• The Journal of Asian Finance, Economics and Business
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• v.5 no.1
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• pp.11-16
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• 2018

This research examines the alternative ways of estimating the coefficient of non-diversifiable risk, namely beta coefficient, in Capital Asset Pricing Model (CAPM) introduced by Sharpe (1964) that is an essential element of assessing the value of diverse assets. The non-parametric methods used in this research are the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator). The Jackknife, the resampling technique, is also employed to validate the results. According to finance literature and common practices, these coecients have often been estimated using Ordinary Least Square (LS) regression method and monthly return data set. The empirical results of this research pointed out that the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) performed much better than Ordinary Least Square (LS) in terms of eciency for large-cap stocks trading actively in the United States markets. Interestingly, the empirical results also showed that daily return data would give more accurate estimation than monthly return data in both Ordinary Least Square (LS) and robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) regressions.

• The Journal of the Korea Contents Association
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• v.9 no.5
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• pp.84-90
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• 2009

In this paper, the new channel estimation was proposed that have the low complexity and high performance using Fuzzy inference method uses recently from various field for estimation about uncertainty in channel estimation of OFDM. Proposed method is channel estimation performance improve, calculation and interpolation for statistics character of channel using the pilot before LS channel estimation by Fuzzy inference method. Simulation result in QPSK proposed channel estimation method shows the enhancement of 5.5dB compared to the LS channel estimation and the deterioration of 1.3dB compared to the MMSE channel estimation in mean square error point $10^{-3}$. symbol error rate shows similarity performance the MMSE $10^{-1.96}$, proposed channel estimation $10^{-1.93}$ and enhancement of $10^{-0.35}$ compared to the LS channel estimation in signal to noise ratio point 20dB.

• ETRI Journal
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• v.33 no.5
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• pp.806-809
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• 2011

This letter considers the channel estimation for two-way relay MIMO OFDM systems. A least square (LS) channel estimation algorithm under block-based training is proposed. The mean square error (MSE) of the LS channel estimate is computed, and the optimal training sequences with respect to this MSE are derived. Some numerical examples are presented to evaluate the performance of the proposed channel estimation method.

• The Journal of the Acoustical Society of Korea
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• v.22 no.3
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• pp.224-232
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• 2003

In this paper, efficient deployment method of sensors and target positioning performance with respect to measurement error are dealt with. Active sonar can be categorized into Monostatic, Bistatic, Multistatic sonar, and characteristics of respective sonar are different. Assuming that each sensor can receive range and angular information, we compare the performance of Monostatic, Bistatic, and Multistatic systems. And we suggest Weighted least square (WLS) which gives the weight to former case, LS. In particular. adopting suggested method we investigate the target positioning performance according to number of sensor, distance from transmitter to receiver, and propose efficient arrangement rule for Multistatic sonar configurations. According to the experimental results, RMSE of Multistatic sonar is found to be superior to Monostatic and Bistatic by 35.98%. 37.45% respectively, and WLS is superior to LS approximately by 7.4% in average. Furthermore, as the difference of respective sensor's variance is large, it is observed that the improvement ratio of target positioning performance is increased.

• Proceedings of the IEEK Conference
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• 2000.06a
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• pp.45-48
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• 2000

The use of multi-level modulation scheme in the wireless LAN(Local Area Networks) system requires an accurate channel estimation. In this paper, we present sequential least squares(LS) channel estimation scheme based on decision-directed channel tracking scheme. The proposed scheme improves the performance of the conventional LS estimator for wireless LAN. In addition, its structure is suitable for the high-rate wireless LAN. Simulation results show that the proposed scheme achieves about IdB Packet Error Rate(PER) gain compared to the LS scheme in a frequency selective channel.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2004.11a
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• pp.677-684
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• 2004

This paper describes a method for identifying the dynamic characteristics of air foil bearings for high speed turbomachinerys with the LS/IV method. In fact identifying the characteristics of air foil bearings is very difficult work, and it is tried to identify it. Experiments were conducted to determine the structural dynamic and hydrodynamic characteristics of air foil bearings. Numerical predictions compare the static and dynamic force performances. The housing of the bearing on the journal was driven by the impact hammer which were used to simulate impact force acting on air foil bearings. The characteristics of air foil bearings were extracted from the frequency response function (FRF) by LS(Least Square) method and IV(Instrumental Variable) method. The experiment was tested at 0 rpm and $10000\sim16000rpm$. And the test results were introduced about the dynamic characteristics of air foil bearings, and also compared with theoritical results.

• Proceedings of the Korea Institute of Convergence Signal Processing
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• 2003.06a
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• pp.242-246
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• 2003

본 논문에서는 친사용자 환경의 시뮬레이션 환경을 제공하는 SPW 시뮬레이션 플랫포음을 이용하여 스마트 안테나 CDMA 이동통신 시스템을 구현하여 빔형성에 있어서 고정(non-adaptive)의 경우와 적응(adaptive)의 경우로 나누어 성능 분석을 수행하였다. 특히 적응인 경우는 LS(Least Square) 와 LMS (Least Mean Square) 의 적응 알고리즘을 비교하였으며 간섭 기지국의 각도 (Interferer signal angle) 변화에 따른 성능도 비교하였다. SPW 시뮬레이션 결과, 고정 경우보다는 적응 경우가 3［㏈］이상의 이득을 얻을 수 있었으며 LMS 보다는 LS 의 성능이 우수함을 알 수 있었다.

• Journal of Power Electronics
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• v.17 no.1
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• pp.149-160
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• 2017

To improve the performance of sensorless induction motor (IM) drives, an adaptive speed estimation method based on a strong tracking extended Kalman filter with a least-square algorithm (LS-STEKF) for induction motors is proposed in this paper. With this method, a fading factor is introduced into the covariance matrix of the predicted state, which forces the innovation sequence orthogonal to each other and tunes the gain matrix online. In addition, the estimation error is adjusted adaptively and the mutational state is tracked fast. Simultaneously, the fading factor can be continuously self-tuned with the least-square algorithm according to the innovation sequence. The application of the least-square algorithm guarantees that the information in the innovation sequence is extracted as much as possible and as quickly as possible. Therefore, the proposed method improves the model adaptability in terms of actual systems and environmental variations, and reduces the speed estimation error. The correctness and the effectiveness of the proposed method are verified by experimental results.

• IEIE Transactions on Smart Processing and Computing
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• v.3 no.3
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• pp.135-141
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• 2014

The inherent feature of the highly efficient spectrum usage has made Orthogonal Frequency Division Multiplexing (OFDM) preferable for Communication Standards. This study evaluated the performance of a Least Square (LS) estimator for a comb-type pilot insertion scheme over a fast fading Rayleigh channel. A High Peak-to-Average Power Ratio (PAPR) is one of the major downsides of the OFDM. The effects of an increase in the number of subcarriers on PAPR and the performance of the LS Estimator were studied. Increasing the number of subcarriers while keeping the pilots overhead constant resulted in improved performance of the LS estimator but the PAPR increased with increasing number of subcarriers. Therefore some trade-off between the number of subcarriers and the performance of the OFDM system is needed. The Mean Square Error (MSE) expression was also derived for the LS estimator in the case of a comb-type pilot arrangement. The MSE expression clearly explains the effects of the number of subcarriers on the performance of the LS estimator.

• Journal of Digital Convergence
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• v.12 no.3
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• pp.249-254
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• 2014

Wireless LAN system is evolving toward high-speed data transmission and more accurate channel estimation is necessarily required to improve communication performance. The PLCP preamble field in IEEE 802.11 based wireless MODEM consists of ten short symbols and two long symbols and is used for synchronization and channel estimation. The existing least square (LS) channel estimation is based on only two long training symbols. After estimating channel response separately by using each long training symbol, the final channel estimation is obtained by the average of each estimation. In this paper, a new channel estimation algorithm is presented to improve the performance of the existing LS channel estimation algorithm. From the fact that the short training symbol consists of 12 non-zero subcarriers, it gives us a clue of being able to additionally estimate at least one fourth of channel coefficients. The new LS algorithm performs channel estimation based on both two long training symbols and a short training symbol. The proposed LS algorithm shows a little bit performance improvement over the existing LS estimation and it will be able to be applied to the IEEE 802.11p WAVE system.