• 제목/요약/키워드: Least squares solution

검색결과 204건 처리시간 0.025초

An Explicit Solution for Multivariate Ridge Regression

  • Shin, Min-Woong;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • 제11권1호
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    • pp.59-68
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    • 1982
  • We propose that, in order to control the inflation and general instability associated with the least squares estimates, we can use the ridge estimator $$ \hat{B}^* = (X'X+kI)^{-1}X'Y : k \leq 0$$ for the regression coefficients B in multivariate regression. Our hope is that by accepting some bias, we can achieve a larger reduction in variance. We show that such a k always exists and we derive the formula obtaining k in multivariate ridge regression.

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비최소 위상 시스템에 대한 적분기를 갖는 직접 적응제어 (Direct Adaptive Control Scheme with Integral Action for Nonminimum Phase Systems)

  • 김종환;최계근
    • 대한전자공학회논문지
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    • 제23권4호
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    • pp.445-449
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    • 1986
  • This paper presents a direct adaptive control scheme for nonminimum phase systems of which controller parameters are estimated from the least-squares algorithm, and some additional auxiliadry parameters are obtianed from the proposed polynomial identity equation. Integral action is incorporated into the adaptive controller to eliminate the steady-state error, and to satisfy a condition of the unique solution for the polynomial identity as well.

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가우스-헬머트 모델 전최소제곱: 평면방정식과 측지좌표계 변환 (TLS (Total Least-Squares) within Gauss-Helmert Model: 3D Planar Fitting and Helmert Transformation of Geodetic Reference Frames)

  • 배태석;홍창기;임수현
    • 한국측량학회지
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    • 제40권4호
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    • pp.315-324
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    • 2022
  • 일반적인 조정계산에서는 독립변수의 오차는 없다고 가정하고 종속변수의 오차만을 고려하는 최소제곱해를 구한다. 그러나 지상측량에 의해 결정한 3차원 공간좌표나 GNSS (Global Navigation Satellite System) 기반 추정좌표는 성분별로 독립적으로 결정되지 않으므로 모든 성분에 오차가 있을 뿐만 아니라 공분산도 존재한다. 따라서 좌표쌍을 이용한 평면 추정이나 좌표계 변환에서는 모든 성분의 오차를 고려하는 전최소제곱을 적용해야 한다. 이를 위한 다양한 모델이 존재하며, 특별한 제약조건을 제외하면 동등한 해를 제공한다. 본 연구에서는 가우스-헬머트 모델(GHM: Gauss-Helmert Model) 기반 전최소제곱으로 VLBI 타겟이 형성하는 자취를 이용하여 평면의 법선벡터를 추정했으며, 지역좌표계를 세계측지계로 변환하는 계수 결정에도 적용했다. 평면방정식의 경우 기존 최소제곱 방법과 비교해서 법선벡터는 동일하지만 분산요소의 안정성과 타겟 위치에 따른 분산요소 특성을 명확히 확인할 수 있었다. 좌표계 변환계수는 가우스-헬머트 모델을 적용하면 변환 전후 두 좌표계에서 모두 잔차를 계산할 수 있으며, 기존 방식보다 잔차가 더 작아진다.

An efficient robust cost optimization procedure for rice husk ash concrete mix

  • Moulick, Kalyan K.;Bhattacharjya, Soumya;Ghosh, Saibal K.;Shiuly, Amit
    • Computers and Concrete
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    • 제23권6호
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    • pp.433-444
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    • 2019
  • As rice husk ash (RHA) is not produced in controlled manufacturing process like cement, its properties vary significantly even within the same lot. In fact, properties of Rice Husk Ash Based Concrete (RHABC) are largely dictated by uncertainty leading to huge deviations from their expected values. This paper proposes a Robust Cost Optimization (RCO) procedure for RHABC, which minimizes such unwanted deviation due to uncertainty and provides guarantee of achieving desired strength and workability with least possible cost. The RCO simultaneously minimizes cost of RHABC production and its deviation considering feasibility of attaining desired strength and workability in presence of uncertainty. RHA related properties have been modeled as uncertain-but-bounded type as associated probability density function is not available. Metamodeling technique is adopted in this work for generating explicit expressions of constraint functions required for formulation of RCO. In doing so, the Moving Least Squares Method is explored in place of conventional Least Square Method (LSM) to ensure accuracy of the RCO. The efficiency by the proposed MLSM based RCO is validated by experimental studies. The error by the LSM and accuracy by the MLSM predictions are clearly envisaged from the test results. The experimental results show good agreement with the proposed MLSM based RCO predicted mix properties. The present RCO procedure yields RHABC mixes which is almost insensitive to uncertainty (i.e., robust solution) with nominal deviation from experimental mean values. At the same time, desired reliability of satisfying the constraints is achieved with marginal increment in cost.

FPSO Riser 지지구조의 설계최적화에 대한 근사화 기법의 비교 연구 (A Comparative Study of Approximation Techniques on Design Optimization of a FPSO Riser Support Structure)

  • 심천식;송창용
    • 한국전산구조공학회논문집
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    • 제24권5호
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    • pp.543-551
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    • 2011
  • 본 논문에서는 해양작업 상태의 하중조건을 고려한 부유식 원유생산 저장 하역장치에 설치된 라이져 보강구조의 강도설계에 관련하여 다양한 근사화 기법 기반 설계최적화 및 그 성능을 비교하고자 한다. 설계최적화 문제는 하중조건별 구조강도의 제한조건 하에서 중량을 최소화하여 설계변수인 구조 부재치수가 결정되도록 정식화된다. 비교 연구를 위해 사용된 근사화 기법은 반응표면법 기반 순차적 근사최적화(RBSAO), 크리깅 기반 순차적 근사최적화(KBSAO), 그리고 개선된 이동최소자승법(MLSM) 기반 근사최적화 기법인 CF-MLSM와 Post-MLSM이다. RBSAO와 KBSAO의 적용을 위하여 상용프로세스 통합 설계최적화(PIDO) 코드를 사용하였다. 본 연구에 적용한 MLSM 기반 근사최적화 기법들은 제한조건의 가용성을 보장할 수 있도록 새롭게 개발되었다. 다양한 근사화 모델 기반 설계최적화 기법에 의한 결과는 설계 해의 개선 및 수렴속도 등의 수치적 성능을 기준으로 실제 비근사 설계최적화 결과와 비교 검토하였다.

A MIXED NORM RESTORATION FOR MULTICHANNEL IMAGES

  • Hong, Min-Cheol;Cha, Hyung-Tae;Hahn, Hyun-Soo
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 제13회 신호처리 합동 학술대회 논문집
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    • pp.399-402
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    • 2000
  • In this paper, we present a regularized mixed norm multichannel image restoration algorithm. The problem of multichannel restoration using both within- and between- channel deterministic information is considered. For each channel a functional which combines the least mean squares (LMS), the least mean fourth(LMF), and a smoothing functional is proposed, We introduce a mixed norm parameter that controls the relative contribution between the LMS and the LMF, and a regularization parameter that defines the degree of smoothness of the solution, both updated at each iteration according to the noise characteristics of each channel. The novelty of the proposed algorithm is that no knowledge of the noise distribution for each channel is required, and the parameters mentioned above are adjusted based on the partially restored image.

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임의의 절점 추가에 의한 개선 유한요소법 (An Improved Finite Element Method by Adding Arbitrary Nodes in a Domain)

  • 김현규
    • 대한기계학회논문집A
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    • 제30권12호
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    • pp.1626-1633
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    • 2006
  • In the present paper, in the context of the meshless interpolation of a moving least squares (MLS) type, a novel method which uses primary and secondary nodes in the domain and on the global boundary is introduced, in order to improve the accuracy of solution. The secondary nodes can be placed at any location where one needs to obtain a better resolution. The support domains for the shape functions in the MLS approximation are defined from the primary nodes, and the secondary nodes use the same support domains. The shape functions based on the MLS approximation, in an integration domain, have a single type of a rational function, which reduces the difficulty of numerical integration to evaluate the weak form. The present method is very useful in an adaptive calculation, because the secondary nodes can be easily added and moved without an additional mesh. Several numerical examples are presented to illustrate the effectiveness of the present method.

Quality Inspection of Dented Capsule using Curve Fitting-based Image Segmentation

  • Kwon, Ki-Hyeon;Lee, Hyung-Bong
    • 한국컴퓨터정보학회논문지
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    • 제21권12호
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    • pp.125-130
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    • 2016
  • Automatic quality inspection by computer vision can be applied and give a solution to the pharmaceutical industry field. Pharmaceutical capsule can be easily affected by flaws like dents, cracks, holes, etc. In order to solve the quality inspection problem, it is required computationally efficient image processing technique like thresholding, boundary edge detection and segmentation and some automated systems are available but they are very expensive to use. In this paper, we have developed a dented capsule image processing technique using edge-based image segmentation, TLS(Total Least Squares) curve fitting technique and adopted low cost camera module for capsule image capturing. We have tested and evaluated the accuracy, training and testing time of the classification recognition algorithms like PCA(Principal Component Analysis), ICA(Independent Component Analysis) and SVM(Support Vector Machine) to show the performance. With the result, PCA, ICA has low accuracy, but SVM has good accuracy to use for classifying the dented capsule.

Position Location of Mobile Terminal in Wireless MIMO Communication Systems

  • Li, Ji;Conan, Jean;Pierre, Samuel
    • Journal of Communications and Networks
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    • 제9권3호
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    • pp.254-264
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    • 2007
  • A promising approach to improve the performance of mobile location system is the use of antenna arrays in both transmitter and receiver sides. Using advanced array signal processing techniques, such multiple-input multiple-output (MIMO) communication systems can offer more mobile location information by exploiting the spatial properties of the multipath channel. In this paper, we propose a novel approach to determine the position of mobile terminal based on estimated multipath signal parameters using only one base station in MIMO communication systems. This approach intends to minimize the error occurring from the estimation of multiple paths and gives an optimal estimation of the position of mobile terminal by simultaneously calculating a set of nonlinear location equations. This solution breaks the bottleneck of conventional mobile location systems which have to require multilateration of at least three base stations.

보완 가중 최소자승기법을 이용한 피동거리 추정필터 설계 (A Modified Weighted Least Squares Approach to Range Estimation Problem)

  • 황익호;나원상
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 하계학술대회 논문집 D
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    • pp.2088-2090
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    • 2003
  • A practical recursive weighted least square(WLS) solution is proposed to solve the passive ranging problem. Apart from the previous works based on the extended Kalman filter(EKF), to ensure the convergency at long-range, the proposed scheme makes use of line-of-sight(LOS) rate instead of bearing information. The influence of LOS rate measurement errors is investigated and it is asserted that the WLS estimates contain bias and scale factor errors. Together with simple compensation algorithm, the estimation errors of proposed filter can be reduced dramatically.

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