• Title/Summary/Keyword: Least Squares Estimation

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Performance Analysis of Least-Squares Estimation and LAMBDA Method for GPS Precise Positioning using Carrier Phase (GPS 반송파 위상을 이용한 정밀 측위의 최소자승법과 LAMBDA기법의 성능분석)

  • 박헌준;원종훈;고선준;이자성
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.146-146
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    • 2000
  • This paper presents field test results of the GPS precise positioning using carrier phase observable. The Least-squares AMBiguity Decorrelation Adjustment(LAMBDA) method is implemented to resolve integer ambiguity problem for two epoch Ll carrier phase measurement data. Field test results show that the GPS precise positioning of cm-level accuracy is obtainable with conventional low cost, single frequency C/A code GPS receivers.

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EXTENSION OF FACTORING LIKELIHOOD APPROACH TO NON-MONOTONE MISSING DATA

  • Kim, Jae-Kwang
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.401-410
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    • 2004
  • We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Rubin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood. Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method.

Estimation for Autoregressive Models with GARCH(1,1) Error via Optimal Estimating Functions.

  • Kim, Sah-Myeong
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.207-214
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    • 1999
  • Optimal estimating functions for a class of autoregressive models with GARCH(1,1) error are discussed. The asymptotic properties of the estimator as the solution of the optimal estimating equation are investigated for the models. We have also some simulation results which suggest that the proposed optimal estimators have smaller sample variances than those of the Conditional least-squares estimators under the heavy-tailed error distributions.

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A Study on the Several Robust Regression Estimators

  • Kim, Jee-Yun;Roh, Kyung-Mi;Hwang, Jin-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.307-316
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    • 2004
  • Principal Component Regression(PCR) and Partial Least Squares Regression(PLSR) are the two most popular regression techniques in chemometrics. In the field of chemometrics usually the number of regressor variables greatly exceeds the number of observation. So we have to reduce the number of regressors to avoid the identifiability problem. In this paper we compare PCR and PLSR techniques combined with various robust regression methods including regression depth estimation. We compare the efficiency, goodness-of-fit and robustness of each estimators under several contamination schemes.

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A General Semiparametric Additive Risk Model

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.2
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    • pp.421-429
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    • 2008
  • We consider a general semiparametric additive risk model that consists of three components. They are parametric, purely and smoothly nonparametric components. In parametric component, time dependent term is known up to proportional constant. In purely nonparametric component, time dependent term is an unknown function, and time dependent term in smoothly nonparametric component is an unknown but smoothly function. As an estimation method of this model, we use the weighted least square estimation by Huffer and McKeague (1991). We provide an illustrative example as well as a simulation study that compares the performance of our method with the ordinary least square method.

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L1 norm-recursive least squares algorithm for the robust sparse acoustic communication channel estimation (희소성 음향 통신 채널 추정 견실화를 위한 백색화를 적용한 l1놈-RLS 알고리즘)

  • Lim, Jun-Seok;Pyeon, Yong-Gook;Kim, Sungil
    • The Journal of the Acoustical Society of Korea
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    • v.39 no.1
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    • pp.32-37
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    • 2020
  • This paper proposes a new l1-norm-Recursive Least Squares (RLS) algorithm which is numerically more robust than the conventional l1-norm-RLS. The l1-norm-RLS was proposed by Eksioglu and Tanc in order to estimate the sparse acoustic channel. However the algorithm has numerical instability in the inverse matrix calculation. In this paper, we propose a new algorithm which is robust against the numerical instability. We show that the proposed method improves stability under several numerically erroneous situations.

Parameter Estimation and Prediction methods for Hyper-Geometric Distribution software Reliability Growth Model (초기하분포 소프트웨어 신뢰성 성장 모델에서의 모수 추정과 예측 방법)

  • Park, Joong-Yang;Yoo, Chang-Yeul;Lee, Bu-Kwon
    • The Transactions of the Korea Information Processing Society
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    • v.5 no.9
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    • pp.2345-2352
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    • 1998
  • The hyper-geometric distribution software reliability growth model was recently developed and successfully applied Due to mathematical difficultv of the maximum likclihmd method, the least squares method has hem suggested for parameter estimation by the previous studies. We first summarize and compare the minimization criteria adopted by the previous studies. It is theo shown that the weighted least squares method is more appropriate hecause of the nonhomogeneous variability of the number of newly detected faults. The adequacy of the weighted least squares method is illustrated by two numerical examples. Finally, we propose a new method fur predicting the number of faults newly discovered by next test instances. The new prediction method can be used for determining the time to stop testing.

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A Study on Three Dimensional Array Shape Calibration of the Bottom Mounted Array by Iterative Least Squares (최소자승법을 이용한 해저고정형 선배열 센서의 3차원 배열형상 추정기법 연구)

  • Choi, jae-Yong;Son, Kweon
    • The Journal of the Acoustical Society of Korea
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    • v.23 no.5
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    • pp.370-375
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    • 2004
  • This paper proposes an algorithm that estimates three dimensional array shape calibration about the bottom-mounted sensor array. under the assumption that the active sources are in the far-field with unknown positions. Under some assumptions. we calculate the sensor positions via an algebraic solutions of a least squares problem that the linear equations are related to the sensor positions and directions or arrival. We give examples of algorithm performance from both computer simulations and sea test. We also illustrate the performance of sensor positions estimation as a function of time delay estimation variance and the distribution of the localizing sources.

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

  • Lim, Jun-Seok;Hong, Wooyoung
    • The Journal of the Acoustical Society of Korea
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    • v.35 no.5
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    • pp.383-388
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    • 2016
  • We develop two methods to select a constant in the RLS (Recursive Least Squares) with the convex regularization. The RLS with the convex regularization was proposed by Eksioglu and Tanc in order to estimate the sparse acoustic channel. However the algorithm uses the regularization constant which needs the information about the true channel response for the best performance. In this paper, we propose two methods to select the regularization constant which don't need the information about the true channel response. We show that the estimation performance using the proposed methods is comparable with the Eksioglu and Tanc's algorithm.

A Study on the Impact of Sport Industry on Economic Growth: An Investigation from China

  • He, Yugang
    • Journal of Sport and Applied Science
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    • v.2 no.2
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    • pp.1-10
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    • 2018
  • Prior literature has posited that the sport industry has been effective method to drive the economic growth. Given the rationale, this study sets China as a research object with a quarterly data from the first quarter of 2003 to the fourth quarter of 2017 to explore how the sport industry affects economic growth. This study employed Johansen cointegration test and dynamic ordinary least squares as methods for an empirical analysis. The input of sport industry, the labor input, the capital input, and the economic growth are used as research variables. The results show that there is a long-run relationship among them. Johansen cointegration test's estimation indicated that 1% increase in the input of sport industry will lead to 0.064% increase in economic growth. Dynamic ordinary least squares' estimation showed that whenever in the one lead, in the one lag and in the present period, the input of sport industry always poses a positive effect on economic growth. Labor input also has a positive effect on economic growth. The capital input has a negative effect on economic growth. Finally, even though the input of sport industry has a positive effect on economic growth, its impact on economic growth is relative weak.