• Title/Summary/Keyword: Least Square Error

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Implementation of adaptive filters using fast hadamard transform (고속하다마드 변환을 이용한 적응 필터의 구현)

  • 곽대연;박진배;윤태성
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1379-1382
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    • 1997
  • We introduce a fast implementation of the adaptive transversal filter which uses least-mean-square(LMS) algorithm. The fast Hadamard transform(FHT) is used for the implementation of the filter. By using the proposed filter we can get the significant time reduction in computatioin over the conventional time domain LMS filter at the cost of a little performance. By computer simulation, we show the comparison of the propsed Hadamard-domain filter and the time domain filter in the view of multiplication time, mean-square error and robustness for noise.

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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.

Interference Cancellation Methods using the CMF(Constant Modulus Fourth) Algorithm for WCDMA RF Repeater (WCDMA 무선 중계기에서 CMF 알고리즘을 이용한 간섭 제거 방식)

  • Han, Yong-Sik;Yang, Woon-Geun
    • Journal of IKEEE
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    • v.15 no.4
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    • pp.293-298
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    • 2011
  • In the paper, we propose a new CMF(Constant Modulus Fourth) algorithm for WCDMA(Wideband Code Multiple Access) RF(Radio Frequency) Repeater. CMF algorithm is proposed by modifying the CMA(Constant Modulus Algorithm) algorithm and improved performances are achieved by properly adjusting step size values. The steady state MSE(Mean Square Error) performance of the proposed CMF algorithm with step size of 0.35 is about 4dB better than that of the conventional CMA algorithm. And the proposed CMF algorithm requires 400~1100 less iterations than the LMS(Least Mean Square) and NLMS(Normalized Least Mean Square) algorithms at MSE of -25dB.

The Research on the Modeling and Parameter Optimization of the EV Battery (전기자동차 배터리 모델링 및 파라미터 최적화 기법 연구)

  • Kim, Il-Song
    • The Transactions of the Korean Institute of Power Electronics
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    • v.25 no.3
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    • pp.227-234
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    • 2020
  • This paper presents the methods for the modeling and parameter optimization of the electric vehicle battery. The state variables of the battery are defined, and the test methods for battery parameters are presented. The state-space equation, which consists of four state variables, and the output equation, which is a combination of to-be-determined parameters, are shown. The parameter optimization method is the key point of this study. The least square of the modeling error can be used as an initial value of the multivariable function. It is equivalent to find the minimum value of the error function to obtain optimal parameters from multivariable function. The SIMULINK model is presented, and the 10-hour full operational range test results are shown to verify the performance of the model. The modeling error for 25 degrees is approximately 1% for full operational ranges. The comments to enhance modeling accuracy are shown in the conclusion.

Integer-Valued HAR(p) model with Poisson distribution for forecasting IPO volumes

  • SeongMin Yu;Eunju Hwang
    • Communications for Statistical Applications and Methods
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    • v.30 no.3
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    • pp.273-289
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    • 2023
  • In this paper, we develop a new time series model for predicting IPO (initial public offering) data with non-negative integer value. The proposed model is based on integer-valued autoregressive (INAR) model with a Poisson thinning operator. Just as the heterogeneous autoregressive (HAR) model with daily, weekly and monthly averages in a form of cascade, the integer-valued heterogeneous autoregressive (INHAR) model is considered to reflect efficiently the long memory. The parameters of the INHAR model are estimated using the conditional least squares estimate and Yule-Walker estimate. Through simulations, bias and standard error are calculated to compare the performance of the estimates. Effects of model fitting to the Korea's IPO are evaluated using performance measures such as mean square error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) etc. The results show that INHAR model provides better performance than traditional INAR model. The empirical analysis of the Korea's IPO indicates that our proposed model is efficient in forecasting monthly IPO volumes.

A Study on Adaptive Interference Cancellation System of RF Repeater Using the Grouped Constant-Modulus Algorithm (그룹화 CMA 알고리즘을 이용한 RF 중계기의 적응 간섭 제거 시스템(Adaptive Interference Cancellation System)에 관한 연구)

  • Han, Yong-Sik;Yang, Woon-Geun
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.19 no.9
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    • pp.1058-1064
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    • 2008
  • In this paper, we proposed a new hybrid interference canceller using the adaptive filter with Grouped CMA(Constant Modulus Algorithm)-LMS(Least Mean Square) algorithm in the RF(Radio Frequency) repeater. The feedback signal generated from transmitter antenna to receiver antenna reduces the performance of the receiver system. The proposed interference canceller has better channel adaptive performance and a lower MSE(Mean Square Error) than conventional structure because it uses the cancellation method of Grouped CMA algorithm. This structure reduces the number of iterations fur the same MSE performance and hardware complexity compared to conventional nonlinear interference canceller. Namely, MSE values of the proposed algorithm were lower than those of LMS algorithm by 2.5 dB and 4 dB according to step sizes. And the proposed algorithm showed fast speed of convergence and similar MSE performance compared to VSS(Variable Step Size)-LMS algorithm.

A Comparative Study of the Parameter Estimation Method about the Software Mean Time Between Failure Depending on Makeham Life Distribution (메이크헴 수명분포에 의존한 소프트웨어 평균고장간격시간에 관한 모수 추정법 비교 연구)

  • Kim, Hee Cheul;Moon, Song Chul
    • Journal of Information Technology Applications and Management
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    • v.24 no.1
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    • pp.25-32
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    • 2017
  • For repairable software systems, the Mean Time Between Failure (MTBF) is used as a measure of software system stability. Therefore, the evaluation of software reliability requirements or reliability characteristics can be applied MTBF. In this paper, we want to compare MTBF in terms of parameter estimation using Makeham life distribution. The parameter estimates used the least square method which is regression analyzer method and the maximum likelihood method. As a result, the MTBF using the least square method shows a non-decreased pattern and case of the maximum likelihood method shows a non-increased form as the failure time increases. In comparison with the observed MTBF, MTBF using the maximum likelihood estimation is smallerd about difference of interval than the least square estimation which is regression analyzer method. Thus, In terms of MTBF, the maximum likelihood estimation has efficient than the regression analyzer method. In terms of coefficient of determination, the mean square error and mean error of prediction, the maximum likelihood method can be judged as an efficient method.

Preliminary test estimation method accounting for error variance structure in nonlinear regression models (비선형 회귀모형에서 오차의 분산에 따른 예비검정 추정방법)

  • Yu, Hyewon;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.595-611
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    • 2016
  • We use nonlinear regression models (such as the Hill Model) when we analyze data in toxicology and/or pharmacology. In nonlinear regression models an estimator of parameters and estimation of measurement about uncertainty of the estimator are influenced by the variance structure of the error. Thus, estimation methods should be different depending on whether the data are homoscedastic or heteroscedastic. However, we do not know the variance structure of the error until we actually analyze the data. Therefore, developing estimation methods robust to the variance structure of the error is an important problem. In this paper we propose a method to estimate parameters in nonlinear regression models based on a preliminary test. We define an estimator which uses either the ordinary least square estimation method or the iterative weighted least square estimation method according to the results of a simple preliminary test for the equality of the error variance. The performance of the proposed estimator is compared to those of existing estimators by simulation studies. We also compare estimation methods using real data obtained from the National Toxicology program of the United States.

A Study on Improvement of Accuracy using Geometry Information in Reverse Engineering of Injection Molding Parts (사출성형품의 역공학에서 Geometry 정보를 이용한 정밀도 향상에 관한 연구)

  • Kim, Yeon-Sul;Lee, Hui-Gwan;Hwang, Geum-Jong;Gong, Yeong-Sik;Yang, Gyun-Ui
    • Journal of the Korean Society for Precision Engineering
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    • v.19 no.10
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    • pp.99-106
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    • 2002
  • This paper proposes an error compensation method that improves accuracy with geometry information of injection molding parts. Geometric information can give an improved accuracy in reverse engineering. Measuring data can not lead to get accurate geometric model, including errors of physical parts and measuring machines. Measuring data include errors which can be classified into two types. One is molding error in product, the other is measuring error. Measuring error includes optical error of laser scanner, deformation by probe forces of CMM and machine error. It is important to compensate these in reverse engineering. Least square method (LSM) provides the cloud data with a geometry compensation, improving accuracy of geometry. Also, the functional shape of a part and design concept can be reconstructed by error compensation using geometry information.

Estimation of Ridge Regression Under the Integrate Mean Square Error Cirterion

  • Yong B. Lim;Park, Chi H.;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • v.9 no.1
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    • pp.61-77
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    • 1980
  • In response surface experiments, a polynomial model is often used to fit the response surface by the method of least squares. However, if the vectors of predictor variables are multicollinear, least squares estimates of the regression parameters have a high probability of being unsatisfactory. Hoerland Kennard have demonstrated that these undesirable effects of multicollinearity can be reduced by using "ridge" estimates in place of the least squares estimates. Ridge regrssion theory in literature has been mainly concerned with selection of k for the first order polynomial regression model and the precision of $\hat{\beta}(k)$, the ridge estimator of regression parameters. The problem considered in this paper is that of selecting k of ridge regression for a given polynomial regression model with an arbitrary order. A criterion is proposed for selection of k in the context of integrated mean square error of fitted responses, and illustrated with an example. Also, a type of admissibility condition is established and proved for the propose criterion.criterion.

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