• Title/Summary/Keyword: Least mean square

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Design-based Properties of Least Square Estimators in Panel Regression Model (패널회귀모형에서 회귀계수 추정량의 설계기반 성질)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.12 no.3
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    • pp.49-62
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    • 2011
  • In this paper we investigate design-based properties of both the ordinary least square estimator and the weighted least square estimator for regression coefficients in panel regression model. We derive formulas of approximate bias, variance and mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator after linearization of least square estimators. Also we compare their magnitudes each other numerically through a simulation study. We consider a three years data of Korean Welfare Panel Study as a finite population and take household income as a dependent variable and choose 7 exploratory variables related household as independent variables in panel regression model. Then we calculate approximate bias, variance, mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator based on several sample sizes from 50 to 1,000 by 50. Through the simulation study we found some tendencies as follows. First, the mean square error of the ordinary least square estimator is getting larger than the variance of the weighted least square estimator as sample sizes increase. Next, the magnitude of mean square error of the ordinary least square estimator is depending on the magnitude of the bias of the estimator, which is large when the bias is large. Finally, with regard to approximate variance, variances of the ordinary least square estimator are smaller than those of the weighted least square estimator in many cases in the simulation.

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Interference Cancellation Methods using the CMF(Constant Modulus Fourth) Algorithm for WCDMA RF Repeater (WCDMA 무선 중계기에서 CMF 알고리즘을 이용한 간섭 제거 방식)

  • Han, Yong-Sik;Yang, Woon-Geun
    • Journal of IKEEE
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    • v.15 no.4
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    • pp.293-298
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    • 2011
  • In the paper, we propose a new CMF(Constant Modulus Fourth) algorithm for WCDMA(Wideband Code Multiple Access) RF(Radio Frequency) Repeater. CMF algorithm is proposed by modifying the CMA(Constant Modulus Algorithm) algorithm and improved performances are achieved by properly adjusting step size values. The steady state MSE(Mean Square Error) performance of the proposed CMF algorithm with step size of 0.35 is about 4dB better than that of the conventional CMA algorithm. And the proposed CMF algorithm requires 400~1100 less iterations than the LMS(Least Mean Square) and NLMS(Normalized Least Mean Square) algorithms at MSE of -25dB.

Approximate Variance of Least Square Estimators for Regression Coefficient under Inclusion Probability Proportional to Size Sampling (포함확률비례추출에서 회귀계수 최소제곱추정량의 근사분산)

  • Kim, Kyu-Seong
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.23-32
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    • 2012
  • This paper deals with the bias and variance of regression coefficient estimators in a finite population. We derive approximate formulas for the bias, variance and mean square error of two estimators when we select a fixed-size inclusion probability proportional to the size sample and then estimate regression coefficients by the ordinary least square estimator as well as the weighted least square estimator based on the selected sample data. Necessary and sufficient conditions for the comparison of the two estimators in terms of variance and mean square error are suggested. In addition, a simple example is introduced to numerically compare the variance and mean square error of the two estimators.

Research on Noise Reduction Algorithm Based on Combination of LMS Filter and Spectral Subtraction

  • Cao, Danyang;Chen, Zhixin;Gao, Xue
    • Journal of Information Processing Systems
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    • v.15 no.4
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    • pp.748-764
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    • 2019
  • In order to deal with the filtering delay problem of least mean square adaptive filter noise reduction algorithm and music noise problem of spectral subtraction algorithm during the speech signal processing, we combine these two algorithms and propose one novel noise reduction method, showing a strong performance on par or even better than state of the art methods. We first use the least mean square algorithm to reduce the average intensity of noise, and then add spectral subtraction algorithm to reduce remaining noise again. Experiments prove that using the spectral subtraction again after the least mean square adaptive filter algorithm overcomes shortcomings which come from the former two algorithms. Also the novel method increases the signal-to-noise ratio of original speech data and improves the final noise reduction performance.

Adaptive Feedback Interference Cancellation Algorithm Using Correlations for Adaptive Interference Cancellation System (적응 간섭 제거 시스템을 위한 상관도를 적용한 적응적 궤환 간섭 제거 알고리즘)

  • Han, Yong-Sik;Yang, Woon-Geun
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.21 no.4
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    • pp.427-432
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    • 2010
  • To reduce the outage probability and to increase the transmission capacity, the importance of repeaters in cellular systems is increasing. But a RF(Radio Frequency) repeater has a problem that the output of the transmit antenna is partially feedback to the receive antenna, which is feedback interference. In this paper, we proposed adaptive Sign-Sign LMS(Least Mean Square) algorithm using correlations for the performance enhancement of RF repeater. The weight vector is updated by using sign of input signal and error signal to the least squared error of the conventional algorithms. When compared with the conventional method, the proposed canceller achieves the maximum 10 dB performance gain in terms of the MSE(Mean Square Error).

Interference Cancellation System in Repeater Using Adaptive algorithm with step sizes (스텝사이즈에 따른 적응 알고리즘을 이용한 간섭제거 중계기)

  • Han, Yong-Sik
    • The Journal of the Korea institute of electronic communication sciences
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    • v.9 no.5
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    • pp.549-554
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    • 2014
  • In the paper, we propose a new Signed LMS(Least Mean Square) algorithm for ICS(Interference Cancellation System). The proposed Signed LMS algorithm improved performances by adjusting step size values. At the convergence of 1000 iteration state, the MSE(Mean Square Error) performance of the proposed Signed LMS algorithm with step size of 0.067 is about 3 ~ 18 dB better than the conventional LMS, CMA algorithm. And the proposed Signed LMS algorithm requires 500 ~ 4000 less iterations than the and LMS and CMA algorithms at MSE of -25dB.

Least Mean Square Estimator for Motor Frequency Measurement Based on Linear Hall Sensor (선형 홀센서 기반의 모터 회전속도 측정을 위한 평균 최소 자승 추정기)

  • Choi, Ga-Hyoung;Ra, Won-Sang;Kwak, Ki-Seok;Yoon, Tae-Sung;Park, Jin-Bae
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.5
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    • pp.866-874
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    • 2008
  • Motor frequency can be measured by a hall sensor. Among the many hall sensors, a linear type hall sensor is good at high accuracy frequency measuring problem. However, in general, this linear type hall sensor has DC offset which can vary along sensor's operating voltage change. Therefore, In motor frequency measurement problem using the linear hall sensor, it needs an estimator that can estimate frequency and DC offset simultaneously. In this paper, we propose the least mean square estimator to estimate motor frequency. To verify its performance, we compare the LMS estimator with a commercial analog tachometer. Experimental results shows the proposed LMS estimator works well in varying frequency and stationary DC offset.

Interference Cancellation System in Wireless Repeater Using Complex Signed Signed CMA Algorithm (Complex Signed-Signed CMA 알고리즘을 이용한 간섭 제거 중계기)

  • Han, Yong Sik
    • Journal of IKEEE
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    • v.17 no.2
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    • pp.145-150
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    • 2013
  • In the paper, we propose a new CSS(Complex Signed-Signed) CMA(Constant Modulus Algorithm) algorithm for ICS(Interference Cancellation System). When the repeater get the feedback signal, the CSS CMA algorithm is proposed at the ICS repeater using DSP(Digital Signal Processing) for the removal of interfering signals from the feedback paths. The proposed CSS CMA algorithm improved performances and hardware complexity by adjusting step size values. the steady state MSE(Mean Square Error) performance of the proposed CSS CMA algorithm with step size of 0.00043 is about 4dB better than the conventional CMA algorithm. And the proposed Complex Signed Signed CMA algorithm requires 1950 ~ 2150 less iterations than the LMS(Least Mean Square) and Signed LMS(Normalized Least Mean Square) algorithms at MSE of -25dB.

Study on Satellite Vibration Control Using Adaptive Algorithm

  • Oh, Choong-Seok;Oh, Se-Boung;Bang, Hyo-Choong
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2120-2125
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    • 2005
  • The principal idea of vibration isolation is to filter out the response of the system over the corner frequency. The isolation objectives are to transmit the attitude control torque within the bandwidth of the attitude control system and to filter all the high frequency components coming from vibration equipment above the bandwidth. However, when a reaction wheels or control momentum gyros control spacecraft attitude, vibration inevitably occurs and degrades the performance of sensitive devices. Therefore, vibration should be controlled or isolated for missions such as Earth observing, broadcasting and telecommunication between antenna and ground stations. For space applications, technicians designing controller have to consider a periodic vibration and disturbance to ensure system performance and robustness completing various missions. In general, past research isolating vibration commonly used 6 degree order freedom isolators such as Stewart and Mallock platforms. In this study, the vibration isolation device has 3 degree order freedom, one translational and two rotational motions. The origin of the coordinate is located at the center-of-gravity of the upper plane. In this paper, adaptive notch filter finds the disturbance frequency and the reference signal in filtered-x least mean square is generated by the notch frequency. The design parameters of the notch filter are updated continuously using recursive least square algorithm. Therefore, the adaptive filtered-x least mean square algorithm is applied to the vibration suppressing experiment without reference sensor. This paper shows the experimental results of an active vibration control using an adaptive filtered-x least mean squares algorithm.

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Kurtosis Driven Variable Step-Size Normalized Least Mean Square Algorithm for RF Repeater

  • Han, Yong-Sik;Yang, Woon-Geun
    • Journal of information and communication convergence engineering
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    • v.8 no.2
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    • pp.159-162
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    • 2010
  • This paper presents a new Kurtosis driven Variable Step-Size Normalized Least Mean Square (KVSSN-LMS) algorithm to prevent repeater from oscillation due to feedback signal of radio frequency (RF) repeater. To get better Mean Square Error (MSE) performance, step-size is adjusted using the kurtosis. The proposed algorithm shows the better performance of steady state MSE. The proposed algorithm shows a better ERLE performance than that of KVSS-LMS, VSS-NLMS, NLMS algorithms.