• 제목/요약/키워드: Least Squares Algorithm

검색결과 564건 처리시간 0.026초

A Hybrid Algorithm for Identifying Multiple Outlers in Linear Regression

  • Kim, Bu-yong;Kim, Hee-young
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.291-304
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    • 2002
  • This article is concerned with an effective algorithm for the identification of multiple outliers in linear regression. It proposes a hybrid algorithm which employs the least median of squares estimator, instead of the least squares estimator, to construct an Initial clean subset in the stepwise forward search scheme. The performance of the proposed algorithm is evaluated and compared with the existing competitor via an extensive Monte Carlo simulation. The algorithm appears to be superior to the competitor for the most of scenarios explored in the simulation study. Particularly it copes with the masking problem quite well. In addition, the orthogonal decomposition and Its updating techniques are considered to improve the computational efficiency and numerical stability of the algorithm.

이송 물체의 질령 측정 속도 및 정밀도 향상 모사 연구 (Development of Speed and Precision in the Mass Measurement of Moving Object)

  • 이우갑;정진완;김광표
    • 한국정밀공학회지
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    • 제11권6호
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    • pp.136-142
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    • 1994
  • This study presents an algorithm and related techniques which could satisfy the important properties of check weighers and conveyor scales. The algorithm of Recursive Least Squares Regression is described for te weighing system simulated as a dynamic model of the second order. Using the model and the algorithm, model parameters and then the mass being weighed can be determined from the step input. The performance of the algorithm is illustrated in digital simulation. Discussions are extended to the development of fast converging algorithm. It turns out that the algorithm shows several desirable features suitable for microcomputer assisted real-time signal processing, which are high precision and stability in noisy environment.

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볼록 규준화 RLS의 규준화 상수를 정하기 위한 두 가지 방법과 희소성 음향 통신 채널 추정 성능 비교 (Two regularization constant selection methods for recursive least squares algorithm with convex regularization and their performance comparison in the sparse acoustic communication channel estimation)

  • 임준석;홍우영
    • 한국음향학회지
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    • 제35권5호
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    • pp.383-388
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    • 2016
  • 본 논문은 볼록 규준화 RLS(Recursive Least Squares)에 쓰이는 규준화를 위한 상수를 정하는 법을 제안한다. Eksioglu와 Tanc는 희소성 음향 채널 추정을 위해서 볼록 규준화 RLS 알고리즘을 구현하였다. 그러나 이 알고리즘은 더 좋은 추정 성능을 위해서 채널의 참 임펄스 응답 정보가 사용된다. 본 논문에서는 이 같은 참 임펄스 응답 정보가 필요 없는 규준화 상수를 위한 두 가지 선정법을 제안한다. 그리고 제안한 방법을 사용했을 때 Eksioglu와 Tanc의 방법에 필적한 추정 성능을 유지함을 보인다.

망각 순환 최소자승을 이용한 다축 전지형 크레인의 적응형 모델 독립 제어 기반 조향제어 알고리즘 (Adaptive Model-Free-Control-based Steering-Control Algorithm for Multi-Axle All-Terrain Cranes using the Recursive Least Squares with Forgetting)

  • 오광석;서자호
    • 드라이브 ㆍ 컨트롤
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    • 제14권2호
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    • pp.16-22
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    • 2017
  • This paper presents the algorithm of an adaptive model-free-control-based steering control for multi-axle all-terrain cranes for which the recursive least squares with forgetting are applied. To optimally control the actual system in the real world, the linear or nonlinear mathematical model of the system should be given for the determination of the optimal control inputs; however, it is difficult to derive the mathematical model due to the actual system's complexity and nonlinearity. To address this problem, the proposed adaptive model-free controller is used to control the steering angle of a multi-axle crane. The proposed model-free control algorithm uses only the input and output signals of the system to determine the optimal inputs. The recursive least-squares algorithm identifies first-order systems. The uncertainty between the identified system and the actual system was estimated based on the disturbance observer. The proposed control algorithm was used for the steering control of a multi-axle crane, where only the steering input and the desired yaw rate were employed, to track the reference path. The controller and performance evaluations were constructed and conducted in the Matlab/Simulink environment. The evaluation results show that the proposed adaptive model-free-control-based steering-control algorithm produces a sound path-tracking performance.

A New TLS-Based Sequential Algorithm to Identify Two Failed Satellites

  • Jeon Chang-Wan;Lachapelle Gerard
    • International Journal of Control, Automation, and Systems
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    • 제3권2호
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    • pp.166-172
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    • 2005
  • With the development of RAIM techniques for single failure, increasing interest has been shown in the multiple failure problem. As a result, numerous approaches have been used in attempts to tackle this problem. This paper considers the two failure problem with total least squares (TLS) technique, a solution that has rarely been addressed because TLS requires an immense number of computations. In this paper, the special form of the observation matrix H, (that is, one column is exactly known) is exploited so as to develop an algorithm in a sequential form, thereby reducing computational load. The algorithm permits the advantages of TLS without the excessive computational burden. The proposed algorithm is verified through a numerical simulation.

이송 물체의 질량 측정 속도 향샹 (Improvements of Mass Measurement Rate for Moving Objects)

  • Lee, W.G.;Kim, K.P.
    • 한국정밀공학회지
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    • 제12권11호
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    • pp.110-117
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    • 1995
  • This study presents and algorithm and related techniques which could satisfy the important properties of check weighers and conveyor scales. The algorithm of Recursive Least Squares Regression is applied for the weighing system simulated as a dynamic model of the second order. Using the model and the algorithm, model parameters and then the mass being weighed can be determined from the step input. The performance of the algorithm was tested on a check weigher. Discussions were extended to the development of noise reduction techniques and to the lagged introduction of objects on the moving plate. It turns out that the algorithm shows several desirable features suitable for real-time signal processing with a microcomputer, which are high precision and stability in noisy environment.

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가변 스텝 크기 적응 필터와 음성 검출기를 이용한 보청기용 피드백 제거 알고리즘 (A Variable Step-Size Adaptive Feedback Cancellation Algorithm based on GSAP in Digital Hearing Aids)

  • 안홍섭;박규석;송지현;이상민
    • 전기학회논문지
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    • 제62권12호
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    • pp.1744-1749
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    • 2013
  • Acoustic feedback is perceived as whistling or howling, which is a major complaint of hearing-aids users. Acoustic feedback cancellation is important in hearing-aids because acoustic feedback degrades performance of the hearing aid device by reducing maximum insertion gain. Adaptive systems for estimate acoustic feedback path and feedback suppression algorithms have been proposed in order to solve this problem. A typical feedback cancellation algorithm is LMS(least mean squares) because of its computational efficiency. However it has problem of convergence performance in high correlated input signal. In this paper, we propose a new variable step-size normalized LMS(least mean squares) algorithm using VAD(voice activity detection) to overcome the limitation of the LMS algorithm. The VAD algorithm is GSAP(global speech absence probability) and the feedback cancellation algorithm is normalized LMS. The proposed algorithm applies different step-size between voice and non-voice using VAD, for high stability, fast convergence speed and low misalignment when correlated inputs, such as speech. The result of simulation with white noise mixed speech signal, the proposed algorithm shows high performance then traditional algorithm in terms of stability, convergence speed and misalignment.

A Novel Localization Algorithm using Received Signal Strength Difference

  • Lim, Deok Won;Seo, Jae-Hee;Chun, Sebum;Heo, Moon Beom
    • Journal of Positioning, Navigation, and Timing
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    • 제6권4호
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    • pp.141-147
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    • 2017
  • In this paper, an efficient and robust localization algorithm using Receiver Signal Strength Difference (RSSD) for a non-cooperative RF emitter is given. The proposed algorithm firstly calculate the center point and radius of Apollonius's circles and then estimate the intersection point of the circles based on Time of Arrival concept. And this paper also compares the performance of RSSD localization algorithms such as Non-linear Least Squares and Linearized Least Squares by Lines of Position (LOP) with the proposed algorithm. And some conclusions have been reached regarding the relative accuracy, robustness and computational cost of these algorithms.

비선형 예측제어 알고리즘을 이용한 회분식 중합 반응기의 온도제어 (Temperature control of a batch polymerization reactor using nonlinear predictive control algorithm)

  • 나상섭;노형준;이현구
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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    • pp.1000-1003
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    • 1996
  • Nonlinear unified predictive control(UPC) algorithm was applied to the temperature control of a batch polymerization reactor for polymethylmethacrylate(PMMA). Before the polymerization reaction is initiated, the parameters of the process model are determined by the recursive least squares(RLS) method. During the reaction, nonlinearities due to generation of heat of reaction and variation of heat transfer coefficients are predicted through the nonlinear model developed. These nonlinearities are added to the process output from the linear process model. And then, the predicted process output is used to calculate the control output sequence. The performance of nonlinear control algorithm was verified by simulation and compared with that of the linear unified predictive control algorithm. In the experiment of a batch PMMA polymerization, nonlinear unified predictive control was implemented to regulate the temperature of the reactor, and the validity of the nonlinear model was verified through the experimental results. The performance of the nonlinear controller turned out to be superior to that of the linear controller for tracking abrupt changes in setpoint.

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GPS 자세각 추정을 위한 쿼터니언 기반 최소자승기법의 성능평가 (Performance Analysis of Quaternion-based Least-squares Methods for GPS Attitude Estimation)

  • 원종훈;김형철;고선준;이자성
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2001년도 하계학술대회 논문집 D
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    • pp.2092-2095
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    • 2001
  • In this paper, the performance of a new alternative form of three-axis attitude estimation algorithm for a rigid body is evaluated via simulation for the situation where the observed vectors are the estimated baselines of a GPS antenna array. This method is derived based on a simple iterative nonlinear least-squares with four elements of quaternion parameter. The representation of quaternion parameters for three-axis attitude of a rigid body is free from singularity problem. The performance of the proposed algorithm is compared with other eight existing methods, such as, Transformation Method (TM), Vector Observation Method (VOM), TRIAD algorithm, two versions of QUaternion ESTimator (QUEST), Singular Value Decomposition (SVD) method, Fast Optimal Attitude Matrix (FOAM), Slower Optimal Matrix Algorithm (SOMA).

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