• 제목/요약/키워드: The Least Squares Method

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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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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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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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NUMERICAL SOLUTIONS FOR MODELS OF LINEAR ELASTICITY USING FIRST-ORDER SYSTEM LEAST SQUARES

  • Lee, Chang-Ock
    • Korean Journal of Mathematics
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    • 제7권2호
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    • pp.245-269
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    • 1999
  • Multigrid method and acceleration by conjugate gradient method for first-order system least squares (FOSLS) using bilinear finite elements are developed for various boundary value problems of planar linear elasticity. They are two-stage algorithms that first solve for the displacement flux variable, then for the displacement itself. This paper focuses on solving for the displacement flux variable only. Numerical results show that the convergence is uniform even as the material becomes nearly incompressible. Computations for convergence factors and discretization errors are included. Heuristic arguments to improve the convergences are discussed as well.

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

  • 박상훈;권기찬;윤성기
    • 대한기계학회논문집A
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    • 제26권9호
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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.

진원도 계산을 위한 Minimum Zone 알고리즘 연구 (A Study on the Minimum Zone Algorithm for the Calculation of Roundness)

  • 이응석;김종길;신양기
    • 한국정밀공학회지
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    • 제17권7호
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    • pp.156-161
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    • 2000
  • Least Squares and Minimum Zone method are known for obtaining a datum or a continuous approximate function of measured data. This study is for a Minimum Zone algorithm for a circle, which is useful to obtain the exact roundness from the reference circle of measured data. The proposed method is compared with the Least Squares Limacon method and Chrystal-Peirce algorithm. A computational algorithm for the Minimum Zone circle is suggested and results in less roundness than the other two methods. This Minimum Zone circle method will be used for other geometrical measured data, such as plane or sphere for obtaining the exact flatness or sphericity.

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A Method of Obtaning Least Squares Estimators of Estimable Functions in Classification Linear Models

  • Kim, Byung-Hwee;Chang, In-Hong;Dong, Kyung-Hwa
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.183-193
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    • 1999
  • In the problem of estimating estimable functions in classification linear models, we propose a method of obtaining least squares estimators of estimable functions. This method is based on the hierarchical Bayesian approach for estimating a vector of unknown parameters. Also, we verify that estimators obtained by our method are identical to least squares estimators of estimable functions obtained by using either generalized inverses or full rank reparametrization of the models. Some examples are given which illustrate our results.

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LEAST ABSOLUTE DEVIATION ESTIMATOR IN FUZZY REGRESSION

  • KIM KYUNG JOONG;KIM DONG HO;CHOI SEUNG HOE
    • Journal of applied mathematics & informatics
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    • 제18권1_2호
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    • pp.649-656
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    • 2005
  • In this paper we consider a fuzzy least absolute deviation method in order to construct fuzzy linear regression model with fuzzy input and fuzzy output. We also consider two numerical examples to evaluate an effectiveness of the fuzzy least absolute deviation method and the fuzzy least squares method.

AN ITERATIVE ALGORITHM FOR THE LEAST SQUARES SOLUTIONS OF MATRIX EQUATIONS OVER SYMMETRIC ARROWHEAD MATRICES

  • Ali Beik, Fatemeh Panjeh;Salkuyeh, Davod Khojasteh
    • 대한수학회지
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    • 제52권2호
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    • pp.349-372
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    • 2015
  • This paper concerns with exploiting an oblique projection technique to solve a general class of large and sparse least squares problem over symmetric arrowhead matrices. As a matter of fact, we develop the conjugate gradient least squares (CGLS) algorithm to obtain the minimum norm symmetric arrowhead least squares solution of the general coupled matrix equations. Furthermore, an approach is offered for computing the optimal approximate symmetric arrowhead solution of the mentioned least squares problem corresponding to a given arbitrary matrix group. In addition, the minimization property of the proposed algorithm is established by utilizing the feature of approximate solutions derived by the projection method. Finally, some numerical experiments are examined which reveal the applicability and feasibility of the handled algorithm.

Robust inference for linear regression model based on weighted least squares

  • 박진표
    • Journal of the Korean Data and Information Science Society
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    • 제13권2호
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    • pp.271-284
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    • 2002
  • In this paper we consider the robust inference for the parameter of linear regression model based on weighted least squares. First we consider the sequential test of multiple outliers. Next we suggest the way to assign a weight to each observation $(x_i,\;y_i)$ and recommend the robust inference for linear model. Finally, to check the performance of confidence interval for the slope using proposed method, we conducted a Monte Carlo simulation and presented some numerical results and examples.

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ANALYSIS AND COMPUTATIONS OF LEAST-SQUARES METHOD FOR OPTIMAL CONTROL PROBLEMS FOR THE STOKES EQUATIONS

  • Choi, Young-Mi;Kim, Sang-Dong;Lee, Hyung-Chun
    • 대한수학회지
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    • 제46권5호
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    • pp.1007-1025
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    • 2009
  • First-order least-squares method of a distributed optimal control problem for the incompressible Stokes equations is considered. An optimality system for the optimal solution are reformulated to the equivalent first-order system by introducing the vorticity and then the least-squares functional corresponding to the system is defined in terms of the sum of the squared $H^{-1}$ and $L^2$ norms of the residual equations of the system. Finite element approximations are studied and optimal error estimates are obtained. Resulting linear system of the optimality system is symmetric and positive definite. The V-cycle multigrid method is applied to the system to test computational efficiency.

Estimation of Seasonal Cointegration under Conditional Heteroskedasticity

  • Seong, Byeongchan
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.615-624
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    • 2015
  • We consider the estimation of seasonal cointegration in the presence of conditional heteroskedasticity (CH) using a feasible generalized least squares method. We capture cointegrating relationships and time-varying volatility for long-run and short-run dynamics in the same model. This procedure can be easily implemented using common methods such as ordinary least squares and generalized least squares. The maximum likelihood (ML) estimation method is computationally difficult and may not be feasible for larger models. The simulation results indicate that the proposed method is superior to the ML method when CH exists. In order to illustrate the proposed method, an empirical example is presented to model a seasonally cointegrated times series under CH.