• Title/Summary/Keyword: Squares

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On the generalized truncated least squares adaptive algorithm and two-stage design method with application to adaptive control

  • Yamamoto, Yoshihiro;Nikiforuk, Peter-N.;Gupta, Madam-M.
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10b
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    • pp.7-12
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    • 1993
  • This paper presents a generalized truncated least, squares adaptive algorithm and a two-stage design method. The proposed algorithm is directly derived from the normal equation of the generalized truncated least squares method (GTLSM). The special case of the GTLSM, the truncated least squares (TLS) adaptive algorithm, has a distinct features which includes the case of minimum steps estimator. This algorithm seemed to be best in the deterministic case. For real applications in the presence of disturbances, the GTLS adaptive algorithm is more effective. The two-stage design method proposed here combines the adaptive control system design with a conventional control design method and each can be treated independently. Using this method, the validity of the presented algorithms are examined by the simulation studies of an indirect adaptive control.

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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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    • v.14 no.2
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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.

Parameter Estimation using a Modified least Squares method (수정된 최소자승법을 이용한 파라미터 추정)

  • Han, Young-Seong;Kim, Eung-Seok;Han, Hong-Seok;Yang, Hai-Won
    • Proceedings of the KIEE Conference
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    • 1991.07a
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    • pp.691-694
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    • 1991
  • In a discrete parameter estimation system, the standard least squares method shows slow convergence. On the other hand, the weighted least squares method has relatively fast convergence. However, if the input is not sufficiently rich, then gain matrix grows unboundedly. In order to solve these problems, this paper proposes a modified least squares algorithm which prevents gain matrix from growing unboundedly and has fast convergence.

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An Efficient Recursive Total Least Squares Algorithm for Training Multilayer Feedforward Neural Networks

  • Choi Nakjin;Lim Jun-Seok;Sung Koeng-Mo
    • Proceedings of the Acoustical Society of Korea Conference
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    • autumn
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    • pp.527-530
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    • 2004
  • We present a recursive total least squares (RTLS) algorithm for multilayer feedforward neural networks. So far, recursive least squares (RLS) has been successfully applied to training multilayer feedforward neural networks. But, when input data contain additive noise, the results from RLS could be biased. Such biased results can be avoided by using the recursive total least squares (RTLS) algorithm. The RTLS algorithm described in this paper gives better performance than RLS algorithm over a wide range of SNRs and involves approximately the same computational complexity of $O(N^{2})$.

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Mass Estimation of a Permanent Magnet Linear Synchronous Motor by the Least-Squares Algorithm (선형 영구자석 동기전동기의 최소자승법을 적용한 질량 추정)

  • Lee, Jin-Woo
    • The Transactions of the Korean Institute of Power Electronics
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    • v.11 no.2
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    • pp.159-163
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    • 2006
  • In order to tune the speed controller in the linear servo applications an accurate information of a mover mass including a load mass is always required. This paper suggests the mass estimation method of a permanent magnet linear synchronous motor(PMLSM) 4y using the parameter estimation method of Least-Squares algorithm. First, the deterministic autoregressive moving average(DARMA) model of the mechanical dynamic system is derived. Then the application of the Least-Squares algorithm shows that the mass can be accurately estimated both in the simulation results and in the experimental results.

An Equivariant and Robust Estimator in Multivariate Regression Based on Least Trimmed Squares

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.1037-1046
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    • 2003
  • We propose an equivariant and robust estimator in multivariate regression model based on the least trimmed squares (LTS) estimator in univariate regression. We call this estimator as multivariate least trimmed squares (MLTS) estimator. The MLTS estimator considers correlations among response variables and it can be shown that the proposed estimator has the appropriate equivariance properties defined in multivariate regression. The MLTS estimator has high breakdown point as does LTS estimator in univariate case. We develop an algorithm for MLTS estimate. Simulation are performed to compare the efficiencies of MLTS estimate with coordinatewise LTS estimate and a numerical example is given to illustrate the effectiveness of MLTS estimate in multivariate regression.

Robust Least Squares Motion Deblurring Using Inertial Sensor for Strapdown Image IR Sensors (스트랩다운 적외선 영상센서를 위한 관성센서 기반 강인최소자승 움직임 훼손영상 복원 기법)

  • Kim, Ki-Seung;Ra, Sung-Woong
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.4
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    • pp.314-320
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    • 2012
  • This paper proposes a new robust motion deblurring filter using the inertial sensor measurements for strapdown image IR applications. With taking the PSF measurement error into account, the motion blurred image is modeled by the linear uncertain state space equation with the noise corrupted measurement matrix and the stochastic parameter uncertainty. This motivates us to solve the motion deblurring problem based on the recently developed robust least squares estimation theory. In order to suppress the ringing effect on the deblurred image, the robust least squares estimator is slightly modified by adoping the ridge-regression concept. Through the computer simulations using the actual IR scenes, it is demonstrated that the proposed algorithm shows superior and reliable motion deblurring performance even in the presence of time-varying motion artifact.

Application of Pulse Pile-Up Correction Spectrum to the Library Least-Squares Method (펄스 중첩 보정 스펙트럼의 라이브러리 최소자승법에의 이용)

  • Lee, Sang-Hoon
    • Journal of Radiation Protection and Research
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    • v.31 no.4
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    • pp.173-179
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    • 2006
  • The Monte Carlo simulation code CEARPPU has been developed and updated to provide pulse pile-up correction spectra for high counting rate cases. For neutron activation analysis, CEARPPU correction spectra were used in library least-squares method to give better isotopic activity results than the convention library least-squares fitting with uncorrected spectra.

Support vector expectile regression using IRWLS procedure

  • Choi, Kook-Lyeol;Shim, Jooyong;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.931-939
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    • 2014
  • In this paper we propose the iteratively reweighted least squares procedure to solve the quadratic programming problem of support vector expectile regression with an asymmetrically weighted squares loss function. The proposed procedure enables us to select the appropriate hyperparameters easily by using the generalized cross validation function. Through numerical studies on the artificial and the real data sets we show the effectiveness of the proposed method on the estimation performances.

A Study on the Adaptive Scheme Using Least-Squares Meshfree Method (최소 제곱 무요소법을 이용한 적응 기법에 관한 연구)

  • Park, Sang-Hun;Gwon, Gi-Chan;Yun, Seong-Gi
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.9
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    • pp.1849-1858
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    • 2002
  • An h-adaptive scheme of first-order least-squares meshfree method is presented. A posteriori error estimates, which can be readily computed from the residual, are also presented. For elliptic problem the error indicators are further improved by applying the Aubin-Nitsche method. In the proposed refinement scheme, Voronoi cells are utilized to insert nodes at appropriate positions. Through numerical examples, it is demonstrated that the error indicators reveal good correlations with the actual errors and the adaptive first-order least-squares meshfree method is effectively applied to the localized problems such as the shock formation in fluid dynamics.