• Title/Summary/Keyword: Least squared error

Search Result 88, Processing Time 0.026 seconds

Implementation of Various FIR Filters using Constrained Least Square Criterion (제한된 최소 자승 오차 기준에 의한 다양한 FIR 필터 구현)

  • Hong, Seung-Eok;Kim, Joong-Kyu
    • Journal of the Korean Institute of Telematics and Electronics S
    • /
    • v.35S no.10
    • /
    • pp.175-185
    • /
    • 1998
  • In this paper, we studied some design methodologies of typical FIR filters based on the peak-error constrained least square criterion which was first introducedd by Adams in 1991. This method is a mixed type of the classical least squared error method(LSM) and the so-called min-max error method (MMM). And by considering both the least squared error as well as the maximum error, the solution, i.e. the impulse response of the filter, can be found only when the restrictions on maximum gain, transition bandwidth, and the squared error are satisfied simultaneously under some trade-off conditions. We used the multiple exchange algorithms for optimization procedure and applied the design methodology to the cases of the multiband filter, the differentiator, and the Hilbert transformer by taking the balance of two design criteria into account. The results show that the peak-error constrained least weighted square error design method(PLEM) is superior in performance to the existing LSM and MMM from both the squared error and the maximum error standpoints. And it is verified that PLEM can be applied to not only the case of simple low pass filter, but also to various types of FIR filters.

  • PDF

Minimum Mean Squared Error Invariant Designs for Polynomial Approximation

  • Joong-Yang Park
    • Communications for Statistical Applications and Methods
    • /
    • v.2 no.2
    • /
    • pp.376-386
    • /
    • 1995
  • Designs for polynomial approximation to the unknown response function are considered. Optimality criteria are monotone functions of the mean squared error matrix of the least squares estimator. They correspond to the classical A-, D-, G- and Q-optimalities. Optimal first order designs are chosen from the invariant designs and then compared with optimal second order designs.

  • PDF

Estimation Techniques for Three-Dimensional Target Location Based on Linear Least Squared Error Algorithm (선형 최소제곱오차 알고리즘을 응용한 3차원 표적 위치 추정 기법)

  • Han, Jeong Jae;Jung, Yoonhwan;Noh, Sanguk;Park, So Ryoung;Kang, Dokeun;Choi, Wonkyu
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.41 no.7
    • /
    • pp.715-722
    • /
    • 2016
  • In this paper, by applying the linear least squared error algorithm, we derive an estimation technique for three dimensional target location when a number of radars are used in detecting a target. The proposed technique is then enhanced by combining GPS information and by assigning variable weights to information sources. The enhanced performance of proposed techniques is confirmed via simulation. It is also observed from simulation results that the performance is robust to the uncertainty of information.

Asymptotic Properties of LAD Esimators of a Nonlinear Time Series Regression Model

  • Kim, Tae-Soo;Kim, Hae-Kyung;Park, Seung-Hoe
    • Journal of the Korean Statistical Society
    • /
    • v.29 no.2
    • /
    • pp.187-199
    • /
    • 2000
  • In this paper, we deal with the asymptotic properties of the least absolute deviation estimators in the nonlinear time series regression model. For the sinusodial model which frequently appears in a time series analysis, we study the strong consistency and asymptotic normality of least absolute deviation estimators. And using the derived limiting distributions we show that the least absolute deviation estimators is more efficient than the least squared estimators when the error distribution of the model has heavy tails.

  • PDF

Least mean absolute third (LMAT) adaptive algorithm:part II. performance evaluation of the algorithm (최소평균절대값삼승 (LMAT) 적응 알고리즘: Part II. 알고리즘의 성능 평가)

  • 김상덕;김성수;조성호
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.22 no.10
    • /
    • pp.2310-2316
    • /
    • 1997
  • This paper presents a comparative performance analysis of the stochastic gradient adaptive algorithm based on the least mean absolute third (LMAT) error criterion with other widely-used competing adaptive algorithms. Under the assumption that the signals involved are zero-mean, wide-sense stationary and Gaussian, approximate expressions that characterize the steady-state mean-squared estimation error of the algorithm is dervied. The validity of our derivation is then confirement by computer simulations. The convergence speed is compared under the condition that the LMAT and other competing algorithms converge to the same value for the mean-squared estimation error in the stead-state, and superior convergence property of the LMAT algorithm is observed. In particular, it is shown that the LMAT algorithm converges faster than other algorithms even through the eignevalue spread ratio of the input signal and measurement noise power change.

  • PDF

Incremental Linear Discriminant Analysis for Streaming Data Using the Minimum Squared Error Solution (스트리밍 데이터에 대한 최소제곱오차해를 통한 점층적 선형 판별 분석 기법)

  • Lee, Gyeong-Hoon;Park, Cheong Hee
    • Journal of KIISE
    • /
    • v.45 no.1
    • /
    • pp.69-75
    • /
    • 2018
  • In the streaming data where data samples arrive sequentially in time, it is difficult to apply the dimension reduction method based on batch learning. Therefore an incremental dimension reduction method for the application to streaming data has been studied. In this paper, we propose an incremental linear discriminant analysis method using the least squared error solution. Instead of computing scatter matrices directly, the proposed method incrementally updates the projective direction for dimension reduction by using the information of a new incoming sample. The experimental results demonstrate that the proposed method is more efficient compared with previously proposed incremental dimension reduction methods.

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
    • /
    • v.21 no.4
    • /
    • pp.427-432
    • /
    • 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).

Least mean absolute third (LMAT) adaptive algorithm:part I. mean and mean-squared convergence properties (최소평균절대값삼승 (LMAT) 적응 알고리즘: Part I. 평균 및 평균자승 수렴특성)

  • 김상덕;김성수;조성호
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.22 no.10
    • /
    • pp.2303-2309
    • /
    • 1997
  • This paper presents a convergence analysis of the stocastic gradient adaptive algorithm based on the least mean absolute third (LMAT) error criteriohn. Under the assumption that the signals involved are zero-mean, wide-sense sateionaryand gaussian, a set of nonlinear difference equations that characterizes the mean and mean-squared behavior of the algorithm is derived. Computer simulation resutls show fairly good agreements between the theoetical and empirical behaviors of the algorithm.

  • PDF

A New Convergence Behavior of the Least Mean K-power Adaptive Algorithm

  • Lee, Kang-Seung
    • Proceedings of the IEEK Conference
    • /
    • 2001.09a
    • /
    • pp.915-918
    • /
    • 2001
  • In this paper we study a new convergence behavior of the least mean fourth (LMF) algorithm where the error raised to the power of four is minimized for a multiple sinusoidal input and Gaussian measurement noise. Here we newly obtain the convergence equation for the sum of the mean of the squared weight errors, which indicates that the transient behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant. It should be noted that no similar results can be expected from the previous analysis by Walach and Widrow.

  • PDF

A New Convergence Behavior of the Least Mean Fourth Adaptive Algorithm for a Multiple Sinusoidal Input

  • Lee, Kang-Seung
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.26 no.12A
    • /
    • pp.2043-2049
    • /
    • 2001
  • In this paper we study the convergence behavior of the least mean fourth(LMF) algorithm where the error raised to the power of four is minimized for a multiple sinusoidal input and Gaussian measurement noise. Here we newly obtain the convergence equation for the sum of the mean of the squared weight errors, which indicates that the transient behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant. It should be noted that no similar results can be expected from the previous analysis by Walach add Widrow.

  • PDF