• 제목/요약/키워드: Least squared method

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최소자승법을 이용한 선형시불변시스템의 간소화 (Simplification of Linear Time-Invariant Systems by Least Squares Method)

  • 추연석;문환영
    • 제어로봇시스템학회논문지
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    • 제6권5호
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    • pp.339-344
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    • 2000
  • This paper is concerned with the simplification of complex linear time-invariant systems. A simple technique is suggested using the well-known least squares method in the frequency domain. Given a high-order transfer function in the s- or z-domain, the squared-gain function corresponding to a low-order model is computed by the least squares method. Then, the low-order transfer function is obtained through the factorization. Three examples are given to illustrate the efficiency of the proposed method.

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

  • 홍승억;김중규
    • 전자공학회논문지S
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    • 제35S권10호
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    • pp.175-185
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    • 1998
  • 본 논문에서는 Adams에 의해 제안된 제한된 최소 자승 오차 기준에 의한 FIR 필터 설계 방법을 기초로 하여 저역 통과 필터 외의 다른 여러 가지 필터를 설계할 수 있는 방법론을 제시하였다. 이 방법에 의한 설계는 기존의 자승 오차 최소화 방법과 최대 오차 최소화 방법의 혼합된 형태로써 오차 기준으로 자승 오차와 최대 오차 두 가지를 동시에 고려하게 되며, 최고 이득, 전이 대역폭, 자승 오차 세가지가 모두 만족될 때만 그 해 즉, 임펄스 응답을 찾을 수 있게 된다. 이때 최적화 과정에서는 다중 교환 알고리즘을 이용하였다. 본 논문은 위의 두 중요 오차 기준의 상호 보완을 통하여 다중 대역 통과 필터, 미분기 및 Hilbert 변환기등의 최적 설계에 적용할 수 있는 방법에 대해 고찰하였으며, 그 결과 제한된 최소 자승 오차 기준에 의한 설계 방법이 단순한 저역 통과 필터 뿐만이 아니라 여러 가지 다양한 FIR 필터 설계에 있어서도 그 우수함을 증명할 수 있었다.

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Parameter Estimations in the Complementary Weibull Reliability Model

  • Sarhan Ammar M.;El-Gohary Awad
    • International Journal of Reliability and Applications
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    • 제6권1호
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    • pp.41-51
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    • 2005
  • The Bayes estimators of the parameters included in the complementary Weibull reliability model are obtained. In the process of deriving Bayes estimators, the scale and shape parameters of the complementary Weibull distribution are considered to be independent random variables having prior exponential distributions. The maximum likelihood estimators of the desired parameters are derived. Further, the least square estimators are obtained in closed forms. Simulation study is made using Monte Carlo method to make a comparison among the obtained estimators. The comparison is made by computing the root mean squared errors associated to each point estimation. Based on the numerical study, the Bayes procedure seems better than the maximum likelihood and least square procedures in the sense of having smaller root mean squared errors.

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Weighted Least Absolute Deviation Lasso Estimator

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제18권6호
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    • pp.733-739
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    • 2011
  • The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.

One-step Least Squares Fitting of Variogram

  • Choi, Hye-Mi
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.539-544
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    • 2005
  • In this paper, we propose the one-step least squares method based on the squared differences to estimate the parameters of the variogram used for spatial data modelling, and discuss its asymptotic efficiency. The proposed method does not require to specify lags of interest and partition lags, so that we can delete the subjectiveness and ambiguity originated from the lag selection in estimating spatial dependence.

주파수 영역 적응 디지탈 필터를 이용한 Magnitude-Squared Coherence 함수 추정 (On Estimating Magnitude-Squared Coherence Functions Using Frequency-Domain Adaptive Digital Filters)

  • 김도년;차일환;윤대희
    • 한국음향학회지
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    • 제7권2호
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    • pp.39-50
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    • 1988
  • 한 쌍의 주파수 영역 적응 디지탈 필터를 이용하여 두 신호간의 magnitude squared coherence(MSC) 함수를 추정하는 방법을 제안하였다. 이와 같은 방법은 시간 영역에서 한 쌍의 적응디지탈 필터를 이용하는 LMS-MSC(least mean square-MSC)알고리즘에 비하여 적은 양의 계산으로 MSC 함수를 구할 수 있다. MSC함수 추정을 위하여 대표적인 주파수 영역 적응 필터링 알고리즘인 CFLMS(constrained frequency-domain LMS)와 UFLMS (unconstrained frequency-domain LMS)알고리즘을 사용하였으며, 컴퓨터 시뮬레이션을 통하여 LMS-MSC 알고리즘과 성능을 비교하였다.

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강소성 변형 해석을 위한 최소 제곱 무요소법 (The Least-Squares Meshfree Method for the Analysis of Rigid-Plastic Deformation)

  • 윤성기;권기찬
    • 대한기계학회논문집A
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    • 제28권12호
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    • pp.2019-2031
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    • 2004
  • The least-squares formulation for rigid-plasticity based on J$_2$-flow rule and infinitesimal theory and its meshfree implementation using moving least-squares approximation are proposed. In the least-squares formulation the squared residuals of the constitutive and equilibrium equations are minimized. Those residuals are represented in a form of first-order differential system using the velocity and stress components as independent variables. For the enforcement of the boundary and frictional contact conditions, penalty scheme is employed. Also the reshaping of nodal supports is introduced to avoid the difficulties due to the severe local deformation near the contact interface. The proposed least-squares meshfree method does not require any structure of extrinsic cells during the whole process of analysis. Through some numerical examples of metal forming processes, the validity and effectiveness of the method are investigated.

Applications on p-values of Chi-Square Distribution

  • Hong, Chong Sun;Hong, Sung Sick
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.877-887
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    • 2002
  • In this paper, behaviors and properties of p-values for goodness-of-fit test are investigated. With some findings on the p-values, we consider some applications to determine sample size of a survey research using the regression equation based on a pilot study data. Regression equations are obtained by the well-known least squared method, and we find that regression lines could be formulated with only two data points, alternatively. For further studies, this works might be extended to t distributions for testing hypotheses about population mean in order to determine sample size of a prospective study. Also similar arguments could be explored for F test statistics.

DP-PLL의 Holdover 모드에 대한 OCXO의 주파수 모델 (A Frequency Model of OCXO for Holdover Mode of DP-PLL)

  • 한욱;황진권;김영권
    • 전기전자학회논문지
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    • 제4권2호
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    • pp.266-273
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    • 2000
  • OCXO (Oven Controlled X-tal Oscillator)의 주파수 모델이 holdover 알고리즘을 DP-PLL (Digital Processing-Phase Locked Loop) 시스템에 적용하기 위해 제안되었다. 이 모델은 온도와 OCXO의 노화에 따라 2차 다항식으로 간단하게 표현된다. 모델 변수들은 LSM (Least Squared Method)을 적용한 실험 데이터로부터 얻어진다. holdover 알고리즘은 다른 실험 데이터를 사용한 동일한 모델로 모의실험 할 수 있다.

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ANALYSIS AND COMPUTATIONS OF LEAST-SQUARES METHOD FOR OPTIMAL CONTROL PROBLEMS FOR THE STOKES EQUATIONS

  • Choi, Young-Mi;Kim, Sang-Dong;Lee, Hyung-Chun
    • 대한수학회지
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    • 제46권5호
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    • pp.1007-1025
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    • 2009
  • First-order least-squares method of a distributed optimal control problem for the incompressible Stokes equations is considered. An optimality system for the optimal solution are reformulated to the equivalent first-order system by introducing the vorticity and then the least-squares functional corresponding to the system is defined in terms of the sum of the squared $H^{-1}$ and $L^2$ norms of the residual equations of the system. Finite element approximations are studied and optimal error estimates are obtained. Resulting linear system of the optimality system is symmetric and positive definite. The V-cycle multigrid method is applied to the system to test computational efficiency.