• Title/Summary/Keyword: Least square estimation

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LEAST-SQUARE SWITCHING PROCESS FOR ACCURATE AND EFFICIENT GRADIENT ESTIMATION ON UNSTRUCTURED GRID

  • SEO, SEUNGPYO;LEE, CHANGSOO;KIM, EUNSA;YUNE, KYEOL;KIM, CHONGAM
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.24 no.1
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    • pp.1-22
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    • 2020
  • An accurate and efficient gradient estimation method on unstructured grid is presented by proposing a switching process between two Least-Square methods. Diverse test cases show that the gradient estimation by Least-Square methods exhibit better characteristics compared to Green-Gauss approach. Based on the investigation, switching between the two Least-Square methods, whose merit complements each other, is pursued. The condition number of the Least-Square matrix is adopted as the switching criterion, because it shows clear correlation with the gradient error, and it can be easily calculated from the geometric information of the grid. To illustrate switching process on general grid, condition number is analyzed using stencil vectors and trigonometric relations. Then, the threshold of switching criterion is established. Finally, the capability of Switching Weighted Least-Square method is demonstrated through various two- and three-dimensional applications.

An Adaptive Speed Estimation Method Based on a Strong Tracking Extended Kalman Filter with a Least-Square Algorithm for Induction Motors

  • Yin, Zhonggang;Li, Guoyin;Du, Chao;Sun, Xiangdong;Liu, Jing;Zhong, Yanru
    • Journal of Power Electronics
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    • v.17 no.1
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    • pp.149-160
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    • 2017
  • To improve the performance of sensorless induction motor (IM) drives, an adaptive speed estimation method based on a strong tracking extended Kalman filter with a least-square algorithm (LS-STEKF) for induction motors is proposed in this paper. With this method, a fading factor is introduced into the covariance matrix of the predicted state, which forces the innovation sequence orthogonal to each other and tunes the gain matrix online. In addition, the estimation error is adjusted adaptively and the mutational state is tracked fast. Simultaneously, the fading factor can be continuously self-tuned with the least-square algorithm according to the innovation sequence. The application of the least-square algorithm guarantees that the information in the innovation sequence is extracted as much as possible and as quickly as possible. Therefore, the proposed method improves the model adaptability in terms of actual systems and environmental variations, and reduces the speed estimation error. The correctness and the effectiveness of the proposed method are verified by experimental results.

Phasor Estimation Algorithm Based on the Least Square Technique during CT Saturation

  • Lee, Dong-Gyu;Kang, Sang-Hee;Nam, Soon-Ryul
    • Journal of Electrical Engineering and Technology
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    • v.6 no.4
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    • pp.459-465
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    • 2011
  • A phasor estimation algorithm based on the least square curve fitting technique for the distorted secondary current due to current transformer (CT) saturation is proposed. The mathematical form of the secondary current during CT saturation is represented as the scaled primary current with magnetizing current. The information on the scaled primary current is estimated using the least square technique, with the measured secondary current in the saturated section. The proposed method can estimate the phasor of a fundamental frequency component during the saturated period. The performance of the algorithm is validated under various fault and CT conditions using a C400 CT model. A series of performance evaluations shows that the proposed phasor estimation algorithm can estimate the phasor of the fundamental frequency component with high accuracy, regardless of fault conditions and CT characteristics.

Least Square Channel Estimation for Two-Way Relay MIMO OFDM Systems

  • Fang, Zhaoxi;Shi, Jiong
    • ETRI Journal
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    • v.33 no.5
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    • pp.806-809
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    • 2011
  • This letter considers the channel estimation for two-way relay MIMO OFDM systems. A least square (LS) channel estimation algorithm under block-based training is proposed. The mean square error (MSE) of the LS channel estimate is computed, and the optimal training sequences with respect to this MSE are derived. Some numerical examples are presented to evaluate the performance of the proposed channel estimation method.

Algorithms for bivariate time series modeling in small size computers (2변수 시계열 모델 산출을 위한 소형컴퓨터용 알고리즘)

  • 김광준;문인혁;박병호
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.108-112
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    • 1986
  • Several algorithms for bivariate time series modeling are reviewed : linear least square, nonlinear least squares, generalized least square, and multi-stage least square methods. Estimation results of simulated data by the above methods are discussed.

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A Nonparametric Additive Risk Model Based on Splines

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.1
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    • pp.97-105
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    • 2007
  • We consider a nonparametric additive risk model that is based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huller and Mckeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

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A Nonparametric Additive Risk Model Based On Splines

  • Park, Cheol-Yong
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.49-50
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    • 2006
  • We consider a nonparametric additive risk model that are based on splines. This model consists of both purely and smoothly nonparametric components. As an estimation method of this model, we use the weighted least square estimation by Huffer and McKeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

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Receding Horizon FIR Parameter Estimation for Stochastic Systems

  • Lee, Kwan-Ho;Han, Soo-Hee;Lee, Changhun;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.159.1-159
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    • 2001
  • A new time-domain FIR parameter estimation called the receding horizon least square estimation (RHLSE) is suggested for stochastic systems by combining the well known least square estimation with the receding horizon strategy. It can be always obtained without the requirement of any \textit{a priori} information about the horizon initial parameter. A fast algorithm for the suggested estimation is also presented which is remarkable in the view of computational advantage and simple implementation. It is shown that the proposed estimation is robust against temporary modeling uncertainties due to their FIR structure through simulation studies.

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Robust Modal Parameter Idnentification Using Total Least Square Method (전최소자승법을 이용한 강인한 모드매개변수)

  • Jeong, Weui-Bong;Kim, Jun-Yeop;Kim, Hyun
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.20 no.3
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    • pp.843-849
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    • 1996
  • The least square estimation is used frequently in experimental modal analysis techinque to eliminate noise signals. However, identified modal parameters are sometimes inaccurate, since the least squre estimation is sensitive to noise. In this paper, a new total least squre estimation, which is robust to noise signals, is developed and applied to experimental modal analysis technique such as Prony method and Circle Fit method. Several simulated results show that the proposed method is robuster to noise than conventional method.

Doppler-shift estimation of flat underwater channel using data-aided least-square approach

  • Pan, Weiqiang;Liu, Ping;Chen, Fangjiong;Ji, Fei;Feng, Jing
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.7 no.2
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    • pp.426-434
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    • 2015
  • In this paper we proposed a dada-aided Doppler estimation method for underwater acoustic communication. The training sequence is non-dedicate, hence it can be designed for Doppler estimation as well as channel equalization. We assume the channel has been equalized and consider only flat-fading channel. First, based on the training symbols the theoretical received sequence is composed. Next the least square principle is applied to build the objective function, which minimizes the error between the composed and the actual received signal. Then an iterative approach is applied to solve the least square problem. The proposed approach involves an outer loop and inner loop, which resolve the channel gain and Doppler coefficient, respectively. The theoretical performance bound, i.e. the Cramer-Rao Lower Bound (CRLB) of estimation is also derived. Computer simulations results show that the proposed algorithm achieves the CRLB in medium to high SNR cases.