• Journal of applied mathematics & informatics
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• v.27 no.5_6
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• pp.1061-1071
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• 2009

For real generalized reflexive matrices R, S, i.e., $R^T$ = R, $R^2$ = I, $S^T$ = S, $S^2$ = I, we say that real matrix X is (R,S)-symmetric, if RXS = X. In this paper, an iterative algorithm is proposed to solve the least-squares problem of matrix equation AXB = C with (R,S)-symmetric X. Furthermore, the optimal approximation solution to given matrix $X_0$ is also derived by this iterative algorithm. Finally, given numerical example and its convergent curve show that this method is feasible and efficient.

• Wind and Structures
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• v.34 no.6
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• pp.469-482
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• 2022

The generalized extreme value distribution (GEVD) is frequently used to fit the block maximum of environmental parameters such as the annual maximum wind speed. There are several methods for estimating the parameters of the GEV distribution, including the least-squares method (LSM). However, the application of the LSM with the expected order statistics has not been reported. This study fills this gap by proposing a fitting method based on the expected order statistics. The study also proposes a plotting position to approximate the expected order statistics; the proposed plotting position depends on the distribution shape parameter. The use of this approximation for distribution fitting is carried out. Simulation analysis results indicate that the developed fitting procedure based on the expected order statistics or its approximation for GEVD is effective for estimating the distribution parameters and quantiles. The values of the probability plotting correlation coefficient that may be used to test the distributional hypothesis are calculated and presented. The developed fitting method is applied to extreme thunderstorm and non-thunderstorm winds for several major cities in Canada. Also, the implication of using the GEVD and Gumbel distribution to model the extreme wind speed on the structural reliability is presented and elaborated.

• The Korean Journal of Nuclear Medicine
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• v.37 no.5
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• pp.288-300
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• 2003

Purpose: To obtain regional blood flow and tissue-blood partition coefficient with time-activity curves from ${H_2}^{15}O$ PET, fitting of some parameters in the Kety model is conventionally accomplished by nonlinear least squares (NLS) analysis. However, NLS requires considerable compuation time then is impractical for pixel-by-pixel analysis to generate parametric images of these parameters. In this study, we investigated several fast parameter estimation methods for the parametric image generation and compared their statistical reliability and computational efficiency. Materials and Methods: These methods included linear least squres (LLS), linear weighted least squares (LWLS), linear generalized least squares (GLS), linear generalized weighted least squares (GWLS), weighted Integration (WI), and model-based clustering method (CAKS). ${H_2}^{15}O$ dynamic brain PET with Poisson noise component was simulated using numerical Zubal brain phantom. Error and bias in the estimation of rCBF and partition coefficient, and computation time in various noise environments was estimated and compared. In audition, parametric images from ${H_2}^{15}O$ dynamic brain PET data peformed on 16 healthy volunteers under various physiological conditions was compared to examine the utility of these methods for real human data. Results: These fast algorithms produced parametric images with similar image qualify and statistical reliability. When CAKS and LLS methods were used combinedly, computation time was significantly reduced and less than 30 seconds for $128{\times}128{\times}46$ images on Pentium III processor. Conclusion: Parametric images of rCBF and partition coefficient with good statistical properties can be generated with short computation time which is acceptable in clinical situation.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.11-18
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• 2003

Quite often normality assumptions are not satisfied in practical applications. In this paper, an estimated generalized least squares(EGLS) analysis are considered in two way mixed linear models with arbitrary types of distributions for random effects. We investigate the power performance of EGLS analysis based on Henderson's method III, ML, REML and MINQUE(1). The power performances depend on the imbalance of design, on the actual values of ratio of variance components, and on the skewness and kurtosis parameters of the underlying distributions slightly. Results of our limited simulation study suggest that the EGLS F-statistics using four estimators and arbitrary distributions produce similar type I error rates and power performance.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.229-239
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• 2007

We present a diagnostic method for the quasi-likelihood estimators in generalized linear models. Since these estimators can be usually obtained by iteratively reweighted least squares which are well known to be very sensitive to unusual data, a diagnostic step is indispensable to analysis of data. We extend the local influence approach based on the maximum likelihood function to that on the quasi-likelihood function. Under several perturbation schemes local influence diagnostics are derived. An illustrative example is given and we compare the results provided by local influence and deletion.

• ETRI Journal
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• v.42 no.6
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• pp.922-931
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• 2020

A hierarchical iterative algorithm for the canonical polyadic decomposition (CPD) of tensors is proposed by improving the traditional conjugate gradient least squares (CGLS) method. Methods based on algebraic operations are investigated with the objective of estimating the direction of arrival (DoA) and polarization parameters of signals impinging on an array with electromagnetic (EM) vector-sensors. The proposed algorithm adopts a hierarchical iterative strategy, which enables the algorithm to obtain a fast recovery for the highly collinear factor matrix. Moreover, considering the same accuracy threshold, the proposed algorithm can achieve faster convergence compared with the alternating least squares (ALS) algorithm wherein the highly collinear factor matrix is absent. The results reveal that the proposed algorithm can achieve better performance under the condition of fewer snapshots, compared with the ALS-based algorithm and the algorithm based on generalized eigenvalue decomposition (GEVD). Furthermore, with regard to an array with a small number of sensors, the observed advantage in estimating the DoA and polarization parameters of the signal is notable.

• The Journal of the Acoustical Society of Korea
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• v.40 no.5
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• pp.452-459
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• 2021

Estimating the mutual time delay between two acoustic sensors is used in various fields such as tracking and estimating the location of a target in room acoustics and sonar. In the time delay estimation methods, there are a non-parametric method, such as Generalized Cross Correlation (GCC), and a parametric method based on system identification. In this paper, we propose a time delay estimation method based on the parametric method. In particular, we propose a method that considers the noise in each receiving acoustic sensor. Simulation confirms that the proposed algorithm is superior to the existing generalized cross-correlation and adaptive eigenvalue analysis methods in white noise and reverberation environments.

• The Journal of the Acoustical Society of Korea
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• v.15 no.1E
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• pp.59-64
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• 1996

When the input-output record is available, the identification of a bilinear system is considered. It is assumed that the input is noise free and the output is contaminated by an additive noise. It is further assumed that the covariance matrix of the noise is known up to a factor of proportionality. The extended generalized total least squares (e-GTLS) method is proposed as one of the consistent estimators of the bilinear system parameters. Considering that the input is noise-free and that bilinear system equation is linear with respect to the system parameters, we extend the GTLS problem. The extended GTLS problem is reduced to an unconstrained minimization problem, and is solved by the Newton-Raphson method. We compare the GTLS method and the e-GTLS method in the point of the accuracy of the estimated system parameters.

• The Korean Journal of Applied Statistics
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• v.5 no.2
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• pp.229-242
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• 1992

Bradley and Stewart(1991) considered a large class of experimental designs as multidimensional block designs(MBD's). The simplest MBD could be considered to be a row-column design(RCD). They presented the intrablock analysis of variance for a general row-column design. In this article, a generalized least squares solution for Bradley & Stewart's example is considered. In this case, the assumption is that row and column effects are random. This is an application of revised Paik(1990a,1990b)'s method. The Appendix is devoted to that revised method.

• Journal of the Chungcheong Mathematical Society
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• v.27 no.4
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• pp.675-688
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• 2014

In this paper, we present an efficient way to determine a suitable value of the regularization parameter using the global generalized cross validation and analyze the experimental results from preconditioned global conjugate gradient linear least squares(Gl-CGLS) method in solving image deblurring problems. Preconditioned Gl-CGLS solves general linear systems with multiple right-hand sides. It has been shown in [10] that this method can be effectively applied to image deblurring problems. The regularization parameter, chosen from the global generalized cross validation, with preconditioned Gl-CGLS method can give better reconstructions of the true image than other parameters considered in this study.