• Title/Summary/Keyword: Least Squares Algorithm

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Fixed Point Algorithm for GPS Measurement Solution (GPS 관측치 위치계산을 위한 부동점 알고리즘)

  • Lim, Samsung
    • Journal of Advanced Navigation Technology
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    • v.4 no.1
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    • pp.45-49
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    • 2000
  • A GPS measurement solution, in general, is obtained as a least squares solution since the measurement includes errors such as clock errors, ionospheric and tropospheric delays, multipath effect etc. Because of the nonlinearity of the measurement equation, we utilize the nonlinear Newton algorithm to obtain a least squares solution, or mostly, use its linearized algorithm which is more convenient and effective. In this study we developed a fixed point algorithm and proved its availability to replace the nonlinear Newton algorithm and the linearized algorithm. A nonlinear Newton algorithm and a linearized algorithm have the advantage of fast convergence, while their initial values have to be near the unknown solution. On the contrary, the fixed point algorithm provides more reliable but slower convergence even if the initial values are quite far from the solution. Therefore, two types of algorithms may be combined to achieve better performance.

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Nonlinear Acoustic Echo Suppressor based on Volterra Filter using Least Squares (Least Squares 기반의 Volterra Filter를 이용한 비선형 반향신호 억제기)

  • Park, Jihwan;Lee, Bong-Ki;Chang, Joon-Hyuk
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.12
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    • pp.205-209
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    • 2013
  • A conventional acoustic echo suppressor (AES) considering only room impulse response between a loudspeaker and a microphone eliminates acoustic echo from the microphone input. However, in a nonlinear acoustic echo environment, the conventional AES degraded because of a nonlinearity of the loudspeaker. In this paper, we adopt AES based on the frequency-domain second-order Volterra filter using Least Square method. For comparing performances, we conduct objective tests including Echo Return Loss Enhancement (ERLE) and Speech Attenuation (SA). The proposed algorithm shows better performance than the conventional in both linear and nonlinear acoustic echo environments.

Maximum Likelihood Estimation for the Laplacian Autoregressive Time Series Model

  • Son, Young-Sook;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.359-368
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    • 1996
  • The maximum likelihood estimation is discussed for the NLAR model with Laplacian marginals. Since the explicit form of the estimates cannot be obtained due to the complicated nature of the likelihood function we utilize the automatic computer optimization subroutine using a direct search complex algorithm. The conditional least square estimates are used as initial estimates in maximum likelihood procedures. The results of a simulation study for the maximum likelihood estimates of the NLAR(1) and the NLAR(2) models are presented.

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A Least Squares Iterative Method For Solving Nonlinear Programming Problems With Equality Constraints

  • Sok Yong U.
    • Journal of the military operations research society of Korea
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    • v.13 no.1
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    • pp.91-100
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    • 1987
  • This paper deals with an algorithm for solving nonlinear programming problems with equality constraints. Nonlinear programming problems are transformed into a square sums of nonlinear functions by the Lagrangian multiplier method. And an iteration method minimizing this square sums is suggested and then an algorithm is proposed. Also theoretical basis of the algorithm is presented.

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A RLS-based Convergent Algorithm for Driving Characteristic Classification for Personalized Autonomous Driving (자율주행 개인화를 위한 순환 최소자승 기반 융합형 주행특성 구분 알고리즘)

  • Oh, Kwang-Seok
    • Journal of the Korea Convergence Society
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    • v.8 no.9
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    • pp.285-292
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    • 2017
  • This paper describes a recursive least-squares based convergent algorithm for driving characteristic classification for personalized autonomous driving. Recently, various researches on autonomous driving technology have been conducted for level 4 fully autonomous driving. In order for commercialization of the autonomous vehicle, personalized autonomous driving is required to minimize passenger's insecureness to the autonomous vehicle. To address this problem. this study proposes mathematical model that represents driving characteristics and recursive least-squares based algorithm that can estimate the defined characteristics. The actual data of two drivers has been used to derive driving characteristics and the hypothesis testing method has been used to classify two drivers. It is shown that the proposed algorithms can derive driving characteristics and classify two drivers reasonably.

Mass Estimation of a Permanent Magnet Linear Synchronous Motor Applied at the Vertical Axis (수직축 선형 영구자석 동기전동기의 질량 추정)

  • Lee, Jin-Woo;Ji, Jun-Keun;Mok, Hyung-Soo
    • The Transactions of the Korean Institute of Power Electronics
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    • v.13 no.6
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    • pp.487-491
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    • 2008
  • Tuning of the speed controller in the linear servo applications needs the accurate information of a mover mass including a load mass. Therefore this paper proposes the mass estimation method of a permanent magnet linear synchronous motor(PMLSM) applied at the vertical axis by using the recursive Least-Squares estimation algorithm. First, this paper derives the deterministic autoregressive moving average(DARMA) model of the mechanical dynamic system used at the vertical axis. The application of the Least-Squares algorithm to the derived DARMA model gives the mass estimation method. Matlab/Simulink-based simulation and experimental results show that the total mover mass of a PMLSM applied at the vertical axis can be accurately estimated at both no-load and load conditions.

Online Identification of Li-ion Battery's Internal Resistance based on a Recursive Least Squares Method to Prevent Overvoltage/Undervoltage (리튬이온 배터리의 과전압/저전압을 막기 위한 회기 최소 자승법 기반의 실시간 내부 저항 추정방법)

  • Kim, Woo-Yong;Lee, Pyeong-Yeon;Kim, Jonghoon;Kim, Kyung-Soo
    • Proceedings of the KIPE Conference
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    • 2018.07a
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    • pp.237-239
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    • 2018
  • This paper proposes an on-line estimation algorithm of internal resistance of Li-ion battery based on the recursive least squares method to prevent the overvoltage and undervoltage casing degradation of life cycle of battery. An equivalent circuit model with single time constant is adopted, and under assumptions that the terminal voltage, current and SOC are measured accurately, the discrete time based nonlinear equation of the model can be converted to the linear equation which can be applied to recursive least squares method. Since the coefficients of the discrete time linear equation can be expressed by the parameters of the equivalent circuit model, it is shown that an internal resistance (Ri) can be estimated in real time using the least square method.

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Comparison Study of Channel Estimation Algorithm for 4S Maritime Communications (4S 해상 통신을 위한 채널 추정 알고리즘 비교 연구)

  • Choi, Myeong Soo;Lee, Seong Ro
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38C no.3
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    • pp.288-295
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    • 2013
  • In this paper, we compare the existing channel estimation technique for 4S (Ship to Ship, Ship to Shore) maritime communications under AWGN channel model, Rician fading channel model, and Rayleigh fading channel model respectively. In general, the received signal is corrupted by multipath and ISI (Inter Symbol Interference). The estimation of a time-varying multipath fading channel is a difficult task for the receiver. Its performance can be improved if an appropriate channel estimation filter is used. The simulation is performed in MATLAB. In this simulation, we use the popular estimation algorithms, LMS (Least Mean Square) and RLS (Recursive Least-Squares) are compared with respect to AWGN, Rician and Rayleigh channels.

Switching Regression Analysis via Fuzzy LS-SVM

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.609-617
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    • 2006
  • A new fuzzy c-regression algorithm for switching regression analysis is presented, which combines fuzzy c-means clustering and least squares support vector machine. This algorithm can detect outliers in switching regression models while yielding the simultaneous estimates of the associated parameters together with a fuzzy c-partitions of data. It can be employed for the model-free nonlinear regression which does not assume the underlying form of the regression function. We illustrate the new approach with some numerical examples that show how it can be used to fit switching regression models to almost all types of mixed data.

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Performance Evaluation of the Complex-Coefficient Adaptive Equalizer Using the Hilbert Transform

  • Park, Kyu-Chil;Yoon, Jong Rak
    • Journal of information and communication convergence engineering
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    • v.14 no.2
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    • pp.78-83
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    • 2016
  • In underwater acoustic communication, the transmitted signals are severely influenced by the reflections from both the sea surface and the sea bottom. As very large reflection signals from these boundaries cause an inter-symbol interference (ISI) effect, the communication quality worsens. A channel estimation-based equalizer is usually adopted to compensate for the reflected signals under the acoustic communication channel. In this study, a feed-forward equalizer (FFE) with the least mean squares (LMS) algorithm was applied to a quadrature phase-shift keying (QPSK) transmission system. Two different types of equalizers were adopted in the QPSK system, namely a real-coefficient equalizer and a complex-coefficient equalizer. The performance of the complex-coefficient equalizer was better than that of two real-coefficient equalizers. Therefore, a Hilbert transform was applied to the real-coefficient binary phase-shift keying (BPSK) system to obtain a complex-coefficient BPSK system. Consequently, we obtained better results than those of a real-coefficient equalizer.