• 제목/요약/키워드: Least Squares Algorithm

검색결과 565건 처리시간 0.031초

통계계산에서의 갱신 알고리즘에 관한 연구 (Updating algorithms in statistical computations)

  • 전홍석
    • 응용통계연구
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    • 제5권2호
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    • pp.283-292
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    • 1992
  • 개인용 컴퓨터의 보급이 급격히 늘어남에 따라 자료의 통계분석에 개인용 컴퓨터가 많이 이용되고 있다. 컴퓨터의 하드웨어가 하루가 다르게 발전하고 있음으로 웬만큼 많은 양의 자료를 분석하는 데에는 컴퓨터의 기억용량이나 처리속도등이 문제되지는 않는다. 자료가 축차적(sequentially)으로 주어질 때 어떤 통계량을 계산하기 위하여 매번 전체 자료를 다시 읽어야 한다면 이는 번거로운 작업이 될 것이며 기억용량의 낭비임에 틀림없다. 이러한 문제점을 S/W 적인 입장에서 해결하고자 하는 노력이 바로 갱신 알고리즘(Updating Algorithm)이다. 이 연구에서는 몇가지 통계량에 대한 갱신 알고리즘들을 알아보고 그들의 특성을 밝힘으로써 소형 및 개인용 컴퓨터를 이용하여서도 많은 양의 자료분석이 가능하도록 하고자 한다.

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아크 지락 사고를 고려한 양단자 사고거리 추정 알고리즘 (Two-Terminal Fault Location Estimation Algorithm Considering Arcing Ground Fault)

  • 김현홍;이찬주;조기선;박종배;신중린
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 제36회 하계학술대회 논문집 A
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    • pp.166-168
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    • 2005
  • This paper presents a new numerical algorithm devoted to one window onto fault location calculation in time domain. It is based on two terminal data processing and it is derived on the synchronized phasor measured from the GPS connected the trans-mission line. The data is obtained by the testing through EMTP (Electromagnetic Tran- sient Program). The proposed the algorithm is estimated using linear least error squares method. The results of the algorithm testing through computer simulation (MATLAB) are presented.

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The Estimation of Theoretical Semivariogram Adapting Genetic Algorithm for Kriging

  • Ryu, Je-Seon;Park, Young-Sun;Cha, Kyung-Joon
    • Communications for Statistical Applications and Methods
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    • 제11권2호
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    • pp.355-368
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    • 2004
  • In order to use Kriging, one has to estimate three parameters(nugget, sill and range) of semivariogram, which shows the relationship in the given two sites. A visual fit of the semivariogram parameters to a few standard models is widely used. But, it does not give the suitable results and not provide the automated process of Kriging. The gradient based nonlinear least squares is another choices to estimate three parameters, but it has some problems such as initial value problem. In this paper, we suggest the genetic algorithm as a compatible alternative method to solve the above mentioned problem. Finally, we estimate three parameters of semivariogram of rain-fall by adapting the genetic algorithm, compute Kriging estimate and conclude its effectiveness and compatibility.

기체의 평균 움직임 추정에 기반한 무인항공기 영상 안정화 알고리즘 (UAV(Unmanned Aerial Vehicle) image stabilization algorithm based on estimating averaged vehicle motion)

  • 이홍석;고윤호;김병수
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2009년도 정보 및 제어 심포지움 논문집
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    • pp.216-218
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    • 2009
  • This paper proposes an image processing algorithm to stabilize shaken scenes of UAV(Unmanned Aerial Vehicle) caused by vehicle self-vibration and aerodynamic disturbance. The proposed method stabilizes images by compensating estimated shake motion which is evaluated from global motion. The global motion between two continuous images modeled by 6 parameter warping model is estimated by non-linear square method based on Gauss-Newton algorithm with excluding outlier region. The shake motion is evaluated by subtracting the global motion from aerial vehicle motion obtained by averaging global motion. Experimental results show that the proposed method stabilize shaken scenes effectively.

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A Neuro-Fuzzy Inference System for Sensor Failure Detection Using Wavelet Denoising, PCA and SPRT

  • Na, Man-Gyun
    • Nuclear Engineering and Technology
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    • 제33권5호
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    • pp.483-497
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    • 2001
  • In this work, a neuro-fuzzy inference system combined with the wavelet denoising, PCA (principal component analysis) and SPRT (sequential probability ratio test) methods is developed to detect the relevant sensor failure using other sensor signals. The wavelet denoising technique is applied to remove noise components in input signals into the neuro-fuzzy system The PCA is used to reduce the dimension of an input space without losing a significant amount of information. The PCA makes easy the selection of the input signals into the neuro-fuzzy system. Also, a lower dimensional input space usually reduces the time necessary to train a neuro-fuzzy system. The parameters of the neuro-fuzzy inference system which estimates the relevant sensor signal are optimized by a genetic algorithm and a least-squares algorithm. The residuals between the estimated signals and the measured signals are used to detect whether the sensors are failed or not. The SPRT is used in this failure detection algorithm. The proposed sensor-monitoring algorithm was verified through applications to the pressurizer water level and the hot-leg flowrate sensors in pressurized water reactors.

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Error Analysis of the Exponential RLS Algorithms Applied to Speech Signal Processing

  • Yoo, Kyung-Yul
    • The Journal of the Acoustical Society of Korea
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    • 제15권3E호
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    • pp.78-85
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    • 1996
  • The set of admissible time-variations in the input signal can be separated into two categories : slow parameter changes and large parameter changes which occur infrequently. A common approach used in the tracking of slowly time-varying parameters is the exponential recursive least-squares(RLS) algorithm. There have been a variety of research works on the error analysis of the exponential RLS algorithm for the slowly time-varying parameters. In this paper, the focus has been given to the error analysis of exponential RLS algorithms for the input data with abrupt property changes. The voiced speech signal is chosen as the principal application. In order to analyze the error performance of the exponential RLS algorithm, deterministic properties of the exponential RLS algorithms is first analyzed for the case of abrupt parameter changes, the impulsive input(or error variance) synchronous to the abrupt change of parameter vectors actually enhances the convergence of the exponential RLS algorithm. The analysis has also been verified through simulations on the synthetic speech signal.

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블록 프로세싱 기법을 이용한 주파수 영역에서의 회귀 최소 자승 알고리듬 (Frequency-Domain RLS Algorithm Based on the Block Processing Technique)

  • 박부견;김동규;박원석
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.240-240
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    • 2000
  • This paper presents two algorithms based on the concept of the frequency domain adaptive filter(FDAF). First the frequency domain recursive least squares(FRLS) algorithm with the overlap-save filtering technique is introduced. This minimizes the sum of exponentially weighted square errors in the frequency domain. To eliminate discrepancies between the linear convolution and the circular convolution, the overlap-save method is utilized. Second, the sliding method of data blocks is studied Co overcome processing delays and complexity roads of the FRLS algorithm. The size of the extended data block is twice as long as the filter tap length. It is possible to slide the data block variously by the adjustable hopping index. By selecting the hopping index appropriately, we can take a trade-off between the convergence rate and the computational complexity. When the input signal is highly correlated and the length of the target FIR filter is huge, the FRLS algorithm based on the block processing technique has good performances in the convergence rate and the computational complexity.

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백색광주사간섭무늬의 정점검출을 위한 이차다항식맞춤 알고리즘 (Quadratic polynomial fitting algorithm for peak point detection of white light scanning interferograms)

  • 박민철;김승우
    • 한국광학회지
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    • 제9권4호
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    • pp.245-250
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    • 1998
  • 본 논문에서는 백색광주사간섭무늬의 정점검출을 위한 새로운 디지털처리 알고리즘을 제안한다. 본 알고리즘은 백색광주사간섭무늬의 가시도함수를 이차의 다항식으로 가정하고, 측정된 광강도 값들을 최소자승법을 이용하여 직접적으로 곡선맞춤하여 가시도함수의 정점의 위치를 검출한다. 기존의 정점검출 알고리즘들과 비교하여, 본 이차다항식맞춤 알고리즘은 가시도함수의 추출을 위한 별도의 연산이 요구되지 않아 3N+29의 작은 곱셈 계산량만으로 연산을 완료 할 수 있다. 또한 최소자승법을 사용함으로써 간섭무늬가 갖는 외부 교란을 효과적으로 억제하여 안정된 해를 제공하는 장점을 갖는다.

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On-line Estimation of DNB Protection Limit via a Fuzzy Neural Network

  • Na, Man-Gyun
    • Nuclear Engineering and Technology
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    • 제30권3호
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    • pp.222-234
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    • 1998
  • The Westinghouse OT$\Delta$T DNB protection logic heavily restricts the operation region by applying the same logic for a full range of operating pressure in order to maintain its simplicity. In this work, a fuzzy neural network method is used to estimate the DNB protection limit using the measured average temperature and pressure of a reactor core. Fuzzy system parameters are optimized by a hybrid learning method. This algorithm uses a gradient descent algorithm to optimize the antecedent parameters and a least-squares algorithm to solve the consequent parameters. The proposed method is applied to Yonggwang 3&4 nuclear power plants and the proposed method has 5.99 percent larger thermal margin than the conventional OT$\Delta$T trip logic. This simple algorithm provides a good information for the nuclear power plant operation and diagnosis by estimating the DNB protection limit each time step.

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New Adaptive Linear Combination Structure for Tracking/Estimating Phasor and Frequency of Power System

  • Wattanasakpubal, Choowong;Bunyagul, Teratum
    • Journal of Electrical Engineering and Technology
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    • 제5권1호
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    • pp.28-35
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    • 2010
  • This paper presents new Adaptive Linear Combination Structure (ADALINE) for tracking/estimating voltage-current phasor and frequency of power system. To estimate the phasors and frequency from sampled data, the algorithm assumes that orthogonal coefficients and speed of angular frequency of power system are unknown parameters. With adequate sampled data, the estimation problem can be considered as a linear weighted least squares (LMS) problem. In addition to determining the phasors (orthogonal coefficients), the procedure estimates the power system frequency. The main algorithm is verified through a computer simulation and data from field. The proposed algorithm is tested with transient and dynamic behaviors during power swing, a step change of frequency upon islanding of small generators and disconnection of load. The algorithm shows a very high accuracy, robustness, fast response time and adaptive performance over a wide range of frequency, from 10 to 2000 Hz.