• Title/Summary/Keyword: Minimum-least-squared

Search Result 15, Processing Time 0.023 seconds

Minimum Mean Squared Error Invariant Designs for Polynomial Approximation

  • Joong-Yang Park
    • Communications for Statistical Applications and Methods
    • /
    • v.2 no.2
    • /
    • pp.376-386
    • /
    • 1995
  • Designs for polynomial approximation to the unknown response function are considered. Optimality criteria are monotone functions of the mean squared error matrix of the least squares estimator. They correspond to the classical A-, D-, G- and Q-optimalities. Optimal first order designs are chosen from the invariant designs and then compared with optimal second order designs.

  • PDF

A Study for Obtaining Weights in Pairwise Comparison Matrix in AHP

  • Jeong, Hyeong-Chul;Lee, Jong-Chan;Jhun, Myoung-Shic
    • The Korean Journal of Applied Statistics
    • /
    • v.25 no.3
    • /
    • pp.531-541
    • /
    • 2012
  • In this study, we consider various methods to estimate the weights of a pairwise comparison matrix in the Analytic Hierarchy Process widely applied in various decision-making fields. This paper uses a data dependent simulation to evaluate the statistical accuracy, minimum violation and minimum norm of the obtaining weight methods from a reciprocal symmetric matrix. No method dominates others in all criteria. Least squares methods perform best in point of mean squared errors; however, the eigenvectors method has an advantage in the minimum norm.

Incremental Linear Discriminant Analysis for Streaming Data Using the Minimum Squared Error Solution (스트리밍 데이터에 대한 최소제곱오차해를 통한 점층적 선형 판별 분석 기법)

  • Lee, Gyeong-Hoon;Park, Cheong Hee
    • Journal of KIISE
    • /
    • v.45 no.1
    • /
    • pp.69-75
    • /
    • 2018
  • In the streaming data where data samples arrive sequentially in time, it is difficult to apply the dimension reduction method based on batch learning. Therefore an incremental dimension reduction method for the application to streaming data has been studied. In this paper, we propose an incremental linear discriminant analysis method using the least squared error solution. Instead of computing scatter matrices directly, the proposed method incrementally updates the projective direction for dimension reduction by using the information of a new incoming sample. The experimental results demonstrate that the proposed method is more efficient compared with previously proposed incremental dimension reduction methods.

Improvement of Minimum MSE Performance in LMS-type Adaptive Equalizers Combined with Genetic Algorithm

  • Kim, Nam-Yong
    • Journal of electromagnetic engineering and science
    • /
    • v.4 no.1
    • /
    • pp.1-7
    • /
    • 2004
  • In this paper the Individual tap - Least Mean Square(IT-LMS) algorithm is applied to the adaptive multipath channel equalization using hybrid-type Genetic Algorithm(GA) for achieving lower minimum Mean Squared Error(MSE). Owing to the global search performance of GA, LMS-type equalizers combined with it have shown preferable performance in both global and local search but those still have unsatisfying minimum MSE performance. In order to lower the minimum MSE we investigated excess MSE of IT-LMS algorithm and applied it to the hybrid GA equalizer. The high convergence rate and lower minimum MSE of the proposed system give us reason to expect that it will perform well in practical multi-path channel equalization systems.

Local Minimum Problem of the ILS Method for Localizing the Nodes in the Wireless Sensor Network and the Clue (무선센서네트워크에서 노드의 위치추정을 위한 반복최소자승법의 지역최소 문제점 및 이에 대한 해결책)

  • Cho, Seong-Yun
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.17 no.10
    • /
    • pp.1059-1066
    • /
    • 2011
  • This paper makes a close inquiry into ill-conditioning that may be occurred in wireless localization of the sensor nodes based on network signals in the wireless sensor network and provides the clue for solving the problem. In order to estimate the location of a node based on the range information calculated using the signal propagation time, LS (Least Squares) method is usually used. The LS method estimates the solution that makes the squared estimation error minimal. When a nonlinear function is used for the wireless localization, ILS (Iterative Least Squares) method is used. The ILS method process the LS method iteratively after linearizing the nonlinear function at the initial nominal point. This method, however, has a problem that the final solution may converge into a LM (Local Minimum) instead of a GM (Global Minimum) according to the deployment of the fixed nodes and the initial nominal point. The conditions that cause the problem are explained and an adaptive method is presented to solve it, in this paper. It can be expected that the stable location solution can be provided in implementation of the wireless localization methods based on the results of this paper.

Performance Analysis of Electrical MMSE Linear Equalizers in Optically Amplified OOK Systems

  • Park, Jang-Woo;Chung, Won-Zoo
    • Journal of the Optical Society of Korea
    • /
    • v.15 no.3
    • /
    • pp.232-236
    • /
    • 2011
  • We analyze the linear equalizers used in optically amplified on-off-keyed (OOK) systems to combat chromatic dispersion (CD) and polarization mode dispersion (PMD), and we derive the mathematical minimum mean squared error (MMSE) performance of these equalizers. Currently, the MMSE linear equalizer for optical OOK systems is obtained by simulations using adaptive approaches such as least mean squared (LMS) or constant modulus algorithm (CMA), but no theoretical studies on the optimal solutions for these equalizers have been performed. We model the optical OOK systems as square-law nonlinear channels and compute the MMSE equalizer coefficients directly from the estimated optical channel, signal power, and optical noise variance. The accuracy of the calculated MMSE equalizer coefficients and MMSE performance has been verified by simulations using adaptive algorithms.

A Study on Polynomial Neural Networks for Stabilized Deep Networks Structure (안정화된 딥 네트워크 구조를 위한 다항식 신경회로망의 연구)

  • Jeon, Pil-Han;Kim, Eun-Hu;Oh, Sung-Kwun
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.66 no.12
    • /
    • pp.1772-1781
    • /
    • 2017
  • In this study, the design methodology for alleviating the overfitting problem of Polynomial Neural Networks(PNN) is realized with the aid of two kinds techniques such as L2 regularization and Sum of Squared Coefficients (SSC). The PNN is widely used as a kind of mathematical modeling methods such as the identification of linear system by input/output data and the regression analysis modeling method for prediction problem. PNN is an algorithm that obtains preferred network structure by generating consecutive layers as well as nodes by using a multivariate polynomial subexpression. It has much fewer nodes and more flexible adaptability than existing neural network algorithms. However, such algorithms lead to overfitting problems due to noise sensitivity as well as excessive trainning while generation of successive network layers. To alleviate such overfitting problem and also effectively design its ensuing deep network structure, two techniques are introduced. That is we use the two techniques of both SSC(Sum of Squared Coefficients) and $L_2$ regularization for consecutive generation of each layer's nodes as well as each layer in order to construct the deep PNN structure. The technique of $L_2$ regularization is used for the minimum coefficient estimation by adding penalty term to cost function. $L_2$ regularization is a kind of representative methods of reducing the influence of noise by flattening the solution space and also lessening coefficient size. The technique for the SSC is implemented for the minimization of Sum of Squared Coefficients of polynomial instead of using the square of errors. In the sequel, the overfitting problem of the deep PNN structure is stabilized by the proposed method. This study leads to the possibility of deep network structure design as well as big data processing and also the superiority of the network performance through experiments is shown.

Adaptive MMSE multiuser detector combined with decision-feedback detector for DS-CDMA system (DS-CDMA 시스템을 위한 결정 귀환 검출기와 결합된 적응 최소평균제곱오류 다중사용자 검출기법)

  • 이혜정;이재흥
    • Proceedings of the IEEK Conference
    • /
    • 2002.06a
    • /
    • pp.69-72
    • /
    • 2002
  • In this paper, adaptive minimum mean-squared error (MMSE) multiuser detector combined with decision-feedback detector (DFD) is considered fur near-far resistant DS-CDMA system. To provide a reliable input to the adaptive MMSE detector, multiple-access interference (MAI) is regenerated using bit estimates from DFD and subtracted from the received signal. In the adaptive MMSE detector, the effect of the imperfect cancellation is compensated by a least mean square (LMS) algorithm. Through the numerical results, it is shown that, in a near-far situation, the proposed scheme provides superior performance to the matched filter (MF) receiver, adaptive MMSE detector, and DFD in terms of the bit error rate (BER).

  • PDF

Reversible Data Hiding Using a Piecewise Autoregressive Predictor Based on Two-stage Embedding

  • Lee, Byeong Yong;Hwang, Hee Joon;Kim, Hyoung Joong
    • Journal of Electrical Engineering and Technology
    • /
    • v.11 no.4
    • /
    • pp.974-986
    • /
    • 2016
  • Reversible image watermarking, a type of digital data hiding, is capable of recovering the original image and extracting the hidden message with precision. A number of reversible algorithms have been proposed to achieve a high embedding capacity and a low distortion. While numerous algorithms for the achievement of a favorable performance regarding a small embedding capacity exist, the main goal of this paper is the achievement of a more favorable performance regarding a larger embedding capacity and a lower distortion. This paper therefore proposes a reversible data hiding algorithm for which a novel piecewise 2D auto-regression (P2AR) predictor that is based on a rhombus-embedding scheme is used. In addition, a minimum description length (MDL) approach is applied to remove the outlier pixels from a training set so that the effect of a multiple linear regression can be maximized. The experiment results demonstrate that the performance of the proposed method is superior to those of previous methods.

Hybrid Closed-Form Solution for Wireless Localization with Range Measurements (거리정보 기반 무선위치추정을 위한 혼합 폐쇄형 해)

  • Cho, Seong Yun
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.19 no.7
    • /
    • pp.633-639
    • /
    • 2013
  • Several estimation methods used in the range measurement based wireless localization area have individual problems. These problems may not occur according to certain application areas. However, these problems may give rise to serious problems in particular applications. In this paper, three methods, ILS (Iterative Least Squares), DS (Direct Solution), and DSRM (Difference of Squared Range Measurements) methods are considered. Problems that can occur in these methods are defined and a simple hybrid solution is presented to solve them. The ILS method is the most frequently used method in wireless localization and has local minimum problems and a large computational burden compared with closed-form solutions. The DS method requires less processing time than the ILS method. However, a solution for this method may include a complex number caused by the relations between the location of reference nodes and range measurement errors. In the near-field region of the complex solution, large estimation errors occur. In the DSRM method, large measurement errors occur when the mobile node is far from the reference nodes due to the combination of range measurement error and range data. This creates the problem of large localization errors. In this paper, these problems are defined and a hybrid localization method is presented to avoid them by integrating the DS and DSRM methods. The defined problems are confirmed and the performance of the presented method is verified by a Monte-Carlo simulation.