• 제목/요약/키워드: Least Squares Algorithm

검색결과 568건 처리시간 0.025초

Unified Non-iterative Algorithm for Principal Component Regression, Partial Least Squares and Ordinary Least Squares

  • Kim, Jong-Duk
    • Journal of the Korean Data and Information Science Society
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    • 제14권2호
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    • pp.355-366
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    • 2003
  • A unified procedure for principal component regression (PCR), partial least squares (PLS) and ordinary least squares (OLS) is proposed. The process gives solutions for PCR, PLS and OLS in a unified and non-iterative way. This enables us to see the interrelationships among the three regression coefficient vectors, and it is seen that the so-called E-matrix in the solution expression plays the key role in differentiating the methods. In addition to setting out the procedure, the paper also supplies a robust numerical algorithm for its implementation, which is used to show how the procedure performs on a real world data set.

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A transductive least squares support vector machine with the difference convex algorithm

  • Shim, Jooyong;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • 제25권2호
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    • pp.455-464
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    • 2014
  • Unlabeled examples are easier and less expensive to obtain than labeled examples. Semisupervised approaches are used to utilize such examples in an eort to boost the predictive performance. This paper proposes a novel semisupervised classication method named transductive least squares support vector machine (TLS-SVM), which is based on the least squares support vector machine. The proposed method utilizes the dierence convex algorithm to derive nonconvex minimization solutions for the TLS-SVM. A generalized cross validation method is also developed to choose the hyperparameters that aect the performance of the TLS-SVM. The experimental results conrm the successful performance of the proposed TLS-SVM.

On the generalized truncated least squares adaptive algorithm and two-stage design method with application to adaptive control

  • Yamamoto, Yoshihiro;Nikiforuk, Peter-N.;Gupta, Madam-M.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.7-12
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    • 1993
  • This paper presents a generalized truncated least, squares adaptive algorithm and a two-stage design method. The proposed algorithm is directly derived from the normal equation of the generalized truncated least squares method (GTLSM). The special case of the GTLSM, the truncated least squares (TLS) adaptive algorithm, has a distinct features which includes the case of minimum steps estimator. This algorithm seemed to be best in the deterministic case. For real applications in the presence of disturbances, the GTLS adaptive algorithm is more effective. The two-stage design method proposed here combines the adaptive control system design with a conventional control design method and each can be treated independently. Using this method, the validity of the presented algorithms are examined by the simulation studies of an indirect adaptive control.

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반복형 위너 필터 방법에 기반한 재귀적 완전 최소 자승 알고리즘의 견실화 연구 (A study on robust recursive total least squares algorithm based on iterative Wiener filter method)

  • 임준석
    • 한국음향학회지
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    • 제40권3호
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    • pp.213-218
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    • 2021
  • 입력과 출력에 동시에 잡음이 존재하는 경우 최소 자승법 보다는 완전 최소 자승법이 더 우수한 추정 성능을 보인다는 것이 알려져 있다. 완전 최소 자승법을 시계열 특성을 가지는 데이터에 적용할 경우 보다 실시간 성을 더하기 위해서 Recursive Total Least Squares(RTS) 알고리즘이 제안되어 있다. RTLS는 알고리즘 내에 존재하는 역행렬 계산에서 수치적인 불안정성을 지닌다. 본 논문에서는 RTLS와 유사한 수렴성을 지닐 뿐만 아니라 수치적 불안정성을 줄이기 위한 알고리즘을 제안한다. 이 알고리즘을 위해서 Iterative Wiener Filter(IWF)를 적용한 새로운 RTLS를 제안한다. 시뮬레이션을 통해서 수렴성이 기존의 RTLS와 유사할 뿐만 아니라 수치적 견실성이 기존 RTLS보다 향상되었다는 것을 보인다.

An Efficient Recursive Total Least Squares Algorithm for Training Multilayer Feedforward Neural Networks

  • Choi Nakjin;Lim Jun-Seok;Sung Koeng-Mo
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 2004년도 추계학술발표대회논문집 제23권 2호
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    • pp.527-530
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    • 2004
  • We present a recursive total least squares (RTLS) algorithm for multilayer feedforward neural networks. So far, recursive least squares (RLS) has been successfully applied to training multilayer feedforward neural networks. But, when input data contain additive noise, the results from RLS could be biased. Such biased results can be avoided by using the recursive total least squares (RTLS) algorithm. The RTLS algorithm described in this paper gives better performance than RLS algorithm over a wide range of SNRs and involves approximately the same computational complexity of $O(N^{2})$.

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진원도 계산을 위한 Minimum Zone 알고리즘 연구 (A Study on the Minimum Zone Algorithm for the Calculation of Roundness)

  • 이응석;김종길;신양기
    • 한국정밀공학회지
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    • 제17권7호
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    • pp.156-161
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    • 2000
  • Least Squares and Minimum Zone method are known for obtaining a datum or a continuous approximate function of measured data. This study is for a Minimum Zone algorithm for a circle, which is useful to obtain the exact roundness from the reference circle of measured data. The proposed method is compared with the Least Squares Limacon method and Chrystal-Peirce algorithm. A computational algorithm for the Minimum Zone circle is suggested and results in less roundness than the other two methods. This Minimum Zone circle method will be used for other geometrical measured data, such as plane or sphere for obtaining the exact flatness or sphericity.

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위성을 이용한 Total Least Squares 기반 신호원 측위 알고리즘 (The Geolocation Based on Total Least Squares Algorithm Using Satellites)

  • 박영미;조상우;전주환
    • 한국통신학회논문지
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    • 제29권2C호
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    • pp.255-261
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    • 2004
  • Geoloaction이란 다수의 위성을 이용하여 지구상에 존재하는 송신기의 위치를 결정하는 문제이다. 본 논문에서는 한 기의 정지제도 위성과 한 기의 저궤도 위성을 이용하여 위성에 수신된 신호를 처리하여 얻은 도래 시간차(time difference of arrival or TDOA) 측정치로부터 정적인 송신기의 위치를 추정하는 문제를 다룬다. 위성들의 부정확한 위치 정보와 잡음이 더해진 도래 시간차 측정치를 이용한 geolocation 문제의 경우, 정확한 위치 추정치를 얻기 위하여 total least squares (TLS) 알고리즘으로 접근한다. Monte-Carlo 실험을 통해 기존의 least squares (LS) 방법과 비교함으로써 제안한 TLS 알고리즘의 성능을 검증하였다.

CHARACTERIZATION OF THE SOLUTIONS SET OF INCONSISTENT LEAST-SQUARES PROBLEMS BY AN EXTENDED KACZMARZ ALGORITHM

  • Popa, Constantin
    • Journal of applied mathematics & informatics
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    • 제6권1호
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    • pp.51-64
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    • 1999
  • We give a new characterization of the solutions set of the general (inconsistent) linear least-squares problem using the set of linit-points of an extended version of the classical Daczmarz's pro-jections method. We also obtain a "step error reduction formula" which in some cases can give us apriori information about the con-vergence properties of the algorithm. Some numerical experiments with our algorithm and comparisons between it and others existent in the literature are made in the last section of the paper.

선형 영구자석 동기전동기의 최소자승법을 적용한 질량 추정 (Mass Estimation of a Permanent Magnet Linear Synchronous Motor by the Least-Squares Algorithm)

  • 이진우
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2005년도 전력전자학술대회 논문집
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    • pp.427-429
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    • 2005
  • In order to tune the speed controller in the linear servo applications the accurate information of a mover mass including a load mass is always required. This paper suggests the mass estimation method of a permanent magnet linear synchronous motor(PMLSM) by using the parameter estimation method of Least-Squares algorithm. First, the deterministic autoregressive moving average(DARMA) model of the mechanical dynamic system is derived. The application of the Least-Squares algorithm shows that the mass can be accurately estimated both in the simulation results and in the experimental results.

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FWLS 적응 알고리듬을 이용한 시변 볼테라 시스템 식별 (Adaptive Identification of a Time-varying Volterra system using the FWLS (filtered weighted least squares) Algorithm)

  • 안규영;정인석;남상원
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2004년도 심포지엄 논문집 정보 및 제어부문
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    • pp.3-6
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    • 2004
  • In this paper, the problem of identifying a time-varying nonlinear system in an adaptive way was considered, whereby the time-varying second-order Volterra series was employed to model the system and the filtered weighted least squares (FWLS) algorithm was utilized for the fast parameter tracking capability with low computational burden. Finally, the performance of the proposed approach was demonstrated by providing some computer simulation results.

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