• Title/Summary/Keyword: Least Squares Algorithm

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Nonlinear self-tuning control incorporating cautious estimation

  • James, D.J.G.;Burnham, K.J.
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.227-230
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    • 1996
  • The paper highlights the need for cautious least squares estimation when dealing with industrial applications of bilinear self-tuning control and indicates in qualitative terms the benefits of the approach over linear self-tuning control schemes. The cautious least squares algorithm is described and the use of cautious self-tuning in the context of both commissioning and implementation discussed.

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Identification of suspension systems using error self recurrent neural network and development of sliding mode controller (오차 자기 순환 신경회로망을 이용한 현가시스템 인식과 슬라이딩 모드 제어기 개발)

  • 송광현;이창구;김성중
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.625-628
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    • 1997
  • In this paper the new neural network and sliding mode suspension controller is proposed. That neural network is error self-recurrent neural network. For fast on-line learning, this paper use recursive least squares method. A new neural networks converges considerably faster than the backpropagation algorithm and has advantages of being less affected by the poor initial weights and learning rate. The controller for suspension systems is designed according to sliding mode technique based on new proposed neural network.

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Prediction Intervals for LS-SVM Regression using the Bootstrap

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.337-343
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    • 2003
  • In this paper we present the prediction interval estimation method using bootstrap method for least squares support vector machine(LS-SVM) regression, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. The bootstrap method is applied to generate the bootstrap sample for estimation of the covariance of the regression parameters consisting of the optimal bias and Lagrange multipliers. Experimental results are then presented which indicate the performance of this algorithm.

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GLOBAL MINIMA OF LEAST SQUARES CROSS VALIDATION FOR A SYMMETRIC POLYNOMIAL KEREL WITH FINITE SUPPORT

  • Jung, Kang-Mo;Kim, Byung-Chun
    • Journal of applied mathematics & informatics
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    • v.3 no.2
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    • pp.183-192
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    • 1996
  • The least squares cross validated bandwidth is the mini-mizer of the corss validation function for choosing the smooth parame-ter of a kernel density estimator. It is a completely automatic method but it requires inordinate amounts of computational time. We present a convenient formula for calculation of the cross validation function when the kernel function is a symmetric polynomial with finite sup-port. Also we suggest an algorithm for finding global minima of the crass validation function.

On the Convergence Speed of Nonlinear Least-Squares IIR Adaptive Filter (비선형 무한 응답 최소자승형 적응 여파기의 수렴속도에 관한 연구)

  • 김화종
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1987.11a
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    • pp.58-60
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    • 1987
  • In this paper, we investigate an infinite impulse response adaptive digital filter based on the nonlinear least-squares algorithm, and compare its convergence speed to that of a self-orthogonalizing IIR ADF which is known to have fastest convergence. By simulation, it is shown that the NLS IIR ADF converges faster than other known IIR ADF's, especially for a low-order case.

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A Robust Estimation Procedure for the Linear Regression Model

  • Kim, Bu-Yong
    • Journal of the Korean Statistical Society
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    • v.16 no.2
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    • pp.80-91
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    • 1987
  • Minimum $L_i$ norm estimation is a robust procedure ins the sense that it leads to an estimator which has greater statistical eficiency than the least squares estimator in the presence of outliers. And the $L_1$ norm estimator has some desirable statistical properties. In this paper a new computational procedure for $L_1$ norm estimation is proposed which combines the idea of reweighted least squares method and the linear programming approach. A modification of the projective transformation method is employed to solve the linear programming problem instead of the simplex method. It is proved that the proposed algorithm terminates in a finite number of iterations.

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Fuzzy c-Regression Using Weighted LS-SVM

  • Hwang, Chang-Ha
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.10a
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    • pp.161-169
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    • 2005
  • In this paper we propose a fuzzy c-regression model based on weighted least squares support vector machine(LS-SVM), which can be used to detect outliers in the switching regression model while preserving simultaneous yielding the estimates of outputs together with a fuzzy c-partitions of data. It can be applied to the nonlinear regression which does not have an explicit form of the regression function. We illustrate the new algorithm with examples which indicate how it can be used to detect outliers and fit the mixed data to the nonlinear regression models.

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RESTORATION OF BLURRED IMAGES BY GLOBAL LEAST SQUARES METHOD

  • Chung, Sei-young;Oh, SeYoung;Kwon, SunJoo
    • Journal of the Chungcheong Mathematical Society
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    • v.22 no.2
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    • pp.177-186
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    • 2009
  • The global least squares method (Gl-LSQR) is a generalization of LSQR method for solving linear system with multiple right hand sides. In this paper, we present how to apply this algorithm for solving the image restoration problem and illustrate the usefulness and effectiveness of this method from numerical experiments.

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EXTENSION OF FACTORING LIKELIHOOD APPROACH TO NON-MONOTONE MISSING DATA

  • Kim, Jae-Kwang
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.401-410
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    • 2004
  • We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Rubin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood. Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method.

TOTAL LEAST SQUARES FITTING WITH QUADRICS

  • Spath, Helmuth
    • The Pure and Applied Mathematics
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    • v.11 no.2
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    • pp.103-115
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    • 2004
  • A computational algorithm is developed for fitting given data in the plane or in 3-space by implicitly defined quadrics. Implicity implies that the type of the quadric is part of the model and need not be known in advance. Starting with some estimate for the coefficients of the quadric the method will alternatively determine the shortest distances from the given points onto the quadric and adapt the coefficients such as to reduce the sum of those squared distances. Numerical examples are given.

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