• Title/Summary/Keyword: Least Squares Algorithm

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Low-Complexity VFF-RLS Algorithm Using Normalization Technique (정규화 기법을 이용한 낮은 연산량의 가변 망각 인자 RLS 기법)

  • Lee, Seok-Jin;Lim, Jun-Seok;Sung, Koeng-Mo
    • The Journal of the Acoustical Society of Korea
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    • v.29 no.1
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    • pp.18-23
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    • 2010
  • The RLS (Recursive Least Squares) method is a broadly used adaptive algorithm for signal processing in electronic engineering. The RLS algorithm shows a good performance and a fast adaptation within a stationary environment, but it shows a Poor performance within a non-stationary environment because the method has a fixed forgetting factor. In order to enhance 'tracking' performances, BLS methods with an adaptive forgetting factor had been developed. This method shows a good tracking performance, however, it suffers from heavy computational loads. Therefore, we propose a modified AFF-RLS which has relatively low complexity m this paper.

Orbit Determination of KOMPSAT-1 and Cryosat-2 Satellites Using Optical Wide-field Patrol Network (OWL-Net) Data with Batch Least Squares Filter

  • Lee, Eunji;Park, Sang-Young;Shin, Bumjoon;Cho, Sungki;Choi, Eun-Jung;Jo, Junghyun;Park, Jang-Hyun
    • Journal of Astronomy and Space Sciences
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    • v.34 no.1
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    • pp.19-30
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    • 2017
  • The optical wide-field patrol network (OWL-Net) is a Korean optical surveillance system that tracks and monitors domestic satellites. In this study, a batch least squares algorithm was developed for optical measurements and verified by Monte Carlo simulation and covariance analysis. Potential error sources of OWL-Net, such as noise, bias, and clock errors, were analyzed. There is a linear relation between the estimation accuracy and the noise level, and the accuracy significantly depends on the declination bias. In addition, the time-tagging error significantly degrades the observation accuracy, while the time-synchronization offset corresponds to the orbital motion. The Cartesian state vector and measurement bias were determined using the OWL-Net tracking data of the KOMPSAT-1 and Cryosat-2 satellites. The comparison with known orbital information based on two-line elements (TLE) and the consolidated prediction format (CPF) shows that the orbit determination accuracy is similar to that of TLE. Furthermore, the precision and accuracy of OWL-Net observation data were determined to be tens of arcsec and sub-degree level, respectively.

Estimation of nonlinear GARCH-M model (비선형 평균 일반화 이분산 자기회귀모형의 추정)

  • Shim, Joo-Yong;Lee, Jang-Taek
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.831-839
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    • 2010
  • Least squares support vector machine (LS-SVM) is a kernel trick gaining a lot of popularities in the regression and classification problems. We use LS-SVM to propose a iterative algorithm for a nonlinear generalized autoregressive conditional heteroscedasticity model in the mean (GARCH-M) model to estimate the mean and the conditional volatility of stock market returns. The proposed method combines a weighted LS-SVM for the mean and unweighted LS-SVM for the conditional volatility. In this paper, we show that nonlinear GARCH-M models have a higher performance than the linear GARCH model and the linear GARCH-M model via real data estimations.

이송물체의 질량 측정 속도 및 정밀도 향상 모사 연구

  • 이우갑;정진완;김광표
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1992.10a
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    • pp.161-165
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    • 1992
  • The important properties of industrial scale or weighing machine operated in production lines are quickness and precision. This paper presents an algorithm which meets the importance. The algorithm of Recursive Least Squares Regression is described for the weighing system simulated as a dynamic model of the second order. Using the model and the algorithm, model parameters and then the mass being weighed can be determined from the step input. The performance of the algorithm is illustrated in digital simulation. Discussions have been extended to the development of fast converging algorithm. It turns out that the algorithm shows several desirable features suitable for microcomputer assisted realtime signal processing.

The Compensation Algorithm for Localization Using the Least-Squares Method in NLOS Environment (NLOS환경에서의 최소자승법을 적용한 위치인식 보정 알고리즘)

  • Jung, Moo-Kyung;Choi, Chang-Yong;Lee, Dong-Myung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37 no.4B
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    • pp.309-316
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    • 2012
  • The compensation algorithm for localization using the least-squires method in NLOS(Non Line of Sight) environment is suggested and the performance of the algorithm is analyzed in this paper. In order to improve the localization correction rate of the moving node, 1) the distance value of the moving node that is moving as an constant speed is measured by SDS-TWR(Symmetric Double-Sided Two-Way Ranging); 2) the location of the moving node is measured using the triangulation scheme; 3) the location of the moving node measured in 2) is compensated using the least-squares method. By the experiments in NLOS environment, it is confirmed that the average localization error rates are measured to ${\pm}1m$, ${\pm}0.2m$ and ${\pm}0.1m$ by the triangulation scheme, the Kalman filter and the least-squires method respectively. As a result, we can see that the localization error rate of the suggested algorithm is higher than that of the triangulation as average 86.0% and the Kalman filter as average 16.0% respectively.

A New TLS-Based Sequential Algorithm to Identify an Errant Satellite (고장난 위성을 식별하는 TLS에 기초한 새로운 시이퀀셜 알고리즘)

  • Jeon Chang-Wan
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.7
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    • pp.627-632
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    • 2005
  • RAIM techniques based on TLS have rarely been addressed because TLS requires a great number of computations. In this paper, the particular form of the observation matrix H, is exploited so as to develop a new TLS-based sequential algorithm to identify an errant satellite. The algorithm allows us to enjoy the advantages of TLS with less computational burden. The proposed algorithm is verified through a numerical simulation.

Development of a Sequential Algorithm for a GNSS-Based Multi-Sensor Vehicle Navigation System

  • Jeon, Chang-Wan;Jee, Gyu-In;Gerard Lachapelle
    • International Journal of Control, Automation, and Systems
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    • v.2 no.2
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    • pp.165-170
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    • 2004
  • RAIM techniques based on TLS have rarely been addressed because TLS requires a great number of computations. In this paper, the particular form of the observation matrix H, is exploited so as to develop a new TLS-based sequential algorithm to identify an errant satellite. The algorithm allows us to enjoy the advantages of TLS with less computational burden. The proposed algorithm is verified through a numerical simulation.

Population Pharmacokinetic Modeling of Vancomycin in Patients with Cancer (암환자에게 반코마이신의 집단약물동태학 모델연구)

  • 최준식;민영돈;범진필
    • YAKHAK HOEJI
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    • v.43 no.2
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    • pp.160-168
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    • 1999
  • The purpose of this study was to determine pharmacokinetic parameters of vancomycin using peak and trough plasma level (PTL) and Bayesian analysis in 20 Korean normal volunteers, 16 gastric cancer and 12 lymphoma patients and also using the compartment model dependent (nonlinear least squares regression: NLSR) and compartment model independent (Lagrange) analysis in 10 ovarian cancer patients. Nonparametric expected maximum (NPEM) algorithm for calculation of the population pharmacokinetic parameters was used, and these parameters were applied for clinical pharmacokinetic parameters by Bayesian analysis. Vancomycin was administered as dose of 1.0 g every 12 hrs for 3 days by IV infusion over 60 minutes in normal volunteers, gastric cancer and lymphoma patients. Population pharmacokinetic parameters, K and Vd in gastric cancer and lymphoma patients using NPEM algorithm were $0.158{\pm}0.014{\;}hr^{-1},{\;}0.630{\pm}0.043{\;}L/kg{\;}and{\;}0.131{\pm}0.0261{\;}hr^{-1},{\;}0.631{\pm}0.089{\;}L/kg$ respectively. The K and Vd in gastric cancer and lymphoma patients using Bayesian analysis were $0.151{\pm}0.027,{\;}0.126{\pm}0.056{\;}hr^{-1}{\;}and{\;}0.62{\pm}0.105,{\;}0.63{\pm}0.095{\;}L/kg$. The K and Vd in ovarian cancer patient using the NLSR and Lagrange analysis were $0.109{\pm}0.008,{\;}0.126{\pm}0.012{\;}hr^{-1}{\;}and{\;} 0.76{\pm}0.08,{\;}0.69{\pm}0.19{\;}L/kg$, respectively. It is necessary for effective dosage regimen of vancomycin in cancer patients to use these population parameters.

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Tracking Detection using Information Granulation-based Fuzzy Radial Basis Function Neural Networks (정보입자기반 퍼지 RBF 뉴럴 네트워크를 이용한 트랙킹 검출)

  • Choi, Jeoung-Nae;Kim, Young-Il;Oh, Sung-Kwun;Kim, Jeong-Tae
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.12
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    • pp.2520-2528
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    • 2009
  • In this paper, we proposed tracking detection methodology using information granulation-based fuzzy radial basis function neural networks (IG-FRBFNN). According to IEC 60112, tracking device is manufactured and utilized for experiment. We consider 12 features that can be used to decide whether tracking phenomenon happened or not. These features are considered by signal processing methods such as filtering, Fast Fourier Transform(FFT) and Wavelet. Such some effective features are used as the inputs of the IG-FRBFNN, the tracking phenomenon is confirmed by using the IG-FRBFNN. The learning of the premise and the consequent part of rules in the IG-FRBFNN is carried out by Fuzzy C-Means (FCM) clustering algorithm and weighted least squares method (WLSE), respectively. Also, Hierarchical Fair Competition-based Parallel Genetic Algorithm (HFC-PGA) is exploited to optimize the IG-FRBFNN. Effective features to be selected and the number of fuzzy rules, the order of polynomial of fuzzy rules, the fuzzification coefficient used in FCM are optimized by the HFC-PGA. Tracking inference engine is implemented by using the LabVIEW and loaded into embedded system. We show the superb performance and feasibility of the tracking detection system through some experiments.

Modified WLS Autofocus Algorithm for a Spotlight Mode SAR Image Formation (스포트라이트 모드 SAR 영상 형성에서의 수정된 가중치 최소 자승기법에 의한 자동 초점 알고리즘)

  • Hwang, Jeonghun;Shin, Hyun-Ik;Kim, Whan-Woo
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.28 no.11
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    • pp.894-901
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    • 2017
  • In the existence of motion, azimuth phase error due to accuracy limitation of GPS/IMU and system delay is unavoidable and it is essential to apply autofocus to estimate and compensate the azimuth phase error. In this paper, autofocus algorithm using MWLS(Modified WLS) is proposed. It shows the robust performance compared with original WLS using new target selection/sorting metric and iterative azimuth phase estimation technique. SAR raw data obtained in a captive flight test is used to validate the performance of the proposed algorithm.