• Title/Summary/Keyword: Least squared method

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

  • 추연석;문환영
    • Journal of Institute of Control, Robotics and Systems
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    • v.6 no.5
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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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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
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    • v.35S no.10
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    • pp.175-185
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    • 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.

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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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    • v.6 no.1
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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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    • v.18 no.6
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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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    • v.12 no.2
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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.

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

  • Kim, D.N.;Cha, I.W.;Youn, D.H.
    • The Journal of the Acoustical Society of Korea
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    • v.7 no.2
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    • pp.39-50
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    • 1988
  • It is proposed to use a pair of frequency-domain adaptive digital filters to estimate the magnitude squared coherence (MSC) functions of two signals. Such a method requires less computations than the LMS-MSC algorithm in which the least mean square (LMS) algorithm is applied in the time domain to compute the coefficients of a pair of adaptive digital filters. The frequency-domain adaptive digital filtering algorithms considered in this paper include the constrained frequency domain LMS (CFLMS) and the unconstrained frequency domain LMS (UFLMS) algorithms. The performance of the proposed methods are compared with those of the LMS-MSC algorithm.

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

  • 윤성기;권기찬
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.12
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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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    • v.9 no.3
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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.

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

  • Han, Wook;Hwang, Jin-Kwon;Kim, Yung-Kwon
    • Journal of IKEEE
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    • v.4 no.2 s.7
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    • pp.266-273
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    • 2000
  • A frequency model of an OCXO (Oven Controlled X-tal Oscillator) is suggested to implement a holdover algorithm in a DP-PLL (Digital Processing-Phase Locked Loop) system. This model is presented simply with second order polynomials with respect to temperature and aging of the OCXO. The model parameters are obtained from experimental data by applying the LSM (Least Squared Method). A holdover algorithm is also suggest using the frequency model. The obtained model is verified to simulate the holdover algorithm with experimental phase data due to variation of temperature.

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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
    • Journal of the Korean Mathematical Society
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    • v.46 no.5
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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.