基于动态遗忘因子递推最小二乘法的永磁同步电机参数辨识算法

针对固定遗忘因子递推最小二乘法(RLS)在永磁同步电机参数识别中难以同时保证快速性和鲁棒性的问题,提出一种动态调节遗忘因子大小的递推最小二乘参数识别算法.分析了遗忘因子对RLS算法的影响特性,以理论模型与实际模型输出的差值为变量构建遗忘因子调节函数,实现遗忘因子动态调整.仿真结果表明,相比于固定遗忘因子RLS算法,改进...     

多层前向神经网络的RLS训练算法及其在辨识中的应用

本文提出了一种基于递推最小二乘法（ＲＬＳ）的多层前向神经网络的快速学习算法，并用其对非线性过程进行辨识，仿真及对实际例子的辨识结果表明本文提出的方法是有效的。     

Recursive identification of time-varying systems: Self-tuning and matrix RLS algorithms

In this paper, a new parallel adaptive self-tuning recursive least squares (RLS) algorithm for time-varying system identification is first developed. Regularization of the estimation covariance matrix is included to mitigate the effect of non-persisting excitation. The desirable forgetting factor can be self-tuning estimated in both non-regularization and regularization cases. We then propose a new matrix forgetting factor RLS algorithm as an extension of the conventional RLS algorithm and derive the optimal matrix forgetting factor under some reasonable assumptions. Simulations are given which demonstrate that the performance of the proposed self-tuning and matrix RLS algorithms compare favorably with two improved RLS algorithms recently proposed in the literature.     

Adaptive recursive algorithm with logarithmic transformation for nonlinear system identification in α-stable noise

Although the least mean pth power (LMP) and normalized LMP (NLMP) algorithms of adaptive Volterra filters outperform the conventional least mean square (LMS) algorithm in the presence of α-stable noise, they still exhibit slow convergence and high steady-state kernel error in nonlinear system identification. To overcome these limitations, an enhanced recursive least mean pth power algorithm with logarithmic transformation (RLogLMP) is proposed in this paper. The proposed algorithm is adjusted to minimize the new cost function with the p-norm logarithmic transformation of the error signal. The logarithmic transformation, which can diminish the significance of outliers under α-stable noise environment, increases the robustness of the proposed algorithm and reduces the steady-state kernel error. Moreover, the proposed method improves the convergence rate by the enhanced recursive scheme. Finally, simulation results demonstrate that the proposed algorithm is superior to the LMP, NLMP, normalized least mean absolute deviation (NLMAD), recursive least squares (RLS) and nonlinear iteratively reweighted least squares (NIRLS) algorithms in terms of convergence rate and steady-state kernel error.     

Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise

This paper considers the recursive identification problems for a class of multivariate autoregressive equation-error systems with autoregressive noise. By decomposing the system into several regressive identification subsystems, a maximum likelihood recursive generalised least squares identification algorithm is proposed to identify the parameter vectors in each subsystem. In addition, a multivariate recursive generalised least squares algorithm is derived as a comparison. The numerical simulation results indicate that the maximum likelihood recursive generalised least squares algorithm can effectively estimate the parameters of the multivariate autoregressive equation-error autoregressive systems and get more accurate parameter estimates than the multivariate recursive generalised least squares algorithm.     

一种不完全信息下递推辨识方法及收敛性分析

针对信号在网络环境下传输带来不完全信息使得在线参数辨识算法和收敛性困难的问题, 不同于传统递推最小二乘方法, 本文提出了一种不完全信息下递推辨识方法并分析其收敛性. 首先运用伯努利分布刻画引起不完全信息的数据丢包特性, 然后基于辅助模型方法补偿不完全信息并构造了新的数据信息矩阵, 并运用矩阵正交变换性质对数据信息矩阵进行QR分解, 推导了融合网络参数的递推辨识新算法, 理论证明了在不完全信息下递推参数辨识算法的收敛性. 最后仿真结果验证了所提方法的可行性和有效性.     

Several multi-innovation identification methods

This paper considers connections between the cost functions of some parameter identification methods for system modelling, including the well known projection algorithm, stochastic gradient (SG) algorithm and recursive least squares (RLS) algorithm, and presents a modified SG algorithm by introducing the convergence index and a multi-innovation projection algorithm, a multi-innovation SG algorithm and a multi-innovation RLS algorithm by introducing the innovation length, aiming at improving the convergence rate of the SG and RLS algorithms. Furthermore, this paper derives an interval-varying multi-innovation SG and an interval-varying multi-innovation RLS algorithm in order to deal with missing data cases.     

非整数阶系统频域辨识的递推最小二乘算法

非整数阶系统辨识方法是建立非整数阶系统模型的一种重要工具．本文提出了一种非整数阶系统频域辨识的最小二乘递推算法．给出了算法的详细推导，并用已知系统验证了算法的有效性．结果表明该算法是整数阶系统辨识的最小二乘递推算法的推广．使用此算法，不但能辨识整数阶系统，还能辨识非整数阶系统．     

An FPGA-based parallel architecture for on-line parameter estimation using the RLS identification algorithm

A parallel architecture for an on-line implementation of the recursive least squares (RLS) identification algorithm on a field programmable gate array (FPGA) is presented. The main shortcoming of this algorithm for on-line applications is its computational complexity. The matrix computation to update error covariance consumes most of the time. To improve the processing speed of the RLS architecture, a multi-stage matrix multiplication (MMM) algorithm was developed. In addition, a trace technique was used to reduce the computational burden on the proposed architecture. High throughput was achieved by employing a pipelined design. The scope of the architecture was explored by estimating the parameters of a servo position control system. No vendor dependent modules were used in this design. The RLS algorithm was mapped to a Xilinx FPGA Virtex-5 device. The entire architecture operates at a maximum frequency of 339.156 MHz. Compared to earlier work, the hardware utilization was substantially reduced. An application-specific integrated circuit (ASIC) design was implemented in 180 nm technology with the Cadence RTL compiler.     

Box-Jenkins模型偏差补偿方法与其他辨识方法的比较

对于存在相关噪声干扰的Box—Jenkins系统,本文借助于偏差补偿原理,推导了一个偏差补偿最小二乘(BCLS)辨识方法;理论分析说明BCLS方法能够给出系统模型参数的无偏估计,并将提出的方法与递推增广最小二乘算法和递推广义增广最小二乘算法进行了比较研究;用仿真试验分析了这些算法的各自特点和适用范围。     

递推最小二乘参数辨识与仿真实例

介绍了基于递推最小二乘法进行系统辨识的基本原理,对给定的实际输入输出数据运用MATLAB的M语言编写递推最小二乘算法,最后给出相应的仿真结果和分析,并对得到的模型进行验证。     

A revisit to block and recursive least squares for parameter estimation

In this paper, the classical least squares (LS) and recursive least squares (RLS) for parameter estimation have been re-examined in the light of the present day computing capabilities. It has been demonstrated that for linear time-invariant systems, the performance of blockwise least squares (BLS) is always superior to that of RLS. In the context of parameter estimation for dynamic systems, the current computational capability of personal computers are more than adequate for BLS. However, for time-varying systems with abrupt parameter changes, standard blockwise LS may no longer be suitable due to its inefficiency in discarding “old” data. To deal with this limitation, a novel sliding window blockwise least squares approach with automatically adjustable window length triggered by a change detection scheme is proposed. Two types of sliding windows, rectangular and exponential, have been investigated. The performance of the proposed algorithm has been illustrated by comparing with the standard RLS and an exponentially weighted RLS (EWRLS) using two examples. The simulation results have conclusively shown that: (1) BLS has better performance than RLS; (2) the proposed variable-length sliding window blockwise least squares (VLSWBLS) algorithm can outperform RLS with forgetting factors; (3) the scheme has both good tracking ability for abrupt parameter changes and can ensure the high accuracy of parameter estimate at the steady-state; and (4) the computational burden of VLSWBLS is completely manageable with the current computer technology. Even though the idea presented here is straightforward, it has significant implications to virtually all areas of application where RLS schemes are used.     

衰减激励条件下递阶最小二乘辨识的均方收敛性

为减少递推辨识的计算量，提出了递阶辨识原理，它是将系统分解为多个维数较小的虚拟子系统进行辨识，从而获得递阶最小二乘辨识方法。在衰减激励条件下，针对时不变系统研究了递阶最小二乘法的收敛性，得到了参数估计误差均方收敛于零时衰减指数应满足的条件。递阶最小二乘具有良好的性能，其计算量比递推量小二乘辨识要小得多，并具有容易实现等优点。     

基于递推最小二乘与互补滤波的姿态估计

针对基于微机电系统(MEMS)的惯性导航系统中陀螺噪声较大导致姿态漂移的问题,本文基于递推最小二乘(RLS)与互补滤波器提出一种提高姿态估计精度的方法.该方法从陀螺去噪算法和姿态解算原理两个方面提高姿态估计精度:在陀螺去噪方面,为克服传统递推最小二乘的不足,提出一种随机加权的递推最小二乘法,利用随机加权实现对偏差的估计;在姿态解算方面,在传统互补滤波器的基础上通过自适应调整比例-积分(PI)参数来调整滤波器的交接频率,最终得到陀螺积分值的高通滤波和加速度计的低通滤波的叠加.转台静态和动态实验结果表明,使用本文所提方法后,有效降低了陀螺噪声,姿态估计精度明显提升.     

Complex radial basis function networks trained by QR‐decomposition recursive least square algorithms applied in behavioral modeling of nonlinear power amplifiers

In this article, we propose a novel complex radial basis function network approach for dynamic behavioral modeling of nonlinear power amplifier with memory in 3 G systems. The proposed approach utilizes the complex QR‐decomposition based recursive least squares (QRD‐RLS) algorithm, which is implemented using the complex Givens rotations, to update the weighting matrix of the complex radial basis function (RBF) network. Comparisons with standard least squares algorithms, in batch and recursive process, the QRD‐RLS algorithm has the characteristics of good numerical robustness and regular structure, and can significantly improve the complex RBF network modeling accuracy. In this approach, only the signal's complex envelope is used for the model training and validation. The model has been validated using ADS simulated and real measured data. Finally, parallel implementation of the resulting method is briefly discussed. © 2009 Wiley Periodicals, Inc. Int J RF and Microwave CAE, 2009.     

State space least p-power filter

As a new addition to the recursive least squares (RLS) family filters, the state space recursive least squares (SSRLS) filter can achieve desirable performance by conquering some limitations of the standard RLS filter. However, when the system is contaminated by some non-Gaussian noises, the performance of SSRLS will get worse. The main reason for this is that the SSRLS is developed under the well-known minimum mean square error (MMSE) criterion, which is not very suitable for non-Gaussian situations. To address this issue, in this paper, we propose a new state space based linear filter, called the state space least p-power (SSLP) filter, which is derived under the least mean p-power error (LMP) criterion instead of the MMSE. With a proper p value, the SSLP can outperform the SSRLS substantially especially in non-Gaussian noises. Two illustrative examples are presented to show the satisfactory results of the new algorithm.     

有色噪声干扰输出误差系统的偏差补偿递推最小二乘辨识方法

借助于偏差补偿原理和预滤波思想, 推导了有色噪声干扰输出误差系统参数估计的偏差补偿递推最小二乘 (Bias compensation recursive least squares, BCRLS) 辨识方法. 该方法降低了辨识对输入信号平稳性的要求, 实现了偏差补偿方法参数估计的递推计算, 可以用于在线辨识. 提出的递推 BCRLS 辨识方法优于非递推偏差补偿最小二乘算法, 提高了参数估计精度. 仿真试验证实了算法的有效性.     

基于序贯最小二乘的多传感器误差配准方法

为实时估计多传感器系统偏差,针对广义最小二乘(GLS)配准方法不能实时估计传感器偏差的问题,提出了基于序贯最小二乘的多传感器误差估计方法,该方法在GLS配准模型基础上,采用最小二乘的序贯方法来估计系统偏差,不必存储过去的测量数据,能够实时估计系统偏差。仿真结果表明了该方法的有效性。     

递推子空间模型辨识算法的研究与仿真

为了很好的解决在线辨识系统模型问题,在对子空间模型辨识研究的基础上,结合递推最小二乘算法和子空问状态辨识方法。推导了子空间状态辨识的递推算法。该算法不仅解决了在线辨识问题,而且算法简单,计算方便,很好地克服了在线辨识时子空间矩阵维数的变化问题。经仿真研究表明,该递推算法克服了一次完成算法在大批量数据运算时,耗时大,专用内存多的缺点,而且对于测量和过程均有噪声干扰的多输入多输出系统,有很好的辨识效果,有较为广阔的应用前景。     

基于自适应重叠系数的T-S 模型在线辨识算法及应用

为使T-S模型在线辨识时能够更加合理地划分模糊空间,提出一种根据相邻聚类中心距离确定模糊空间重叠系数的方法.将该方法与一次完成最小二乘法、递推最小二乘法相结合,得到了一种辨识精度较高的T-S模型在线辨识算法.以某型号单晶炉热场的实际运行数据为对象,应用所提出的算法对热场模型进行在线辨识.辨识结果表明,由该辨识算法得到的单晶炉热场模型具有较高的精度.