• 제목/요약/키워드: Least squares solution

검색결과 204건 처리시간 0.031초

Estimation for Autoregressive Models with GARCH(1,1) Error via Optimal Estimating Functions.

  • Kim, Sah-Myeong
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.207-214
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    • 1999
  • Optimal estimating functions for a class of autoregressive models with GARCH(1,1) error are discussed. The asymptotic properties of the estimator as the solution of the optimal estimating equation are investigated for the models. We have also some simulation results which suggest that the proposed optimal estimators have smaller sample variances than those of the Conditional least-squares estimators under the heavy-tailed error distributions.

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볼테라 시리즈 입력을 이용한 냉연 산세 라인 산농도 모델 추정 (Estimation of Acid Concentration Model of Cooling and Pickling Process Using Volterra Series Inputs)

  • 박찬은;송주만;박태수;노일환;박형국;최승갑;박부견
    • 제어로봇시스템학회논문지
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    • 제21권12호
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    • pp.1173-1177
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    • 2015
  • This paper deals with estimating the acid concentration of pickling process using the Volterra inputs. To estimate the acid concentration, the whole pickling process is represented by the grey box model consists of the white box dealing with known system and the black box dealing with unknown system. Because there is a possibility of nonlinear term in the unknown system, the Volterra series are used to estimate the acid concentration. For the white box modeling, the acid tank solution level and concentration equations are used, and for the black box modeling, the acid concentration is estimated using the Volterra Least Mean Squares (LMS) algorithm and Least Squares (LS) algorithm. The LMS algorithm has the advantage of the simple structure and the low computation, and the LS algorithm has the advantage of lowest error. The simulation results compared to the measured data are included.

Simultaneous Kinetic Spectrophotometric Determination of Sulfite and Sulfide Using Partial Least Squares (PLS) Regression

  • Afkhami, Abbas;Sarlak, Nahid;Zarei, Ali Reza;Madrakian, Tayyebeh
    • Bulletin of the Korean Chemical Society
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    • 제27권6호
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    • pp.863-868
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    • 2006
  • The partial least squares (PLS-1) calibration model based on spectrophotometric measurement, for the simultaneous determination of sulfite and sulfide is described. This method is based on the difference between the rate of the reaction of sulfide and sulfite with Malachite Green in pH 7.0 buffer solution and at 25 ${^{\circ}C}$. The absorption kinetic profiles of the solutions were monitored by measuring the decrease in the absorbance of Malachite Green at 617 nm in the time range 10-180 s after initiation of the reactions with 2 s intervals. The experimental calibration matrix for partial least squares (PLS-1) calibration was designed with 24 samples. The cross-validation method was used for selecting the number of factors. The results showed that simultaneous determination could be performed in the range 0.030-1.5 and 0.030-1.2 $\mu$g m$L ^{-1}$ for sulfite and sulfide, respectively. The proposed method was successfully applied to simultaneous determination of sulfite and sulfide in water samples and whole human blood.

정다각형 배열의 광 마우스를 이용한 이동 로봇의 최소 자승 속도 추정 (Least Squares Velocity Estimation of a Mobile Robot Using a Regular Polygonal Array of Optical Mice)

  • 김성복;정일화;이상협
    • 제어로봇시스템학회논문지
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    • 제13권10호
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    • pp.978-982
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    • 2007
  • This paper presents the velocity estimation of a mobile robot using a regular polygonal array of optical mice that are installed at the bottom of a mobile robot. First, the basic principle of the proposed velocity estimation method is explained. Second, the velocity kinematics from a mobile robot to an array of optical mice is derived as an overdetermined linear system. Third, for a given set of optical mouse readings, the mobile robot velocity is estimated based on the least squares solution to the obtained system. Finally, simulation results are given to demonstrate the validity of the proposed velocity estimation method.

구조물의 시간에 따른 거동 해석을 위한 유한요소법에 기초한 단일 스텝 시간 범주들의 비교연구 (A Comparative Study on Single Time Schemes Based on the FEM for the Analysis of Structural Transient Problems)

  • 김우람;최윤대
    • 한국군사과학기술학회지
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    • 제14권5호
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    • pp.957-964
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    • 2011
  • New time schemes based on the FEM were developed and their performances were tested with 2D wave equation. The least-squares and weighted residual methods are used to construct new time schemes based on traditional residual minimization method. To overcome some drawbacks that time schemes based on the least-squares and weighted residual methods have, ad-hoc method is considered to minimize residuals multiplied by others residuals as a new approach. And variational method is used to get necessary conditions of ad-hoc minimization. A-stability was chosen to check the stability of newly developed time schemes. Specific values of new time schemes are presented along with their numerical solutions which were compared with analytic solution.

Estimation of viscous and Coulomb damping from free-vibration data by a least-squares curve-fitting analysis

  • Slemp, Wesley C.H.;Hallauer, William L. Jr.;Kapania, Rakesh K.
    • Smart Structures and Systems
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    • 제4권3호
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    • pp.279-290
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    • 2008
  • The modeling and parameter estimation of a damped one-degree-of-freedom mass-spring system is examined. This paper presents a method for estimating the system parameters (damping coefficients and natural frequency) from measured free-vibration motion of a system that is modeled to include both subcritical viscous damping and kinetic Coulomb friction. The method applies a commercially available least-squares curve-fitting software function to fit the known solution of the equations of motion to the measured response. The method was tested through numerical simulation, and it was applied to experimental data collected from a laboratory mass-spring apparatus. The mass of this apparatus translates on linear bearings, which are the primary source of light inherent damping. Results indicate that the curve-fitting method is effective and accurate for both perfect and noisy measurements from a lightly damped mass-spring system.

무작위 데이터 근사화를 위한 유계오차 B-스플라인 근사법 (An Error-Bounded B-spline Fitting Technique to Approximate Unorganized Data)

  • 박상근
    • 한국CDE학회논문집
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    • 제17권4호
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    • pp.282-293
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    • 2012
  • This paper presents an error-bounded B-spline fitting technique to approximate unorganized data within a prescribed error tolerance. The proposed approach includes two main steps: leastsquares minimization and error-bounded approximation. A B-spline hypervolume is first described as a data representation model, which includes its mathematical definition and the data structure for implementation. Then we present the least-squares minimization technique for the generation of an approximate B-spline model from the given data set, which provides a unique solution to the problem: overdetermined, underdetermined, or ill-conditioned problem. We also explain an algorithm for the error-bounded approximation which recursively refines the initial base model obtained from the least-squares minimization until the Euclidean distance between the model and the given data is within the given error tolerance. The proposed approach is demonstrated with some examples to show its usefulness and a good possibility for various applications.

적응 쌍선형 격자필터 (II) - 최소자승 격자 알고리즘 (Adaptive Bilinear Lattice Filter(II)-Least Squares Lattice Algorithm)

  • Heung Ki Baik
    • 전자공학회논문지B
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    • 제29B권1호
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    • pp.34-42
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    • 1992
  • This paper presents two fast least-squares lattice algorithms for adaptive nonlinear filters equipped with bilinear system models. The lattice filters perform a Gram-Schmidt orthogonalization of the input data and have very good numerical properties. Furthermore, the computational complexity of the algorithms is an order of magnitude snaller than previously algorithm is an order of magnitude smaller than previously available methods. The first of the two approaches is an equation error algorithm that uses the measured desired response signal directly to comprte the adaptive filter outputs. This method is conceptually very simple`however, it will result in biased system models in the presence of measurement noise. The second approach is an approximate least-squares output error solution. In this case, the past samples of the output of the adaptive system itself are used to produce the filter output at the current time. Results of several experiments that demonstrate and compare the properties of the adaptive bilinear filters are also presented in this paper. These results indicate that the output error algorithm is less sensitive to output measurement noise than the squation error method.

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비선형 최적화 방법을 이용한 이동로봇의 주행 (Navigation of a Mobile Robot Using Nonlinear Least Squares Optimization)

  • 김곤우;차영엽
    • 전기학회논문지
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    • 제60권7호
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    • pp.1404-1409
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    • 2011
  • The fundamental research for the mobile robot navigation using the numerical optimization method is presented. We define the mobile robot navigation problem as an unconstrained optimization problem to minimize the cost function with the pose error between the goal position and the position of a mobile robot. Using the nonlinear least squares optimization method, the optimal speeds of the left and right wheels can be found as the solution of the optimization problem. Especially, the rotational speed of wheels of a mobile robot can be directly related to the overall speed of a mobile robot using the Jacobian derived from the kinematic model. It will be very useful for applying to the mobile robot navigation. The performance was evaluated using the simulation.

STOCHASTIC GRADIENT METHODS FOR L2-WASSERSTEIN LEAST SQUARES PROBLEM OF GAUSSIAN MEASURES

  • YUN, SANGWOON;SUN, XIANG;CHOI, JUNG-IL
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제25권4호
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    • pp.162-172
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    • 2021
  • This paper proposes stochastic methods to find an approximate solution for the L2-Wasserstein least squares problem of Gaussian measures. The variable for the problem is in a set of positive definite matrices. The first proposed stochastic method is a type of classical stochastic gradient methods combined with projection and the second one is a type of variance reduced methods with projection. Their global convergence are analyzed by using the framework of proximal stochastic gradient methods. The convergence of the classical stochastic gradient method combined with projection is established by using diminishing learning rate rule in which the learning rate decreases as the epoch increases but that of the variance reduced method with projection can be established by using constant learning rate. The numerical results show that the present algorithms with a proper learning rate outperforms a gradient projection method.