• Title/Summary/Keyword: least-square estimation

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Resistant GPA algorithms based on the M and LMS estimation

  • Hyun, Geehong;Lee, Bo-Hui;Choi, Yong-Seok
    • Communications for Statistical Applications and Methods
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    • v.25 no.6
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    • pp.673-685
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    • 2018
  • Procrustes analysis is a useful technique useful to measure, compare shape differences and estimate a mean shape for objects; however it is based on a least squares criterion and is affected by some outliers. Therefore, we propose two generalized Procrustes analysis methods based on M-estimation and least median of squares estimation that are resistant to object outliers. In addition, two algorithms are given for practical implementation. A simulation study and some examples are used to examine and compared the performances of the algorithms with the least square method. Moreover since these resistant GPA methods are available for higher dimensions, we need some methods to visualize the objects and mean shape effectively. Also since we have concentrated on resistant fitting methods without considering shape distributions, we wish to shape analysis not be sensitive to particular model.

A Generalized Partly-Parametric Additive Risk Model

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.401-409
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    • 2006
  • We consider a generalized partly-parametric additive risk model which generalizes the partly parametric additive risk model suggested by McKeague and Sasieni (1994). As an estimation method of this model, we propose to use the weighted least square estimation, suggested by Huffer and McKeague (1991), for Aalen's additive risk model by a piecewise constant risk. We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least squares method.

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The adaptive reduced state sequence estimation receiver for multipath fading channels (이동통신 환경에서 적응상태 축약 심볼열 추정 수신기)

  • 이영조;권성락;문태현;강창언
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.22 no.7
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    • pp.1468-1476
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    • 1997
  • In mobile communication systems, the Reduced State Sequence Estimation(RSSE) receiver must be able to track changes in the channel. This is carried out by the adaptive channel estimator. However, when the tentative decisions are used in the channel estimator, incorrect decisions can cause error propagation. This paper presents a new channel estimator using the path history in the Viterbi decoder for preventing error propagation. The selection of the path history in the Viterbi decoder for preventing error propagation. The selection of the path history for the channel estimator depends on the path metric as in the decoding of the Viterbi decoder in RSSE. And a discussion on the channel estimator with different adaptation algorithms such as Least Mean Square(LMS) algorithm and Recursive Least Square(RLS) algorithm is provided. Results from computer simulations show that the RSSE receivers using the proposed channel estimator have better performance than the other conventional RSSE receiver, and that the channel estimator with RLS algorithm is adequate for multipath fading channel.

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A Channel Estimation Method for MIMO-OFDM Systems (MIMO-OFDM 시스템에서의 채널 추정 기법)

  • Kim, Gyeong-Seok;Ahn, Do-Rang;Lee, Dong-Wook
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.277-279
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    • 2004
  • In this paper, we propose an channel estimation method for Multi-Input Multi-Output-Orthogonal frequency Division Multiplexing (MIMO-OFDM). The proposed method estimates uniquely all channel frequency responses needed in space-frequency block coded OFDM systems using "comb-type" pilot symbols. To reduce the computational complexity of the proposed method, least square(LS) and linear minimum mean square error(LMMSE) are used in the frequency-domain. The performance of the proposed approach is evaluated by computer simulation for rayleigh fading channel.

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Capacity Optimization of Two-way Amplify-and Forward Relay Networks (Two-way 증폭과 전송 릴레이 네트워크의 용량 최적화)

  • Hanif, Mohammad Abu;Lee, Moon Ho;Park, Ju Yong
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.1
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    • pp.27-33
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    • 2013
  • In this paper, we propose a pilot based channel estimation technique in two-way relay networks. We propose to transmit a pilot symbol together with the data symbol during transmission. In absence of Channel State Information (CSI), destination uses the pilot symbol to estimate the channel. In this system, the relay amplifies the pilot and the data symbol then forward them to the destination using amplify and forward (AF) protocol. We assume that the relay gain is fixed, so the relay does not need to estimate the channel, the destination only estimate the channel. We apply well-known Least-square (LS) and minimum mean-square error (MMSE) channel estimation methods to estimate the channel.

A new AR power spectral estimation technique using the Karhunen-Loeve Transform (KLT를 이용한 AR 스펙트럼 추정기법에 관한 연구)

  • 공성곤;양흥석
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.134-136
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    • 1986
  • In this paper, a new power spectral estimation technique is presented. At first, by transforming the original data with the Karhunen-Loeve Transform(KLT), we can reduce the amount of the redundant information. Next, by modeling the transformed data by means of the autoregressive(AR) model and then applying the least-squares parameter estimation algorithm to this model, even more accurate spectrum estimates can be obtained. The KLT is the optimum transform for signal representation with respect to the mean-square error criterion. And the least-squares method is used to overcome the inherent shortcomings of popular burg algorithm.

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Maximum Likelihood Estimation for the Laplacian Autoregressive Time Series Model

  • Son, Young-Sook;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.359-368
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    • 1996
  • The maximum likelihood estimation is discussed for the NLAR model with Laplacian marginals. Since the explicit form of the estimates cannot be obtained due to the complicated nature of the likelihood function we utilize the automatic computer optimization subroutine using a direct search complex algorithm. The conditional least square estimates are used as initial estimates in maximum likelihood procedures. The results of a simulation study for the maximum likelihood estimates of the NLAR(1) and the NLAR(2) models are presented.

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Real-time Projectile Motion Trajectory Estimation Considering Air Resistance of Obliquely Thrown Object Using Recursive Least Squares Estimation (비스듬히 던진 물체의 공기저항을 고려한 재귀 최소 자승법 기반 실시간 포물선 운동 궤적 추정)

  • Jeong, Sangyoon;Chwa, Dongkyoung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.3
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    • pp.427-432
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    • 2018
  • This paper uses a recursive least squares method to estimate the projectile motion trajectory of an object in real time. The equations of motion of the object are obtained considering the air resistance which occurs in the actual experiment environment. Because these equations consider air resistance, parameter estimation of nonlinear terms is required. However, nonlinear recursive least squares estimation is not suitable for estimating trajectory of projectile in that it requires a lot of computation time. Therefore, parameter estimation for real-time trajectory prediction is performed by recursive least square estimation after using Taylor series expansion to approximate nonlinear terms to polynomials. The proposed method is verified through experiments by using VICON Bonita motion capture system which can get three dimensional coordinates of projectile. The results indicate that proposed method is more accurate than linear Kalman filter method based on the equations of motion of projectile that does not consider air resistance.

Comparison of Different Multiple Linear Regression Models for Real-time Flood Stage Forecasting (실시간 수위 예측을 위한 다중선형회귀 모형의 비교)

  • Choi, Seung Yong;Han, Kun Yeun;Kim, Byung Hyun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.32 no.1B
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    • pp.9-20
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    • 2012
  • Recently to overcome limitations of conceptual, hydrological and physics based models for flood stage forecasting, multiple linear regression model as one of data-driven models have been widely adopted for forecasting flood streamflow(stage). The objectives of this study are to compare performance of different multiple linear regression models according to regression coefficient estimation methods and determine most effective multiple linear regression flood stage forecasting models. To do this, the time scale was determined through the autocorrelation analysis of input data and different flood stage forecasting models developed using regression coefficient estimation methods such as LS(least square), WLS(weighted least square), SPW(stepwise) was applied to flood events in Jungrang stream. To evaluate performance of established models, fours statistical indices were used, namely; Root mean square error(RMSE), Nash Sutcliffe efficiency coefficient (NSEC), mean absolute error (MAE), adjusted coefficient of determination($R^{*2}$). The results show that the flood stage forecasting model using SPW(stepwise) parameter estimation can carry out the river flood stage prediction better in comparison with others, and the flood stage forecasting model using LS(least square) parameter estimation is also found to be slightly better than the flood stage forecasting model using WLS(weighted least square) parameter estimation.

An algebraic step size least mean fourth algorithm for acoustic communication channel estimation (음향 통신 채널 추정기를 이용한 대수학적 스텝크기 least mean fourth 알고리즘)

  • Lim, Jun-Seok
    • The Journal of the Acoustical Society of Korea
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    • v.35 no.1
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    • pp.55-62
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    • 2016
  • The least-mean fourth (LMF) algorithm is well known for its fast convergence and low steady-state error especially in non-Gaussian noise environments. Recently, there has been increasing interest in the least mean square (LMS) algorithms with variable step size. It is because the variable step-size LMS algorithms have shown to outperform the conventional fixed step-size LMS in the various situations. In this paper, a variable step-size LMF algorithm is proposed, which adopts an algebraic optimal step size as a variable step size. It is expected that the proposed algorithm also outperforms the conventional fixed step-size LMF. The superiority of the proposed algorithm is confirmed by the simulations in the time invariant and time variant channels.