• Title/Summary/Keyword: recursive prediction error method

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A Study on the Parameter Estimation Algorithm for Nonlinear Systems (비선형 시스템의 계수추정 알고리즘 연구)

  • Lee, Dal-Ho;Seong, Sang-Man
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.7
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    • pp.898-902
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    • 1999
  • In this paper, we proposed an algorithm for estimating parameters of nonlinear continuous-discrete state-space system. This algorithm uses the conventional extended Kalman filter(EKF) for estimating state variables, and modifies the recursive prediction error method for parameter estimation of the nonlinear system. Simulation results for both linear and nonlinear measurements under the environment of process and measurement noises show a convincing performance of the proposed algorithm.

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A Fast Algorithm for Real-time Adaptive Notch Filtering

  • Kim, Haeng-Gihl
    • Journal of information and communication convergence engineering
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    • v.1 no.4
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    • pp.189-193
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    • 2003
  • A new algorithm is presented for adaptive notch filtering of narrow band or sine signals for embedded among broad band noise. The notch filter is implemented as a constrained infinite impulse response filter with a minimal number of parameters, Based on the recursive prediction error (RPE) method, the algorithm has the advantages of the fast convergence, accurate results and initial estimate of filter coefficient and its covariance is revealed. A convergence criterion is also developed. By using the information of the noise-to-signal power, the algorithm can self-adjust its initial filter coefficient estimate and its covariance to ensure convergence.

Real-Time Building Load Prediction by the On-Line Weighted Recursive Least Square Method (실시간 가중 회기최소자승법을 사용한 익일 부하예측)

  • 한도영;이재무
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.12 no.6
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    • pp.609-615
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    • 2000
  • The energy conservation is one of the most important issues in recent years. Especially, the energy conservation through improved control strategies is one of the most highly possible area to be implemented in the near future. The energy conservation of the ice storage system can be accomplished through the improved control strategies. A real time building load prediction algorithm was developed. The expected highest and the lowest outdoor temperature of the next day were used to estimate the next day outdoor temperature profile. The measured dry bulb temperature and the measured building load were used to estimate system parameters by using the on-line weighted recursive least square method. The estimated hourly outdoor temperatures and the estimated hourly system parameters were used to predict the next day hourly building loads. In order to see the effectiveness of the building load prediction algorithm, two different types of building models were selected and analysed. The simulation results show less than 1% in error for the prediction of the next day building loads. Therefore, this algorithm may successfully be used for the development of improved control algorithms of the ice storage system.

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Application of PRA to The Differenec Image for Prediction Error Reduction in DPCM Image Coding (DPCM 영상 부호화기에서 예측 오차를 줄이기 위한 변환된 영상에서의 PRA 적용)

  • 문주희;고종석;김재균
    • Proceedings of the Korean Institute of Communication Sciences Conference
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    • 1986.10a
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    • pp.56-58
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    • 1986
  • This paper propose a conversion method to reduce prediction error produced when PRA(Pel Recursive Algorithm) motion estimation method is used in real image. The method is th get a spatial difference image from a given raw image and then to apply any PRA method to the difference image. The algorithm proposed in this paper is compared with several algorithm including the ubiquitious Netravali and Robbins` based on the performance and the hardware complexity. Computer simulation shows that the difference image conversion method is about 4.5dB better than the other algorithm with regard to prediction error power.

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Adaptive Control of A One-Link Flexible Robot Manipulator (유연한 로보트 매니퓰레이터의 적응제어)

  • 박정일;박종국
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.30B no.5
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    • pp.52-61
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    • 1993
  • This paper deals with adaptive control method of a robot manipulator with one-flexible link. ARMA model is used as a prediction and estimation model, and adaptive control scheme consists of parameter estimation part and adaptive controller. Parameter estimation part estimates ARMA model's coefficients by using recursive least-squares(RLS) algorithm and generates the predicted output. Variable forgetting factor (VFF) is introduced to achieve an efficient estimation, and adaptive controller consists of reference model, error dynamics model and minimum prediction error controller. An optimal input is obtained by minimizing input torque, it's successive input change and the error between the predicted output and the reference output.

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동적 비선형 신호의 온라인 모델링

  • 한정희;왕지남
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1994.10a
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    • pp.371-376
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    • 1994
  • This paper presents an on-line modeling method approach for the machine condition. the machine condition is continuously monitored with a sensor such as, a vibration, a current, an acoustic emission (AE) sensor. In this study, neural network modeling by radial basis function is designed for analysis a prediction error. An on-line learning algorithm is designed using the RLS(recursive least square) estimation and the existing clustering method of Kohonen neural network. Experimental results show that the proposed RBNN modeling is suitable for predicting simulated data.

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Adaptive Parameter Estimation for Noisy ARMA Process (잡음 ARMA 프로세스의 적응 매개변수추정)

  • 김석주;이기철;박종근
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.4
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    • pp.380-385
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    • 1990
  • This Paper presents a general algorithm for the parameter estimation of an antoregressive moving average process observed in additive white noise. The algorithm is based on the Gauss-Newton recursive prediction error method. For the parameter estimation, the output measurement is modelled as an innovation process using the spectral factorization, so that noise free RPE ARMA estimation can be used. Using apriori known properties leads to algorithm with smaller computation and better accuracy be the parsimony principle. Computer simulation examples show the effectiveness of the proposed algorithm.

A model based scheme of on-line optimization in distillation process (모델을 이용한 증류공정의 최적화 방안)

  • 김흥식;이광순
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10a
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    • pp.240-245
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    • 1990
  • A on-line optimization scheme based on model in a binary distillation process is proposed. A reduced-order model utilized the concept of collocation is used as a process model and the recursive prediction error method is employed to identify the reduced-order model. The concentrations of end products are controlled by nonlinear adaptive predictive control algorithm. The objective function is constructed to find optimum operate condition for saving utility cost. The proposed optimization is scheme is tested through simulation studies in 13-staged water-methanol distillation column.

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Model-Prediction-based Collision-Avoidance Algorithm for Excavators Using the RLS Estimation of Rotational Inertia (회전관성의 순환최소자승 추정을 이용한 모델 예견 기반 굴삭기의 충돌회피 알고리즘 개발)

  • Oh, Kwang Seok;Seo, Jaho;Lee, Geun Ho
    • Journal of Drive and Control
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    • v.13 no.4
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    • pp.59-67
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    • 2016
  • This paper proposes a model-prediction-based collision-avoidance algorithm for excavators for which the recursive-least-squares (RLS) estimation of the excavator's rotational inertia is used. To estimate the rotational inertia of the excavator, the RLS estimation with multiple forgetting and two updating rules for the nominal parameter and the forgetting factors was conducted based on the excavator-swing dynamics. The average value of the estimated rotational inertia that is for the minimizing effects of the estimation error was computed using the recursive-average method with forgetting. Based on the swing dynamics, the computed average of the rotational inertia, the damping coefficient for braking, and the excavator's braking angle were predicted, and the predicted braking angle was compared with the detected-object angle for a safety evaluation. The safety level defined in this study consists of the three levels safe, warning, and emergency braking. The analytical rotational-inertia-based performance evaluation of the designed estimation algorithm was conducted using a typical working scenario. The results of the safety evaluation show that the predictive safety-evaluation algorithm of the proposed model can evaluate the safety level of the excavator during its operation.

Self-Tuning PID Control of Systems with Time-Varying Delays (시변 지연시간이 존재하는 시스템의 자기동조 PID 제어)

  • 남현도;안동준
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.4
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    • pp.364-370
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    • 1990
  • In this paper, we propose a self-tuning PID controller for unknown systems with time-varying delay. Using pole placement equations, we derive the controller that can be extended to the multi-step time delay case. The time-varying delays are estimated by a prediction error delay method using multiple predictors. Since the order of the estimation vector is not increased, the persistant exciting condition of control input is alleviated. Since the least square method gives biased parameter estimates for colored noise cases, the recursive instrumental variable method is used to estimate system parameters. The computational burden of the proposed method is less than the conventional adaptive methods. Computer simulations are performed to illustrate the efficiency of the proposed method.

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