• Title/Summary/Keyword: A least square error

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Asymmetric Least Squares Estimation for A Nonlinear Time Series Regression Model

  • Kim, Tae Soo;Kim, Hae Kyoung;Yoon, Jin Hee
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.633-641
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    • 2001
  • The least squares method is usually applied when estimating the parameters in the regression models. However the least square estimator is not very efficient when the distribution of the error is skewed. In this paper, we propose the asymmetric least square estimator for a particular nonlinear time series regression model, and give the simple and practical sufficient conditions for the strong consistency of the estimators.

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A Channel Equalization Algorithm Using Neural Network Based Data Least Squares (뉴럴네트웍에 기반한 Data Least Squares를 사용한 채널 등화기 알고리즘)

  • Lim, Jun-Seok;Pyeon, Yong-Kuk
    • The Journal of the Acoustical Society of Korea
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    • v.26 no.2E
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    • pp.63-68
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    • 2007
  • Using the neural network model for oriented principal component analysis (OPCA), we propose a solution to the data least squares (DLS) problem, in which the error is assumed to lie in the data matrix only. In this paper, we applied this neural network model to channel equalization. Simulations show that the neural network based DLS outperforms ordinary least squares in channel equalization problems.

A Study on DCT Hierarchical LMS DFE Algorithm to Improve the Performance of ATSC Digital TV Broadcasting (ATSC 디지털 TV 방송수신 성능개선을 위한 DCT 계층적 LMS DFE 알고리즘 연구)

  • 김재욱;서종수
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.7A
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    • pp.529-536
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    • 2003
  • In this Paper, a new DCT HLMS DFE(Discrete Cosine Transform Hierarchical Least Mean Square Decision Feedback Equalizer) algorithm is proposed to improve the convergence speed and MSE(Mean Square Error) performance of a receive channel equalizer in ATSC(Advanced Television System Committee) 8VSB(Vestigial Side Band) digital terrestrial TV system. The proposed algorithm reduces the eigenvalue range of input data autocorrelation by transforming LMS (Least Mean Square) DFE into the subfilter of hierarchical structure. Moreover, the use of DCT and power estimation algorithm makes it possible to reduce the eigenvalue deviation of input data which results from distortion and delay of the receive signal in the miulti-path environment. Simulation results show that proposed DCT HLMS DFE has SNR improvement of approximately 3.8dB, 5dB and 2dB as compared to LMS DFE when the equalized symbol error rate is 0.2 in ATTC defined digital terrestrial TV broadcasting channels A, B and F, respectively.

Correction Method of Tracking Error for Astronomical Telescope Using Recursive Least Square Method (재귀 최소자승법을 이용한 천체 망원경의 추적 오차 보정법)

  • Kwak, Dong-Hoon;Kim, Tae-Han;Lee, Young-Sam
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.3
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    • pp.224-229
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    • 2012
  • In this paper, we propose a correction method for astronomical telescope using recursive least square method. There are two ways to move a telescope : equatorial operation and altazimuth operation. We must align polar axis of a equatorial telescope with the north celestial pole and adjust the horizontal axis of a altazimuth telescope exactly to match the celestial coordinate system with the telescope coordinate system. This process needs time and expertise. We can skip existing process and correct a tracking error easily by deriving the relationship of the celestial coordinate system and the telescope coordinate system using the proposed correction method. We obtain the coordinate of a celestial body in the celestial coordinate system and the telescope coordinate system and derive a transformation matrix through the obtained coordinate. We use recursive least square method to estimate the unknown parameters of a transformation matrix. Finally, we implement a telescope control system using a microprocessor and verify the performance of the correction method. Through an experiment, we show the validity of the proposed correction method.

Segmentation of binary sequence via minimizing least square error with total variation regularization

  • Jeungju Kim;Johan Lim
    • Communications for Statistical Applications and Methods
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    • v.31 no.5
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    • pp.487-496
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    • 2024
  • In this paper, we propose a data-driven procedure to segment a binary sequence as an alternative to the popular hidden Markov model (HMM) based procedure. Unlike the HMM, our procedure does not make any distributional or model assumption to the data. To segment the sequence, we suggest to minimize the least square distance from the observations under total variation regularization to the solution, and develop a polynomial time algorithm for it. Finally, we illustrate the algorithm using a toy example and apply it to the Gemini boat race data between Oxford and Cambridge University. Further, we numerically compare the performance of our procedure to the HMM based segmentation through these examples.

Analysis of Partial Least Square Regression on Textural Data from Back Extrusion Test for Commercial Instant Noodles (시중 즉석 조리 면의 Back Extrusion 텍스처 데이터에 대한 Partial Least Square Regression 분석)

  • Kim, Su kyoung;Lee, Seung Ju
    • Food Engineering Progress
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    • v.14 no.1
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    • pp.75-79
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    • 2010
  • Partial least square regression (PLSR) was executed on curve data of force-deformation from back extrusion test and sensory data for commercial instant noodles. Sensory attributes considered were hardness (A), springiness (B), roughness (C), adhesiveness to teeth (D), and thickness (E). Eight and two kinds of fried and non-fried instant noodles respectively were used in the tests. Changes in weighted regression coefficients were characterized as three stages: compaction, yielding, and extrusion. Correlation coefficients appeared in the order of E>D>A>B>C, root mean square error of prediction D>C>E>B>A, and relative ability of prediction D>C>E>B>A. Overall, 'D' was the best in the correlation and prediction. 'A' with poor prediction ability but high correlation was considered good when determining the order of magnitude.

LEAST-SQUARE SWITCHING PROCESS FOR ACCURATE AND EFFICIENT GRADIENT ESTIMATION ON UNSTRUCTURED GRID

  • SEO, SEUNGPYO;LEE, CHANGSOO;KIM, EUNSA;YUNE, KYEOL;KIM, CHONGAM
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.24 no.1
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    • pp.1-22
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    • 2020
  • An accurate and efficient gradient estimation method on unstructured grid is presented by proposing a switching process between two Least-Square methods. Diverse test cases show that the gradient estimation by Least-Square methods exhibit better characteristics compared to Green-Gauss approach. Based on the investigation, switching between the two Least-Square methods, whose merit complements each other, is pursued. The condition number of the Least-Square matrix is adopted as the switching criterion, because it shows clear correlation with the gradient error, and it can be easily calculated from the geometric information of the grid. To illustrate switching process on general grid, condition number is analyzed using stencil vectors and trigonometric relations. Then, the threshold of switching criterion is established. Finally, the capability of Switching Weighted Least-Square method is demonstrated through various two- and three-dimensional applications.

Least Square Prediction Error Expansion Based Reversible Watermarking for DNA Sequence (최소자승 예측오차 확장 기반 가역성 DNA 워터마킹)

  • Lee, Suk-Hwan;Kwon, Seong-Geun;Kwon, Ki-Ryong
    • Journal of the Institute of Electronics and Information Engineers
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    • v.52 no.11
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    • pp.66-78
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    • 2015
  • With the development of bio computing technology, DNA watermarking to do as a medium of DNA information has been researched in the latest time. However, DNA information is very important in biologic function unlikely multimedia data. Therefore, the reversible DNA watermarking is required for the host DNA information to be perfectively recovered. This paper presents a reversible DNA watermarking using least square based prediction error expansion for noncodng DNA sequence. Our method has three features. The first thing is to encode the character string (A,T,C,G) of nucleotide bases in noncoding region to integer code values by grouping n nucleotide bases. The second thing is to expand the prediction error based on least square (LS) as much as the expandable bits. The last thing is to prevent the false start codon using the comparison searching of adjacent watermarked code values. Experimental results verified that our method has more high embedding capacity than conventional methods and mean prediction method and also makes the prevention of false start codon and the preservation of amino acids.

Convergence of the Filtered-x Least Mean Square Adaptive Algorithm for Active Noise Control of a Multiple Sinusoids (다중 정현파의 능동소음제어를 위한 Filtered-x 최소 평균제곱 적응 알고리듬 수렴 연구)

  • 이강승
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.13 no.4
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    • pp.239-246
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    • 2003
  • Application of the filtered-x Least Mean Square(LMS) adaptive filter to active noise control requires to estimate the transfer characteristics between the output and the error signal of the adaptive controller. In this paper, we derive the filtered-x adaptive noise control algorithm and analyze its convergence behavior when the acoustic noise consists of multiple sinusoids. The results of the convergence analysis of the filtered-x LMS algorithm indicate that the effects of the parameter estimation inaccuracy on the convergence behavior of the algorithm are characterized by two distinct components Phase estimation error and estimated gain. In particular, the convergence is shown to be strongly affected by the accuracy of the phase response estimate. Simulation results are presented to support the theoretical convergence analysis.

Pilot Assisted Channel Frequency Response Estimation for an OFDM System with a Comb-Type Pilot Pattern (빗 형태 패턴을 가지는 OFDM 시스템을 위한 파일럿 심볼 기반 채널 주파수 응답의 추정)

  • Kim, Youngwoong;Kim, Namhoon;Yoon, Eunchul
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.39A no.6
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    • pp.333-342
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    • 2014
  • The pilot assisted channel frequency response (CFR) estimation schemes for an OFDM-based system with virtual subcarriers are analyzed under the assumption that pilot symbols are located according to a comb-type pattern in the OFDM block. In particular, as the minimum mean square error (MMSE) based scheme aiming to directly predict the channel impulse response and the MMSE based scheme aiming to suppress the leakage have not been clearly compared, by proving that the mean square errors (MSEs) of the latter scheme is always larger than that of the former scheme, this paper shows that the former scheme is superior to the latter scheme. Moreover, the impact of the number of pilots on the performances of the MMSE and least-square based channel estimation schemes are investigated. The performance analyses of the presented schemes are confirmed by computer simulation.