• Title/Summary/Keyword: Least squares fit

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Robust inversion of seismic data using ${\ell}^1/{\ell}^2$ norm IRLS method (${\ell}^1/{\ell}^2$ norm IRLS 방법을 사용한 강인한 탄성파자료역산)

  • Ji Jun
    • 한국지구물리탐사학회:학술대회논문집
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    • 2005.05a
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    • pp.227-232
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    • 2005
  • Least squares (${\ell}^2-norm$) solutions of seismic inversion tend to be very sensitive to data points with large errors. The ${\ell}^p-norm$ minimization for $1{\le}p<2$ gives more robust solutions, but usually with higher computational cost. Iteratively reweighted least squares (IRLS) gives efficient approximate solutions of these ${\ell}^p-norm$ problems. I propose a simple way to implement the IRLS method for a hybrid ${\ell}^1/{\ell}^2$ minimization problem that behaves as ${\ell}^2$ fit for small residual and ${\ell}^1$ fit for large residuals. Synthetic and a field-data examples demonstrates the improvement of the hybrid method over least squares when there are outliers in the data.

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A Design of New Digital Adaptive Predistortion Linearizer Algorithm Based on DFP(Davidon-Fletcher-Powell) Method (DFP Method 기반의 새로운 적응형 디지털 전치 왜곡 선형화기 알고리즘 개발)

  • Jang, Jeong-Seok;Choi, Yong-Gyu;Suh, Kyoung-Whoan;Hong, Ui-Seok
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.22 no.3
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    • pp.312-319
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    • 2011
  • In this paper, a new linearization algorithm for DPD(Digital PreDistorter) is suggested. This new algorithm uses DFP(Davidon-Fletcher-Powell) method. This algorithm is more accurate than that of the existing algorithms, and this method renew the best-fit value in every routine with out setting the initial value of step-size. In modeling power amplifier, the memory polynomial model which can model the memory effect of the power amplifier is used. And the overall structure of linearizer is based on an indirect learning architecture. In order to verify for performance of proposed algorithm, we compared with LMS(Least Mean-Squares), RLS(Recursive Least squares) algorithm.

Bond Models for GFRP Rebar Embedded in Concrete (GFRP 보강근과 콘크리트 사이의 부착모델에 관한 고찰)

  • You, Young-Jun;Park, Ji-Sun;Park, Young-Hwan;Kim, Hyeong-Yeol
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.10 no.3
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    • pp.143-151
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    • 2006
  • This paper presents the comparison of the goodness-of-fit test of analytical bond models between concrete and steel or GFRP reinforcements. Bond test specimens were prepared in accordance with the CSA codes and the rebars used in the test were steel and two types of commercial GFRP rebar products. Using the test data, a bond model was proposed, and comparison of goodness-of-fit test for existing bond models and proposed bond model was carried out by the least squares method. The result indicates that the proposed bond model has better goodness-of-fit test than the existing ones.

AN ALGORITHM FOR FITTING OF SPHERES

  • Kim, Ik-Sung
    • The Pure and Applied Mathematics
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    • v.11 no.1
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    • pp.37-49
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    • 2004
  • We are interested in the problem of fitting a sphere to a set of data points in the three dimensional Euclidean space. In Spath [6] a descent algorithm already have been given to find the sphere of best fit in least squares sense of minimizing the orthogonal distances to the given data points. In this paper we present another new algorithm which computes a parametric represented sphere in order to minimize the sum of the squares of the distances to the given points. For any choice of initial approximations our algorithm has the advantage of ensuring convergence to a local minimum. Numerical examples are given.

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An Efficient Implementation of Hybrid $l^1/l^2$ Norm IRLS Method as a Robust Inversion (강인한 역산으로서의 하이브리드 $l^1/l^2$ norm IRLS 방법의 효율적 구현기법)

  • Ji, Jun
    • Geophysics and Geophysical Exploration
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    • v.10 no.2
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    • pp.124-130
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    • 2007
  • Least squares ($l^2$ norm) solutions of seismic inversion tend to be very sensitive to data points with large errors. The $l^1$ norm minimization gives more robust solutions, but usually with higher computational cost. Iteratively reweighted least squares (IRLS) method gives efficient approximate solutions of these $l^1$ norm problems. I propose an efficient implementation of the IRLS method for a hybrid $l^1/l^2$ minimization problem that behaves as $l^2$ norm fit for small residual and $l^1$ norm fit for large residuals. The proposed algorithm shows more robust characteristics to the decision of the threshold value than the l1 norm IRLS inversion does with respect to the threshold value to avoid singularity.

Correction Method of the Hydrogen Bond-Distance from X-ray Diffraction: Use of Neutron Data and Bond Valence Method (X-선 회절로 얻은 수소결합의 결합거리 보정 방법: 중성자 회절결과와 결합원자가 방법 이용)

    • Journal of the Mineralogical Society of Korea
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    • v.16 no.1
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    • pp.65-73
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    • 2003
  • In this study we have derived the two correction methods of hydrogen bonding distance. In case of the intermediate or long hydrogen bond(>2.5 $\AA$), hydrogen bonding distances can be corrected by using the function d(O-H)=exp((2.173-d(O…O))/0.138)+0.958 obtained by least- squares fit to the data from the neutron diffraction at low temperatures. The valence-least-squares method is effective for the distance correction of very short hydrogen bond(<2.5 $\AA$). The distance correction is necessary for the long intermolecular hydrogen bond obtained from X-ray diffraction analysis.

Plotting positions and approximating first two moments of order statistics for Gumbel distribution: estimating quantiles of wind speed

  • Hong, H.P.;Li, S.H.
    • Wind and Structures
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    • v.19 no.4
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    • pp.371-387
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    • 2014
  • Probability plotting positions are popular and used as the basis for distribution fitting and for inspecting the quality of the fit because of its simplicity. The plotting positions that lead to excellent approximation to the mean of the order statistics should be used if the objective of the fitting is to estimate quantiles. Since the mean depends on the sample size and is not amenable for simple to use closed form solution, many plotting positions have been presented in the literature, including a new plotting position that is derived based on the weighted least-squares method. In this study, the accuracy of using the new plotting position to fit the Gumbel distribution for estimating quantiles is assessed. Also, plotting positions derived by fitting the mean of the order statistics for all ranks is proposed, and an approximation to the covariance of the order statistics for the Gumbel (and Weibull) variate is given. Relative bias and root-mean-square-error of the estimated quantiles by using the proposed plotting position are shown. The use of the proposed plotting position to estimate the quantiles of annual maximum wind speed is illustrated.

Switching Regression Analysis via Fuzzy LS-SVM

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.609-617
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    • 2006
  • A new fuzzy c-regression algorithm for switching regression analysis is presented, which combines fuzzy c-means clustering and least squares support vector machine. This algorithm can detect outliers in switching regression models while yielding the simultaneous estimates of the associated parameters together with a fuzzy c-partitions of data. It can be employed for the model-free nonlinear regression which does not assume the underlying form of the regression function. We illustrate the new approach with some numerical examples that show how it can be used to fit switching regression models to almost all types of mixed data.

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Linear Prediction Approach for Accurate Dual-Channel Sine-Wave Parameter Estimation in White Gaussian Noise

  • So, Hing-Cheung;Zhou, Zhenhua
    • ETRI Journal
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    • v.34 no.4
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    • pp.641-644
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    • 2012
  • The problem of sinusoidal parameter estimation at two channels with common frequency in white Gaussian noise is addressed. By making use of the linear prediction property, an iterative linear least squares (LLS) algorithm for accurate frequency estimation is devised. The remaining parameters are then determined according to the LLS fit with the use of the frequency estimate. It is proven that the variance of the frequency estimate achieves Cram$\acute{e}$r-Rao lower bound at sufficiently small noise conditions.

Environmental Dependence of Luminosity-Size Relation of Local Galaxies

  • Ann, Hong Bae
    • Journal of the Korean earth science society
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    • v.38 no.5
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    • pp.333-344
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    • 2017
  • We present the environmental dependence of the luminosity-size relation of galaxies in the local universe (z < 0.01) along with their dependence on galaxy morphology represented by five broad types (E, dEs, S0, Sp, and Irr). The environmental parameters we consider are the local background density and the group/cluster membership together with the clustercenteric distance for the Virgo cluster galaxies. We derive the regression coefficient (${\beta}$), i.e., the slope of the line representing the least-squares fitting to the data and the Pearson correlation coefficient (c.c.) representing the goodness of the least-squares fit along with the confidence interval from bootstrap resampling. We find no significant dependence of the luminosity-size relation on galaxy morphology. However, there is a weak dependence of the luminosity-size relations on the environment of galaxies, in the sense that galaxies in the low density environment have shallower slopes than galaxies in the high density regions except for elliptical galaxies that show an opposite trend.