• Title/Summary/Keyword: Least Squares Algorithm

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Linear Prediction Approach for Accurate Dual-Channel Sine-Wave Parameter Estimation in White Gaussian Noise

  • So, Hing-Cheung;Zhou, Zhenhua
    • ETRI Journal
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    • v.34 no.4
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    • pp.641-644
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    • 2012
  • The problem of sinusoidal parameter estimation at two channels with common frequency in white Gaussian noise is addressed. By making use of the linear prediction property, an iterative linear least squares (LLS) algorithm for accurate frequency estimation is devised. The remaining parameters are then determined according to the LLS fit with the use of the frequency estimate. It is proven that the variance of the frequency estimate achieves Cram$\acute{e}$r-Rao lower bound at sufficiently small noise conditions.

Indentification of continuous systems in the presence of input-output measurement noises

  • Yang, Zi-Jiang;Sagara, Setsuo;Wada, Kiyoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10b
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    • pp.1222-1227
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    • 1990
  • The problem of identification of continuous systems is considered when both the discrete input and output measurements are contaminated by white noises. Using a predesigned digital low-pass filter, a discrete-time estimation model is constructed easily without direct approximations of system signal derivatives from sampled data. If the pass-band of the filter is designed so that it includes the main frequencies of both the system input and output signals in some range, the noise effects are sufficiently reduced, accurate estimates can be obtained by least squares(LS) algorithm in the presence of low measurement noises. Two classes of filters(infinite impulse response(IIR) filter and finite impulse response(FIR) filter) are employed. The former requires less computational burden and memory than the latter while the latter is suitable for the bias compensated least squares(BCLS) method, which compensates the bias of the LS estimate by the estimates of the input-output noise variances and thus yields unbiased estimates in the presence of high noises.

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A Study for the Roundness Estimation (진원도 형상 추정 연구)

  • Kim, Soo-Kwang;Jun, Jae-Uhk
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.10 no.2
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    • pp.38-45
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    • 2011
  • The criteria for determining the elements are the minimum zone method(MZM) and the least squares method(LSM). The LSM is deterministic and simple but is limited at the measurements whose errors are significant compared with form errors. For the precise condition, minimum zone method(MZM) has been selected to determine the elements. The roundness is the fundamental problem in the evaluating form errors. In this paper, anew approach adapting the genius education concept is proposed to obtain an accurate results for the MZM and the LSM of the roundness. Its computational algorithm is studied on a set of measured sample data. To be of almost no account of the specification(the number and the standard deviation etc.) of the sanple data, the results shoqs excellent reliability and high accuracy in estimating the roundness.

Power Amplifier Linearization using the Polynomial Type Predistorter (다항식형 전치왜곡기를 이용한 전력증폭기 선형화)

  • 민이규;이상설
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.12 no.7
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    • pp.1102-1109
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    • 2001
  • This paper presents the new architecture of an adaptive predistortion linearizer using the polynomial type predistorter. In the proposed linearizer, most of the processes, including the predistortion, are performed with a digital signal processor(DSP). The recursive least squares(RLS) algorithm is employed for the optimization process to minimize the errors between the predistorter and postdistorter output signals. Simulation results demonstrate that the adjacent channel power ratio(ACPR) is improved by greater than 40 dB at the band edge with linearization. The convergence and reconvergence performance of the linearizer is also satisfactory.

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Sensitivity analysis of the influencing factors of slope stability based on LS-SVM

  • Xu, Juncai;Ren, Qingwen;Shen, Zhenzhong
    • Geomechanics and Engineering
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    • v.13 no.3
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    • pp.447-458
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    • 2017
  • This study proposes a sensitivity analysis method for slope stability based on the least squares support vector machine (LS-SVM) to examine the influencing factors of slope stability. The method uses LS-SVM as an algorithm for machine learning. An appropriate training dataset is established according to the slope characteristics, and a testing dataset is designed orthogonally. Results of the testing data in the experiment design are calculated after training using the LS-SVM model. The sensitivity of the slope stability of each factor is examined via gray correlation analysis. The results are consistent with those of the traditional Bishop analysis and can be used as a reference for optimizing slope design.

Blind signal separation for coprime planar arrays: An improved coupled trilinear decomposition method

  • Zhongyuan Que;Xiaofei Zhang;Benzhou Jin
    • ETRI Journal
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    • v.45 no.1
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    • pp.138-149
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    • 2023
  • In this study, the problem of blind signal separation for coprime planar arrays is investigated. For coprime planar arrays comprising two uniform rectangular subarrays, we link the signal separation to the tensor-based model called coupled canonical polyadic decomposition (CPD) and propose an improved coupled trilinear decomposition approach. The output data of coprime planar arrays are modeled as a coupled tensor set that can be further interpreted as a coupled CPD model, allowing a signal separation to be achieved using coupled trilinear alternating least squares (TALS). Furthermore, in the procedure of the coupled TALS, a Vandermonde structure enforcing approach is explicitly applied, which is shown to ensure fast convergence. The results of Monto Carlo simulations show that our proposed algorithm has the same separation accuracy as the basic coupled TALS but with a faster convergence speed.

$H_{\infty}$ Self-Tuning Control of a Flexible Link Robot with Unknown Payload (미지 부하 질량을 갖는 유연 링크 로봇의 $H_{\infty}$ 자기 동조 제어)

  • Han, Ki-Bong;Lee, Shi-Bok
    • Journal of the Korean Society for Precision Engineering
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    • v.14 no.2
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    • pp.160-168
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    • 1997
  • A $H_{\infty}$self-tuning control scheme for the tip position of a flexible link robot handling unknown loads is presented here. The scheme essentially comprises a recursive least-squares identification algorithm and $H_{\infty}$self-tunning controller. The $H_{\infty}$control low is designed to be robust to uncertain parameters and the self-tunning action provides adaption to unknown parameters. Through numerical study, the performance comparison of the $H_{\infty}$self-tuning controller with a constant gain $H_{\infty}$controller as well as a LQG self-tuning controller clearly shows its superior ability in handling load changes in quiescent states.nt states.

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SUBSTRUCTURING ALGORITHM FOR STRUCTURAL OPTIMIZATION USING THE FORCE METHOD

  • JANG, HO-JONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.2 no.2
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    • pp.41-47
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    • 1998
  • We consider some numerical solution methods for equality-constrained quadratic problems in the context of structural analysis. Sparse orthogonal schemes for linear least squares problem are adapted to handle the solution step of the force method. We also examine these schemes with substructuring concepts.

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Integrated Guidance and Control Design for the Near Space Interceptor

  • WANG, Fei;LIU, Gang;LIANG, Xiao-Geng
    • International Journal of Aeronautical and Space Sciences
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    • v.16 no.2
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    • pp.278-294
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    • 2015
  • Considering the guidance and control problem of the near space interceptor (NSI) during the terminal course, this paper proposes a three-channel independent integrated guidance and control (IGC) scheme based on the backstepping sliding mode and finite time disturbance observer (FTDO). Initially, the three-channel independent IGC model is constructed based on the interceptor-target relative motion and nonlinear dynamic model of the interceptor, in which the channel coupling term and external disturbance are regarded as the total disturbances of the corresponding channel. Then, the FTDO is introduced to estimate the target acceleration and control system loop disturbances, and the feed-forward compensation term based on the estimated values is employed to effectively remove the effect of disturbances in finite time. Subsequently, the IGC algorithm based on the backstepping sliding mode is also given to obtain the virtual control moment. Furthermore, a robust least-squares weighted control allocation (RLSWCA) algorithm is employed to distribute the previous virtual control moment among the corresponding aerodynamic fins and reaction jets, which also takes into account the uncertainty in the control effectiveness matrix. Finally, simulation results show that the proposed IGC method can obtain the small miss distance and smooth interceptor trajectories.

Longevity Bond Pricing by a Cohort-based Stochastic Mortality (코호트 사망률을 이용한 장수채권 가격산출)

  • Jho, Jae Hoon;Lee, Kangsoo
    • The Korean Journal of Applied Statistics
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    • v.28 no.4
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    • pp.703-719
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    • 2015
  • We propose an extension of the Lee and Jho (2015) mean reverting the two factor mortality model by incorporating a period-specific cohort effect. We found that the consideration of cohort effect improves the mortality fit of Korea male data above age 65. Parameters are estimated by the weighted least squares method and Metropolis algorithm. We also emphasize that the cohort effect is necessary to choose the base survival index to calculate longevity bond issue price. A key contribution of the article is the proposal and development of a method to calculate the longevity bond price to hedge the longevity risk exposed to Korea National Pension Services.