• 제목/요약/키워드: least squares estimation

검색결과 574건 처리시간 0.027초

Performance Analysis of the Robust Least Squares Target Localization Scheme using RDOA Measurements

  • Choi, Ka-Hyung;Ra, Won-Sang;Park, Jin-Bae;Yoon, Tae-Sung
    • Journal of Electrical Engineering and Technology
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    • 제7권4호
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    • pp.606-614
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    • 2012
  • A practical recursive linear robust estimation scheme is proposed for target localization in the sensor network which provides range difference of arrival (RDOA) measurements. In order to radically solve the known practical difficulties such as sensitivity for initial guess and heavy computational burden caused by intrinsic nonlinearity of the RDOA based target localization problem, an uncertain linear measurement model is newly derived. In the suggested problem setting, the target localization performance of the conventional linear estimation schemes might be severely degraded under the low SNR condition and be affected by the target position in the sensor network. This motivates us to devise a new sensor network localization algorithm within the framework of the recently developed robust least squares estimation theory. Provided that the statistical information regarding RDOA measurements are available, the estimate of the proposition method shows the convergence in probability to the true target position. Through the computer simulations, the omnidirectional target localization performance and consistency of the proposed algorithm are compared to those of the existing ones. It is shown that the proposed method is more reliable than the total least squares method and the linear correction least squares method.

Limiting Distributions of Trimmed Least Squares Estimators in Unstable AR(1) Models

  • Lee, Sangyeol
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.151-165
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    • 1999
  • This paper considers the trimmed least squares estimator of the autoregression parameter in the unstable AR(1) model: X\ulcorner=ØX\ulcorner+$\varepsilon$\ulcorner, where $\varepsilon$\ulcorner are iid random variables with mean 0 and variance $\sigma$$^2$> 0, and Ø is the real number with │Ø│=1. The trimmed least squares estimator for Ø is defined in analogy of that of Welsh(1987). The limiting distribution of the trimmed least squares estimator is derived under certain regularity conditions.

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시스템동정의 ALS법에 관한 연구 (A Study on the ALS Method of System Identification)

  • 이동철
    • 동력기계공학회지
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    • 제7권1호
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    • pp.74-81
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    • 2003
  • A system identification is to estimate the mathematical model on the base of input output data and to measure the output in the presence of adequate input for the controlled system. In the traditional system control field, most identification problems have been thought as estimating the unknown modeling parameters on the assumption that the model structures are fixed. In the system identification, it is possible to estimate the true parameter values by the adjusted least squares method in the input output case of no observed noise, and it is possible to estimate the true parameter values by the total least squares method in the input output case with the observed noise. We suggest the adjusted least squares method as a consistent estimation method in the system identification in the case where there is observed noise only in the output. In this paper the adjusted least squares method has been developed from the least squares method and the efficiency of the estimating results was confirmed by the generating data with the computer simulations.

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RLS (Recursive Least Squares)와 RTLS (Recursive Total Least Squares)의 결합을 이용한 새로운 FIR 시스템 인식 방법 (FIR System Identification Method Using Collaboration Between RLS (Recursive Least Squares) and RTLS (Recursive Total Least Squares))

  • 임준석;편용국
    • 한국음향학회지
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    • 제29권6호
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    • pp.374-380
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    • 2010
  • 잡음이 섞인 입출력 신호를 갖는 시스템 인식 문제는 완전 최소 자승법 (Total Least Squares (TLS))으로 알려져 있다. 완전 최소 자승법의 성능은 입력 신호 부가 잡음 파워와 출력 신호 부가 잡음간의 분산비에 매우 민감하다. 본 논문에서는 TLS의 성능 향상을 위해서 LS (Least Squares)와의 결합을 제안한다. 그 한 형태로 재차적인 TLS (Recursive TLS)와 재차적인 LS (Recursive Least Squares)간의 결합 알고리즘을 제안한다. 이 결합은 잡음간 분산비에 강인한 결과를 낳았다. 모의실험을 통해 얻은 결과로부터 입력 신호에 신호대 잡음비가 5dB를 유지히는 잡음을 부가할 경우 입력 잡음과출력 잡음의 비 $\gamma$가 약 20 정도까지로 적용 범위가 확대되는 결과를 얻었다. 따라서 제안된 결합 방법이 기존의 TLS의 적용 범위를 넓힐 수 있음을 알 수 있다.

최소자승법을 이용한 영구자석 동기전동기의 파라미터 추정 (Parameter Estimation of Permanent Magnet Synchronous Motors using a Least Squares Method)

  • 권기훈;이교범
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2018년도 추계학술대회
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    • pp.175-176
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    • 2018
  • This paper presents a method to estimate the parameter of permanent magnet synchronous motor using a least squares method. The approximate solution of the linear simultaneous equations is obtained by the pseudoinverse least squares method of the input current and output voltage data of the current controller. It is possible to obtain the current response of the same bandwidth to the general control target by using the Pole-zero Cancellation technique. This paper verifies the performance of the proposed method by comparing the results of estimation of parameters of different motors by simulation.

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정다각형 배열의 광 마우스를 이용한 이동 로봇의 최소 자승 속도 추정 (Least Squares Velocity Estimation of a Mobile Robot Using a Regular Polygonal Array of Optical Mice)

  • 김성복;정일화;이상협
    • 제어로봇시스템학회논문지
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    • 제13권10호
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    • pp.978-982
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    • 2007
  • This paper presents the velocity estimation of a mobile robot using a regular polygonal array of optical mice that are installed at the bottom of a mobile robot. First, the basic principle of the proposed velocity estimation method is explained. Second, the velocity kinematics from a mobile robot to an array of optical mice is derived as an overdetermined linear system. Third, for a given set of optical mouse readings, the mobile robot velocity is estimated based on the least squares solution to the obtained system. Finally, simulation results are given to demonstrate the validity of the proposed velocity estimation method.

EFFICIENT ESTIMATION OF THE REGULARIZATION PARAMETERS VIA L-CURVE METHOD FOR TOTAL LEAST SQUARES PROBLEMS

  • Lee, Geunseop
    • 대한수학회지
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    • 제54권5호
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    • pp.1557-1571
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    • 2017
  • The L-curve method is a parametric plot of interrelation between the residual norm of the least squares problem and the solution norm. However, the L-curve method may be hard to apply to the total least squares problem due to its no closed form solution of the regularized total least squares problems. Thus the sequence of the solution norm under the fixed regularization parameter and its corresponding residual need to be found with an efficient manner. In this paper, we suggest an efficient algorithm to find the sequence of the solutions and its residual in order to plot the L-curve for the total least squares problems. In the numerical experiments, we present that the proposed algorithm successfully and efficiently plots fairly 'L' like shape for some practical regularized total least squares problems.

토털최소제곱법과 최소제곱법의 비교연구 (A Comparison Study on Total Least Squares and Least Squares)

  • 이임평;최윤수;권재현
    • 한국측량학회:학술대회논문집
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    • 한국측량학회 2003년도 추계학술발표회 논문집
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    • pp.15-19
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    • 2003
  • The Total Least Squares (TLS) method is introduced in comparison with the conventional Least Squares (LS) method. The principles and mathematical models for both methods are summarized and the comparison results from their applications to a simple geometric example, fitting a straight line to a set of 2D points are presented. As conceptually reasoned, the results clearly indicate that LS is more susceptible of producing wrong parameters with worse precision rather than TLS. For many applications in surveying, can adjustment computation and parameter estimation based on TLS provide better results.

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A Note on Estimating Parameters in The Two-Parameter Weibull Distribution

  • Rahman, Mezbahur;Pearson, Larry M.
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.1091-1102
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    • 2003
  • The Weibull variate is commonly used as a lifetime distribution in reliability applications. Estimation of parameters is revisited in the two-parameter Weibull distribution. The method of product spacings, the method of quantile estimates and the method of least squares are applied to this distribution. A comparative study between a simple minded estimate, the maximum likelihood estimate, the product spacings estimate, the quantile estimate, the least squares estimate, and the adjusted least squares estimate is presented.

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AN ALGORITHM FOR ESTIMATION OF ROTATION MATRIX PARAMETER

  • Shin, Dong-Soo
    • Journal of applied mathematics & informatics
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    • 제12권1_2호
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    • pp.409-417
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    • 2003
  • There are two rotation matrix parameters in a model, pro-posed by Prentice in 1989, for pairs of rotations in 3 dimensional space. For the least squares estimates of the two parameters, an algorithm was also presented, but it turned out that the algorithm could fail to get the least squares estimates. This article provides another algorithm for the least squares estimates and its performance is demonstrated by simulation results.