• 제목/요약/키워드: Least-Square Algorithm

검색결과 891건 처리시간 0.027초

A Least Squares Iterative Method For Solving Nonlinear Programming Problems With Equality Constraints

  • Sok Yong U.
    • 한국국방경영분석학회지
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    • 제13권1호
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    • pp.91-100
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    • 1987
  • This paper deals with an algorithm for solving nonlinear programming problems with equality constraints. Nonlinear programming problems are transformed into a square sums of nonlinear functions by the Lagrangian multiplier method. And an iteration method minimizing this square sums is suggested and then an algorithm is proposed. Also theoretical basis of the algorithm is presented.

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왜곡 전류 보상형 전류 취득 장치 (A Compensated Current Acqaisition Device for CT Saturation)

  • 류기찬;장수영;강상희
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 제36회 하계학술대회 논문집 A
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    • pp.96-98
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    • 2005
  • In this paper, an algorithm to compensate the distorted signals due to Current Transformer(CT) saturation is suggested, First, DWT which can be easily realized by filter banks in real-time applications is used to detect a start point and an end point of the saturation. Secondly, For enough Datas those need to use the least-square curve fitting method, the distorted current signal is compensated by the AR(autoregressive) model using the data during the previous healthy section until pick point of Saturation. Thirdly, the least-square curve fitting method is used to restore the distorted section of the secondary current. Finaly, this algorithm had a Hadware test using DSP board(TMS320C32) with Doble test device. DWT has superior detection accuracy and the proposed compensation algorithm which shows very stable features under various levels of remanent flux in the CT core is also satisfactory. And this algorithm is more correct than a previous algorithm which is only using the LSQ fitting method. Also it can be used as a MU involving the compensation function that acquires the second data from CT and PT.

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최소자승법을 이용한 적응형 데이터 윈도우의 거리계전 알고리즘 (Distance Relaying Algorithm Based on An Adaptive Data Window Using Least Square Error Method)

  • 정호성;최상열;신명철
    • 대한전기학회논문지:전력기술부문A
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    • 제51권8호
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    • pp.371-378
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    • 2002
  • This paper presents the rapid and accurate algorithm for fault detection and location estimation in the transmission line. This algorithm uses wavelet transform for fault detection and harmonics elimination and utilizes least square error method for fault impedance estimation. Wavelet transform decomposes fault signals into high frequence component Dl and low frequence component A3. The former is used for fault phase detection and fault types classification and the latter is used for harmonics elimination. After fault detection, an adaptive data window technique using LSE estimates fault impedance. It can find a optimal data window length and estimate fault impedance rapidly, because it changes the length according to the fault disturbance. To prove the performance of the algorithm, the authors test relaying signals obtained from EMTP simulation. Test results show that the proposed algorithm estimates fault location within a half cycle after fault irrelevant to fault types and various fault conditions.

A Square Root Normalized LMS Algorithm for Adaptive Identification with Non-Stationary Inputs

  • Alouane Monia Turki-Hadj
    • Journal of Communications and Networks
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    • 제9권1호
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    • pp.18-27
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    • 2007
  • The conventional normalized least mean square (NLMS) algorithm is the most widely used for adaptive identification within a non-stationary input context. The convergence of the NLMS algorithm is independent of environmental changes. However, its steady state performance is impaired during input sequences with low dynamics. In this paper, we propose a new NLMS algorithm which is, in the steady state, insensitive to the time variations of the input dynamics. The square soot (SR)-NLMS algorithm is based on a normalization of the LMS adaptive filter input by the Euclidean norm of the tap-input. The tap-input power of the SR-NLMS adaptive filter is then equal to one even during sequences with low dynamics. Therefore, the amplification of the observation noise power by the tap-input power is cancelled in the misadjustment time evolution. The harmful effect of the low dynamics input sequences, on the steady state performance of the LMS adaptive filter are then reduced. In addition, the square root normalized input is more stationary than the base input. Therefore, the robustness of LMS adaptive filter with respect to the input non stationarity is enhanced. A performance analysis of the first- and the second-order statistic behavior of the proposed SR-NLMS adaptive filter is carried out. In particular, an analytical expression of the step size ensuring stability and mean convergence is derived. In addition, the results of an experimental study demonstrating the good performance of the SR-NLMS algorithm are given. A comparison of these results with those obtained from a standard NLMS algorithm, is performed. It is shown that, within a non-stationary input context, the SR-NLMS algorithm exhibits better performance than the NLMS algorithm.

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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신경회로망기법을 이용한 자기동조제어기 설계 (Design of self-tuning controller utilizing neural network)

  • 구영모;이윤섭;김대종;임은빈;우광방
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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    • pp.399-401
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    • 1989
  • Utilizing an interconnected set of neuron-like elements, the present study is to provide a method of parameter estimation for a second order linear time invariant system of self-tuning controller. The result from the proposed method is evaluated by comparing with those obtained by the recursive least square (RLS) identification algorithm and extended recursive least square (ERLS) algorithm, and it shows that, although the smoothness of system performance is still to be improved, the effectiveness of shorter computing time is demonstrated which may be of considerable value to real time computing.

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최적화된 Interval Type-2 FCM based RBFNN 구조 설계 : 모델링과 패턴분류기를 중심으로 (Structural design of Optimized Interval Type-2 FCM Based RBFNN : Focused on Modeling and Pattern Classifier)

  • 김은후;송찬석;오성권;김현기
    • 전기학회논문지
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    • 제66권4호
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    • pp.692-700
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    • 2017
  • In this paper, we propose the structural design of Interval Type-2 FCM based RBFNN. Proposed model consists of three modules such as condition, conclusion and inference parts. In the condition part, Interval Type-2 FCM clustering which is extended from FCM clustering is used. In the conclusion part, the parameter coefficients of the consequence part are estimated through LSE(Least Square Estimation) and WLSE(Weighted Least Square Estimation). In the inference part, final model outputs are acquired by fuzzy inference method from linear combination of both polynomial and activation level obtained through Interval Type-2 FCM and acquired activation level through Interval Type-2 FCM. Additionally, The several parameters for the proposed model are identified by using differential evolution. Final model outputs obtained through benchmark data are shown and also compared with other already studied models' performance. The proposed algorithm is performed by using Iris and Vehicle data for pattern classification. For the validation of regression problem modeling performance, modeling experiments are carried out by using MPG and Boston Housing data.

실시간 소음 제거에 적합한 변형 IGC 알고리즘에 관한 연구 (A Study on Modified IGC Algorithm for Realtime Noise Reduction)

  • 이채욱
    • 융합신호처리학회논문지
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    • 제14권2호
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    • pp.95-98
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    • 2013
  • LMS(Least Mean Square)알고리즘은 강인성, 높은 추적성, 구현의 단순성 때문에 아직도 많이 사용되는 알고리즘이다. 하지만, LMS알고리즘은 비균일적인 수렴율과 EMSE(Excess mean square error)사이에 trade-off를 가진다. 이러한 단점을 극복하기 위해, 많은 가변 스텝 사이즈 알고리즘이 연구되고 있다. 빠른 수렴속도를 위하여 복잡한 가변스텝 방식을 사용 하는데 많은 계산량을 필요로 한다. IGC(Instantaneous Gain Control) 알고리즘은 원신호와 잡음신호의 순시이득값을 사용하여 계산량은 줄이고 높은 성능을 유지한다. 하지만 IGC 알고리즘은 이득값 계산시 log함수에 의해 실행시간이 오래 걸리는 단점을 가진다. 제안하는 변형 IGC알고리즘은 실행시간을 지연하는 log 함수를 제거하여, 실시간 소음제거 처리에 맞게 변형하여 성능 개선을 이룰 수 있었다.

RBRLS 알고리즘의 탭 가중치 갱신에 따른 MSE 성능 분석 (MSE Convergence Characteristic over Tap Weight Updating of RBRLS Algorithm Filter)

  • 김원균;윤찬호;곽종서;나상동
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 1999년도 추계종합학술대회
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    • pp.248-251
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    • 1999
  • We extend the sue of the method of least square to develop a recursive algorithm for the design of adaptive transversal filters such that, given the least-square estimate of this vector of the filter at iteration n-1, we may compute the updated estimate of this vector at i(oration n upon the arrival of new data. The RLS algorithm may be viewed as a special case of the Kalman filter. Indeed this special relationship between the RLS algorithm and the Kalman filter is considered. We begin the development of the RLS algorithm by reviewing some basic relations that pertain to the method of least squares. Then, by exploiting a relation in matrix algebra known as the matrix inversion lemma, we develop the RLS algorithm. An important feature of the RLS algorithm is that it utilizes information contained in the input data, extending back to the instant of time when the algorithm is initiated. The resulting rate of convergence is therefore typically an order of magnitude faster than the simple LMS algorithm. This improvement in performance, however, Is achieved at the expensive of a large increase in computational complexity.

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양방향 Filtered-x 최소 평균 제곱 알고리듬에 대한 실험적인 연구 (Experimental Study on Bi-directional Filtered-x Least Mean Square Algorithm)

  • 권오상
    • 디지털산업정보학회논문지
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    • 제10권3호
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    • pp.197-205
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    • 2014
  • In applications of adaptive noise control or active noise control, the presence of a transfer function in the secondary path following the adaptive controller and the error path, been shown to generally degrade the performance of the Least Mean Square (LMS) algorithm. Thus, the convergence rate is lowered, the residual power is increased, and the algorithm can become unstable. In general, in order to solve these problems, the filtered-x LMS (FX-LMS) type algorithms can be used. But these algorithms have slow convergence speed and weakness in the environment that the secondary path and error path are varied. Therefore, I present the new algorithm called the "Bi-directional Filtered-x (BFX) LMS" algorithm with nearly equal computation complexity. Through experimental study, the proposed BFX-LMS algorithm has better convergence speed and better performance than the conventional FX-LMS algorithm, especially when the secondary path or error path is varied and the impulsive disturbance is flow in.