• 제목/요약/키워드: Least-squared-based method

검색결과 47건 처리시간 0.029초

제한된 최소 자승 오차 기준에 의한 다양한 FIR 필터 구현 (Implementation of Various FIR Filters using Constrained Least Square Criterion)

  • 홍승억;김중규
    • 전자공학회논문지S
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    • 제35S권10호
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    • pp.175-185
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    • 1998
  • 본 논문에서는 Adams에 의해 제안된 제한된 최소 자승 오차 기준에 의한 FIR 필터 설계 방법을 기초로 하여 저역 통과 필터 외의 다른 여러 가지 필터를 설계할 수 있는 방법론을 제시하였다. 이 방법에 의한 설계는 기존의 자승 오차 최소화 방법과 최대 오차 최소화 방법의 혼합된 형태로써 오차 기준으로 자승 오차와 최대 오차 두 가지를 동시에 고려하게 되며, 최고 이득, 전이 대역폭, 자승 오차 세가지가 모두 만족될 때만 그 해 즉, 임펄스 응답을 찾을 수 있게 된다. 이때 최적화 과정에서는 다중 교환 알고리즘을 이용하였다. 본 논문은 위의 두 중요 오차 기준의 상호 보완을 통하여 다중 대역 통과 필터, 미분기 및 Hilbert 변환기등의 최적 설계에 적용할 수 있는 방법에 대해 고찰하였으며, 그 결과 제한된 최소 자승 오차 기준에 의한 설계 방법이 단순한 저역 통과 필터 뿐만이 아니라 여러 가지 다양한 FIR 필터 설계에 있어서도 그 우수함을 증명할 수 있었다.

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Parameter Estimations in the Complementary Weibull Reliability Model

  • Sarhan Ammar M.;El-Gohary Awad
    • International Journal of Reliability and Applications
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    • 제6권1호
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    • pp.41-51
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    • 2005
  • The Bayes estimators of the parameters included in the complementary Weibull reliability model are obtained. In the process of deriving Bayes estimators, the scale and shape parameters of the complementary Weibull distribution are considered to be independent random variables having prior exponential distributions. The maximum likelihood estimators of the desired parameters are derived. Further, the least square estimators are obtained in closed forms. Simulation study is made using Monte Carlo method to make a comparison among the obtained estimators. The comparison is made by computing the root mean squared errors associated to each point estimation. Based on the numerical study, the Bayes procedure seems better than the maximum likelihood and least square procedures in the sense of having smaller root mean squared errors.

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사용편의성 모델수립을 위한 제품 설계 변수의 선별방법 : 유전자 알고리즘 접근방법 (A Method for Screening Product Design Variables for Building A Usability Model : Genetic Algorithm Approach)

  • 양희철;한성호
    • 대한인간공학회지
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    • 제20권1호
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    • pp.45-62
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    • 2001
  • This study suggests a genetic algorithm-based partial least squares (GA-based PLS) method to select the design variables for building a usability model. The GA-based PLS uses a genetic algorithm to minimize the root-mean-squared error of a partial least square regression model. A multiple linear regression method is applied to build a usability model that contains the variables seleded by the GA-based PLS. The performance of the usability model turned out to be generally better than that of the previous usability models using other variable selection methods such as expert rating, principal component analysis, cluster analysis, and partial least squares. Furthermore, the model performance was drastically improved by supplementing the category type variables selected by the GA-based PLS in the usability model. It is recommended that the GA-based PLS be applied to the variable selection for developing a usability model.

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One-step Least Squares Fitting of Variogram

  • Choi, Hye-Mi
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.539-544
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    • 2005
  • In this paper, we propose the one-step least squares method based on the squared differences to estimate the parameters of the variogram used for spatial data modelling, and discuss its asymptotic efficiency. The proposed method does not require to specify lags of interest and partition lags, so that we can delete the subjectiveness and ambiguity originated from the lag selection in estimating spatial dependence.

강소성 변형 해석을 위한 최소 제곱 무요소법 (The Least-Squares Meshfree Method for the Analysis of Rigid-Plastic Deformation)

  • 윤성기;권기찬
    • 대한기계학회논문집A
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    • 제28권12호
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    • pp.2019-2031
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    • 2004
  • The least-squares formulation for rigid-plasticity based on J$_2$-flow rule and infinitesimal theory and its meshfree implementation using moving least-squares approximation are proposed. In the least-squares formulation the squared residuals of the constitutive and equilibrium equations are minimized. Those residuals are represented in a form of first-order differential system using the velocity and stress components as independent variables. For the enforcement of the boundary and frictional contact conditions, penalty scheme is employed. Also the reshaping of nodal supports is introduced to avoid the difficulties due to the severe local deformation near the contact interface. The proposed least-squares meshfree method does not require any structure of extrinsic cells during the whole process of analysis. Through some numerical examples of metal forming processes, the validity and effectiveness of the method are investigated.

Applications on p-values of Chi-Square Distribution

  • Hong, Chong Sun;Hong, Sung Sick
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.877-887
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    • 2002
  • In this paper, behaviors and properties of p-values for goodness-of-fit test are investigated. With some findings on the p-values, we consider some applications to determine sample size of a survey research using the regression equation based on a pilot study data. Regression equations are obtained by the well-known least squared method, and we find that regression lines could be formulated with only two data points, alternatively. For further studies, this works might be extended to t distributions for testing hypotheses about population mean in order to determine sample size of a prospective study. Also similar arguments could be explored for F test statistics.

스트리밍 데이터에 대한 최소제곱오차해를 통한 점층적 선형 판별 분석 기법 (Incremental Linear Discriminant Analysis for Streaming Data Using the Minimum Squared Error Solution)

  • 이경훈;박정희
    • 정보과학회 논문지
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    • 제45권1호
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    • pp.69-75
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    • 2018
  • 시간에 따라 순차적으로 들어오는 스트리밍 데이터에서는 전체 데이터 셋을 한꺼번에 모두 이용하는 배치 학습에 기반한 차원축소 기법을 적용하기 어렵다. 따라서 스트리밍 데이터에 적용하기 위한 점층적 차원 감소 방법이 연구되어왔다. 이 논문에서는 최소제곱오차해를 통한 점층적 선형 판별 분석법을 제안한다. 제안 방법은 분산행렬을 직접 구하지 않고 새로 들어오는 샘플의 정보를 이용하여 차원 축소를 위한 사영 방향을 점층적으로 업데이트한다. 실험 결과는 이전에 제안된 점층적 차원축소 알고리즘과 비교하여 이 논문에서 제안한 방법이 더 효과적인 방법임을 입증한다.

지구 곡률이 고려된 LOB를 이용하는 NLSE 기반의 고정형 신호원 위치추정 (Stationary Emitter Geolocation Based on NLSE Using LOBs Considering the Earth's Curvature)

  • 박병구;김상원;안재민;김영민
    • 한국통신학회논문지
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    • 제42권3호
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    • pp.661-672
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    • 2017
  • 본 논문은 지구를 구체(Sphere)로 모델링하고, 좌표계 변환 없이 위경도 좌표계에서 지구 곡률이 고려된 곡선형태의 신호방향선(Line Of Bearing, LOB)을 이용하여 비선형 최소제곱법(Nonlinear Least Squared Estimator, NLSE)으로 고정형 신호원의 위치를 추정하는 방법을 소개한다. 그리고 추가적으로 지구를 타원체(Ellipsoid)로 모델링하여 위치추정성능을 개선하는 방법을 제안한다. 모의실험을 통해 지구 곡률이 고려된 곡선 LOB를 이용하는 NLSE 방법이 기존 삼각측량법(Triangulation Method) 대비 우수한 위치추정 성능을 가짐을 보이고 타원체 모델을 이용하여 위치추정성능을 개선함을 보인다.

우수거 설계를 위한 인천지방에서의 확률강우강도식의 산정 (Determination of Probable Rainfall Intensity Formulas for Designing Storm Sewer Systems at Incheon District)

  • 안태진;김경섭
    • 상하수도학회지
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    • 제12권3호
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    • pp.99-106
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    • 1998
  • This paper presents a procedure for determining the design rainfall depth and the design rainfall intensity at Incheon city area in Korea. In this study the eight probability distributions are considered to estimate the probable rainfall depths for 11 different durations. The Kolmogorov - Smirnov test and the Chi-square test are adopted to test each distribution. The probable rainfall intensity formulas are then determined by i) the least squares (LS) method, ii) the least median squares (LMS) method, iii) the reweighted least squares method based on the LMS (RLS), and iv) the constrained regression (CR) model. The Talbot, the Sherman, the Japanese, and the Unified type are considered to determine the best type for the Incheon station. The root mean squared (RMS) errors are computed to test the formulas derived by four methods. It is found that the Unified type is the most reliable and that all methods presented herein are acceptable for determining the coefficients of rainfall intensity formulas from an engineering point of view.

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무선센서네트워크에서 노드의 위치추정을 위한 반복최소자승법의 지역최소 문제점 및 이에 대한 해결책 (Local Minimum Problem of the ILS Method for Localizing the Nodes in the Wireless Sensor Network and the Clue)

  • 조성윤
    • 제어로봇시스템학회논문지
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    • 제17권10호
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    • pp.1059-1066
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    • 2011
  • This paper makes a close inquiry into ill-conditioning that may be occurred in wireless localization of the sensor nodes based on network signals in the wireless sensor network and provides the clue for solving the problem. In order to estimate the location of a node based on the range information calculated using the signal propagation time, LS (Least Squares) method is usually used. The LS method estimates the solution that makes the squared estimation error minimal. When a nonlinear function is used for the wireless localization, ILS (Iterative Least Squares) method is used. The ILS method process the LS method iteratively after linearizing the nonlinear function at the initial nominal point. This method, however, has a problem that the final solution may converge into a LM (Local Minimum) instead of a GM (Global Minimum) according to the deployment of the fixed nodes and the initial nominal point. The conditions that cause the problem are explained and an adaptive method is presented to solve it, in this paper. It can be expected that the stable location solution can be provided in implementation of the wireless localization methods based on the results of this paper.