• Title/Summary/Keyword: Recursive least squares method

Search Result 97, Processing Time 0.024 seconds

FIR System Identification Method Using Collaboration Between RLS (Recursive Least Squares) and RTLS (Recursive Total Least Squares) (RLS (Recursive Least Squares)와 RTLS (Recursive Total Least Squares)의 결합을 이용한 새로운 FIR 시스템 인식 방법)

  • Lim, Jun-Seok;Pyeon, Yong-Gook
    • The Journal of the Acoustical Society of Korea
    • /
    • v.29 no.6
    • /
    • pp.374-380
    • /
    • 2010
  • It is known that the problem of FIR filtering with noisy input and output data can be solved by a total least squares (TLS) estimation. It is also known that the performance of the TLS estimation is very sensitive to the ratio between the variances of the input and output noises. In this paper, we propose a convex combination algorithm between the ordinary recursive LS based TLS (RTLS) and the ordinary recursive LS (RLS). This combined algorithm is robust to the noise variance ratio and has almost the same complexity as the RTLS. Simulation results show that the proposed algorithm performs near TLS in noise variance ratio ${\gamma}{\approx}1$ and that it outperforms TLS and LS in the rage of 2 < $\gamma$ < 20. Consequently, the practical workability of the TLS method applied to noisy data has been significantly broadened.

Real-time Projectile Motion Trajectory Estimation Considering Air Resistance of Obliquely Thrown Object Using Recursive Least Squares Estimation (비스듬히 던진 물체의 공기저항을 고려한 재귀 최소 자승법 기반 실시간 포물선 운동 궤적 추정)

  • Jeong, Sangyoon;Chwa, Dongkyoung
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.67 no.3
    • /
    • pp.427-432
    • /
    • 2018
  • This paper uses a recursive least squares method to estimate the projectile motion trajectory of an object in real time. The equations of motion of the object are obtained considering the air resistance which occurs in the actual experiment environment. Because these equations consider air resistance, parameter estimation of nonlinear terms is required. However, nonlinear recursive least squares estimation is not suitable for estimating trajectory of projectile in that it requires a lot of computation time. Therefore, parameter estimation for real-time trajectory prediction is performed by recursive least square estimation after using Taylor series expansion to approximate nonlinear terms to polynomials. The proposed method is verified through experiments by using VICON Bonita motion capture system which can get three dimensional coordinates of projectile. The results indicate that proposed method is more accurate than linear Kalman filter method based on the equations of motion of projectile that does not consider air resistance.

A study on robust recursive total least squares algorithm based on iterative Wiener filter method (반복형 위너 필터 방법에 기반한 재귀적 완전 최소 자승 알고리즘의 견실화 연구)

  • Lim, Jun Seok
    • The Journal of the Acoustical Society of Korea
    • /
    • v.40 no.3
    • /
    • pp.213-218
    • /
    • 2021
  • It is known that total least-squares method shows better estimation performance than least-squares method when noise is present at the input and output at the same time. When total least squares method is applied to data with time series characteristics, Recursive Total Least Squares (RTS) algorithm has been proposed to improve the real-time performance. However, RTLS has numerical instability in calculating the inverse matrix. In this paper, we propose an algorithm for reducing numerical instability as well as having similar convergence to RTLS. For this algorithm, we propose a new RTLS using Iterative Wiener Filter (IWF). Through the simulation, it is shown that the convergence of the proposed algorithm is similar to that of the RTLS, and the numerical robustness is superior to the RTLS.

A Coupled Recursive Total Least Squares-Based Online Parameter Estimation for PMSM

  • Wang, Yangding;Xu, Shen;Huang, Hai;Guo, Yiping;Jin, Hai
    • Journal of Electrical Engineering and Technology
    • /
    • v.13 no.6
    • /
    • pp.2344-2353
    • /
    • 2018
  • A coupled recursive total least squares (CRTLS) algorithm is proposed for parameter estimation of permanent magnet synchronous machines (PMSMs). TLS considers the errors of both input variables and output ones, and thus achieves more accurate estimates than standard least squares method does. The proposed algorithm consists of two recursive total least squares (RTLS) algorithms for the d-axis subsystem and q-axis subsystem respectively. The incremental singular value decomposition (SVD) for the RTLS obtained by an approximate calculation with less computation. The performance of the CRTLS is demonstrated by simulation and experimental results.

A Recursive Data Least Square Algorithm and Its Channel Equalization Application

  • Lim, Jun-Seok;Kim, Jae-Soo
    • The Journal of the Acoustical Society of Korea
    • /
    • v.25 no.2E
    • /
    • pp.43-48
    • /
    • 2006
  • Abstract-Using the recursive generalized eigendecomposition method, we develop a recursive form solution to the data least squares (DLS) problem, in which the error is assumed to lie in the data matrix only. Simulations demonstrate that DLS outperforms ordinary least square for certain types of deconvolution problems.

Online Identification of Li-ion Battery's Internal Resistance based on a Recursive Least Squares Method to Prevent Overvoltage/Undervoltage (리튬이온 배터리의 과전압/저전압을 막기 위한 회기 최소 자승법 기반의 실시간 내부 저항 추정방법)

  • Kim, Woo-Yong;Lee, Pyeong-Yeon;Kim, Jonghoon;Kim, Kyung-Soo
    • Proceedings of the KIPE Conference
    • /
    • 2018.07a
    • /
    • pp.237-239
    • /
    • 2018
  • This paper proposes an on-line estimation algorithm of internal resistance of Li-ion battery based on the recursive least squares method to prevent the overvoltage and undervoltage casing degradation of life cycle of battery. An equivalent circuit model with single time constant is adopted, and under assumptions that the terminal voltage, current and SOC are measured accurately, the discrete time based nonlinear equation of the model can be converted to the linear equation which can be applied to recursive least squares method. Since the coefficients of the discrete time linear equation can be expressed by the parameters of the equivalent circuit model, it is shown that an internal resistance (Ri) can be estimated in real time using the least square method.

  • PDF

Mixture Filtering Approaches to Blind Equalization Based on Estimation of Time-Varying and Multi-Path Channels

  • Lim, Jaechan
    • Journal of Communications and Networks
    • /
    • v.18 no.1
    • /
    • pp.8-18
    • /
    • 2016
  • In this paper, we propose a number of blind equalization approaches for time-varying andmulti-path channels. The approaches employ cost reference particle filter (CRPF) as the symbol estimator, and additionally employ either least mean squares algorithm, recursive least squares algorithm, or $H{\infty}$ filter (HF) as a channel estimator such that they are jointly employed for the strategy of "Rao-Blackwellization," or equally called "mixture filtering." The novel feature of the proposed approaches is that the blind equalization is performed based on direct channel estimation with unknown noise statistics of the received signals and channel state system while the channel is not directly estimated in the conventional method, and the noise information if known in similar Kalman mixture filtering approach. Simulation results show that the proposed approaches estimate the transmitted symbols and time-varying channel very effectively, and outperform the previously proposed approach which requires the noise information in its application.

Application of Recursive Least Squares Method to Estimate Rail Irregularities from an Inertial Measurement Unit on a Bogie (대차 관성측정 장치에서 궤도틀림 추정을 위한 반복 최소자승법의 적용)

  • Lee, Jun-Seok;Choi, Sung-Hoon;Kim, Sang-Soo;Park, Choon-Soo
    • Proceedings of the KSR Conference
    • /
    • 2011.05a
    • /
    • pp.427-434
    • /
    • 2011
  • This paper is focused on application of recursive least squares method to estimate rail irregularities from the acceleration measurement on an axle-box or a bogie for the rail condition monitoring with in-service high-speed trains. Generally, the rail condition was monitored by a special railway inspection vehicle but the monitoring method needs an expensive measurement system. A monitoring method using accelerometers on an axle-box or a bogie was already proposed in the previous study, and the displacement was successfully estimated from the acceleration data by using Kalman and frequency selective band-pass filters. However, it was found that the displacement included not only the rail irregularities but also phase delay of the applied filters, and effect of suspension of the bogie and conicity of the wheel. To identify the rail irregularities from the estimated displacement, a compensation filter method is proposed. The compensation filters are derived by using recursive least squares method with the estimated displacement as input and the measured rail irregularity as output. The estimated rail irregularities are compared with the true rail irregularity data from the rail inspection system. From the comparison, the proposed method is a useful tool for the measurement of lateral and vertical rail irregularity.

  • PDF

A Design of New Digital Adaptive Predistortion Linearizer Algorithm Based on DFP(Davidon-Fletcher-Powell) Method (DFP Method 기반의 새로운 적응형 디지털 전치 왜곡 선형화기 알고리즘 개발)

  • Jang, Jeong-Seok;Choi, Yong-Gyu;Suh, Kyoung-Whoan;Hong, Ui-Seok
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.22 no.3
    • /
    • pp.312-319
    • /
    • 2011
  • In this paper, a new linearization algorithm for DPD(Digital PreDistorter) is suggested. This new algorithm uses DFP(Davidon-Fletcher-Powell) method. This algorithm is more accurate than that of the existing algorithms, and this method renew the best-fit value in every routine with out setting the initial value of step-size. In modeling power amplifier, the memory polynomial model which can model the memory effect of the power amplifier is used. And the overall structure of linearizer is based on an indirect learning architecture. In order to verify for performance of proposed algorithm, we compared with LMS(Least Mean-Squares), RLS(Recursive Least squares) algorithm.

Identification of suspension systems using error self recurrent neural network and development of sliding mode controller (오차 자기 순환 신경회로망을 이용한 현가시스템 인식과 슬라이딩 모드 제어기 개발)

  • 송광현;이창구;김성중
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1997.10a
    • /
    • pp.625-628
    • /
    • 1997
  • In this paper the new neural network and sliding mode suspension controller is proposed. That neural network is error self-recurrent neural network. For fast on-line learning, this paper use recursive least squares method. A new neural networks converges considerably faster than the backpropagation algorithm and has advantages of being less affected by the poor initial weights and learning rate. The controller for suspension systems is designed according to sliding mode technique based on new proposed neural network.

  • PDF