• Title/Summary/Keyword: least squared method

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A Piecewise Weibull Distribution in Reliability and its Estimation (신뢰성이론에서의 피스와이즈 와이블분포와 그 추정)

  • Jeong, Hai-Sung
    • Journal of Korean Society for Quality Management
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    • v.24 no.2
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    • pp.65-76
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    • 1996
  • In general, most industrial products exhibit bath-tub shaped curve for their failure rate functions. This distributional life model can be obtained by the Piecewise Weibull distribution. The least squares, maximum likelihood, and mixed methods of estimating the parameters of the Piecewise Weibull distribution are compared. The comparison is made by using the empirical mean squared errors of (a) the parameter estimates and (b) the estimated change-points, to summarize the results of 1000 simulated samples of three sizes - each 100, 150 and 200. The results are that the mixed method estimation comes to be the best as the sample sizes increase.

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Interpolation method of head-related transfer function based on the least squares method and an acoustic modeling with a small number of measurement points (최소자승법과 음향학적 모델링 기반의 적은 개수의 측정점에 대한 머리전달함수 보간 기법)

  • Lee, Seokjin
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.5
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    • pp.338-344
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    • 2017
  • In this paper, an interpolation method of HRTF (Head-Related Transfer Function) is proposed for small-sized measurement data set, especially. The proposed algorithm is based on acoustic modeling of HRTFs, and the algorithm tries to interpolate the HRTFs via estimation the model coefficients. However, the estimation of the model coefficients is hard if there is lack of measurement points, so the algorithm solves the problem by a data augmentation using the VBAP (Vector Based Amplitude Panning). Therefore, the proposed algorithm consists of two steps, which are data augmentation step based on VBAP and model coefficients estimation step by least squares method. The proposed algorithm was evaluated by a simulation with a measured data from CIPIC (Center for Image Processing and Integrated Computing) HRTF database, and the simulation results show that the proposed algorithm reduces mean-squared error by 1.5 dB ~ 4 dB than the conventional algorithms.

Delamination identification of laminated composite plates using measured mode shapes

  • Xu, Yongfeng;Chen, Da-Ming;Zhu, Weidong;Li, Guoyi;Chattopadhyay, Aditi
    • Smart Structures and Systems
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    • v.23 no.2
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    • pp.195-205
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    • 2019
  • An accurate non-model-based method for delamination identification of laminated composite plates is proposed in this work. A weighted mode shape damage index is formulated using squared weighted difference between a measured mode shape of a composite plate with delamination and one from a polynomial that fits the measured mode shape of the composite plate with a proper order. Weighted mode shape damage indices associated with at least two measured mode shapes of the same mode are synthesized to formulate a synthetic mode shape damage index to exclude some false positive identification results due to measurement noise and error. An auxiliary mode shape damage index is proposed to further assist delamination identification, by which some false negative identification results can be excluded and edges of a delamination area can be accurately and completely identified. Both numerical and experimental examples are presented to investigate effectiveness of the proposed method, and it is shown that edges of a delamination area in composite plates can be accurately and completely identified when measured mode shapes are contaminated by measurement noise and error. In the experimental example, identification results of a composite plate with delamination from the proposed method are validated by its C-scan image.

Convergence Analysis of the Least Mean Fourth Adaptive Algorithm (최소평균사승 적응알고리즘의 수렴특성 분석)

  • Cho, Sung-Ho;Kim, Hyung-Jung;Lee, Jong-Won
    • The Journal of the Acoustical Society of Korea
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    • v.14 no.1E
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    • pp.56-64
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    • 1995
  • The least mean fourth (LMF) adaptive algorithm is a stochastic gradient method that minimizes the error in the mean fourth sense. Despite its potential advantages, the algorithm is much less popular than the conventional least mean square (LMS) algorithm in practice. This seems partly because the analysis of the LMF algorithm is much more difficult than that of the LMS algorithm, and thus not much still has been known about the algorithm. In this paper, we explore the statistical convergence behavior of the LMF algorithm when the input to the adaptive filter is zero-mean, wide-sense stationary, and Gaussian. Under a system idenrification mode, a set of nonlinear evolution equations that characterizes the mean and mean-squared behavior of the algorithm is derived. A condition for the conbergence is then found, and it turns out that the conbergence of the LMF algorithm strongly depends on the choice of initial conditions. Performances of the LMF algorithm are compared with those of the LMS algorithm. It is observed that the mean convergence of the LMF algorithm is much faster than that of the LMS algorithm when the two algorithms are designed to achieve the same steady-state mean-squared estimation error.

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A Procedure for Indentifying Outliers in Multivariate Data (다변량 자료에서 다수 이상치 인식의 절차)

  • Yum, Joon-Keun;Park, Jong-Goo;Kim, Jong-Woo
    • Journal of Korean Society for Quality Management
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    • v.23 no.4
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    • pp.28-41
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    • 1995
  • We consider the problem of identifying multiple outliers in linear model. The available regression diagnostic methods often do not succeed in detecting multiple outliers because of the masking and swamping effect. Recently, among the various robust estimator of reducing the effect of outliers, LMS(Least Meadian Square) estimator has been to be a suitable method proposed to expose outliers and leverage points. However, as you know it, the data analysis method with LMS estimator is to be taken the median of the squared residuals in the sample which is extracted the sample space. Then this model causes the trouble, for the number of the chosen sample is nCp, i.e. as the size of sample space n is increasing, the number is increasing fastly. And the covariance matrix may be the singular matrix, so that matrix is approching collinearity. Thus we propose a procedure ELMS for the resampling in LMS method and study the size of the effective elementary set in this algorithm.

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Design of Modeling & Simulator for ASP Realized with the Aid of Polynomiai Radial Basis Function Neural Networks (다항식 방사형기저함수 신경회로망을 이용한 ASP 모델링 및 시뮬레이터 설계)

  • Kim, Hyun-Ki;Lee, Seung-Joo;Oh, Sung-Kwun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.62 no.4
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    • pp.554-561
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    • 2013
  • In this paper, we introduce a modeling and a process simulator developed with the aid of pRBFNNs for activated sludge process in the sewage treatment system. Activated sludge process(ASP) of sewage treatment system facilities is a process that handles biological treatment reaction and is a very complex system with non-linear characteristics. In this paper, we carry out modeling by using essential ASP factors such as water effluent quality, the manipulated value of various pumps, and water inflow quality, and so on. Intelligent algorithms used for constructing process simulator are developed by considering multi-output polynomial radial basis function Neural Networks(pRBFNNs) as well as Fuzzy C-Means clustering and Particle Swarm Optimization. Here, the apexes of the antecedent gaussian functions of fuzzy rules are decided by C-means clustering algorithm and the apexes of the consequent part of fuzzy rules are learned by using back-propagation based on gradient decent method. Also, the parameters related to the fuzzy model are optimized by means of particle swarm optimization. The coefficients of the consequent polynomial of fuzzy rules and performance index are considered by the Least Square Estimation and Mean Squared Error. The descriptions of developed process simulator architecture and ensuing operation method are handled.

Derivation of Probable Rainfall Intensity Formulas at Inchon District (인천지방 확률강우강도식의 유도)

  • Choe, Gye-Un;An, Tae-Jin;Gwon, Yeong-Sik
    • Journal of Korea Water Resources Association
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    • v.33 no.2
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    • pp.263-276
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    • 2000
  • This paper is to derive the probable rainfall depths and the probable rainfall intensity formulas for Inchon Metropolitan district. The annual maximum rainfall data from 10 min. to 6 hours have been collected from the Inchon weather station. Eleven types of probability distribution are considered to estimate probable rainfall depths for 12 different storm durations at the Inchon Metropolitan district. Three tests including Chi-square, Kolmogorov-Smimov and Cramer Von Mises with the graphical analysis are adopted to select the best probability distribution. The probable rainfall intensity formulas are then determined by the least squares method using the trial and error approach. Five types of Talbot type, Sherman type, Japanese type, Unified type I, and Unified type II are considered to determine the best type for the Inchon rainfall intensity. The root mean squared errors are computed to compare the accuracy from the derived formulas. It has been suggested that the probable rainfall intensities having Unified type I for the short term duration should be the most reliable formulas by considering the root mean squared errors and the difference between computed probable rainfall depth and estimated probable rainfall depth.

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Combined Time Synchronization And Channel Estimation For MB-OFDM UWB Systems

  • Kareem, Aymen M.;El-Saleh, Ayman A.;Othman, Masuri
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.6 no.7
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    • pp.1792-1801
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    • 2012
  • Symbol timing error amounts to a major degradation in the system performance. Conventionally, timing error is estimated by predefined preamble on both transmitter and receiver. The maximum of the correlation result is considered the start of the OFDM symbol. Problem arises when the prime path is not the strongest one. In this paper, we propose a new combined time and channel estimation method for multi-band OFDM ultra wide-band (MB-OFDM UWB) systems. It is assumed that a coarse timing has been obtained at a stage before the proposed scheme. Based on the coarse timing, search interval is set (or time candidates). Exploiting channel statistics that are assumed to be known by the receiver, we derive a maximum a posteriori estimate (MAP) of the channel impulse response. Based on this estimate, we discern for the timing error. Timing estimation performance is compared with the least squares (LS) channel estimate in terms of mean squared error (MSE). It is shown that the proposed timing scheme is lower in MSE than the LS method.

L-Estimation for the Parameter of the AR(l) Model (AR(1) 모형의 모수에 대한 L-추정법)

  • Han Sang Moon;Jung Byoung Cheal
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.43-56
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    • 2005
  • In this study, a robust estimation method for the first-order autocorrelation coefficient in the time series model following AR(l) process with additive outlier(AO) is investigated. We propose the L-type trimmed least squares estimation method using the preliminary estimator (PE) suggested by Rupport and Carroll (1980) in multiple regression model. In addition, using Mallows' weight function in order to down-weight the outlier of X-axis, the bounded-influence PE (BIPE) estimator is obtained and the mean squared error (MSE) performance of various estimators for autocorrelation coefficient are compared using Monte Carlo experiments. From the results of Monte-Carlo study, the efficiency of BIPE(LAD) estimator using the generalized-LAD to preliminary estimator performs well relative to other estimators.

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
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    • v.11 no.4
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    • pp.974-986
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    • 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.