• 제목/요약/키워드: Least Square Estimate

검색결과 330건 처리시간 0.029초

신경회로망과 순환최소자승법을 이용한 Skid-to-Turn 미사일의 공력 파라미터 추정 (Estimation of Aerodynamic Coefficients for a Skid-to-Turn Missile using Neural Network and Recursive Least Square)

  • 김윤환;박균법;송용규;황익호;최동균
    • 한국항공운항학회지
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    • 제20권4호
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    • pp.7-13
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    • 2012
  • This paper is to estimate aerodynamic coefficients needed to determine the missiles' controller design and stability from simulation data of Skid-to-Turn missile. Method of determining aerodynamic coefficients is to apply Neural Network and Recursive Least Square and results were compared and researched. Also analysing actual flight test data was considered and sensor noise was added. Estimate parameter of data with sensor noise added and estimated performance and reliability for both methods that did not need initial values. Both Neural Network and Recursive Least Square methods showed excellent estimate results without adding the noise and with noise added Neural Network method showed better estimate results.

Phasor Estimation Algorithm Based on the Least Square Technique during CT Saturation

  • Lee, Dong-Gyu;Kang, Sang-Hee;Nam, Soon-Ryul
    • Journal of Electrical Engineering and Technology
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    • 제6권4호
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    • pp.459-465
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    • 2011
  • A phasor estimation algorithm based on the least square curve fitting technique for the distorted secondary current due to current transformer (CT) saturation is proposed. The mathematical form of the secondary current during CT saturation is represented as the scaled primary current with magnetizing current. The information on the scaled primary current is estimated using the least square technique, with the measured secondary current in the saturated section. The proposed method can estimate the phasor of a fundamental frequency component during the saturated period. The performance of the algorithm is validated under various fault and CT conditions using a C400 CT model. A series of performance evaluations shows that the proposed phasor estimation algorithm can estimate the phasor of the fundamental frequency component with high accuracy, regardless of fault conditions and CT characteristics.

선형 홀센서 기반의 모터 회전속도 측정을 위한 평균 최소 자승 추정기 (Least Mean Square Estimator for Motor Frequency Measurement Based on Linear Hall Sensor)

  • 최가형;나원상;곽기석;윤태성;박진배
    • 전기학회논문지
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    • 제57권5호
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    • pp.866-874
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    • 2008
  • Motor frequency can be measured by a hall sensor. Among the many hall sensors, a linear type hall sensor is good at high accuracy frequency measuring problem. However, in general, this linear type hall sensor has DC offset which can vary along sensor's operating voltage change. Therefore, In motor frequency measurement problem using the linear hall sensor, it needs an estimator that can estimate frequency and DC offset simultaneously. In this paper, we propose the least mean square estimator to estimate motor frequency. To verify its performance, we compare the LMS estimator with a commercial analog tachometer. Experimental results shows the proposed LMS estimator works well in varying frequency and stationary DC offset.

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

  • 이강승
    • 한국소음진동공학회논문집
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    • 제13권4호
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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.

Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
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    • 제26권6호
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    • pp.383-395
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    • 2018
  • An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

IV 방법을 이용한 잡음이 포함된 베어링 실험 장치의 동특성 파라미터 추출 (An Application of the Instrumental Variable Method(IVM) to a Parameter Identification of a Noise Contaminated Bearing Test Rig)

  • 이용복;김창호;최동훈
    • 소음진동
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    • 제6권5호
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    • pp.679-684
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    • 1996
  • The Instrumental Variable Method(IVM), modified from least square algorithm, is applied to parameter identification of a noise contaminated bearing test rig. The signal to noise ratio included in Frequency Response Function(FRF) can cause significant errors in parameter identification. Therefore, among several candidates of parameter identification method, results of the applied IVM were compared with noise-contaminated least square method. This study shows that the noise-contaminated least square method can have indonsistent accuracy depending on the degree of noise level, while the IVM has robuster performance to signal to noise ratio than least square method.

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Two-way 증폭과 전송 릴레이 네트워크의 용량 최적화 (Capacity Optimization of Two-way Amplify-and Forward Relay Networks)

  • 모하마드 아부 하니프;이문호;박주용
    • 전자공학회논문지
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    • 제50권1호
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    • pp.27-33
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    • 2013
  • 본 논문에서는 two-way 릴레이 네트워크에서 파일롯(pilot)기반 채널 추정 기법과, 전송시 데이터 심볼과 함께 파일롯 심볼을 전송하는 기법을 제안한다. 채널상태정보(channel state information : CSI)가 없는 경우, destination은 파일롯 심볼을 사용해 채널을 추정한다. 이 시스템에서 릴레이는 파일롯 심볼과 데이터 심볼을 증폭하고 AF(amplify and forward)프로토콜을 사용하여 destination에 전송한다. 릴레이 이득이 고정되어 있어서 릴레이는 채널을 추정할 필요가 없기 때문에 destination이 채널을 추정한다. 이 채널 추정에는 이미 잘 알려진 LS(least-square)와 MMSE(minimum mean-square error)를 사용하였다.

포함확률비례추출에서 회귀계수 최소제곱추정량의 근사분산 (Approximate Variance of Least Square Estimators for Regression Coefficient under Inclusion Probability Proportional to Size Sampling)

  • 김규성
    • Communications for Statistical Applications and Methods
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    • 제19권1호
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    • pp.23-32
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    • 2012
  • 본 논문은 유한모집단에서 회귀계수추정량의 근사편향과 근사분산을 다루고 있다. 유한모집단에서 고정크기 포함확률비례표본을 추출하고 이 표본에서 조사된 데이터에 기초하여 회귀계수를 일반최소제곱추정량과 가중최소제곱추정량으로 추정할 때 두 추정량의 편향, 분산 그리고 평균제곱오차의 근사식을 유도하였다. 그리고 두 추정량의 효율을 비교하기 위하여 두 추정량의 분산을 비교하는 필요충분조건을 제시하였다. 또한 수치적인 비교를 위하여 간단한 예제를 소개하였다.

Integer-Valued HAR(p) model with Poisson distribution for forecasting IPO volumes

  • SeongMin Yu;Eunju Hwang
    • Communications for Statistical Applications and Methods
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    • 제30권3호
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    • pp.273-289
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    • 2023
  • In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

Least Square Channel Estimation for Two-Way Relay MIMO OFDM Systems

  • Fang, Zhaoxi;Shi, Jiong
    • ETRI Journal
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    • 제33권5호
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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.