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System identification method 新技術説明会 実績あり

外国特許コード F080001864
整理番号 F080001864
掲載日 2008年4月25日
出願国 アメリカ合衆国
出願番号 41567401
公報番号 20040059551
公報番号 7039567
出願日 平成13年10月16日(2001.10.16)
公報発行日 平成16年3月25日(2004.3.25)
公報発行日 平成18年5月2日(2006.5.2)
国際出願番号 JP2001009082
国際公開番号 WO2002035727
国際出願日 平成13年10月16日(2001.10.16)
国際公開日 平成14年5月2日(2002.5.2)
優先権データ
  • 特願2000-323958 (2000.10.24) JP
  • 2001WO-JP09082 (2001.10.16) WO
発明の名称 (英語) System identification method 新技術説明会 実績あり
発明の概要(英語) (US7039567)
Quick real-time identification and estimation of a time-non-varying or time-varying system.
A new H evaluation criterion is determined, a fast algorithm for a modified H filter based on the criterion is developed, and a quick time-varying system identifying method according to the fast H filtering algorithm is provided.
By the fast H filtering algorithm, a time-varying system sharply varying can be traced with an amount of calculation O(N) per unit time step.
The algorithm completely agrees with a fast Kalman filtering algorithm at the extreme of the upper limit value.
If the estimate of impulse response is determined, a pseudo-echo is sequentially determined from the estimate and subtracted from the real echo to cancel the echo.
Thus an echo chancellor is realized.
特許請求の範囲(英語) [claim1]
1. A system identification apparatus for performing a fast real-time identification of a time-invariant or time-variant system, comprising a filter robust against disturbances, said filter is formed by setting, as an Hinfin evaluation criterion, a maximum energy gain from disturbances weighted by rho =1-gamma f-2 and SIGMA wi=gamma f-2P^i+1|i to a filter error to be smaller than a predetermined upper limit gamma f2,wherein said filter, for a state-space model as in the following equations (7) to (9),satisfies the evaluation criterion by expression (10) and is given by the following equations (11) to (15),
{circumflex over (x)}k+1|k+1={circumflex over (x)}k|k+Ks,k+1(yk+1-Hk+1{circumflex over (x)}k|k)where, {circumflex over (x)}k|k: The estimate of state xk at time k, obtained by using observation signals y0 to yk yk: Observation signalKs,k+1: Filter gainHk: Observation matrix
xk+1=xk+wk, wk, xkepsilon RN (7)
yk=Hkxk+vk, yk, vkepsilon R (8)
zk=Hkxk, zkepsilon R, Hkepsilon R1 * N (9) (Equation image 37 not included in text)
{hacek over (z)}k|k=Hk{circumflex over (x)}k|k (11)
{circumflex over (x)}k+1|k+1={circumflex over (x)}k|k+Ks,k+1(yk+1-Hk+1{circumflex over (x)}k|k) Filter equation (12)
Ks,k+1={circumflex over (P)}k+1|kHk+1T(Hk+1{circumflex over (P)}k+1|kHk+1T+rho )-1 Filter gain (13) (Equation image 38 not included in text)
where, (Equation image 39 not included in text)
and the existence condition is given by the inequality P^k|k-1-1+HkTHk>0 which appears in (15),
where, the notation is used as follows, xk: State vector or just state, unknown and to be estimated,x0: Initial state, unknown,wk: System noise, unknown,vk: Observation noise, unknown,yk: Observation signal, known and input to a filter,zk: Output signal, unknown,Hk: Observation matrix, known,x^k|k: State value of the state xk at time k, estimated by using observation signals y0 to yk, given by the filter equation,x^0|0: Initial estimate of a state, essentially unknown but set to 0 for convenience,Ks,k+1: Filter gain, obtained by matrix P^k+1|k, SIGMA wk: Corresponds to the covariance matrix of the system noise, known in theory but unknown in advance,P^k|k-1: Corresponds to the covariance matrix of the error of x^k|k-1, given by a Riccati equation,P^1|0: Corresponds to the covariance matrix of an error in the initial state, essentially unknown but set to epsilon 0I for convenience.
[claim2]
2. A system identification apparatus according to claim 1, setting initial conditions of a recursive equation of the gain matrix Kk, the auxiliary variables Ak, Sk, Dk, and the state estimate x^k|k, respectively, as follows, (Equation image 40 not included in text) recursively determining the auxiliary variables Ak and Sk at time k as follows, (Equation image 41 not included in text) obtaining a second gain matrix in which a row including the auxiliary variables is added to the gain matrix Kk as follows, (Equation image 42 not included in text) dividing the second gain matrix KUk and obtaining first and second divisional gain matrixes as follows, (Equation image 43 not included in text) determine Dk, and obtaining a gain matrix Kk+1 at time k+1, and obtaining a filter gain Ks,k+1 at time k+1 by the following equations including the first and second divisional gain matrixes,
eta k=ck-N+Ck+1Dk-1
Dk=[Dk-1-mkWketa k][1-mu kWketa k]-1
Kk+1=mk-Dkmu k
{tilde over (K)}k+1(i)=rho Kk+1(i, 1), i=1, . . . , N
Ks,k+1=Gk+1-1{tilde over (K)}k+1, Gk+1=rho +gamma f-2Hk+1{tilde over (K)}k+1 in which eta kepsilon R2 * 1, Dkepsilon RN * 1, Kk+1epsilon RN * 2, Ks,k+1epsilon RN * 1, 0<rho =1-gamma f-2 <= 1, gamma f>1,updating the filter equation (12) according to the obtained filter gain Ks,k+1 as follows,
{circumflex over (x)}k+1|k+1={circumflex over (x)}k|k+Ks,k+1(yk+1-Hk+1{circumflex over (x)}k|k)
and repeating each of the above means with the time being put forward,wherein the existence of the filter is checked by using the following equation as an existence condition suitable for fast processing, with the computational complexity of O(N),
-l{circumflex over (XI )}i+rho gamma f2>0, i=0, . . . , k
where, (Equation image 44 not included in text)
.
[claim3]
3. A system identification apparatus according to claim 2, wherein an echo canceller is implemented by applying the filter to obtain the state estimate x^k|k,producing a quasi echo as in the following equation, andcanceling an actual echo by the obtained quasi echo, (Equation image 45 not included in text)
Hk=[uk, . . . , uk-N+1]where, {circumflex over (d)}k Quasi-echouk Received signalN Tap numberhi[k] Estimate of impulse response of echo path.
[claim4]
4. A system identification apparatus according to claim 1, wherein an echo canceller is implemented by applying the filter to obtain the state estimate x^k|k,producing a quasi echo as in the following equation, andcanceling an actual echo by the obtained quasi echo, (Equation image 46 not included in text)
Hk=[uk, . . . , uk-N+1]where, {circumflex over (d)}k Quasi-echouk Received signalN Tap numberhi[k] Estimate of impulse response of echo path.
  • 発明者/出願人(英語)
  • NISHIYAMA KIYOSHI
  • JAPAN SCIENCE AND TECHNOLOGY AGENCY
国際特許分類(IPC)
米国特許分類/主・副
  • 703/2
  • 700/37
  • 703/6
  • 708/323
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