• Title/Summary/Keyword: Least-square algorithm

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

  • Sok Yong U.
    • Journal of the military operations research society of Korea
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    • v.13 no.1
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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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A Compensated Current Acqaisition Device for CT Saturation (왜곡 전류 보상형 전류 취득 장치)

  • Ryu, Ki-Chan;Gang, Soo-Young;Kang, Sang-Hee
    • Proceedings of the KIEE Conference
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    • 2005.07a
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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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Distance Relaying Algorithm Based on An Adaptive Data Window Using Least Square Error Method (최소자승법을 이용한 적응형 데이터 윈도우의 거리계전 알고리즘)

  • Jeong, Ho-Seong;Choe, Sang-Yeol;Sin, Myeong-Cheol
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.51 no.8
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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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    • v.9 no.1
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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.

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

  • 이용복;김창호;최동훈
    • Journal of KSNVE
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    • v.6 no.5
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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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Design of self-tuning controller utilizing neural network (신경회로망기법을 이용한 자기동조제어기 설계)

  • 구영모;이윤섭;김대종;임은빈;우광방
    • 제어로봇시스템학회:학술대회논문집
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    • 1989.10a
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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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Segmentation of binary sequence via minimizing least square error with total variation regularization

  • Jeungju Kim;Johan Lim
    • Communications for Statistical Applications and Methods
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    • v.31 no.5
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    • pp.487-496
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    • 2024
  • In this paper, we propose a data-driven procedure to segment a binary sequence as an alternative to the popular hidden Markov model (HMM) based procedure. Unlike the HMM, our procedure does not make any distributional or model assumption to the data. To segment the sequence, we suggest to minimize the least square distance from the observations under total variation regularization to the solution, and develop a polynomial time algorithm for it. Finally, we illustrate the algorithm using a toy example and apply it to the Gemini boat race data between Oxford and Cambridge University. Further, we numerically compare the performance of our procedure to the HMM based segmentation through these examples.

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

  • Kim, Eun-Hu;Song, Chan-Seok;Oh, Sung-Kwun;Kim, Hyun-Ki
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.66 no.4
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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.

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

  • Lee, Chae-Wook
    • Journal of the Institute of Convergence Signal Processing
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    • v.14 no.2
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    • pp.95-98
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    • 2013
  • The LMS(Least Mean Square) algorithm, one of the most famous, is generally used because of tenacity and high mating spots and simplicity of realization, But it has trade-off between nonuniform collection and EMSE(Excess mean square error). To overcome this weakness, a variable step size is used widely, but it needs a lot of calculation loads. In this paper, we suggest changed algorithm in case of environment changes of cars and reduce amount of calculation as it uses original signal and noise signal of IGC(Instantaneous Gain Control) algorithm. In this paper, logarithmic function is removed because of real-time processing IGC. The performance of proposed algorithm is tested to adaptive noise canceller in automobile.

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

  • 김원균;윤찬호;곽종서;나상동
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 1999.11a
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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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