• Title/Summary/Keyword: recursive identification

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Adaptive System Identification Using an Efficient Recursive Total Least Squares Algorithm

  • Choi, Nakjin;Lim, Jun-Seok;Song, Joon-Il;Sung, Koeng-Mo
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.3E
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    • pp.93-100
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    • 2003
  • We present a recursive total least squares (RTLS) algorithm for adaptive system identification. So far, recursive least squares (RLS) has been successfully applied in solving adaptive system identification problem. But, when input data contain additive noise, the results from RLS could be biased. Such biased results can be avoided by using the recursive total least squares (RTLS) algorithm. The RTLS algorithm described in this paper gives better performance than RLS algorithm over a wide range of SNRs and involves approximately the same computational complexity of O(N²).

A Study on the Modeling and Diagnostics in Drilling Operation (드릴링 작업의 모델링과 진단법에 관한 연구)

  • Yoon, M.C.
    • Journal of Power System Engineering
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    • v.2 no.2
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    • pp.73-80
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    • 1998
  • The identification of drilling joint dynamics which consists of drilling and structural dynamics and the on-line time series detection of malfunction process is substantial not only for the investigation of the static and dynamic characteristics but also for the analytic realization of diagnostic and control systems in drilling. Therefore, We have discussed on the comparative assessment of two recursive time series modeling algorithms that can represent the drilling operation and detect the abnormal geometric behaviors in precision roundshape machining such as turning, drilling and boring in precision diemaking. For this purpose, simulation and experimental work were performed to show the malfunctional behaviors for drilling operation. For this purpose, a new two recursive approach (Recursive Extended Instrument Variable Method : REIVM, Recursive Least Square Method : RLSM) may be adopted for the on-line system identification and monitoring of a malfunction behavior of drilling process, such as chipping, wear, chatter and hole lobe waviness.

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Regression analysis and recursive identification of the regression model with unknown operational parameter variables, and its application to sequential design

  • Huang, Zhaoqing;Yang, Shiqiong;Sagara, Setsuo
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10b
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    • pp.1204-1209
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    • 1990
  • This paper offers the theory and method for regression analysis of the regression model with operational parameter variables based on the fundamentals of mathematical statistics. Regression coefficients are usually constants related to the problem of regression analysis. This paper considers that regression coefficients are not constants but the functions of some operational parameter variables. This is a kind of method of two-step fitting regression model. The second part of this paper considers the experimental step numbers as recursive variables, the recursive identification with unknown operational parameter variables, which includes two recursive variables, is deduced. Then the optimization and the recursive identification are combined to obtain the sequential experiment optimum design with operational parameter variables. This paper also offers a fast recursive algorithm for a large number of sequential experiments.

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Time-varying modal parameters identification of large flexible spacecraft using a recursive algorithm

  • Ni, Zhiyu;Wu, Zhigang;Wu, Shunan
    • International Journal of Aeronautical and Space Sciences
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    • v.17 no.2
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    • pp.184-194
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    • 2016
  • In existing identification methods for on-orbit spacecraft, such as eigensystem realization algorithm (ERA) and subspace method identification (SMI), singular value decomposition (SVD) is used frequently to estimate the modal parameters. However, these identification methods are often used to process the linear time-invariant system, and there is a lower computation efficiency using the SVD when the system order of spacecraft is high. In this study, to improve the computational efficiency in identifying time-varying modal parameters of large spacecraft, a faster recursive algorithm called fast approximated power iteration (FAPI) is employed. This approach avoids the SVD and can be provided as an alternative spacecraft identification method, and the latest modal parameters obtained can be applied for updating the controller parameters timely (e.g. the self-adaptive control problem). In numerical simulations, two large flexible spacecraft models, the Engineering Test Satellite-VIII (ETS-VIII) and Soil Moisture Active/Passive (SMAP) satellite, are established. The identification results show that this recursive algorithm can obtain the time-varying modal parameters, and the computation time is reduced significantly.

Application of recursive SSA as data pre-processing filter for stochastic subspace identification

  • Loh, Chin-Hsiung;Liu, Yi-Cheng
    • Smart Structures and Systems
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    • v.11 no.1
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    • pp.19-34
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    • 2013
  • The objective of this paper is to develop on-line system parameter estimation and damage detection technique from the response measurements through using the Recursive Covariance-Driven Stochastic Subspace identification (RSSI-COV) approach. To reduce the effect of noise on the results of identification, discussion on the pre-processing of data using recursive singular spectrum analysis (rSSA) is presented to remove the noise contaminant measurements so as to enhance the stability of data analysis. Through the application of rSSA-SSI-COV to the vibration measurement of bridge during scouring experiment, the ability of the proposed algorithm was proved to be robust to the noise perturbations and offers a very good online tracking capability. The accuracy and robustness offered by rSSA-SSI-COV provides a key to obtain the evidence of imminent bridge settlement and a very stable modal frequency tracking which makes it possible for early warning. The peak values of the identified $1^{st}$ mode shape slope ratio has shown to be a good indicator for damage location, meanwhile, the drastic movements of the peak of $2^{nd}$ mode slope ratio could be used as another feature to indicate imminent pier settlement.

Experimental Study on a Monte Carlo-based Recursive Least Square Method for System Identification (몬테카를로 기반 재귀최소자승법에 의한 시스템 인식 실험 연구)

  • Lee, Sang-Deok;Jung, Seul
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.2
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    • pp.248-254
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    • 2018
  • In this paper, a Monte Carlo-based Recursive Least Square(MC-RLS) method is presented to directly identify the inverse model of the dynamical system. Although a RLS method has been used for the identification based on the deterministic data in the closed loop controlled form, it would be better for RLS to identify the model with random data. In addition, the inverse model obtained by inverting the identified forward model may not work properly. Therefore, MC-RLS can be used for the inverse model identification without proceeding a numerical inversion of an identified forward model. The performance of the proposed method is verified through experimental studies on a control moment gyroscope.

A novel recursive stochastic subspace identification algorithm with its application in long-term structural health monitoring of office buildings

  • Wu, Wen-Hwa;Jhou, Jhe-Wei;Chen, Chien-Chou;Lai, Gwolong
    • Smart Structures and Systems
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    • v.24 no.4
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    • pp.459-474
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    • 2019
  • This study develops a novel recursive algorithm to significantly enhance the computation efficiency of a recently proposed stochastic subspace identification (SSI) methodology based on an alternative stabilization diagram. Exemplified by the measurements taken from the two investigated office buildings, it is first demonstrated that merely one sixth of computation time and one fifth of computer memory are required with the new recursive algorithm. Such a progress would enable the realization of on-line and almost real-time monitoring for these two steel framed structures. This recursive SSI algorithm is further applied to analyze 20 months of monitoring data and comprehensively assess the environmental effects. It is certified that the root-mean-square (RMS) response can be utilized as an excellent index to represent most of the environmental effects and its variation strongly correlates with that of the modal frequency. More detailed examination by comparing the monthly correlation coefficient discloses that larger variations in modal frequency induced by greater RMS responses would typically lead to a higher correlation.

Real-time recursive identification of unknown linear systems (미지의 선형 시스템에 대한 실시감 회귀 모델링)

  • 최수일;김병국
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10a
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    • pp.548-553
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    • 1992
  • In this paper and recursive version of orthogonal ARMA identification algorithm is proposed. The basic algorithm is based on Gram-Schmidt orthogonalization of automatically selected basis functions from specified function space, but does not require explicit creation of orthogonal functions. By using two dimensional autocorrelations and crosscorrelations of input and output with constant data length, identification algorithm is extended to cope slowly time-varying or order-varying delayed system.

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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.

Recursive State Space Model Identification Algorithms Using Subspace Extraction via Schur Complement

  • Takei, Yoshinori;Imai, Jun;Wada, Kiyoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.525-525
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    • 2000
  • In this paper, we present recursive algorithms for state space model identification using subspace extraction via Schur complement. It is shown that an estimate of the extended observability matrix can be obtained by subspace extraction via Schur complement. A relationship between the least squares residual and the Schur complement matrix obtained from input-output data is shown, and the recursive algorithms for the subspace-based state-space model identification (4SID) methods are developed. We also proposed the above algorithm for an instrumental variable (IV) based 4SID method. Finally, a numerical example of the application of the algorithms is illustrated.

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