Search results for "Recursive least squares filter"

showing 6 items of 6 documents

Algorithms for rational discrete least squares approximation

1975

In this paper an algorithm for the computation of a locally optimal polefree solution to the discrete rational least squares problem under a mild regularity condition is presented. It is based on an adaptation of projection methods [8], [12], [13], [14], [18], [19] to the modified Gaus-Newton method [4], [10]. A special device makes possible the direct handling of the infinitely many linear constraints present in this problem.

Iteratively reweighted least squaresDiscrete mathematicsRecursive least squares filterResidual sum of squaresNon-linear least squaresGeneralized least squaresTotal least squaresLeast squaresAlgorithmProjection (linear algebra)Mathematics
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Online topology estimation for vector autoregressive processes in data networks

2017

An important problem in data sciences pertains to inferring causal interactions among a collection of time series. Upon modeling these as a vector autoregressive (VAR) process, this paper deals with estimating the model parameters to identify the underlying causality graph. To exploit the sparse connectivity of causality graphs, the proposed estimators minimize a group-Lasso regularized functional. To cope with real-time applications, big data setups, and possibly time-varying topologies, two online algorithms are presented to recover the sparse coefficients when observations are received sequentially. The proposed algorithms are inspired by the classic recursive least squares (RLS) algorit…

Recursive least squares filter021103 operations researchComputer science0211 other engineering and technologiesEstimatorApproximation algorithm020206 networking & telecommunications02 engineering and technologyNetwork topologyCausality (physics)Autoregressive model0202 electrical engineering electronic engineering information engineeringOnline algorithmTime seriesAlgorithm2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP)
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A fully-automated procedure for measuring the electrical parameters of an induction motor drive with rotor at standstill

2003

The paper presents an automatic procedure to measure at standstill the electrical parameters of an induction motor fed by a PWM voltage source inverter. The proposed procedure executes automatically three tests using only the available PWM inverter control technique to obtain the required motor supply voltages. It allows the measurement of all the T-form circuit electrical parameters starting from the nameplate data as data-entry. It uses only a current sensor and no voltage sensor and process on line the collected data samples with a fast and easy to implement recursive least squares algorithm. Effectiveness of the automated procedure has been proved both by simulation and experimental tes…

Recursive least squares filterEngineeringTest benchbusiness.industryRotor (electric)Control engineeringLine (electrical engineering)law.inventionControl theorylawEquivalent circuitCurrent sensorbusinessInduction motorVoltageIMTC/2002. Proceedings of the 19th IEEE Instrumentation and Measurement Technology Conference (IEEE Cat. No.00CH37276)
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Sensorless Control of Induction-Motor Drive Based on Robust Kalman Filter and Adaptive Speed Estimation

2014

This paper deals with robust estimation of rotor flux and speed for sensorless control of motion control systems with an induction motor. Instead of using sixth-order extended Kalman filters (EKFs), rotor flux is estimated by means of a fourth-order descriptor-type robust KF, which explicitly takes into account motor parameter uncertainties, whereas the speed is estimated using a recursive least squares algorithm starting from the knowledge of the rotor flux itself. It is shown that the descriptor-type structure allows for a direct translation of parameter uncertainties into variations of the coefficients appearing in the model, and this improves the degree of robustness of the estimates. E…

Recursive least squares filterRobust kalman filterEstimatorKalman filterMotion controlSettore ING-INF/04 - AutomaticaControl and Systems EngineeringRobustness (computer science)Control theoryControl systemInduction motor robust Kalman filter adaptive speed estimation sensorless controlElectrical and Electronic EngineeringInduction motorMathematicsIEEE Transactions on Industrial Electronics
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Non-linear RLS-based algorithm for pattern classification

2006

A new non-linear recursive least squares (RLS) algorithm is presented in the context of pattern classification problems. The algorithm incorporates the non-linearity of the filter's output in the updating rules of the classical RLS algorithm. The proposed method yields lower stationary error levels when compared to the standard LMS and RLS algorithms in a classical application of pattern classification, such as the channel equalization problem.

Recursive least squares filterSignal processingEqualizationContext (language use)Filter (signal processing)Computer Science::OtherNonlinear systemComputer Science::SoundControl and Systems EngineeringSignal ProcessingComputer Vision and Pattern RecognitionElectrical and Electronic EngineeringAlgorithmSoftwareMathematicsSignal Processing
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Graph recursive least squares filter for topology inference in causal data processes

2017

In this paper, we introduce the concept of recursive least squares graph filters for online topology inference in data networks that are modelled as Causal Graph Processes (CGP). A Causal Graph Process (CGP) is an auto regressive process in the time series associated to different variables, and whose coefficients are the so-called graph filters, which are matrix polynomials with different orders of the graph adjacency matrix. Given the time series of data at different variables, the goal is to estimate these graph filters, hence the associated underlying adjacency matrix. Previously proposed algorithms have focused on a batch approach, assuming implicitly stationarity of the CGP. We propose…

Recursive least squares filterSignal processingMean squared errorComputer science020206 networking & telecommunications02 engineering and technologyCall graphNetwork topology0202 electrical engineering electronic engineering information engineeringGraph (abstract data type)020201 artificial intelligence & image processingAdjacency matrixTime seriesAlgorithm2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP)
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