• 제목/요약/키워드: Least squares solution

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An Algorithm for One-Sided Generalized Least Squares Estimation and Its Application

  • Park, Chul-Gyu
    • Journal of the Korean Statistical Society
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    • 제29권3호
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    • pp.361-373
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    • 2000
  • A simple and efficient algorithm is introduced for generalized least squares estimation under nonnegativity constraints in the components of the parameter vector. This algorithm gives the exact solution to the estimation problem within a finite number of pivot operations. Besides an illustrative example, an empirical study is conducted for investigating the performance of the proposed algorithm. This study indicates that most of problems are solved in a few iterations, and the number of iterations required for optimal solution increases linearly to the size of the problem. Finally, we will discuss the applicability of the proposed algorithm extensively to the estimation problem having a more general set of linear inequality constraints.

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LEAST SQUARES SOLUTIONS OF THE MATRIX EQUATION AXB = D OVER GENERALIZED REFLEXIVE X

  • Yuan, Yongxin
    • Journal of applied mathematics & informatics
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    • 제26권3_4호
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    • pp.471-479
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    • 2008
  • Let $R\;{\in}\;C^{m{\times}m}$ and $S\;{\in}\;C^{n{\times}n}$ be nontrivial unitary involutions, i.e., $R^*\;=\;R\;=\;R^{-1}\;{\neq}\;I_m$ and $S^*\;=\;S\;=\;S^{-1}\;{\neq}\;I_m$. We say that $G\;{\in}\;C^{m{\times}n}$ is a generalized reflexive matrix if RGS = G. The set of all m ${\times}$ n generalized reflexive matrices is denoted by $GRC^{m{\times}n}$. In this paper, an efficient method for the least squares solution $X\;{\in}\;GRC^{m{\times}n}$ of the matrix equation AXB = D with arbitrary coefficient matrices $A\;{\in}\;C^{p{\times}m}$, $B\;{\in}\;C^{n{\times}q}$and the right-hand side $D\;{\in}\;C^{p{\times}q}$ is developed based on the canonical correlation decomposition(CCD) and, an explicit formula for the general solution is presented.

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최소자승법을 이용한 영구자석 동기전동기의 파라미터 추정 (Parameter Estimation of Permanent Magnet Synchronous Motors using a Least Squares Method)

  • 권기훈;이교범
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2018년도 추계학술대회
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    • pp.175-176
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    • 2018
  • This paper presents a method to estimate the parameter of permanent magnet synchronous motor using a least squares method. The approximate solution of the linear simultaneous equations is obtained by the pseudoinverse least squares method of the input current and output voltage data of the current controller. It is possible to obtain the current response of the same bandwidth to the general control target by using the Pole-zero Cancellation technique. This paper verifies the performance of the proposed method by comparing the results of estimation of parameters of different motors by simulation.

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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.

NONCONFORMING SPECTRAL ELEMENT METHOD FOR ELASTICITY INTERFACE PROBLEMS

  • Kumar, N. Kishore
    • Journal of applied mathematics & informatics
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    • 제32권5_6호
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    • pp.761-781
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    • 2014
  • An exponentially accurate nonconforming spectral element method for elasticity systems with discontinuities in the coefficients and the flux across the interface is proposed in this paper. The method is least-squares spectral element method. The jump in the flux across the interface is incorporated (in appropriate Sobolev norm) in the functional to be minimized. The interface is resolved exactly using blending elements. The solution is obtained by the preconditioned conjugate gradient method. The numerical solution for different examples with discontinuous coefficients and non-homogeneous jump in the flux across the interface are presented to show the efficiency of the proposed method.

EXPERIMENTAL RESULTS OF W-CYCLE MULTIGRID FOR PLANAR LINEAR ELASTICITY

  • Yoo, Jae-Chil
    • East Asian mathematical journal
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    • 제14권2호
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    • pp.399-410
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    • 1998
  • In [3], Franca and Stenberg developed several Galerkin least squares methods for the solution of the problem of linear elasticity. That work concerned itself only with the error estimates of the method. It did not address the related problem of finding effective methods for the solution of the associated-linear systems. In this work, we present computational experiments of W-cycle multigrid method. Computational experiments show that the convergence is uniform as the parameter, $\nu$, goes to 1/2.

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APPROXIMATE SOLUTIONS TO ONE-DIMENSIONAL BACKWARD HEAT CONDUCTION PROBLEM USING LEAST SQUARES SUPPORT VECTOR MACHINES

  • Wu, Ziku;Li, Fule;Kwak, Do Young
    • 충청수학회지
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    • 제29권4호
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    • pp.631-642
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    • 2016
  • This article deals with one-dimension backward heat conduction problem (BHCP). A new approach based on least squares support vector machines (LS-SVM) is proposed for obtaining their approximate solutions. The approximate solution is presented in closed form by means of LS-SVM, whose parameters are adjusted to minimize an appropriate error function. The approximate solution consists of two parts. The first part is a known function that satisfies initial and boundary conditions. The other is a product of two terms. One term is known function which has zero boundary and initial conditions, another term is unknown which is related to kernel functions. This method has been successfully tested on practical examples and has yielded higher accuracy and stable solutions.

FINITE ELEMENT APPROXIMATION OF THE DISCRETE FIRST-ORDER SYSTEM LEAST SQUARES FOR ELLIPTIC PROBLEMS

  • SHIN, Byeong-Chun
    • 대한수학회논문집
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    • 제20권3호
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    • pp.563-578
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    • 2005
  • In [Z. Cai and B. C. Shin, SIAM J. Numer. Anal. 40 (2002), 307-318], we developed the discrete first-order system least squares method for the second-order elliptic boundary value problem by directly approximating $H(div){\cap}H(curl)-type$ space based on the Helmholtz decomposition. Under general assumptions, error estimates were established in the $L^2\;and\;H^1$ norms for the vector and scalar variables, respectively. Such error estimates are optimal with respect to the required regularity of the solution. In this paper, we study solution methods for solving the system of linear equations arising from the discretization of variational formulation which possesses discrete biharmonic term and focus on numerical results including the performances of multigrid preconditioners and the finite element accuracy.

하이브리드 고속 영상 복원 방식 (Iterative Adaptive Hybrid Image Restoration for Fast Convergence)

  • 고결;홍민철
    • 한국통신학회논문지
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    • 제35권9C호
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    • pp.743-747
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    • 2010
  • 본 논문은 빠른 연산(수렴)을 위한 적응 반복 하이브리드 영상 복원 알고리즘을 제안한다. 공간 영역의 국부제약 정보 설정을 위해 국부 영역의 분산, 평균, 국부 최대값을 이용하였다. 반복 기법을 이용하여 매 반복 해에서 얻어진 복원 영상으로부터 상기 제약 정보를 설정하고, 국부 완화도 결정을 위해 사용된다. 제안된 방식은 일반적인 RCLS(Regularized Constrained Least Squares) 방식에 비해 빠른 수렴속도와 더 좋은 성능을 얻을 수 있다.

ANALYSIS OF VELOCITY-FLUX FIRST-ORDER SYSTEM LEAST-SQUARES PRINCIPLES FOR THE OPTIMAL CONTROL PROBLEMS FOR THE NAVIER-STOKES EQUATIONS

  • Choi, Young-Mi;Lee, Hyung-Chun
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제14권2호
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    • pp.125-140
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    • 2010
  • This paper develops a least-squares approach to the solution of the optimal control problem for the Navier-Stokes equations. We recast the optimality system as a first-order system by introducing velocity-flux variables and associated curl and trace equations. We show that a least-squares principle based on $L^2$ norms applied to this system yields optimal discretization error estimates in the $H^1$ norm in each variable.