• Title/Summary/Keyword: Least squares (LS)

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RLS (Recursive Least Squares)와 RTLS (Recursive Total Least Squares)의 결합을 이용한 새로운 FIR 시스템 인식 방법 (FIR System Identification Method Using Collaboration Between RLS (Recursive Least Squares) and RTLS (Recursive Total Least Squares))

  • 임준석;편용국
    • 한국음향학회지
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    • 제29권6호
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    • pp.374-380
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    • 2010
  • 잡음이 섞인 입출력 신호를 갖는 시스템 인식 문제는 완전 최소 자승법 (Total Least Squares (TLS))으로 알려져 있다. 완전 최소 자승법의 성능은 입력 신호 부가 잡음 파워와 출력 신호 부가 잡음간의 분산비에 매우 민감하다. 본 논문에서는 TLS의 성능 향상을 위해서 LS (Least Squares)와의 결합을 제안한다. 그 한 형태로 재차적인 TLS (Recursive TLS)와 재차적인 LS (Recursive Least Squares)간의 결합 알고리즘을 제안한다. 이 결합은 잡음간 분산비에 강인한 결과를 낳았다. 모의실험을 통해 얻은 결과로부터 입력 신호에 신호대 잡음비가 5dB를 유지히는 잡음을 부가할 경우 입력 잡음과출력 잡음의 비 $\gamma$가 약 20 정도까지로 적용 범위가 확대되는 결과를 얻었다. 따라서 제안된 결합 방법이 기존의 TLS의 적용 범위를 넓힐 수 있음을 알 수 있다.

LMS and LTS-type Alternatives to Classical Principal Component Analysis

  • Huh, Myung-Hoe;Lee, Yong-Goo
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.233-241
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    • 2006
  • Classical principal component analysis (PCA) can be formulated as finding the linear subspace that best accommodates multidimensional data points in the sense that the sum of squared residual distances is minimized. As alternatives to such LS (least squares) fitting approach, we produce LMS (least median of squares) and LTS (least trimmed squares)-type PCA by minimizing the median of squared residual distances and the trimmed sum of squares, in a similar fashion to Rousseeuw (1984)'s alternative approaches to LS linear regression. Proposed methods adopt the data-driven optimization algorithm of Croux and Ruiz-Gazen (1996, 2005) that is conceptually simple and computationally practical. Numerical examples are given.

토털최소제곱법과 최소제곱법의 비교연구 (A Comparison Study on Total Least Squares and Least Squares)

  • 이임평;최윤수;권재현
    • 한국측량학회:학술대회논문집
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    • 한국측량학회 2003년도 추계학술발표회 논문집
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    • pp.15-19
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    • 2003
  • The Total Least Squares (TLS) method is introduced in comparison with the conventional Least Squares (LS) method. The principles and mathematical models for both methods are summarized and the comparison results from their applications to a simple geometric example, fitting a straight line to a set of 2D points are presented. As conceptually reasoned, the results clearly indicate that LS is more susceptible of producing wrong parameters with worse precision rather than TLS. For many applications in surveying, can adjustment computation and parameter estimation based on TLS provide better results.

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Mixed-effects LS-SVR for longitudinal dat

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.363-369
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    • 2010
  • In this paper we propose a mixed-effects least squares support vector regression (LS-SVR) for longitudinal data. We add a random-effect term in the optimization function of LS-SVR to take random effects into LS-SVR for analyzing longitudinal data. We also present the model selection method that employs generalized cross validation function for choosing the hyper-parameters which affect the performance of the mixed-effects LS-SVR. A simulated example is provided to indicate the usefulness of mixed-effect method for analyzing longitudinal data.

Software Reliability Assessment with Fuzzy Least Squares Support Vector Machine Regression

  • Hwang, Chang-Ha;Hong, Dug-Hun;Kim, Jang-Han
    • 한국지능시스템학회논문지
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    • 제13권4호
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    • pp.486-490
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    • 2003
  • Software qualify models can predict the risk of faults in the software early enough for cost-effective prevention of problems. This paper introduces a least squares support vector machine (LS-SVM) as a fuzzy regression method for predicting fault ranges in the software under development. This LS-SVM deals with the fuzzy data with crisp inputs and fuzzy output. Predicting the exact number of bugs in software is often not necessary. This LS-SVM can predict the interval that the number of faults of the program at each session falls into with a certain possibility. A case study on software reliability problem is used to illustrate the usefulness of this LS -SVM.

OFDM 시스템에서의 Sequential Least Squares 채널 추정 방식 (Sequential Least Square Channel Estimation in OFDM Systems)

  • 고은석;박병준;천현수;강창언;홍대식
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 하계종합학술대회 논문집(1)
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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.

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Least-Squares Support Vector Machine for Regression Model with Crisp Inputs-Gaussian Fuzzy Output

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제15권2호
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    • pp.507-513
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    • 2004
  • Least-squares support vector machine (LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. In this paper, we propose LS-SVM approach to evaluating fuzzy regression model with multiple crisp inputs and a Gaussian fuzzy output. The proposed algorithm here is model-free method in the sense that we do not need assume the underlying model function. Experimental result is then presented which indicate the performance of this algorithm.

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Deep LS-SVM for regression

  • Hwang, Changha;Shim, Jooyong
    • Journal of the Korean Data and Information Science Society
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    • 제27권3호
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    • pp.827-833
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    • 2016
  • In this paper, we propose a deep least squares support vector machine (LS-SVM) for regression problems, which consists of the input layer and the hidden layer. In the hidden layer, LS-SVMs are trained with the original input variables and the perturbed responses. For the final output, the main LS-SVM is trained with the outputs from LS-SVMs of the hidden layer as input variables and the original responses. In contrast to the multilayer neural network (MNN), LS-SVMs in the deep LS-SVM are trained to minimize the penalized objective function. Thus, the learning dynamics of the deep LS-SVM are entirely different from MNN in which all weights and biases are trained to minimize one final error function. When compared to MNN approaches, the deep LS-SVM does not make use of any combination weights, but trains all LS-SVMs in the architecture. Experimental results from real datasets illustrate that the deep LS-SVM significantly outperforms state of the art machine learning methods on regression problems.

Variable selection for multiclassi cation by LS-SVM

  • Hwang, Hyung-Tae
    • Journal of the Korean Data and Information Science Society
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    • 제21권5호
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    • pp.959-965
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    • 2010
  • For multiclassification, it is often the case that some variables are not important while some variables are more important than others. We propose a novel algorithm for selecting such relevant variables for multiclassification. This algorithm is base on multiclass least squares support vector machine (LS-SVM), which uses results of multiclass LS-SVM using one-vs-all method. Experimental results are then presented which indicate the performance of the proposed method.

위성을 이용한 Total Least Squares 기반 신호원 측위 알고리즘 (The Geolocation Based on Total Least Squares Algorithm Using Satellites)

  • 박영미;조상우;전주환
    • 한국통신학회논문지
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    • 제29권2C호
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    • pp.255-261
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    • 2004
  • Geoloaction이란 다수의 위성을 이용하여 지구상에 존재하는 송신기의 위치를 결정하는 문제이다. 본 논문에서는 한 기의 정지제도 위성과 한 기의 저궤도 위성을 이용하여 위성에 수신된 신호를 처리하여 얻은 도래 시간차(time difference of arrival or TDOA) 측정치로부터 정적인 송신기의 위치를 추정하는 문제를 다룬다. 위성들의 부정확한 위치 정보와 잡음이 더해진 도래 시간차 측정치를 이용한 geolocation 문제의 경우, 정확한 위치 추정치를 얻기 위하여 total least squares (TLS) 알고리즘으로 접근한다. Monte-Carlo 실험을 통해 기존의 least squares (LS) 방법과 비교함으로써 제안한 TLS 알고리즘의 성능을 검증하였다.