• Title/Summary/Keyword: 일반화최소자승법

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Hyper-Geometric Distribution Software Reliability Growth Model : Generalizatio, Estimation and Prediction (초기하분포 소프트웨어 신뢰성 성장 모델 : 일반화, 추정과 예측)

  • Park, Jung-Yang;Yu, Chang-Yeol;Park, Jae-Hong
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.9
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    • pp.2343-2349
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    • 1999
  • The hyper-geometric distribution software reliability growth model (HGDM) was recently developed and successfully applied to real data sets. The HGDM considers the sensitivity factor as a parameter to be estimated. In order to reflect the random behavior of the test-and-debug process, this paper generalizes the HGDM by assuming that the sensitivity factor is a binomial random variable. Such a generalization enables us to easily understand the statistical characteristics of the HGDM. It is shown that the least squares method produces the identical results for both the HGDM and the generalized HGDM. Methods for computing the maximum likelihood estimates and predicting the future outcomes are also presented.

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ARMA System identification Using GTLS method and Recursive GTLS Algorithm (GTLS의 ARMA시트템식별에의 적용 및 적응 GTLS 알고리듬에 관한 연구)

  • Kim, Jae-In;Kim, Jin-Young;Rhee, Tae-Won
    • The Journal of the Acoustical Society of Korea
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    • v.14 no.3
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    • pp.37-48
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    • 1995
  • This paper presents an sstimation of ARMA coefficients of noisy ARMA system using generalized total least square (GTLS) method. GTLS problem for ARMA system is defined as minimizing the errors between the noisy output vectors and estimated noisy-free output. The GTLS problem is solved in closed form by eigen-problem and the perturbation analysis of GTLS is presented. Also its recursive solution (recursive GTLS) is proposed using the power method and the covariance formula of the projected output error vector into the input vector space. The simulation results show that GTLS ARMA coefficients estimator is an unbiased estimator and that recursive GTLS achieves fast convergence.

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Color Image Scaling Using Oblique Projection (경사 투영을 사용한 컬러 이미지 스케일링)

  • 김준목;정원용
    • Proceedings of the Korea Institute of Convergence Signal Processing
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    • 2000.12a
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    • pp.53-56
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    • 2000
  • 본 논문에서는 컬러이미지의 스케일링(scaling)을 위해 경사투영방법을 사용하여 기본적인 보간방법, 최소자승근사(least square approximation)의 결과들과 비교하여 보았다. 경사투영방법은 최소의 근사오차(approximation error)를 제공하는 수직투영(orthogonal projection)방법과 유사한 결과를 제공하며 전처리 필터 디자인에 자유성을 부여하고, 좀 더 일반화된 형태의 보간 방법이다. 사용된 방법을 기본적인 보간법들과 비교하여 보았을 때 더 좋은 PSNR의 결과를 얻을 수 있었으며 최소자승근사 방법과 유사한 결과들을 얻을 수가 있었다.

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A study on the active noise control using generalized CLMS (일반화된 제한 최소자승법을 이용한 능동 소음제어에 관한 연구)

  • 나희승;박영진
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.52-57
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    • 1993
  • Conventional active control algorithm for duct system is developed without considering problems of constrained structure. Therefore it destroys the constrained structures of the weights or parameters. A new LMS algorithm, which does keep the constraints, is proposed for systems with known constrained structure. It is based on error-back propagation. The stability analysis and simulation example are also included.

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Evaluation of Extreme Sea Levels Using Long Term Tidal Data (검조기록을 이용한 극치해면 산정)

  • 심재설;오병철;김상익
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.4 no.4
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    • pp.250-260
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    • 1992
  • Two methods for computing extreme sea levels, which are the extreme probability method and the joint probability method, are examined at five different ports (Incheon, Cheju, Yeosu, Pusan, Mukho). The extreme probability mothod estimates the extreme sea levels from three different probability papers of Gumbel, Weibull and generalized extreme value(GEV) using the least square method, conventional moment method and probability weighted moment method. respectively. The results showed that the extreme sea levels estimated by the Gumbel paper or the least square method appeared higher than those calculated by other papers or methods. The extreme values estimated by the extreme probability method are approximately 5-10 cm lower than the values by the joint probability method.

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G-Inverse and SAS IML for Parameter Estimation in General Linear Model (선형 모형에서 모수 추정을 위한 일반화 역행렬 및 SAS IML 이론에 관한 연구)

  • Choi, Kuey-Chung;Kang, Kwan-Joong;Park, Byung-Jun
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.373-385
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    • 2007
  • The solution of the normal equation arising in a general linear model by the least square methods is not unique in general. Conventionally, SAS IML and G-inverse matrices are considered for such problems. In this paper, we provide a systematic solution procedures for SAS IML.

Design Polynomial Tuning of Multivariable Self Tuning Controllers (다변수 자기동조 제어기의 설계다항식 조정)

  • Cho, Won-Chul;Shim, Tae-Eun
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.36S no.11
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    • pp.22-33
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    • 1999
  • This paper presents the method for the automatic tuning of a design weighting polynomial parameters of a generalized minimum-variance stochastic ultivariable self-tuning controller which adapts to changes in the higher order nonminimum phase system parameters with time delays and noises. The self-tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optimizing the design weighting polynomial parameters of the controller. The proposed multivariable self-tuning method is simple and effective compared with pole restriction method. The computer simulation results are presented to adapt the higher order multivariable system with nonminimum phase and with changeable system parameters.

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Hydraulic Parameter Evaluation by Sensitivity Analysis of Constant and Variable Rate Pump Test in Leaky Fractal Aquifer (누수성 프락탈 대수층내의 일정 또는 다단계 양수시험의 민감성 분석에 의한 수리상수 결정)

  • 함세영
    • The Journal of Engineering Geology
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    • v.4 no.3
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    • pp.311-319
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    • 1994
  • This paper presents a sensitivity analysis to obtain best fit of hydraulic parameters of leaky fractal aquifer. The sensitivity analysis uses the least squares method. The hydraulic parameters (generalized transmissivity and generalized storage coefficient) can be easily determined by the sensitivity analysis for various flow dimensions and different values of the leakage factor. Furthermore, the sensitivity analysis was applied to variable-rate pump tast at several abstraction wells, A computer program was developed to evaluate the hydraulic parameters by the sensitivity analysis.

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Design of RBF-based Polynomial Neural Network (방사형 기저 함수 기반 다항식 뉴럴네트워크 설계)

  • Kim, Ki-Sang;Jin, Yong-Ha;Oh, Sung-Kwun;Kim, Hyun-Ki
    • Proceedings of the IEEK Conference
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    • 2009.05a
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    • pp.261-263
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    • 2009
  • 본 연구에서는 복잡한 비선형 모델링 방법인 RBF 뉴럴 네트워크(Radial Basis Function Neural Network)와 PNN(Polynomial Neural Network)을 접목한 새로운 형태의 Radial Basis Function Polynomial Neural Network(RPNN)를 제안한다. RBF 뉴럴 네트워크는 빠른 학습 시간, 일반화 그리고 단순화의 특징으로 비선형 시스템 모델링 등에 적용되고 있으며, PNN은 생성된 노드들 중에서 우수한 결과값을 가진 노드들을 선택함으로써 모델의 근사화 및 일반화에 탁월한 효과를 가진 비선형 모델링 방법이다. 제안된 RPNN모델의 기본적인 구조는 PNN의 형태를 이루고 있으며, 각각의 노드는 RBF 뉴럴 네트워크로 구성하였다. 사용된 RBF 뉴럴 네트워크에서의 커널 함수로는 FCM 클러스터링을 사용하였으며, 각 노드의 후반부는 다항식 구조로 표현하였다. 또한 각 노드의 후반부 파라미터들은 최소자승법을 이용하여 최적화 하였다. 제안한 모델의 적용 및 유용성을 비교 평가하기 위하여 비선형 데이터를 이용하여 그 우수성을 보인다.

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Development of Generalized Regression Model for Regionalization of River Floods (하천홍수량의 지역화를 위한 일반화회귀모형의 개발)

  • 조국광;이진형
    • Water for future
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    • v.23 no.1
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    • pp.79-87
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    • 1990
  • In this study, a regression model, which relates annual flood peak flows collected at stramflow gaging stations in the Han river and Nakdong river basin to both basin characteristics and precipitation data, is developed by using the generalized least squares method which can provide reasonable and unbiased estimator of error variance by separating error variance of the regression model into that due to model error and due to sampling error. This model may be used as a mechanism for transferring hydrologic information from the gaged sites to ungaged sites.

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