• 제목/요약/키워드: Least-Square Method

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TDOA 측정치를 이용한 가중치 추정방식의 QCLS 측위 방법 (An Efficient QCLS Positioning Method Using Weight Estimation for TDOA Measurements)

  • 김동혁;송승헌;박경순;성태경
    • 전자공학회논문지SC
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    • 제44권4호통권316호
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    • pp.1-7
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    • 2007
  • 지상파 측위와 같이 사용자와 센서간의 거리가 짧은 경우에는 GN (Gauss-Newton) 방법을 이용하여 구한 추정치가 발산하기도 한다. 이러한 문제점을 해결하기 위하여 TDOA (Time Difference of Arrival) 측정치에 대해서는 QCLS (Quadratic Correction Least Square) 방법이 개발되었으나 추정치의 오차가 다소 크다는 문제점을 보였다. 본 논문에서는 가중최소자승법을 도입하여 기존 QCLS 방법의 성능을 개선하는 방안을 제안하였다. 제안한 방법에서 사용하는 가중행렬이 미지변수인 사용자 위치의 함수이기 때문에 먼저 가중행렬의 추정치를 구한 후 이를 이용하여 사용자 위치 추정치를 구하는 단계별 추정 방식을 제안하였다. 컴퓨터 시뮬레이션을 통하여 제안한 방법의 성능이 기존 QCLS 방법보다 항상 우수함을 보였으며, Gauss-Newton 방법이 수렴하는 경우 두 가지 방법이 대등한 성능을 보였다.

ESPI 에서의 이상적인 위상도 추출과 필터링 방법 (Ideal Phase map Extraction Method and Filtering of Electronic Speckle Pattern Interferometry)

  • 유원재;이주성;강영준;채희창
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2001년도 춘계학술대회 논문집
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    • pp.235-238
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    • 2001
  • Deformation phase can be obtained by using Least-Square Fitting. In extraction of phase values, Least-Square Fitting is superior to usual method like as 2, 3, 4-Bucket Algorithm. That can extract almost noise-free phase and retain 2$\pi$discontinuities. But more fringe in phase map, 2$\pi$ discontinuities is destroyed when that is filtered and reconstruction of deformation is not reliable. So, we adapted Least-Square Fitting using an isotropic window in dense fringe. using Sine-Cosine filter give us perfect 2$\pi$discontinuities information. We showed the process and result of extraction of phase map and filtering in this paper.

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전자 스페클 간섭법에서의 이상적인 위상도 추출과 필터링 방법 (Ideal Phase map Extraction Method and Filtering of Electronic Speckle Pattern Interferometry)

  • 강영준;이주성;박낙규;권용기
    • 한국정밀공학회지
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    • 제19권12호
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    • pp.20-26
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    • 2002
  • Deformation phase can be obtained by using Least-Square fitting. In extraction of phase values, Least-Square Fitting is superior to usual method such as 2, 3, 4-Bucket Algorithm. That can extract almost noise-free phase and retain 2 $\pi$ discontinuities. But more fringes in phase map, 2 $\pi$ discontinuities are destroyed when that are filtered and reconstruction of deformation is not reliable. So, we adapted Least-Square fitting using an isotropic window in dense fringe. Using Sine/cosine filter give us perfect 2 $\pi$ discontinuities information. We showed the process and result of extraction of phase map and filtering in this paper.

재귀 최소자승법을 이용한 천체 망원경의 추적 오차 보정법 (Correction Method of Tracking Error for Astronomical Telescope Using Recursive Least Square Method)

  • 곽동훈;김태한;이영삼
    • 제어로봇시스템학회논문지
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    • 제18권3호
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    • pp.224-229
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    • 2012
  • In this paper, we propose a correction method for astronomical telescope using recursive least square method. There are two ways to move a telescope : equatorial operation and altazimuth operation. We must align polar axis of a equatorial telescope with the north celestial pole and adjust the horizontal axis of a altazimuth telescope exactly to match the celestial coordinate system with the telescope coordinate system. This process needs time and expertise. We can skip existing process and correct a tracking error easily by deriving the relationship of the celestial coordinate system and the telescope coordinate system using the proposed correction method. We obtain the coordinate of a celestial body in the celestial coordinate system and the telescope coordinate system and derive a transformation matrix through the obtained coordinate. We use recursive least square method to estimate the unknown parameters of a transformation matrix. Finally, we implement a telescope control system using a microprocessor and verify the performance of the correction method. Through an experiment, we show the validity of the proposed correction method.

Reexamination of Estimating Beta Coecient as a Risk Measure in CAPM

  • Phuoc, Le Tan;Kim, Kee S.;Su, Yingcai
    • The Journal of Asian Finance, Economics and Business
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    • 제5권1호
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    • pp.11-16
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    • 2018
  • This research examines the alternative ways of estimating the coefficient of non-diversifiable risk, namely beta coefficient, in Capital Asset Pricing Model (CAPM) introduced by Sharpe (1964) that is an essential element of assessing the value of diverse assets. The non-parametric methods used in this research are the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator). The Jackknife, the resampling technique, is also employed to validate the results. According to finance literature and common practices, these coecients have often been estimated using Ordinary Least Square (LS) regression method and monthly return data set. The empirical results of this research pointed out that the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) performed much better than Ordinary Least Square (LS) in terms of eciency for large-cap stocks trading actively in the United States markets. Interestingly, the empirical results also showed that daily return data would give more accurate estimation than monthly return data in both Ordinary Least Square (LS) and robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) regressions.

최소제곱법을 적용한 지적도근점측량 계산의 정확도 분석 (Accuracy Comparisons between Traditional Adjustment and Least Square Method)

  • 이종민;정완석;이사형
    • 지적과 국토정보
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    • 제45권2호
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    • pp.117-130
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    • 2015
  • 도근점측량과 같은 수평위치를 결정하는 방법 중 최소제곱법은 확률이론에 근거하여 잔차의 분산이 최소가 되는 조건을 만족하는 최확값을 산출하는 방법이다. 본 논문에서는 도선법으로 계산되는 현행 지적도근점측량의 성과와 최소제곱법을 적용한 도근점의 계산성과를 비교하고, 네트워크-RTK 측량결과와 각각의 조정방법에 대한 평균오차를 확인하였다. 실험 결과 최소제곱법이 도선법에 비해 폐합오차를 각 측점에 균등하게 배분하는 것을 확인하였으며, 네트워크-RTK 성과와의 평균오차도 도선법은 2.7cm, 최소제곱법은 2.2cm 산출되었다. 또한 과대오차가 발생한 경우 이를 확인하기 위한 방법으로 정방향 초기값과 역방향 초기값을 이용하여 수평각 과대오차를 확인할 수 있었으며, 관측된 측선거리와 계산된 측선 거리의 차이를 이용하여 거리 과대오차가 발생한 측선을 예측할 수 있었다.

비선형 최소제곱법을 이용한 점탄성 감쇠를 갖는 원통셀의 실험진동해석 (Experimental Vibration Analysis for Viscoelastically Damped Circular Cylindrical Shell Using Nonlinear Least Square Method)

  • 민천홍;박한일;배수룡
    • 한국해양공학회지
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    • 제22권3호
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    • pp.41-46
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    • 2008
  • It is a recent trend for advanced ships and submarines to incorporate composite structures with viscoelastically damping material. Much research has been done on curve-fitting techniquesto identify vibration characteristic parameters such as natural frequencies, modal damping ratios, and mode shapes of the composite structure. In this study, an advanced technique for accurately determining vibration characteristic of a circular cylindrical shell-attached viscoelastically damping material is used, based on a multi-degree of freedom (MDOF) curve-fitting method. First, an initial value is obtained by using a linear least square method. Next, using the initial value, the exact modal parameters of the composite circular cylindrical shell are obtained by using a nonlinear least square method. Results show computation time is greatly decreased and accurate results are obtained by the MDOF curve-fitting method.

고속 최소자승 점별계산법을 이용한 멀티 스케일 문제의 해석 (FCM for the Multi-Scale Problems)

  • 김도완;김용식
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2002년도 가을 학술발표회 논문집
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    • pp.599-603
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    • 2002
  • We propose a new meshfree method to be called the fast moving least square reproducing kernel collocation method(FCM). This methodology is composed of the fast moving least square reproducing kernel(FMLSRK) approximation and the point collocation scheme. Using point collocation makes the meshfree method really come true. In this paper, FCM Is shown to be a good method at least to calculate the numerical solutions governed by second order elliptic partial differential equations with geometric singularity or geometric multi-scales. To treat such problems, we use the concept of variable dilation parameter.

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최소자승법을 이용한 상보필터의 설계 (Design of Complementary Filter using Least Square Method)

  • 민형기;윤주한;김지훈;권성하;정은태
    • 제어로봇시스템학회논문지
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    • 제17권2호
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    • pp.125-130
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    • 2011
  • This paper shows a method to design complementary filter using least square. The complementary filter is one of useful filters estimating angle. The basic concept of this filter is to enhance advantages of each sensor that angle detecting using a gyroscope has good accuracy at a high frequency and an accelerometer at a low frequency. When designing complementary filter, the most commonly used method is using cut-off frequency. However, it may be not easy to obtain a cut-off frequency. This paper presents a systematic method to determine the coefficients of the complementary filter using well-known linear least squares minimizing error between estimating angle and true angle.

Research on Noise Reduction Algorithm Based on Combination of LMS Filter and Spectral Subtraction

  • Cao, Danyang;Chen, Zhixin;Gao, Xue
    • Journal of Information Processing Systems
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    • 제15권4호
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    • pp.748-764
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    • 2019
  • In order to deal with the filtering delay problem of least mean square adaptive filter noise reduction algorithm and music noise problem of spectral subtraction algorithm during the speech signal processing, we combine these two algorithms and propose one novel noise reduction method, showing a strong performance on par or even better than state of the art methods. We first use the least mean square algorithm to reduce the average intensity of noise, and then add spectral subtraction algorithm to reduce remaining noise again. Experiments prove that using the spectral subtraction again after the least mean square adaptive filter algorithm overcomes shortcomings which come from the former two algorithms. Also the novel method increases the signal-to-noise ratio of original speech data and improves the final noise reduction performance.