• 제목/요약/키워드: Recursive least squares method

검색결과 97건 처리시간 0.027초

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

  • 임준석;편용국
    • 한국음향학회지
    • /
    • 제29권6호
    • /
    • pp.374-380
    • /
    • 2010
  • 잡음이 섞인 입출력 신호를 갖는 시스템 인식 문제는 완전 최소 자승법 (Total Least Squares (TLS))으로 알려져 있다. 완전 최소 자승법의 성능은 입력 신호 부가 잡음 파워와 출력 신호 부가 잡음간의 분산비에 매우 민감하다. 본 논문에서는 TLS의 성능 향상을 위해서 LS (Least Squares)와의 결합을 제안한다. 그 한 형태로 재차적인 TLS (Recursive TLS)와 재차적인 LS (Recursive Least Squares)간의 결합 알고리즘을 제안한다. 이 결합은 잡음간 분산비에 강인한 결과를 낳았다. 모의실험을 통해 얻은 결과로부터 입력 신호에 신호대 잡음비가 5dB를 유지히는 잡음을 부가할 경우 입력 잡음과출력 잡음의 비 $\gamma$가 약 20 정도까지로 적용 범위가 확대되는 결과를 얻었다. 따라서 제안된 결합 방법이 기존의 TLS의 적용 범위를 넓힐 수 있음을 알 수 있다.

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

  • 정상윤;좌동경
    • 전기학회논문지
    • /
    • 제67권3호
    • /
    • 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.

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

  • 임준석
    • 한국음향학회지
    • /
    • 제40권3호
    • /
    • pp.213-218
    • /
    • 2021
  • 입력과 출력에 동시에 잡음이 존재하는 경우 최소 자승법 보다는 완전 최소 자승법이 더 우수한 추정 성능을 보인다는 것이 알려져 있다. 완전 최소 자승법을 시계열 특성을 가지는 데이터에 적용할 경우 보다 실시간 성을 더하기 위해서 Recursive Total Least Squares(RTS) 알고리즘이 제안되어 있다. RTLS는 알고리즘 내에 존재하는 역행렬 계산에서 수치적인 불안정성을 지닌다. 본 논문에서는 RTLS와 유사한 수렴성을 지닐 뿐만 아니라 수치적 불안정성을 줄이기 위한 알고리즘을 제안한다. 이 알고리즘을 위해서 Iterative Wiener Filter(IWF)를 적용한 새로운 RTLS를 제안한다. 시뮬레이션을 통해서 수렴성이 기존의 RTLS와 유사할 뿐만 아니라 수치적 견실성이 기존 RTLS보다 향상되었다는 것을 보인다.

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
    • /
    • 제13권6호
    • /
    • 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
    • /
    • 제25권2E호
    • /
    • 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.

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

  • 김우용;이평연;김종훈;김경수
    • 전력전자학회:학술대회논문집
    • /
    • 전력전자학회 2018년도 전력전자학술대회
    • /
    • 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
    • /
    • 제18권1호
    • /
    • 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.

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

  • 이준석;최성훈;김상수;박춘수
    • 한국철도학회:학술대회논문집
    • /
    • 한국철도학회 2011년도 춘계학술대회 논문집
    • /
    • 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

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

  • 장정석;최용규;서경환;홍의석
    • 한국전자파학회논문지
    • /
    • 제22권3호
    • /
    • pp.312-319
    • /
    • 2011
  • 본 논문에서는 디지털 전치 왜곡 선형화기를 위한 새로운 선형화 알고리즘을 제안하였다. 제안된 알고리즘은 DFP(Davidon-Fletcher-Powell) method를 활용하였다. 또한, 기존의 알고리즘보다 빠른 수렴 속도를 가지며, 가중치 갱신 step-size를 초기 설정값 없이 매 루틴마다 최적의 값을 갱신한다. 전력증폭기 모델링에는 전력 증폭기의 기억 효과를 모델링할 수 있는 memory polynomial 모델을 사용하였고, 선형화기의 전체적인 구성은 간접 학습 구조를 따랐다. 제안된 알고리즘의 성능 검증을 위해 기존의 LMS(Least Mean-Squares), RLS(Recursive Least squares) 알고리즘과 비교하였다.

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

  • 송광현;이창구;김성중
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
    • /
    • 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