• Title/Summary/Keyword: Least Squares Algorithm

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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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    • v.14 no.2
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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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    • v.25 no.2
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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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    • 1993.10b
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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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A study on robust recursive total least squares algorithm based on iterative Wiener filter method (반복형 위너 필터 방법에 기반한 재귀적 완전 최소 자승 알고리즘의 견실화 연구)

  • Lim, Jun Seok
    • The Journal of the Acoustical Society of Korea
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    • v.40 no.3
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    • pp.213-218
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    • 2021
  • It is known that total least-squares method shows better estimation performance than least-squares method when noise is present at the input and output at the same time. When total least squares method is applied to data with time series characteristics, Recursive Total Least Squares (RTS) algorithm has been proposed to improve the real-time performance. However, RTLS has numerical instability in calculating the inverse matrix. In this paper, we propose an algorithm for reducing numerical instability as well as having similar convergence to RTLS. For this algorithm, we propose a new RTLS using Iterative Wiener Filter (IWF). Through the simulation, it is shown that the convergence of the proposed algorithm is similar to that of the RTLS, and the numerical robustness is superior to the RTLS.

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

  • Choi Nakjin;Lim Jun-Seok;Sung Koeng-Mo
    • Proceedings of the Acoustical Society of Korea Conference
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    • autumn
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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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A Study on the Minimum Zone Algorithm for the Calculation of Roundness (진원도 계산을 위한 Minimum Zone 알고리즘 연구)

  • 이응석;김종길;신양기
    • Journal of the Korean Society for Precision Engineering
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    • v.17 no.7
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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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The Geolocation Based on Total Least Squares Algorithm Using Satellites (위성을 이용한 Total Least Squares 기반 신호원 측위 알고리즘)

  • 박영미;조상우;전주환
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.2C
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    • pp.255-261
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    • 2004
  • The problem of geolocation using multiple satellites is to determine the position of a transmitter located on the Earth by processing received signals. The specific problem addressed in this paper is that of estimating the position of a stationary transmitter located on or above the Earth's surface from measured time difference of arrivals (TDOA) by a geostationary orbiting (GSO) satellite and a low earth orbiting (LEO) satellite. The proposed geolocation method is based on the total least squares (TLS) algorithm. Under erroneous positions of the satellites together with noisy TDOA measurements, the TLS algorithm provides a better solution. By running Monte-Carlo simulations, the proposed method is compared with the ordinary least squares (LS) approach.

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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    • v.6 no.1
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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.

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

  • Lee, Jin-Woo
    • Proceedings of the KIPE Conference
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    • 2005.07a
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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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Adaptive Identification of a Time-varying Volterra system using the FWLS (filtered weighted least squares) Algorithm (FWLS 적응 알고리듬을 이용한 시변 볼테라 시스템 식별)

  • Ahn, K.Y.;Jeong, I.S.;Nam, S.W.
    • Proceedings of the KIEE Conference
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    • 2004.05a
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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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