• Title/Summary/Keyword: Least Squares Algorithm

Search Result 567, Processing Time 0.024 seconds

An time-varying acoustic channel estimation using least squares algorithm with an average gradient vector based a self-adjusted step size and variable forgetting factor (기울기 평균 벡터를 사용한 가변 스텝 최소 자승 알고리즘과 시변 망각 인자를 사용한 시변 음향 채널 추정)

  • Lim, Jun-Seok
    • The Journal of the Acoustical Society of Korea
    • /
    • v.38 no.3
    • /
    • pp.283-289
    • /
    • 2019
  • RLS (Recursive-least-squares) algorithm is known to have good convergence and excellent error level after convergence. However, there is a disadvantage that numerical instability is included in the algorithm due to inverse matrix calculation. In this paper, we propose an algorithm with no matrix inversion to avoid the instability aforementioned. The proposed algorithm still keeps the same convergence performance. In the proposed algorithm, we adopt an averaged gradient-based step size as a self-adjusted step size. In addition, a variable forgetting factor is introduced to provide superior performance for time-varying channel estimation. Through simulations, we compare performance with conventional RLS and show its equivalency. It also shows the merit of the variable forgetting factor in time-varying channels.

Performance Analysis of the Localization Compensation Algorithm for Moving Objects Using the Least-squares Method (최소자승법을 적용한 이동객체 위치인식 보정 알고리즘 성능분석)

  • Jung, Moo Kyung;Lee, Dong Myung
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.39C no.1
    • /
    • pp.9-16
    • /
    • 2014
  • The localization compensation algorithm for moving objects using the least-squares method is suggested and the performance of the algorithm is analyzed in this paper. The suggested compensation algorithm measures the distance values of the mobile object moving as a constant speed by the TMVS (TWR Minimum Value Selection) method, estimates the location of the mobile node by the trilateration scheme based on the values, and the estimated location is compensated using the least-squares method. By experiments, it is confirmed that the localization performance of the suggested compensation algorithm is largely improved to 58.84% and 40.28% compared with the conventional trilateration method in the scenario 1 and 2, respectively.

A Channel Equalization Algorithm Using Neural Network Based Data Least Squares (뉴럴네트웍에 기반한 Data Least Squares를 사용한 채널 등화기 알고리즘)

  • Lim, Jun-Seok;Pyeon, Yong-Kuk
    • The Journal of the Acoustical Society of Korea
    • /
    • v.26 no.2E
    • /
    • pp.63-68
    • /
    • 2007
  • Using the neural network model for oriented principal component analysis (OPCA), we propose a solution to the data least squares (DLS) problem, in which the error is assumed to lie in the data matrix only. In this paper, we applied this neural network model to channel equalization. Simulations show that the neural network based DLS outperforms ordinary least squares in channel equalization problems.

Blind Channel Estimator based on the RLS algorithm (RLS 알고리즘에 기반을 둔 블라인드 채널 추정)

  • 서우정;하판봉;윤태성
    • Proceedings of the IEEK Conference
    • /
    • 1999.11a
    • /
    • pp.655-658
    • /
    • 1999
  • In this study, We derived Recursive Least Squares(RLS) algorithm with adaptive maximum -likelihood channel estimate for digital pulse amplitude modulated sequence in the presence of intersymbol interference and additive white Gaussian noise. RLS algorithms have better convergence characteristics than conventional algorithms, LMS Least Mean Squares) algorithms.

  • PDF

Statistical Estimation and Algorithm in Nonlinear Functions

  • Jea-Young Lee
    • Communications for Statistical Applications and Methods
    • /
    • v.2 no.2
    • /
    • pp.135-145
    • /
    • 1995
  • A new algorithm was given to successively fit the multiexponential function/nonlinear function to data by a weighted least squares method, using Gauss-Newton, Marquardt, gradient and DUD methods for convergence. This study also considers the problem of linear-nonlimear weighted least squares estimation which is based upon the usual Taylor's formula process.

  • PDF

An Algorithm for One-Sided Generalized Least Squares Estimation and Its Application

  • Park, Chul-Gyu
    • Journal of the Korean Statistical Society
    • /
    • v.29 no.3
    • /
    • pp.361-373
    • /
    • 2000
  • A simple and efficient algorithm is introduced for generalized least squares estimation under nonnegativity constraints in the components of the parameter vector. This algorithm gives the exact solution to the estimation problem within a finite number of pivot operations. Besides an illustrative example, an empirical study is conducted for investigating the performance of the proposed algorithm. This study indicates that most of problems are solved in a few iterations, and the number of iterations required for optimal solution increases linearly to the size of the problem. Finally, we will discuss the applicability of the proposed algorithm extensively to the estimation problem having a more general set of linear inequality constraints.

  • PDF

Utilization of the Filtered Weighted Least Squares Algorithm For the Adaptive Identification of Time-Varying Nonlinear Systems (적응 FWLS 알고리즘을 응용한 시변 비선형 시스템 식별)

  • Ahn Kyu-Young;Lee In-Hwan;Nam Sang-Won
    • The Transactions of the Korean Institute of Electrical Engineers D
    • /
    • v.53 no.12
    • /
    • pp.793-798
    • /
    • 2004
  • In this paper, the problem of adaptively identifying time-varying nonlinear systems is considered. For that purpose, the discrete time-varying Volterra series is employed as a system model, and the filtered weighted least squares (FWLS) algorithm, developed for adaptive identification of linear time-varying systems, is utilized for the adaptive identification of time-varying quadratic Volterra systems. To demonstrate the performance of the proposed approach, some simulation results are provided. Note that the FWLS algorithm, decomposing the conventional weighted basis function (WBF) algorithm into a cascade of two (i.e., estimation and filtering) procedures, leads to fast parameter tracking with low computational burden, and the proposed approach can be easily extended to the adaptive identification of time-varying higher-order Volterra systems.

Load Forecasting for Holidays Using a Fuzzy Least Squares Linear Regression Algorithm (퍼지 최소 자승 선형회귀분석 알고리즘을 이용한 특수일 전력수요예측)

  • Song Kyung-Bin;Ku Bon-Suk;Baek Young-Sik
    • The Transactions of the Korean Institute of Electrical Engineers D
    • /
    • v.52 no.4
    • /
    • pp.233-237
    • /
    • 2003
  • An accurate load forecasting is essential for economics and stability power system operation. Due to high relationship between the electric power load and the electric power price, the participants of the competitive power market are very interested in load forecasting. The percentage errors of load forecasting for holidays is relatively large. In order to improve the accuarcy of load forecasting for holidays, this paper proposed load forecasting method for holidays using a fuzzy least squares linear regression algorithm. The proposed algorithm is tested for load forecasting for holidays in 1996, 1997, and 2000. The test results show that the proposed algorithm is better than the algorithm using fuzzy linear regression.

Estimation of the Separate Primary and Secondary Leakage Inductances of a Y-Δ Transformer Using Least Squares Method

  • Kang, Yong-Cheol;Lee, Byung-Eun;Hwang, Tae-Keun
    • Journal of Electrical Engineering and Technology
    • /
    • v.5 no.4
    • /
    • pp.538-544
    • /
    • 2010
  • This paper proposes an estimation algorithm for the separate primary and secondary leakage inductances of a three phase $Y-\Delta$ transformer using least squares method. The voltage equations from the primary and secondary windings are combined into a differential equation to estimate the separate primary and secondary leakage inductances in order to use the line current of the delta winding. Separate primary and secondary leakage inductances are obtained by applying least squares method to the differential equation. The performance of the proposed algorithm is validated under transient states, such as magnetic inrush and overexcitation, as well as in the steady state with various cut-off frequencies of low-pass filter. The proposed technique can accurately generate separate leakage inductances both in the steady and transient states.

Mixture Filtering Approaches to Blind Equalization Based on Estimation of Time-Varying and Multi-Path Channels

  • Lim, Jaechan
    • Journal of Communications and Networks
    • /
    • v.18 no.1
    • /
    • pp.8-18
    • /
    • 2016
  • In this paper, we propose a number of blind equalization approaches for time-varying andmulti-path channels. The approaches employ cost reference particle filter (CRPF) as the symbol estimator, and additionally employ either least mean squares algorithm, recursive least squares algorithm, or $H{\infty}$ filter (HF) as a channel estimator such that they are jointly employed for the strategy of "Rao-Blackwellization," or equally called "mixture filtering." The novel feature of the proposed approaches is that the blind equalization is performed based on direct channel estimation with unknown noise statistics of the received signals and channel state system while the channel is not directly estimated in the conventional method, and the noise information if known in similar Kalman mixture filtering approach. Simulation results show that the proposed approaches estimate the transmitted symbols and time-varying channel very effectively, and outperform the previously proposed approach which requires the noise information in its application.