• 제목/요약/키워드: Least Squares Algorithm

검색결과 564건 처리시간 0.029초

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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    • 제34권4호
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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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    • 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 26-27 Oct. 1990
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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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진원도 형상 추정 연구 (A Study for the Roundness Estimation)

  • 김수광;전재억
    • 한국기계가공학회지
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    • 제10권2호
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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.

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

  • 민이규;이상설
    • 한국전자파학회논문지
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    • 제12권7호
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    • pp.1102-1109
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    • 2001
  • 다항식형 전치왜곡기를 이용한 적응 전치왜곡 선형화기의 새로운 구조를 제안한다. 제안된 선형화기에서는 전치왜곡을 포함한 대부분의 연산이 DSP(digital signal processor)로 수행된다. 전치 왜곡기의 출력신호와 후처리기 의 출력 신호 사이 의 오차를 최소화하기 위하여 RLS(recursive least squares) 앨거리즘을 적용한다. 씨뮬레이션 결과 ACPR(adjacent channel power ratio)이 대역 가장자리에서 40 dB 이상 개선된다. 선형화기의 수렴 및 재수렴 특성 역시 만족스러운 성능을 보인다.

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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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    • 제13권3호
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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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    • 제45권1호
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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.

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

  • 한기봉;이시복
    • 한국정밀공학회지
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    • 제14권2호
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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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    • 제2권2호
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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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    • 제16권2호
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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.

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

  • 조재훈;이강수
    • 응용통계연구
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    • 제28권4호
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    • pp.703-719
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    • 2015
  • 본 논문은 평균회귀 2요인 사망률 모형에 코호트 효과를 반영한 개선된 확률론적 사망률 모형을 제시한다. 한국 남자의 사망률 자료를 바탕으로 가중평균최소제곱법과 메트로폴리스 알고리듬을 이용하여 사망률 모형을 추정한 결과 코호트 효과를 반영하는 것이 모형 적합도를 향상시킴을 발견하였다. 국민연금공단과 같은 연금사업자가 자신의 장수위험을 금융시장에 순차적으로 전가하는 수단으로서 옵션방식 이자지급 장수채권의 활용을 제안하고 발행채권의 가격 산출방법을 제시하는 것이 본 논문이 기여하는 점이다. 특히 생존지수에 의해 이자지급 현금흐름이 결정되는 장수채권 가격산출을 위하여 코호트 효과가 매우 중요한 요소임을 강조하였다.