• Title/Summary/Keyword: General Least Squares

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A Note on the Asymptotic Property of S2 in Linear Regression Model with Correlated Errors

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.233-237
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    • 2003
  • An asymptotic property of the ordinary least squares estimator of the disturbance variance is considered in the regression model with correlated errors. It is shown that the convergence in probability of S$^2$ is equivalent to the asymptotic unbiasedness. Beyond the assumption on the design matrix or the variance-covariance matrix of disturbances error, the result is quite general and simplify the earlier results.

A Class of Singular Quadratic Control Problem With Nonstandard Boundary Conditions

  • Lee, Sung J.
    • Honam Mathematical Journal
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    • v.8 no.1
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    • pp.21-49
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    • 1986
  • A class of singular quadratic control problem is considered. The state is governed by a higher order system of ordinary linear differential equations and very general nonstandard boundary conditions. These conditions in many important cases reduce to standard boundary conditions and because of the conditions the usual controllability condition is not needed. In the special case where the coefficient matrix of the control variable in the cost functional is a time-independent singular matrix, the corresponding optimal control law as well as the optimal controller are computed. The method of investigation is based on the theory of least-squares solutions of multi-valued operator equations.

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Semi-Supervised Learning Using Kernel Estimation

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.629-636
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    • 2007
  • A kernel type semi-supervised estimate is proposed. The proposed estimate is based on the penalized least squares loss and the principle of Gaussian Random Fields Model. As a result, we can estimate the label of new unlabeled data without re-computation of the algorithm that is different from the existing transductive semi-supervised learning. Also our estimate is viewed as a general form of Gaussian Random Fields Model. We give experimental evidence suggesting that our estimate is able to use unlabeled data effectively and yields good classification.

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An Explicit Solution for Multivariate Ridge Regression

  • Shin, Min-Woong;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • v.11 no.1
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    • pp.59-68
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    • 1982
  • We propose that, in order to control the inflation and general instability associated with the least squares estimates, we can use the ridge estimator $$ \hat{B}^* = (X'X+kI)^{-1}X'Y : k \leq 0$$ for the regression coefficients B in multivariate regression. Our hope is that by accepting some bias, we can achieve a larger reduction in variance. We show that such a k always exists and we derive the formula obtaining k in multivariate ridge regression.

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A FITTING OF PARABOLAS WITH MINIMIZING THE ORTHOGONAL DISTANCE

  • Kim, Ik-Sung
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.669-684
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    • 1999
  • We are interested in the problem of fitting a curve to a set of points in the plane in such a way that the sum of the squares of the orthogonal distances to given data points ins minimized. In[1] the prob-lem of fitting circles and ellipses was considered and numerically solved with general purpose methods. Especially in [2] H. Spath proposed a special purpose algorithm (Spath's ODF) for parabolas y-b=$c($\chi$-a)^2$ and for rotated ones. In this paper we present another parabola fitting algorithm which is slightly different from Spath's ODF. Our algorithm is mainly based on the steepest descent provedure with the view of en-suring the convergence of the corresponding quadratic function Q(u) to a local minimum. Numerical examples are given.

ORTHOGONAL DISTANCE FITTING OF ELLIPSES

  • Kim, Ik-Sung
    • Communications of the Korean Mathematical Society
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    • v.17 no.1
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    • pp.121-142
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    • 2002
  • We are interested in the curve fitting problems in such a way that the sum of the squares of the orthogonal distances to the given data points is minimized. Especially, the fitting an ellipse to the given data points is a problem that arises in many application areas, e.g. computer graphics, coordinate metrology, etc. In [1] the problem of fitting ellipses was considered and numerically solved with general purpose methods. In this paper we present another new ellipse fitting algorithm. Our algorithm if mainly based on the steepest descent procedure with the view of ensuring the convergence of the corresponding quadratic function Q(u) to a local minimum. Numerical examples are given.

Functional Separation of Myoelectric Signal of Human Arm Movements using Autoregressive Model (자기회귀 모델을 이용한 팔 운동 근전신호의 기능분리)

  • 홍성우;손재현;서상민;이은철;이규영;남문현
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.30B no.4
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    • pp.76-84
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    • 1993
  • In this thesis, general method using autoregressive model in the functional separation of the myoelectric signal of human arm movements are suggested. Covariance method and sequential least squares algorithm were used to determine the model parameters and the order of signal model to describe six arm movement patterns` the forearm flexion and extension, the wrist pronation and supination, rotation-in and rotation out. The confidence interval to classify the functions of arm movement was defined by the mean and standard deviation of total squares error. With the error signals of autoregressive(AR) model, the result showed that the highest success, rate was abtained in the case of 4th order, and success rate was decreased with increase of order. This technique might be applied to biomedical-and rehabilitation-engi-neering.

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Study on Satellite Vibration Control Using Adaptive Algorithm

  • Oh, Choong-Seok;Oh, Se-Boung;Bang, Hyo-Choong
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2120-2125
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    • 2005
  • The principal idea of vibration isolation is to filter out the response of the system over the corner frequency. The isolation objectives are to transmit the attitude control torque within the bandwidth of the attitude control system and to filter all the high frequency components coming from vibration equipment above the bandwidth. However, when a reaction wheels or control momentum gyros control spacecraft attitude, vibration inevitably occurs and degrades the performance of sensitive devices. Therefore, vibration should be controlled or isolated for missions such as Earth observing, broadcasting and telecommunication between antenna and ground stations. For space applications, technicians designing controller have to consider a periodic vibration and disturbance to ensure system performance and robustness completing various missions. In general, past research isolating vibration commonly used 6 degree order freedom isolators such as Stewart and Mallock platforms. In this study, the vibration isolation device has 3 degree order freedom, one translational and two rotational motions. The origin of the coordinate is located at the center-of-gravity of the upper plane. In this paper, adaptive notch filter finds the disturbance frequency and the reference signal in filtered-x least mean square is generated by the notch frequency. The design parameters of the notch filter are updated continuously using recursive least square algorithm. Therefore, the adaptive filtered-x least mean square algorithm is applied to the vibration suppressing experiment without reference sensor. This paper shows the experimental results of an active vibration control using an adaptive filtered-x least mean squares algorithm.

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A Study on Capture Phenomena in Random Multiple Access Communication Systems (랜덤 다중접속 통신 시스템에 있어서 신호 점유현상 연구)

  • 곽경섭
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.17 no.2
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    • pp.99-113
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    • 1992
  • In general, TDMA and FDMA have been used for multiple access communication methods. Recently. However, ALOHA and CSMA protocols came to exist as new schemes for VSAT data networks and LANs, respectively. These schemes are proven to be effective for packet switched communication systems that has bursty traffic but packet collisions. In this paper we analyze capture statistics arising from fading channels in packet radio communication systems in the context of ALOHA protocol. We derive general results of the exact form of capture probabilities and present numerical data for wide range of fading parameters. Since the capture probabilities are found to approach zero when the number of transmitted signals become larger, we are able to determine the achievable channel throughput by a least squares fitting of an exponential-type function to the probabilities.

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An Innovative Application Method of Monthly Load Forecasting for Smart IEDs

  • Choi, Myeon-Song;Xiang, Ling;Lee, Seung-Jae;Kim, Tae-Wan
    • Journal of Electrical Engineering and Technology
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    • v.8 no.5
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    • pp.984-990
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    • 2013
  • This paper develops a new Intelligent Electronic Device (IED), and then presents an application method of a monthly load forecasting algorithm on the smart IEDs. A Multiple Linear Regression (MLR) model implemented with Recursive Least Square (RLS) estimation is established in the algorithm. Case Study proves the accuracy and reliability of this algorithm and demonstrates the practical meanings through designed screens. The application method shows the general way to make use of IED's smart characteristics and thereby reveals a broad prospect of smart function realization in application.