• Journal of applied mathematics & informatics
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• v.22 no.1_2
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• pp.95-112
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• 2006

In this paper, the authors investigate the condition number with their condition numbers for weighted Moore-Penrose inverse and weighted least squares solution of min /Ax - b/M, where A is a rank-deficient complex matrix in $C^{m{\times}n} $ and b a vector of length m in $C^m$, x a vector of length n in $C^n$. For the normwise condition number, the sensitivity of the relative condition number itself is studied, the componentwise perturbation is also investigated.

• Journal of the Korea Institute of Military Science and Technology
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• v.14 no.5
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• pp.957-964
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• 2011

New time schemes based on the FEM were developed and their performances were tested with 2D wave equation. The least-squares and weighted residual methods are used to construct new time schemes based on traditional residual minimization method. To overcome some drawbacks that time schemes based on the least-squares and weighted residual methods have, ad-hoc method is considered to minimize residuals multiplied by others residuals as a new approach. And variational method is used to get necessary conditions of ad-hoc minimization. A-stability was chosen to check the stability of newly developed time schemes. Specific values of new time schemes are presented along with their numerical solutions which were compared with analytic solution.

• International Journal of Aeronautical and Space Sciences
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• v.14 no.1
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• pp.85-90
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• 2013

This paper presents a study on terrain referenced navigation (TRN). The extended Kalman filter (EKF) is adopted as a filter method. A Jacobian matrix of measurement equations in the EKF consists of terrain slope terms, and accurate slope estimation is essential to keep filter stability. Two slope estimation methods are proposed in this study. Both methods are based on the least-squares approach. One is planar regression searching the best plane, in the least-squares sense, representing the terrain map over the region, determined by position error covariance. It is shown that the method could provide a more accurate solution than the previously developed linear regression approach, which uses lines rather than a plane in the least-squares measure. The other proposed method is weighted planar regression. Additional weights formed by Gaussian pdf are multiplied in the planar regression, to reflect the actual pdf of the position estimate of EKF. Monte Carlo simulations are conducted, to compare the performance between the previous and two proposed methods, by analyzing the filter properties of divergence probability and convergence speed. It is expected that one of the slope estimation methods could be implemented, after determining which of the filter properties is more significant at each mission.

• Communications for Statistical Applications and Methods
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• v.17 no.2
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• pp.141-151
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• 2010

Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

• Proceedings of the KIEE Conference
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• 2003.07d
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• pp.2088-2090
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• 2003

A practical recursive weighted least square(WLS) solution is proposed to solve the passive ranging problem. Apart from the previous works based on the extended Kalman filter(EKF), to ensure the convergency at long-range, the proposed scheme makes use of line-of-sight(LOS) rate instead of bearing information. The influence of LOS rate measurement errors is investigated and it is asserted that the WLS estimates contain bias and scale factor errors. Together with simple compensation algorithm, the estimation errors of proposed filter can be reduced dramatically.

• Wind and Structures
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• v.19 no.4
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• pp.371-387
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• 2014

Probability plotting positions are popular and used as the basis for distribution fitting and for inspecting the quality of the fit because of its simplicity. The plotting positions that lead to excellent approximation to the mean of the order statistics should be used if the objective of the fitting is to estimate quantiles. Since the mean depends on the sample size and is not amenable for simple to use closed form solution, many plotting positions have been presented in the literature, including a new plotting position that is derived based on the weighted least-squares method. In this study, the accuracy of using the new plotting position to fit the Gumbel distribution for estimating quantiles is assessed. Also, plotting positions derived by fitting the mean of the order statistics for all ranks is proposed, and an approximation to the covariance of the order statistics for the Gumbel (and Weibull) variate is given. Relative bias and root-mean-square-error of the estimated quantiles by using the proposed plotting position are shown. The use of the proposed plotting position to estimate the quantiles of annual maximum wind speed is illustrated.

• Geophysics and Geophysical Exploration
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• v.8 no.2
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• pp.129-136
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• 2005

The damped least-squares inversion has become a most popular method in finding the solution in geophysical problems. Generally, the least-squares inversion is to minimize the object function which consists of data misfits and model constraints. Although both the data misfit and the model constraint take an important part in the least-squares inversion, most of the studies are concentrated on what kind of model constraint is imposed and how to select an optimum regularization parameter. Despite that each datum is recommended to be weighted according to its uncertainty or error in the data acquisition, the uncertainty is usually not available. Thus, the data weighting matrix is inevitably regarded as the identity matrix in the inversion. We present a new inversion scheme, in which the data weighting matrix is automatically obtained from the analysis of the data resolution matrix and its spread function. This approach, named 'extended active constraint balancing (EACB)', assigns a great weighting on the datum having a high resolution and vice versa. We demonstrate that by applying EACB to a two-dimensional resistivity tomography problem, the EACB approach helps to enhance both the resolution and the stability of the inversion process.

• Proceedings of the KIEE Conference
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• 2008.11a
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• pp.261-263
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• 2008

In power systems operation, state estimation takes an important role in security control. For the state estimation problem, the weighted least squares(WLS) method and the fast decoupled method have been widely used at present. But these algorithms have disadvantage of converging local optimal solution. In these days, a modern heuristic optimization method such as Particle Swarm Optimization(PSO), are introduced to overcome the problems of classical optimization. In this paper, we proposed particle swarm optimization (PSO) to search an optimal solution of state estimation in power systems. To demonstrate the usefulness of the proposed method, PSO algorithm was tested in the IEEE-57 bus systems. From the simulation results, we can find that the PSO algorithm is applicable for power system state estimation.

• Proceedings of the KIEE Conference
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• 2008.07a
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• pp.303-304
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• 2008

For the state estimation problem, the weighted least squares (WLS) method and the fast decoupled method are widely used at present. However, these algorithms can converge to local optimal solutions. Recently, modern heuristic optimization methods such as Particle Swarm Optimization (PSO) have been introduced to overcome the disadvantage of the classical optimization problem. However, heuristic optimization methods based on populations require a lengthy computing time to find an optimal solution. In this paper, we used PSO to search for the optimal solution of state estimation in power systems. To overcome the shortcoming of heuristic optimization methods, we proposed parallel processing of the PSO algorithm based on the PC cluster system. the proposed approach was tested with the IEEE-118 bus systems. From the simulation results, we found that the parallel PSO based on the PC cluster system can be applicable for power system state estimation.

• Proceedings of the KIEE Conference
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• 2007.07a
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• pp.425-426
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• 2007

In power systems operation, state estimation takes an important role in security control. For the state estimation problem, conventional optimization algorithm, such as weighted least squares (WLS) method, has been widely used. But these algorithms have disadvantages of converging local optimal solution. In these days, a modern heuristic optimization methods such as Particle Swarm Optimization (PSO), are introducing to overcome the problems of classical optimization. In this paper, we suggested parallel particle swarm optimization (PPSO) to search an optimal solution of state estimation in power systems. To show the usefulness of the proposed method over the conventional PSO, proposed method is applied on the IEEE-57 bus system.