• 한국측량학회:학술대회논문집
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• 한국측량학회 2004년도 추계학술발표회 논문집
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• pp.9-16
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• 2004

Performing adjustments where the observation equations involve more than a single measurement are General Least Squares(GLS) and Total Least Squares(TLS). This paper introduces theory of the GLS and TLS and compared experimentally accuracy and efficiency of those through 2D conformal coordinate transformation and 2D affine coordinate transformation. In conclusion, in case of 2D coordinate transformation, GLS can produce a little more accurate and efficient than TLS. In survey fields, The GLS and TLS can be used cooperatively for adjusting the actual coordinate measurements.

• 대한수학회지
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• 제52권2호
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• pp.349-372
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• 2015

This paper concerns with exploiting an oblique projection technique to solve a general class of large and sparse least squares problem over symmetric arrowhead matrices. As a matter of fact, we develop the conjugate gradient least squares (CGLS) algorithm to obtain the minimum norm symmetric arrowhead least squares solution of the general coupled matrix equations. Furthermore, an approach is offered for computing the optimal approximate symmetric arrowhead solution of the mentioned least squares problem corresponding to a given arbitrary matrix group. In addition, the minimization property of the proposed algorithm is established by utilizing the feature of approximate solutions derived by the projection method. Finally, some numerical experiments are examined which reveal the applicability and feasibility of the handled algorithm.

• Journal of the Korean Statistical Society
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• 제32권1호
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• pp.47-64
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• 2003

In this paper, we consider the asymptotic properties of asymmetric least squares estimators for nonlinear regression models. This paper provides sufficient conditions for strong consistency and asymptotic normality of the proposed estimators and derives asymptotic relative efficiency of the pro-posed estimators to the regression quantile estimators. We give some examples and results of a Monte Carlo simulation to compare the asymmetric least squares estimators with the regression quantile estimators.

• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.303-312
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• 1995

We consider the following type of general semi-parametric non-linear regression model : $y_i = f_i(\theta) + \epsilon_i, i=1, \cdots, n$ where ${f_i(\cdot)}$ represents the set of non-linear functions of the unknown parameter vector $\theta' = (\theta_1, \cdots, \theta_p)$ and ${\epsilon_i}$ represents the set of measurement errors with unknown distribution. Under suitable finite-sample, small-dispersion asymptotic framework, we derive a general lower bound for the asymptotic mean squared error (AMSE) matrix of the Gauss-consistent estimator of $\theta$. We then prove the fundamental result that the general non-linear least squares estimator (NLSE) is an optimal estimator within the class of all regular Gauss-consistent estimators irrespective of the type of the distribution of the measurement errors.

• Journal of the Korean Data and Information Science Society
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• 제17권4호
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• pp.1169-1180
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• 2006

Partial least squares regression (PLS) is a biased, non-least squares regression method and is an alternative to the ordinary least squares regression (OLS) when predictors are highly collinear or predictors outnumber observations. One way to understand the properties of biased regression methods is to know how the estimators shrink the OLS estimator. In this paper, we introduce an expression for the shrinkage factor of PLS and develop a new shrinkage expression, and then prove the equivalence of the two representations. We use two near-infrared (NIR) data sets to show general behavior of the shrinkage and in particular for what eigendirections PLS expands the OLS coefficients.

• Journal of the Korean Statistical Society
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• 제31권2호
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• pp.251-259
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• 2002

Lagged regressor models with general stationary errors independent of the regressors are considered. The regressor process is unstable having characteristic roots on the unit circle. If the order of the lag matches the number of roots on the unit circle, the ordinary least squares estimator (OLSE) is asymptotically efficient in that it has the same limiting distribution as the generalized least squares estimator (GLSE) under the same normalization. This result extends the well-known result of Grenander and Rosenblatt (1957) for asymptotic efficiency of the OLSE in deterministic polynomial and/or trigonometric regressor models to a class of models with stochastic regressors.

• Journal of applied mathematics & informatics
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• 제6권1호
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• pp.51-64
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• 1999

We give a new characterization of the solutions set of the general (inconsistent) linear least-squares problem using the set of linit-points of an extended version of the classical Daczmarz's pro-jections method. We also obtain a "step error reduction formula" which in some cases can give us apriori information about the con-vergence properties of the algorithm. Some numerical experiments with our algorithm and comparisons between it and others existent in the literature are made in the last section of the paper.

• 전력전자학회:학술대회논문집
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• 전력전자학회 2018년도 추계학술대회
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• pp.175-176
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• 2018

This paper presents a method to estimate the parameter of permanent magnet synchronous motor using a least squares method. The approximate solution of the linear simultaneous equations is obtained by the pseudoinverse least squares method of the input current and output voltage data of the current controller. It is possible to obtain the current response of the same bandwidth to the general control target by using the Pole-zero Cancellation technique. This paper verifies the performance of the proposed method by comparing the results of estimation of parameters of different motors by simulation.

• Journal of the Korean Statistical Society
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• 제15권2호
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• pp.118-126
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• 1986

The relationships between combined estimators and generalized least squares estimators in block designs are reviewed. Here combined estimators mean the best linear combination of intrablock and interblock estimaters. It is well known that only for balanced incomplete block designs the combined estimators of Yates and of the generalized least squares estimators give the same result. In this paper, a general form of the combined estimators for treatment effects is derived and it can be seen that such estimators are equivalent to the generalized least squares estimators.

• Journal of applied mathematics & informatics
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• 제18권1_2호
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• pp.649-656
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• 2005

In this paper we consider a fuzzy least absolute deviation method in order to construct fuzzy linear regression model with fuzzy input and fuzzy output. We also consider two numerical examples to evaluate an effectiveness of the fuzzy least absolute deviation method and the fuzzy least squares method.