• Title/Summary/Keyword: least squares estimation

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Image Stabilization Algorithm for Close Watching UAV(Unmanned Aerial Vehicle) Aystem (근접감시용 무인항공기 시스템을 위한 영상 안정화 알고리즘)

  • Lee, Hong-Suk;Lee, Tae-Yeoung;Kim, Byoung-Soo;Ko, Yun-Ho
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.47 no.6
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    • pp.10-18
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    • 2010
  • This paper proposes an image stabilization algorithm for close watching UAV(Unmanned Aerial Vehicle) using motion separation and stabilization mode. The motion of UAV is composed of its actual navigating motion and unwanted vibrating motion so that image sequences obtained from UAV are shaken randomly. In order to stabilize these images we separate the vibrating motion component from UAV motion and remove the effect caused by it from image sequences. In the proposed algorithm the motion and global intensity change of two consecutive images are modeled with 6 motion parameters and 2 intensity change parameters respectively. These modeled parameters are estimated by non-linear least square method based on Gauss-Newton algorithm. The vibrating motion component is separated from the estimated motion using IIR filtering and the geometric deformation caused by it is removed from image sequences. In order to apply the proposed method to real aerial image sequences with many abrupt changes of camera view, we proposed a stabilizing method using two different modes named as stabilizing and non-stabilizing mode. Experimental results show that the accuracy of motion estimation is 99% and the efficiency of removing the vibrating motion component is 90%. We apply the proposed method to real aerial image sequences and verified its stabilizing performance.

Estimation and Mapping of Soil Organic Matter using Visible-Near Infrared Spectroscopy (분광학을 이용한 토양 유기물 추정 및 분포도 작성)

  • Choe, Eun-Young;Hong, Suk-Young;Kim, Yi-Hyun;Zhang, Yong-Seon
    • Korean Journal of Soil Science and Fertilizer
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    • v.43 no.6
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    • pp.968-974
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    • 2010
  • We assessed the feasibility of discrete wavelet transform (DWT) applied for the spectral processing to enhance the estimation performance quality of soil organic matters using visible-near infrared spectra and mapped their distribution via block Kriging model. Continuum-removal and $1^{st}$ derivative transform as well as Haar and Daubechies DWT were used to enhance spectral variation in terms of soil organic matter contents and those spectra were put into the PLSR (Partial Least Squares Regression) model. Estimation results using raw reflectance and transformed spectra showed similar quality with $R^2$ > 0.6 and RPD> 1.5. These values mean the approximation prediction on soil organic matter contents. The poor performance of estimation using DWT spectra might be caused by coarser approximation of DWT which not enough to express spectral variation based on soil organic matter contents. The distribution maps of soil organic matter were drawn via a spatial information model, Kriging. Organic contents of soil samples made Gaussian distribution centered at around 20 g $kg^{-1}$ and the values in the map were distributed with similar patterns. The estimated organic matter contents had similar distribution to the measured values even though some parts of estimated value map showed slightly higher. If the estimation quality is improved more, estimation model and mapping using spectroscopy may be applied in global soil mapping, soil classification, and remote sensing data analysis as a rapid and cost-effective method.

Precipitation Analysis Based on Spatial Linear Regression Model (공간적 상관구조를 포함하는 선형회귀모형을 이용한 강수량 자료 분석)

  • Jung, Ji-Young;Jin, Seo-Hoon;Park, Man-Sik
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.1093-1107
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    • 2008
  • In this study, we considered linear regression model with various spatial dependency structures in order to make more reliable prediction of precipitation in South Korea. The prediction approaches are based on semi-variogram models fitted by least-squares estimation method and restricted maximum likelihood estimation method. We validated some candidate models from the two different estimation methods in terms of cross-validation and comparison between predicted values and observed values measured at different locations.

A Study on the Postprocessing of Channel Estimates in LTE System (LTE 시스템 채널 추정치의 후처리 기법 연구)

  • Yoo, Kyung-Yul
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.1
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    • pp.205-213
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    • 2011
  • The Long Term Evolution (LTE) system is designed to provide a high quality data service for fast moving mobile users. It is based on the Orthogonal Frequency Division Multiplexing (OFDM) and relies its channel estimation on the training samples which are systematically built within the transmitting data. Either a preamble or a lattice type is used for the distribution of training samples and the latter suits better for the multipath fading channel environment whose channel frequency response (CFR) fluctuates rapidly with time. In the lattice-type structure, the estimation of the CFR makes use of the least squares estimate (LSE) for each pilot samples, followed by an interpolation both in time-and in frequency-domain to fill up the channel estimates for subcarriers corresponding to data samples. All interpolation schemes should rely on the pilot estimates only, and thus, their performances are bounded by the quality of pilot estimates. However, the additive noise give rise to high fluctuation on the pilot estimates, especially in a communication environment with low signal-to-noise ratio. These high fluctuations could be monitored in the alternating high values of the first forward differences (FFD) between pilot estimates. In this paper, we analyzed statistically those FFD values and propose a postprocessing algorithm to suppress high fluctuations in the noisy pilot estimates. The proposed method is based on a localized adaptive moving-average filtering. The performance of the proposed technique is verified on a multipath environment suggested on a 3GPP LTE specification. It is shown that the mean-squared error (MSE) between the actual CFR and pilot estimates could be reduced up to 68% from the noisy pilot estimates.

Preliminary Orbit Determination For A Small Satellite Mission Using GPS Receiver Data

  • Nagarajan, Narayanaswamy;Bavkir, Burhan;John, Ong Chuan Fu
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.141-144
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    • 2006
  • The deviations in the injection orbital parameters, resulting from launcher dispersions, need to be estimated and used for autonomous satellite operations. For the proposed small satellite mission of the university there will be two GPS receivers onboard the satellite to provide the instantaneous orbital state to the onboard data handling system. In order to meet the power requirements, the satellite will be sun-tracking whenever there is no imaging operation. For imaging activities, the satellite will be maneuvered to nadir-pointing mode. Due to such different modes of orientation the geometry for the GPS receivers will not be favorable at all times and there will be instances of poor geometry resulting in no output from the GPS receivers. Onboard the satellite, the orbital information should be continuously available for autonomous switching on/off of various subsystems. The paper presents the strategies to make use of small arcs of data from GPS receivers to compute the mean orbital parameters and use the updated orbital parameters to calculate the position and velocity whenever the same is not available from GPS receiver. Thus the navigation message from the GPS receiver, namely the position vector in Earth-Centered-Earth-Fixed (ECEF) frame, is used as measurements. As for estimation, two techniques - (1) batch least squares method, and (2) Kalman Filter method are used for orbit estimation (in real time). The performance of the onboard orbit estimation has been assessed based on hardware based multi-channel GPS Signal simulator. The results indicate good converge even with short arcs of data as the GPS navigation data are generally very accurate and the data rate is also fast (typically 1Hz).

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Information extraction of the moving objects based on edge detection and optical flow (Edge 검출과 Optical flow 기반 이동물체의 정보 추출)

  • Chang, Min-Hyuk;Park, Jong-An
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.8A
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    • pp.822-828
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    • 2002
  • Optical flow estimation based on multi constraint approaches is frequently used for recognition of moving objects. However, the use have been confined because of OF estimation time as well as error problem. This paper shows a new method form effectively extracting movement information using the multi-constraint base approaches with sobel edge detection. The moving objects anr extraced in the input image sequence using edge detection and segmentation. Edge detection and difference of the two input image sequence gives us the moving objects in the images. The process of thresholding removes the moving objects detected due to noise. After thresholding the real moving objects, we applied the Combinatorial Hough Transform (CHT) and voting accumulation to find the optimal constraint lines for optical flow estimation. The moving objects found in the two consecutive images by using edge detection and segmentation greatly reduces the time for comutation of CHT. The voting based CHT avoids the errors associated with least squares methods. Calculation of a large number of points along the constraint line is also avoided by using the transformed slope-intercept parameter domain. The simulation results show that the proposed method is very effective for extracting optical flow vectors and hence recognizing moving objects in the images.

A two-stage Kalman filter for the identification of structural parameters with unknown loads

  • He, Jia;Zhang, Xiaoxiong;Feng, Zhouquan;Chen, Zhengqing;Cao, Zhang
    • Smart Structures and Systems
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    • v.26 no.6
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    • pp.693-701
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    • 2020
  • The conventional Kalman Filter (KF) provides a promising way for structural state estimation. However, the physical parameters of structural systems or models should be available for the estimation. Moreover, it is not applicable when the loadings applied to the structures are unknown. To circumvent the aforementioned limitations, a two-stage KF with unknown input approach is proposed for the simultaneous identification of structural parameters and unknown loadings. In stage 1, a modified observation equation is employed. The structural state vector is estimated by KF on the basis of structural parameters identified at the previous time-step. Then, the unknown input is identified by Least Squares Estimation (LSE). In stage 2, based on the concept of sensitivity matrix, the structural parameters are updated at the current time-step by using the estimated structural states obtained from stage 1. The effectiveness of the proposed approach is numerically validated via a five-story shearing model under random and earthquake excitations. Shaking table tests on a five-story structure are also employed to demonstrate the performance of the proposed approach. It is demonstrated from numerical and experimental results that the proposed approach can be used for the identification of parameters of structure and the external force applied to it with acceptable accuracy.

A Substation-Oriented Approach to Optimal Phasor Measurement Units Placement

  • Bao, Wei;Guo, Rui-Peng;Han, Zhen-Xiang;Chen, Li-Yue;Lu, Min
    • Journal of Electrical Engineering and Technology
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    • v.10 no.1
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    • pp.18-29
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    • 2015
  • State Estimation (SE) is the basis of a variety of advanced applications used in most modern power systems. An SE problem formed with enough phasor measurement units (PMUs) data is simply a linear weighted least squares problem requiring no iterations. Thus, designing a minimum-cost placement of PMUs that guarantees observability of a power system becomes a worthy challenge. This paper proposes an equivalent integer linear programming method for substation-oriented optimal PMU placement (SOOPP). The proposed method uses an exhaustive search to determine a globally optimal solution representing the best PMU placement for that particular power system. To obtain a more comprehensive model, contingencies and the limitation of the number of PMU measurement channels are considered and embodied in the model as changes to the original constraints and as additional constraints. The proposed method is examined for applicability using the IEEE 14-bus, 118-bus and 300-bus test systems. The comparison between SOOPP results and results obtained by other methods reveals the excellence of SOOPP. Furthermore, practical large-scale power systems are also successfully analyzed using SOOPP.

What Prompted Shadow Banking in China? Wealth Management Products and Regulatory Arbitrage

  • SHAH, Syed Mehmood Raza;LI, Jianjun;FU, Qiang
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.12
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    • pp.63-72
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    • 2020
  • Shadow banking in China has been growing rapidly; banks use wealth management products aggressively to evade regulatory constraints. The loan-to-deposit ratio or LDR targets both sides of the balance sheet; loans in terms of asset-side, and deposits in terms of liabilities-side; banks needed to control and maintain both sides. Regulators restricted Chinese banks to maintain a 75% limit for their loan-depositratio. Banks' needed to either lower their loans or increase the deposits; WMPs helped banks to evade this limit. Banks issue more WMPs to control and manage a 75% statutory ceiling LDR. This WMPs-LDR positive association disappeared post-2015 period. This study empirically examined how Chinese banks use WMPs issuance to avoid regulatory constraints. Quarterly panel data for 30 top Chinese banks were used by analyzing pre-2015 (during the 75% LDR limit) and post-2015 (after removal of the LDR limit). This study also performed fixed-effects model as recommended by the Hausman specification test, with feasible generalized least squares FGLS estimation technique. The results of this study show that for the pre-2015 period, Chinese banks use issuance of WMPs aggressively to manage their LDR limit; this WMPs-LDR relationship disappeared post-2015 period. Moreover, SMBs use WMPs more eagerly as compare to Big4 banks.

Precise Orbit Determination Based on the Unscented Transform for Optical Observations

  • Hwang, Hyewon;Lee, Eunji;Park, Sang-Young
    • Journal of Astronomy and Space Sciences
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    • v.36 no.4
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    • pp.249-264
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    • 2019
  • In this study, the precise orbit determination (POD) software is developed for optical observation. To improve the performance of the estimation algorithm, a nonlinear batch filter, based on the unscented transform (UT) that overcomes the disadvantages of the least-squares (LS) batch filter, is utilized. The LS and UT batch filter algorithms are verified through numerical simulation analysis using artificial optical measurements. We use the real optical observation data of a low Earth orbit (LEO) satellite, Cryosat-2, observed from optical wide-field patrol network (OWL-Net), to verify the performance of the POD software developed. The effects of light travel time, annual aberration, and diurnal aberration are considered as error models to correct OWL-Net data. As a result of POD, measurement residual and estimated state vector of the LS batch filter converge to the local minimum when the initial orbit error is large or the initial covariance matrix is smaller than the initial error level. However, UT batch filter converges to the global minimum, irrespective of the initial orbit error and the initial covariance matrix.