기법을 이용하여 재형상 모델 추종 비행제어기법을 제안하였다. 기준 모델을 추종하기 위하여 모델의 신호와 입력, 오차를 이용하여 적응제어기를 구성하였다. 고장이 발생하는 경우 시스템에 발생하는 불확실성에 대처하기 위해 시스템 식별기법을 도입하였으며, 역변환 계산의 용이성을 위해 회귀적 재귀 푸리에 변환기법을 사용하였다. 회귀적 재귀 푸리에 변환을 이용한 적응제어기법을 통해 고장에 능동적으로 대처하는 비행제어시스템을 구성하였으며, 항공기 제어면 파손을 모사하기 위하여 안정미계수 및 조종미계수 기법을 이용하여 고장을 정식화 하였다. 수치 시뮬레이션을 통해 제안된 제어시스템의 타당성을 검증하였다.

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.

다중 재귀 최소 자승 추정 알고리즘 기반 모빌리티의 회전체 건전성 모니터링 방법 개발 (Development of a Method for Health Monitoring of Rotating Object for Mobility based on Multiple RLS Algorithm)

  • 라한별;이지웅;오광석
    • 자동차안전학회지
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    • 제16권2호
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    • pp.51-59
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    • 2024
  • This study presents a method for health monitoring of rotating objects for mobility based on multiple recursive least squares(RLS) algorithms. The performance degradation of the rotating objects causes low handing / low driving performances and even fatal accidents. Therefore, health monitoring algorithm of rotating objects is one of the important technologies for mobility fail-safe and maintenance areas. In order for health monitoring of rotating objects, four recursive least squares algorithms with forgetting factor were designed in this study. The health monitoring algorithm proposed in this study consists of two steps such as uncertainty estimation and parameter changes estimation. In order to improve estimation accuracy, time delay function was applied to the estimated signals based on the first order differential equation and forgetting factors used for the RLS were reasonably tuned. The health monitoring algorithm was constructed in Matlab/Simulink environment and simulation-based performance evaluation was conducted using DC motor model. The evaluation results showed that the proposed algorithm estimates the actual parameter differences reasonably using velocity and current information.

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

  • 최명수;이성로
    • 한국통신학회논문지
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    • 제38C권3호
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    • pp.288-295
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    • 2013
  • 본 논문에서는 4S (Ship to Ship, Ship to Shore) 해상통신을 위해 다른 채널 조건 하에서 기존의 채널 추정 기법을 비교하였다. 일반적으로 수신 신호는 다중경로나 부호 간 간섭에 의해 손상을 받게 된다. 시간 변화 다중 페이딩 채널의 추정은 수신기에서 어려운 작업이며, 적절한 채널 추정 필터를 사용함으로써 수신기의 성능을 향상시킬 수 있다. 모의실험은 MATLAB을 사용하여 AWGN (Additive White Gaussian Noise), Rician, Rayleigh 채널에서 채널 추정 알고리즘으로 주로 사용되어지는 LMS (Least Mean Square)와 RLS (Recursive Least-Squares) 알고리즘을 비교 하였다.

Inverse active wind load inputs estimation of the multilayer shearing stress structure

  • Chen, Tsung-Chien;Lee, Ming-Hui
    • Wind and Structures
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    • 제11권1호
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    • pp.19-33
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    • 2008
  • This research investigates the adaptive input estimation method applied to the multilayer shearing stress structure. This method is to estimate the values of wind load inputs by analyzing the active reaction of the system. The Kalman filter without the input term and the adaptive weighted recursive least square estimator are two main portions of this method. The innovation vector can be produced by the Kalman filter, and be applied to the adaptive weighted recursive least square estimator to estimate the wind load input over time. This combined method can effectively estimate the wind loads to the structure system to enhance the reliability of the system active performance analysis. The forms of the simulated inputs (loads) in this paper include the periodic sinusoidal wave, the decaying exponent, the random combination of the sinusoidal wave and the decaying exponent, etc. The active reaction computed plus the simulation error is regard as the simulated measurement and is applied to the input estimation algorithm to implement the numerical simulation of the inverse input estimation process. The availability and the precision of the input estimation method proposed in this research can be verified by comparing the actual value and the one obtained by numerical simulation.