Showing papers on "Recursive least squares filter published in 2019"

Partially-coupled least squares based iterative parameter estimation for multi-variable output-error-like autoregressive moving average systems

Abstract: This study considers the parameter estimation of a multi-variable output-error-like system with autoregressive moving average noise. In order to solve the problem of the information vector containing unknown variables, a least squares-based iterative algorithm is proposed by using the iterative search. The original system is divided into several subsystems by using the decomposition technique. However, the subsystems contain the same parameter vector, which poses a challenge for the identification problem, the approach taken here is to use the coupling identification concept to cut down the redundant parameter estimates. In addition, the recursive least squares algorithm is provided for comparison. The simulation results indicate that the proposed algorithms are effective.

Literature review and fundamental approaches for vehicle and tire state estimation

Abstract: Most modern day automotive chassis control systems employ a feedback control structure. Therefore, real-time estimates of the vehicle dynamic states and tire-road contact parameters are invaluable ...

Sensor Fault Detection and Isolation for Degrading Lithium-Ion Batteries in Electric Vehicles Using Parameter Estimation with Recursive Least Squares

Abstract: With the increase in usage of electric vehicles (EVs), the demand for Lithium-ion (Li-ion) batteries is also on the rise. The battery management system (BMS) plays an important role in ensuring the safe and reliable operation of the battery in EVs. Sensor faults in the BMS can have significant negative effects on the system, hence it is important to diagnose these faults in real-time. Existing sensor fault detection and isolation (FDI) methods have not considered battery degradation. Degradation can affect the long-term performance of the battery and cause false fault detection. This paper presents a model-based sensor FDI scheme for a Li-ion cell undergoing degradation. The proposed scheme uses the recursive least squares (RLS) method to estimate the equivalent circuit model (ECM) parameters in real time. The estimated ECM parameters are put through weighted moving average (WMA) filters, and then cumulative sum control charts (CUSUM) are implemented to detect any significant deviation between unfiltered and filtered data, which would indicate a fault. The current and voltage faults are isolated based on the responsiveness of the parameters when each fault occurs. The proposed FDI scheme is then validated through conducting a series of experiments and simulations.

Robust Distributed Diffusion Recursive Least Squares Algorithms With Side Information for Adaptive Networks

Abstract: This work develops robust diffusion recursive least-squares algorithms to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. The first algorithm minimizes an exponentially weighted least-squares cost function subject to a time-dependent constraint on the squared norm of the intermediate update at each node. A recursive strategy for computing the constraint is proposed using side information from the neighboring nodes to further improve the robustness. We also analyze the mean-square convergence behavior of the proposed algorithm. The second proposed algorithm is a modification of the first one based on the dichotomous coordinate descent iterations. It has a performance similar to that of the former, however, its complexity is significantly lower especially when input regressors of agents have a shift structure and it is well suited to practical implementation. Simulations show the superiority of the proposed algorithms over previously reported techniques in various impulsive noise scenarios.

Parameter Identification and Maximum Power Estimation of Battery/Supercapacitor Hybrid Energy Storage System Based on Cramer–Rao Bound Analysis

Abstract: This paper presents the analysis, design, and experimental validation of parameter identification of battery/supercapacitor (SC) hybrid energy storage system (HESS) for the purpose of condition monitoring and maximum power estimation. The analytic bounds on the error of battery and SC parameter identification, considering voltage measurement noise, are obtained based on the Fisher information matrix and Cramer–Rao bound analysis. The identification of different parameters requires different signal patterns to ensure high accuracy, rendering tradeoffs in the multiparameter identification process. With an appropriately designed current profile, HESS parameters are identified using recursive least squares with a forgetting factor. The identified parameters are then used to estimate the maximum power capability of the HESS. The maximum power capabilities of the battery and SC are estimated for both 1 and 30 s time horizons. The parameter identification algorithm can be applied to systems including either batteries or SCs when the optimal excitation current can be injected. Experimental validation is conducted on an HESS test-bed, which shows that the proposed algorithm is effective in estimating the HESS maximum power based on appropriate current excitation.

Current Injection-Based Multi-parameter Estimation for Dual Three-Phase IPMSM Considering VSI Nonlinearity

Abstract: To develop a high-performance and reliable control for dual three-phase interior permanent magnet synchronous motor (IPMSM), accurate knowledge of machine parameters is of significance. This paper proposes an improved recursive least square (RLS) algorithm and a current injection-based parameter estimation method for dual three-phase PMSM with consideration of inverter nonlinearity and magnetic saturation. First, the vector space decomposition (VSD)-based dual three-phase PMSM model is established. The inverter nonlinearity model for dual three-phase PMSM is derived, and the cross saturation and the self-saturation of DQ1-axis inductances are modeled to improve the estimation accuracy. Finally, the machine parameters, including winding resistance, rotor flux linkage, and varying DQ1-axis inductances under different operating conditions, are estimated using the proposed current injection-based method with the RLS algorithm. Compared with existing methods, the proposed approach can achieve better estimation performance and is validated on a laboratory dual three-phase IPMSM under different temperature and operating conditions.

Recursive Least Squares for Real-Time Implementation [Lecture Notes]

Abstract: Recursive least squares (RLS) is a technique used for minimizing a quadratic cost function, where the minimizer is updated at each step as new data become available. RLS is more computationally efficient than batch least squares, and it is extensively used for system identification and adaptive control. This article derives RLS and emphasizes its real-time implementation in terms of the availability of the data as well as the time needed for the computation.

Least Mean Squares and Recursive Least Squares Algorithms for Total Harmonic Distortion Reduction Using Shunt Active Power Filter Control

Abstract: This paper deals with the use of least mean squares (LMS, NLMS) and recursive least squares (RLS) algorithms for total harmonic distortion (THD) reduction using shunt active power filter (SAPF) control. The article presents a pilot study necessary for the construction of our own controlled adaptive modular inverter. The objective of the study is to find an optimal algorithm for the implementation. The introduction contains a survey of the literature and summarizes contemporary methods. According to this research, only adaptive filtration fulfills our requirements (adaptability, real-time processing, etc.). The primary benefit of the paper is the study of the efficiency of two basic approaches to adaptation ((N)LMS and RLS) in the application area of SAPF control. The study examines the impact of parameter settings (filter length, convergence constant, forgetting factor) on THD, signal-to-noise ratio (SNR), root mean square error (RMSE), percentage root mean square difference (PRD), speed, and stability. The experiments are realized with real current and voltage recordings (consumer electronics such as PC source without power factor correction (PFC), HI-FI amplifier, etc.), which contain fast dynamic transient phenomena. The realized model takes into account a delay caused by digital signal processing (DSP) (the implementation of algorithms on field programmable gate array (FPGA), approximately 1–5 μs) and a delay caused by the reaction time of the proper inverter (approximately 100 μs). The pilot study clearly showed that the RLS algorithm is the most suitable for the implementation of an adaptive modular inverter because it achieved the best results for all analyzed parameters.

Recursive Least-Squares Algorithms for the Identification of Low-Rank Systems

Abstract: The recursive least-squares (RLS) adaptive filter is an appealing choice in many system identification problems. The main reason behind its popularity is its fast convergence rate. However, this algorithm is computationally very complex, which may make it useless for the identification of long length impulse responses, like in echo cancellation. Computationally efficient versions of the RLS algorithm, like those based on the dichotomous coordinate descent (DCD) iterations or QR decomposition techniques, reduce the complexity, but still have to face the challenges related to long length adaptive filters (e.g., convergence/tracking capabilities). In this paper, we focus on a different approach to improve the efficiency of the RLS algorithm. The basic idea is to exploit the impulse response decomposition based on the nearest Kronecker product and low-rank approximation. In other words, a high-dimension system identification problem is reformulated in terms of low-dimension problems, which are combined together. This approach was recently addressed in terms of the Wiener filter, showing appealing features for the identification of low-rank systems, like real-world echo paths. In this paper, besides the development of the RLS algorithm based on this approach, we also propose a variable regularized version of this algorithm (using the DCD method to reduce the complexity), with improved robustness to double-talk. Simulations are performed in the context of echo cancellation and the results indicate the good performance of these algorithms.

A Multiple Model Approach to Time-Series Prediction Using an Online Sequential Learning Algorithm

Abstract: Time-series prediction is important in diverse fields. Traditionally, methods for time-series prediction were based on fixed linear models because of mathematical tractability. Researchers turned their attention to artificial neural networks due to their better approximation capability. In this paper, we use feedforward neural networks with a single hidden layer, and present a rather simple online sequential learning algorithm (OSLA) together with its proof. The convergence properties of this algorithm are those of the well-known recursive least squares algorithm. We demonstrate that the prediction performance is better than other OSLAs, and show that it is statistically different from them. In addition, we also present the multiple models, switching, and tuning methodology that enhances the prediction performance of the learning algorithm.

Joint Optimization of Neural Network-based WPE Dereverberation and Acoustic Model for Robust Online ASR

Abstract: Signal dereverberation using the Weighted Prediction Error (WPE) method has been proven to be an effective means to raise the accuracy of far-field speech recognition. First proposed as an iterative algorithm, follow-up works have reformulated it as a recursive least squares algorithm and therefore enabled its use in online applications. For this algorithm, the estimation of the power spectral density (PSD) of the anechoic signal plays an important role and strongly influences its performance. Recently, we showed that using a neural network PSD estimator leads to improved performance for online automatic speech recognition. This, however, comes at a price. To train the network, we require parallel data, i.e., utterances simultaneously available in clean and reverberated form. Here we propose to overcome this limitation by training the network jointly with the acoustic model of the speech recognizer. To be specific, the gradients computed from the cross-entropy loss between the target senone sequence and the acoustic model network output is backpropagated through the complex-valued dereverberation filter estimation to the neural network for PSD estimation. Evaluation on two databases demonstrates improved performance for on-line processing scenarios while imposing fewer requirements on the available training data and thus widening the range of applications.

A Recursive Least Squares Method with Double-Parameter for Online Estimation of Electric Meter Errors

Abstract: In view of the existing verification methods of electric meters, there are problems such as high maintenance cost, poor accuracy, and difficulty in full coverage, etc. Starting from the perspective of analyzing the large-scale measured data collected by user-side electric meters, an online estimation method for the operating error of electric meters was proposed, which uses the recursive least squares (RLS) and introduces a double-parameter method with dynamic forgetting factors λa and λb to track the meter parameters changes in real time. Firstly, the obtained measured data are preprocessed, and the abnormal data such as null data and light load data are eliminated by an appropriate clustering method, so as to screen out the measured data of the similar operational states of each user. Then equations relating the head electric meter in the substation and each users’ electric meter and line loss based on the law of conservation of electric energy are established. Afterwards, the recursive least squares algorithm with double-parameter is used to estimate the parameters of line loss and the electric meter error. Finally, the effects of double dynamic forgetting factors, double constant forgetting factors and single forgetting factor on the accuracy of estimated error of electric meter are discussed. Through the program-controlled load simulation system, the proposed method is verified with higher accuracy and practicality.

Advanced Vehicle State Monitoring: Evaluating Moving Horizon Estimators and Unscented Kalman Filter

Abstract: Active safety systems must be used to manipulate the dynamics of autonomous vehicles to ensure safety. To this end, accurate vehicle information, such as the longitudinal and lateral velocities, is crucial. Measuring these states, however, can be expensive, and the measurements can be polluted by noise. The available solutions often resort to Bayesian filters, such as the Kalman filter, but can be vulnerable and erroneous when the underlying assumptions do not hold. With its clear merits in handling nonlinearities and uncertainties, moving horizon estimation (MHE) can potentially solve the problem and is thus studied for vehicle state estimation. This paper designs an unscented Kalman filter, standard MHE, modified MHE, and recursive least squares MHE to estimate critical vehicle states, respectively. All the estimators are formulated based upon a highly nonlinear vehicle model that is shown to be locally observable. The convergence rate, accuracy, and robustness of the four estimation algorithms are comprehensively characterized and compared under three different driving maneuvres. For MHE-based algorithms, the effects of horizon length and optimization techniques on the computational efficiency and accuracy are also investigated.

A Model-Free Extremum-Seeking Approach to Autonomous Excavator Control Based on Output Power Maximization

Abstract: A new approach to autonomous excavator control that allows the machine to adapt to unknown soil properties is presented. Unlike traditional force control or trajectory control, the new method uses the product of force and velocity, namely, the power transmitted from the excavator to the soil, as a signal for adaptive excavation. Using an extremum-seeking algorithm, an optimal excavation condition where the force and velocity at the bucket take a particular combination that maximizes the output power of the machine is sought and maintained. Under this condition, the system finds the optimal depth of digging by controlling the boom of the excavator. Also under this condition, the output impedance of the excavator matches the impedance of the load and, thereby, transmits the maximum power from the machine to the soil. Theoretical analysis proves that an optimal combination of force and velocity exists and is unique under mild assumptions. An extremum-seeking algorithm using recursive least squares is developed for maximizing the output power. The method is implemented on a small-scale prototype system where torque motors emulate nonlinear force-speed characteristics of hydraulic actuators. Experiments demonstrate that the prototype can execute excavation tasks adaptively against varying soil properties and terrain profile.

An Adaptive Cascaded ILA- and DLA-Based Digital Predistorter for Linearizing an RF Power Amplifier

Abstract: This paper presents a novel adaptive digital predistortion (DPD) technique based on a cascade of an adaptive indirect learning architecture (ILA) and a static direct learning architecture (DLA) using a linear interpolation look-up-table (LILUT). The static LILUT-DLA-based DPD is designed to identify the inverse of a radio-frequency power amplifier (PA) model. The cascaded system of the DLA-based predistorter (PD) and PA is theoretically linear. However, in real-time applications, the PA characteristics change with time due to process, supply voltage, and temperature variations, making this cascaded system not strictly linear, which results in some residual nonlinear distortion at the PA output. This residual distortion is effectively compensated by an additional adaptive ILA-based PD using least mean squares or recursive least squares. Thanks to the incorporation of the static DLA, the proposed DPD approach is less sensitive to the PA output noise, ensuring a better preinverse of the PA and also requiring a smaller number of adaptive coefficients than either the adaptive stand-alone DLA- or ILA-based DPDs. The experimental results show that the proposed DPD technique effectively linearizes the PA, even if its characteristics change, and obtains better linearization performance than either the classical stand-alone DLA- or stand-alone ILA-based DPDs.

Mid- to long-wave infrared computational spectroscopy using a subwavelength coaxial aperture array

Abstract: Miniaturized spectrometers are advantageous for many applications and can be achieved by what we term the filter-array detector-array (FADA) approach. In this method, each element of an optical filter array filters the light that is transmitted to the matching element of a photodetector array. By providing the outputs of the photodetector array and the filter transmission functions to a reconstruction algorithm, the spectrum of the light illuminating the FADA device can be estimated. Here, we experimentally demonstrate an array of 101 band-pass transmission filters that span the mid- to long-wave infrared (6.2 to 14.2 μm). Each filter comprises a sub-wavelength array of coaxial apertures in a gold film. As a proof-of-principle demonstration of the FADA approach, we use a Fourier transform infrared (FTIR) microscope to record the optical power transmitted through each filter. We provide this information, along with the transmission spectra of the filters, to a recursive least squares (RLS) algorithm that estimates the incident spectrum. We reconstruct the spectrum of the infrared light source of our FTIR and the transmission spectra of three polymer-type materials: polyethylene, cellophane and polyvinyl chloride. Reconstructed spectra are in very good agreement with those obtained via direct measurement by our FTIR system.

Dual Adaptive MPC for output tracking of linear systems

Abstract: In this paper, we present a dual adaptive model predictive control scheme for linear systems with single output subject to noise and parametric uncertainty. The proposed MPC approach incentives exploration of the unknown parameters by minimizing the expected output error, and hence results in a closed-loop behaviour as is typical in dual control. Parameters estimation results from a recursive least squares approach combined with a set-membership estimate. We show that the resulting dual adaptive MPC scheme ensures closed-loop practical stability and robust constraint satisfaction for state, input and output, despite parametric uncertainty and bounded output noise. In a numerical example, we show the practicality of the approach during set-point tracking, and we compare it with a certainty equivalence MPC scheme.

Highly efficient parameter estimation algorithms for Hammerstein non-linear systems

Abstract: Hammerstein system identification is difficult because there exist the product items of the parameters between the non-linear block and the linear block. This study presents a novel parameter separation based recursive least squares (PS-RLS) identification algorithm for resolving this problem. Its basic idea is to use a linear filter to filter the output data and the noise, and then to obtain two new identification submodels in each of which the output is linear in the corresponding parameter vector. Compared with the over-parametrisation based recursive least squares method, the proposed algorithm can avoid estimating the redundant parameters and has a higher computational efficiency. The simulation results show that the proposed PS-RLS algorithm can generate highly accurate parameter estimates with less computational effort.