Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “recursive least squares”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 55 records · Page 3

Adaptive state estimation for control of flexible structures

This paper proposes a new approach of obtaining adaptive state estimation of a system in the presence of unknown system disturbances and measurement noise. In the beginning, a non-optimal Kalman filter with arbitrary initial guess for the process and measurement noises is implemented. At the same time, an adaptive transversal predictor (ATP) based on the recursive least-squares (RLS) algorithm is used to yield optimal one- to p- step-ahead output predictions using the previous input/output data. Referring to these optimal predictions the Kalman filter gain is updated and the performance of the state estimation is thus improved. If forgetting factor is implemented in the recursive least-squares algorithm, this method is also capable of dealing with the situation when the noise statistics are slowly time-varying. This feature makes this new approach especially suitable for the control of flexible structures. A numerical example demonstrates the feasibility of this real time adaptive state estimation method.

Chen, Chung-Wen↗

On realizations of least-squares estimation and Kalman filtering by systolic arrays

Least-squares (LS) estimation is a basic operation in many signal processing problems. Given y = Ax + v, where A is a m x n coefficient matrix, y is a m x 1 observation vector, and v is a m x 1 zero mean white noise vector, a simple least-squares solution is finding the estimated vector x which minimizes the norm of /Ax-y/. It is well known that for an ill-conditioned matrix A, solving least-squares problems by orthogonal triangular (QR) decomposition and back substitution has robust numerical properties under finite word length effect since 2-norm is preserved. Many fast algorithms have been proposed and applied to systolic arrays. Gentleman-Kung (1981) first presented the trianglular systolic array for a basic Givens reduction. McWhirter (1983) used this array structure to find the least-squares estimation errors. Then by geometric approach, several different systolic array realizations of the recursive least-squares estimation algorithms of Lee et al (1981) were derived by Kalson-Yao (1985). Basic QR decomposition algorithms are considered in this paper and it is found that under a one-row time updating situation, the Householder transformation degenerates to a simple Givens reduction. Next, an improved least-squares estimation algorithm is derived by considering a modified version of fast Givens reduction. From this approach, the basic relationship between Givens reduction and Modified-Gram-Schmidt transformation can easily be understood. This improved algorithm also has simpler computational and inter-cell connection complexities while compared with other known least-squares algorithms and is more realistic for systolic array implementation.

Chen, M. J.↗

Sequential square root filtering and smoothing of discrete linear systems

A square root information filter/smoother is derived using recursive least-squares arguments. The combined filter/smoother algorithm has the following attributes: (1) it has a square root structure, which enhances numerical accuracy; (2) filter and smoother mechanizations are identical in form, facilitating implementation of the smoother; and (3) storage and computation requirements are modest compared with other smoothing algorithms. Partitioning the results to separate bias parameters provides further computational economies and reduction of storage requirements.

Bierman, G. J.↗

The treatment of bias in the square-root information filter/smoother

The Dyer-McReynolds square-root information filter (SRIF) is rederived, using recursive least-square arguments. The result is applied to a system composed partly of biases. The filter sensitivity matrix, computed covariance, and consider covariance for this augmented system are reviewed. A new computationally attractive representation for the smoothed estimates, in terms of a smoothed sensitivity matrix and a smoothed computed covariance is presented.

Bierman, G. J.↗

A class of least-squares filtering and identification algorithms with systolic array architectures

A unified approach is presented for deriving a large class of new and previously known time- and order-recursive least-squares algorithms with systolic array architectures, suitable for high-throughput-rate and VLSI implementations of space-time filtering and system identification problems. The geometrical derivation given is unique in that no assumption is made concerning the rank of the sample data correlation matrix. This method utilizes and extends the concept of oblique projections, as used previously in the derivations of the least-squares lattice algorithms. Exponentially weighted least-squares criteria are considered for both sliding and growing memory.

Kalson, Seth Z.↗

Reliable and Efficient Parallel Processing Algorithms and Architectures for Modern Signal Processing

Least-squares (LS) estimations and spectral decomposition algorithms constitute the heart of modern signal processing and communication problems. Implementations of recursive LS and spectral decomposition algorithms onto parallel processing architectures such as systolic arrays with efficient fault-tolerant schemes are the major concerns of this dissertation. There are four major results in this dissertation. First, we propose the systolic block Householder transformation with application to the recursive least-squares minimization. It is successfully implemented on a systolic array with a two-level pipelined implementation at the vector level as well as at the word level. Second, a real-time algorithm-based concurrent error detection scheme based on the residual method is proposed for the QRD RLS systolic array. The fault diagnosis, order degraded reconfiguration, and performance analysis are also considered. Third, the dynamic range, stability, error detection capability under finite-precision implementation, order degraded performance, and residual estimation under faulty situations for the QRD RLS systolic array are studied in details. Finally, we propose the use of multi-phase systolic algorithms for spectral decomposition based on the QR algorithm. Two systolic architectures, one based on triangular array and another based on rectangular array, are presented for the multiphase operations with fault-tolerant considerations. Eigenvectors and singular vectors can be easily obtained by using the multi-pase operations. Performance issues are also considered.

Liu, Kuojuey Ray↗

Extended real-time voltage instability identification method based on synchronized phasor measurements

This paper presents an extended adaptive approach designed to accurately estimate the Thévenin equivalent parameters using phasor measurements at a given bus for measurements lying in any of four quadrants of the PQ-plane. The improvement is achieved by using a new condition to properly update the estimated parameters after an initial guess. Based on an adaptive philosophy, the proposed approach can correctly account for the intrinsic nonlinearities of a power system, can provide a real-time estimation of Thévenin parameters, and does not require network topology knowledge. The method is validated using the Kundur 2-area system, showing estimation improvements compared to the current adaptive approach and the classical recursive least-squares method. The proposed approach is able to estimate both sides of the system with respect to the measurement bus. In addition, a data-driven voltage stability index is developed. To illustrate the performance of the proposed approach in a larger power system, a voltage stability assessment is carried out on the IEEE 39-bus system, considering the action of overexcitation limiters of generators and nonlinear loads. The proposed approach is suitable for applications that require an accurate Thévenin equivalent estimation in real-time, such as for voltage stability assessment. The new approach provides a reliable tool for the system operators to make proper and timely decisions.

42 ENGINEERING↗

Star scanner attitude determination for the OSO-7 spacecraft.

Calculation of the inertial orientation of the OSO-7 spacecraft from the times at which known stars or planets transit planes fixed in the spacecraft. Both the reference planes and the timing information are provided by the star scanner instrument aboard the spacecraft, while the star identification and the statistical estimation of a set of parameters describing the spacecraft attitude are accomplished in a ground station computer facility. A recursive least-squares determination is made of a vector of first-order differential corrections to the attitude state vector. Preliminary analysis indicates the system accuracy to be 3 arc min in each attitude Euler angle.

Mackison, D. L.↗

On the cost of approximating and recognizing a noise perturbed straight line or a quadratic curve segment in the plane

Approximation of noisy data in the plane by straight lines or elliptic or single-branch hyperbolic curve segments arises in pattern recognition, data compaction, and other problems. The efficient search for and approximation of data by such curves were examined. Recursive least-squares linear curve-fitting was used, and ellipses and hyperbolas are parameterized as quadratic functions in x and y. The error minimized by the algorithm is interpreted, and central processing unit (CPU) times for estimating parameters for fitting straight lines and quadratic curves were determined and compared. CPU time for data search was also determined for the case of straight line fitting. Quadratic curve fitting is shown to require about six times as much CPU time as does straight line fitting, and curves relating CPU time and fitting error were determined for straight line fitting. Results are derived on early sequential determination of whether or not the underlying curve is a straight line.

Cooper, D. B.↗

Parameter testing for lattice filter based adaptive modal control systems

For Large Space Structures (LSS), an adaptive control system is highly desirable. The present investigation is concerned with an 'indirect' adaptive control scheme wherein the system order, mode shapes, and modal amplitudes are estimated on-line using an identification scheme based on recursive, least-squares, lattice filters. Using the identified model parameters, a modal control law based on a pole-placement scheme with the objective of vibration suppression is employed. A method is presented for closed loop adaptive control of a flexible free-free beam. The adaptive control scheme consists of a two stage identification scheme working in series and a modal pole placement control scheme. The main conclusion from the current study is that the identified parameters cannot be directly used for controller design purposes.

Sundararajan, N.↗

Real time identification of large space structures

Identification of frequencies, damping ratios, and mode shapes of large space structures (LSSs) are examined in real time. Real time processing allows for quick updates of model processing after a reconfiguration of structural failure. Recursive lattice least squares (RLLS) was selected as the baseline algorithm for the identification. Simulation results on a one dimensional LSS demonstrated that it provides good estimates, was not ill-conditioned in the presence of under-excited modes, allowed activity by a supervisory control system which prevented damage to the LSS or excessive drift, and was capable of real-time processing for typical LSS models. A suboptimal version of RLLS, which is equivalent to simulated parallel processing, was derived. A NASTRAN model of the dual keel U.S. space station was used to demonstrate the input/identification algorithm package in a more realistic simulation. Because the first eight flexible modes were very close together, the identification was much more difficult than in the simple examples. Even so, the model was accurately identified in real time.

Voss, Janice E.↗

An averaging analysis of discrete-time indirect adaptive control

An averaging analysis of indirect, discrete-time, adaptive control systems is presented. The analysis results in a signal-dependent stability condition and accounts for unmodeled plant dynamics as well as exogenous disturbances. This analysis is applied to two discrete-time adaptive algorithms: an unnormalized gradient algorithm and a recursive least-squares (RLS) algorithm with resetting. Since linearization and averaging are used for the gradient analysis, a local stability result valid for small adaptation gains is found. For RLS with resetting, the assumption is that there is a long time between resets. The results for the two algorithms are virtually identical, emphasizing their similarities in adaptive control.

Phillips, Stephen M.↗

International Conference on Advances in Communication and Control Systems, 1st, Washington, DC, June 18-20, 1987, Proceedings

Theoretical models of communication and control systems are discussed in reviews and reports. Topics addressed include smoothing and identification for random fields, the information and coding capacities of mismatched Gaussian channels, recursive least-squares estimation and Kalman filtering by systolic arrays, Kemp echo digital filters, a periodic test-scheduling scheme for communication and queuing processes, and receivers for direct-sequence systems. Consideration is given to a distributed-parameter model for detecting cracks in rotors, active control of aeroelastic systems governed by functional differential equations, robust multivariable control of large space structures, finite-rank relatively bounded perturbations of semigroup generators, and sensitivity analysis of convex optimal-control problems.

Declaris, Nicholas↗

Recursive inversion of externally defined linear systems by FIR filters

The approximate inversion of an internally unknown linear system, given by its impulse response sequence, by an inverse system having a finite impulse response, is considered. The recursive least-squares procedure is shown to have an exact initialization, based on the triangular Toeplitz structure of the matrix involved. The proposed approach also suggests solutions to the problem of system identification and compensation.

Bach, Ralph E., Jr.↗

The determination of third order linear models from a seventh order nonlinear jet engine model

Results are presented that demonstrate how good reduced-order models can be obtained directly by recursive parameter identification using input/output (I/O) data of high-order nonlinear systems. Three different methods of obtaining a third-order linear model from a seventh-order nonlinear turbojet engine model are compared. The first method is to obtain a linear model from the original model and then reduce the linear model by standard reduction techniques such as residualization and balancing. The second method is to identify directly a third-order linear model by recursive least-squares parameter estimation using I/O data of the original model. The third method is to obtain a reduced-order model from the original model and then linearize the reduced model. Frequency responses are used as the performance measure to evaluate the reduced models. The reduced-order models along with their Bode plots are presented for comparison purposes.

Lalonde, Rick J.↗

Neural networks for function approximation in nonlinear control

Two neural network architectures are compared with a classical spline interpolation technique for the approximation of functions useful in a nonlinear control system. A standard back-propagation feedforward neural network and a cerebellar model articulation controller (CMAC) neural network are presented, and their results are compared with a B-spline interpolation procedure that is updated using recursive least-squares parameter identification. Each method is able to accurately represent a one-dimensional test function. Tradeoffs between size requirements, speed of operation, and speed of learning indicate that neural networks may be practical for identification and adaptation in a nonlinear control environment.

Linse, Dennis J.↗

Hybrid state-space self-tuning control of uncertain linear systems

The paper presents a hybrid state-space self-tuner using a new dual-rate sampling scheme for digital adaptive control of continuous-time uncertain linear systems. A state-space-based recursive least-squares algorithm, together with a variable forgetting factor, is used for direct estimations of both the equivalent discrete-time uncertain linear system parameters and the associated discrete-time state of a continuous-time uncertain linear system from the sampled input and output data. An analogue optimal regional pole-placement design method is used for designing an optimal observer-based analogue controller. A suboptimal observer-based digital controller is then designed from the designed analogue controller using digital redesign technique. To enhance the robustness of parameter identification and state estimation algorithms, a dynamic bound for a class of uncertain bilinear parameters and a fast-rate digital controller are developed at each fast-sampling period. Also, to accommodate computation loads and computation delay for developing the advanced hybrid self-tuner, the designed analogue controller and observer gains are both updated at each slow-sampling period. This control technique has been successfully applied to benchmark control problems.

Shieh, L. S.↗

Signal Prediction With Input Identification

A novel coding technique is presented for signal prediction with applications including speech coding, system identification, and estimation of input excitation. The approach is based on the blind equalization method for speech signal processing in conjunction with the geometric subspace projection theory to formulate the basic prediction equation. The speech-coding problem is often divided into two parts, a linear prediction model and excitation input. The parameter coefficients of the linear predictor and the input excitation are solved simultaneously and recursively by a conventional recursive least-squares algorithm. The excitation input is computed by coding all possible outcomes into a binary codebook. The coefficients of the linear predictor and excitation, and the index of the codebook can then be used to represent the signal. In addition, a variable-frame concept is proposed to block the same excitation signal in sequence in order to reduce the storage size and increase the transmission rate. The results of this work can be easily extended to the problem of disturbance identification. The basic principles are outlined in this report and differences from other existing methods are discussed. Simulations are included to demonstrate the proposed method.

Juang, Jer-Nan↗