• Title/Summary/Keyword: Nonlinear least-squares estimator

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Performance Analysis of Quaternion-based Least-squares Methods for GPS Attitude Estimation (GPS 자세각 추정을 위한 쿼터니언 기반 최소자승기법의 성능평가)

  • Won, Jong-Hoon;Kim, Hyung-Cheol;Ko, Sun-Jun;Lee, Ja-Sung
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.2092-2095
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    • 2001
  • In this paper, the performance of a new alternative form of three-axis attitude estimation algorithm for a rigid body is evaluated via simulation for the situation where the observed vectors are the estimated baselines of a GPS antenna array. This method is derived based on a simple iterative nonlinear least-squares with four elements of quaternion parameter. The representation of quaternion parameters for three-axis attitude of a rigid body is free from singularity problem. The performance of the proposed algorithm is compared with other eight existing methods, such as, Transformation Method (TM), Vector Observation Method (VOM), TRIAD algorithm, two versions of QUaternion ESTimator (QUEST), Singular Value Decomposition (SVD) method, Fast Optimal Attitude Matrix (FOAM), Slower Optimal Matrix Algorithm (SOMA).

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Stationary Emitter Geolocation Based on NLSE Using LOBs Considering the Earth's Curvature (지구 곡률이 고려된 LOB를 이용하는 NLSE 기반의 고정형 신호원 위치추정)

  • Park, Byungkoo;Kim, Sangwon;Ahn, Jaemin;Kim, Youngmin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.42 no.3
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    • pp.661-672
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    • 2017
  • This paper introduces the NLSE(Nonlinear Least Squared Estimator) using curved LOBs(Line Of Bearings) considering the earth curvature based on sphere to avoid the map conversion distortion and minimize the estimation error. This paper suggests a method improving a performance of the NLSE using curved LOBs by using an ellipsoid model. The analysis of the simulation results shows that the NLSE using curved LOBs has better performance than the conventional triangulation method and can improve its performance using a suggested method.

Robust ridge regression for nonlinear mixed effects models with applications to quantitative high throughput screening assay data (비선형 혼합효과모형에서의 로버스트 능형회귀 방법과 정량적 고속 대량 스크리닝 자료에의 응용)

  • Yoo, Jiseon;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.31 no.1
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    • pp.123-137
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    • 2018
  • A nonlinear mixed effects model is mainly used to analyze repeated measurement data in various fields. A nonlinear mixed effects model consists of two stages: the first-stage individual-level model considers intra-individual variation and the second-stage population model considers inter-individual variation. The individual-level model, which is the first stage of the nonlinear mixed effects model, estimates the parameters of the nonlinear regression model. It is the same as the general nonlinear regression model, and usually estimates parameters using the least squares estimation method. However, the least squares estimation method may have a problem that the estimated value of the parameters and standard errors become extremely large if the assumed nonlinear function is not explicitly revealed by the data. In this paper, a new estimation method is proposed to solve this problem by introducing the ridge regression method recently proposed in the nonlinear regression model into the first-stage individual-level model of the nonlinear mixed effects model. The performance of the proposed estimator is compared with the performance with the standard estimator through a simulation study. The proposed methodology is also illustrated using quantitative high throughput screening data obtained from the US National Toxicology Program.

Testing for a Unit Root in an ARIMA(p,1,q) Signal Observed with Measurement Error

  • Lee, Jong-Hyup;Shin, Dong-Wan
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.481-493
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    • 1995
  • An ARIMA signal observed with measurement error is shown to have another ARIMA representation with nonlinear restrictions on parameters. For this model, the restricted Newton-Raphson estimator(RNRE) of the unit root is shown to have the same limiting distribution as the ordinary least squares estimator of the unit root in an AR(1) model tabulated by Dickey and Fuller (1979). The RNRE of parameters of the ARIMA(p,1,k) process and unit root tests base on the RNRE are developed.

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Learning Input Shaping Control with Parameter Estimation for Nonlinear Actuators (비선형 구동기의 변수추정을 통한 학습입력성형제어기)

  • Kim, Deuk-Hyeon;Sung, Yoon-Gyung;Jang, Wan-Shik
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.11
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    • pp.1423-1428
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    • 2011
  • This paper proposes a learning input shaper with nonlinear actuator dynamics to reduce the residual vibration of flexible systems. The controller is composed of an estimator of the time constant of the nonlinear actuator dynamics, a recursive least squares method, and an iterative updating algorithm. The updating mechanism is modified by introducing a vibration measurement function to cope with the dynamics of nonlinear actuators. The controller is numerically evaluated with respect to parameter convergence and control performance by using a benchmark pendulum system. The feasibility and applicability of the controller are demonstrated by comparing its control performance to that of an existing controller algorithm.

A Parameter Estimation Method using Nonlinear Least Squares (비선형 최소제곱법을 이용한 모수추정 방법론)

  • Oh, Suna;Song, Jongwoo
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.431-440
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    • 2013
  • We consider the problem of estimating the parameters of heavy tailed distributions. In general, maximum likelihood estimation(MLE) is the most preferred method of parameter estimation because it has good properties such as asymptotic consistency, normality and efficiency. However, MLE is not always the best solution because MLE is unstable or does not exist in some cases. This paper proposes another parameter estimation method, non-linear least squares(NLS) and compares its performance to MLE. The NLS estimator is achieved by minimizing sum of squared difference between empirical cumulative distribution function(CDF) and a theoretical distribution function. In this article, we compare the NLS method to MLE using simulated data from heavy tailed distributions. The NLS method is shown to perform better than MLE in Burr distribution when the sample size is small; in addition, it performs well in a Frechet distribution.

A Proposed Algorithm and Sampling Conditions for Nonlinear Analysis of EEG (뇌파의 비선형 분석을 위한 신호추출조건 및 계산 알고리즘)

  • Shin, Chul-Jin;Lee, Kwang-Ho;Choi, Sung-Ku;Yoon, In-Young
    • Sleep Medicine and Psychophysiology
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    • v.6 no.1
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    • pp.52-60
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    • 1999
  • Objectives: With the object of finding the appropriate conditions and algorithms for dimensional analysis of human EEG, we calculated correlation dimensions in the various condition of sampling rate and data aquisition time and improved the computation algorithm by taking advantage of bit operation instead of log operation. Methods: EEG signals from 13 scalp lead of a man were digitized with A-D converter under the condition of 12 bit resolution and 1000 Hertz of sampling rate during 32 seconds. From the original data, we made 15 time series data which have different sampling rate of 62.5, 125, 250, 500, 1000 hertz and data acqusition time of 10, 20, 30 second, respectively. New algorithm to shorten the calculation time using bit operation and the Least Trimmed Squares(LTS) estimator to get the optimal slope was applied to these data. Results: The values of the correlation dimension showed the increasing pattern as the data acquisition time becomes longer. The data with sampling rate of 62.5 Hz showed the highest value of correlation dimension regardless of sampling time but the correlation dimension at other sampling rates revealed similar values. The computation with bit operation instead of log operation had a statistically significant effect of shortening of calculation time and LTS method estimated more stably the slope of correlation dimension than the Least Squares estimator. Conclusion: The bit operation and LTS methods were successfully utilized to time-saving and efficient calculation of correlation dimension. In addition, time series of 20-sec length with sampling rate of 125 Hz was adequate to estimate the dimensional complexity of human EEG.

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