• Title/Summary/Keyword: Least-squared-based 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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A Method for Screening Product Design Variables for Building A Usability Model : Genetic Algorithm Approach (사용편의성 모델수립을 위한 제품 설계 변수의 선별방법 : 유전자 알고리즘 접근방법)

  • Yang, Hui-Cheol;Han, Seong-Ho
    • Journal of the Ergonomics Society of Korea
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    • v.20 no.1
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    • pp.45-62
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    • 2001
  • This study suggests a genetic algorithm-based partial least squares (GA-based PLS) method to select the design variables for building a usability model. The GA-based PLS uses a genetic algorithm to minimize the root-mean-squared error of a partial least square regression model. A multiple linear regression method is applied to build a usability model that contains the variables seleded by the GA-based PLS. The performance of the usability model turned out to be generally better than that of the previous usability models using other variable selection methods such as expert rating, principal component analysis, cluster analysis, and partial least squares. Furthermore, the model performance was drastically improved by supplementing the category type variables selected by the GA-based PLS in the usability model. It is recommended that the GA-based PLS be applied to the variable selection for developing a usability model.

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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.

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.

Incremental Linear Discriminant Analysis for Streaming Data Using the Minimum Squared Error Solution (스트리밍 데이터에 대한 최소제곱오차해를 통한 점층적 선형 판별 분석 기법)

  • Lee, Gyeong-Hoon;Park, Cheong Hee
    • Journal of KIISE
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    • v.45 no.1
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    • pp.69-75
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    • 2018
  • In the streaming data where data samples arrive sequentially in time, it is difficult to apply the dimension reduction method based on batch learning. Therefore an incremental dimension reduction method for the application to streaming data has been studied. In this paper, we propose an incremental linear discriminant analysis method using the least squared error solution. Instead of computing scatter matrices directly, the proposed method incrementally updates the projective direction for dimension reduction by using the information of a new incoming sample. The experimental results demonstrate that the proposed method is more efficient compared with previously proposed incremental dimension reduction methods.

Stationary Emitter Geolocation Based on NLSE Using LOBs Considering the Earth's Curvature (지구 곡률이 고려된 LOB를 이용하는 NLSE 기반의 고정형 신호원 위치추정)

  • Park, Byungkoo;Kim, Sangwon;Ahn, Jaemin;Kim, Youngmin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.42 no.3
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    • pp.661-672
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    • 2017
  • This paper introduces the NLSE(Nonlinear Least Squared Estimator) using curved LOBs(Line Of Bearings) considering the earth curvature based on sphere to avoid the map conversion distortion and minimize the estimation error. This paper suggests a method improving a performance of the NLSE using curved LOBs by using an ellipsoid model. The analysis of the simulation results shows that the NLSE using curved LOBs has better performance than the conventional triangulation method and can improve its performance using a suggested method.

Determination of Probable Rainfall Intensity Formulas for Designing Storm Sewer Systems at Incheon District (우수거 설계를 위한 인천지방에서의 확률강우강도식의 산정)

  • Ahn, Tae-Jin;Kim, Kyung-Sub
    • Journal of Korean Society of Water and Wastewater
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    • v.12 no.3
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    • pp.99-106
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    • 1998
  • This paper presents a procedure for determining the design rainfall depth and the design rainfall intensity at Incheon city area in Korea. In this study the eight probability distributions are considered to estimate the probable rainfall depths for 11 different durations. The Kolmogorov - Smirnov test and the Chi-square test are adopted to test each distribution. The probable rainfall intensity formulas are then determined by i) the least squares (LS) method, ii) the least median squares (LMS) method, iii) the reweighted least squares method based on the LMS (RLS), and iv) the constrained regression (CR) model. The Talbot, the Sherman, the Japanese, and the Unified type are considered to determine the best type for the Incheon station. The root mean squared (RMS) errors are computed to test the formulas derived by four methods. It is found that the Unified type is the most reliable and that all methods presented herein are acceptable for determining the coefficients of rainfall intensity formulas from an engineering point of view.

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Local Minimum Problem of the ILS Method for Localizing the Nodes in the Wireless Sensor Network and the Clue (무선센서네트워크에서 노드의 위치추정을 위한 반복최소자승법의 지역최소 문제점 및 이에 대한 해결책)

  • Cho, Seong-Yun
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.10
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    • pp.1059-1066
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    • 2011
  • This paper makes a close inquiry into ill-conditioning that may be occurred in wireless localization of the sensor nodes based on network signals in the wireless sensor network and provides the clue for solving the problem. In order to estimate the location of a node based on the range information calculated using the signal propagation time, LS (Least Squares) method is usually used. The LS method estimates the solution that makes the squared estimation error minimal. When a nonlinear function is used for the wireless localization, ILS (Iterative Least Squares) method is used. The ILS method process the LS method iteratively after linearizing the nonlinear function at the initial nominal point. This method, however, has a problem that the final solution may converge into a LM (Local Minimum) instead of a GM (Global Minimum) according to the deployment of the fixed nodes and the initial nominal point. The conditions that cause the problem are explained and an adaptive method is presented to solve it, in this paper. It can be expected that the stable location solution can be provided in implementation of the wireless localization methods based on the results of this paper.