• Title/Summary/Keyword: Nonlinear least square

Search Result 242, Processing Time 0.029 seconds

On the regularization with nonlinear splines

  • Chung, S.K.;Joe, S.M.
    • Communications of the Korean Mathematical Society
    • /
    • v.12 no.1
    • /
    • pp.165-176
    • /
    • 1997
  • In order to overcome computational ill-posedness which arises when we solve the least square problems, nonlinear smoothing splines are used. The existence and the convergence on nonlinear smoothing spline are shown with numerical experiments.

  • PDF

Asymmetric Least Squares Estimation for A Nonlinear Time Series Regression Model

  • Kim, Tae Soo;Kim, Hae Kyoung;Yoon, Jin Hee
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.3
    • /
    • pp.633-641
    • /
    • 2001
  • The least squares method is usually applied when estimating the parameters in the regression models. However the least square estimator is not very efficient when the distribution of the error is skewed. In this paper, we propose the asymmetric least square estimator for a particular nonlinear time series regression model, and give the simple and practical sufficient conditions for the strong consistency of the estimators.

  • PDF

Algorithms for bivariate time series modeling in small size computers (2변수 시계열 모델 산출을 위한 소형컴퓨터용 알고리즘)

  • 김광준;문인혁;박병호
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1986.10a
    • /
    • pp.108-112
    • /
    • 1986
  • Several algorithms for bivariate time series modeling are reviewed : linear least square, nonlinear least squares, generalized least square, and multi-stage least square methods. Estimation results of simulated data by the above methods are discussed.

  • PDF

A Least Squares Iterative Method For Solving Nonlinear Programming Problems With Equality Constraints

  • Sok Yong U.
    • Journal of the military operations research society of Korea
    • /
    • v.13 no.1
    • /
    • pp.91-100
    • /
    • 1987
  • This paper deals with an algorithm for solving nonlinear programming problems with equality constraints. Nonlinear programming problems are transformed into a square sums of nonlinear functions by the Lagrangian multiplier method. And an iteration method minimizing this square sums is suggested and then an algorithm is proposed. Also theoretical basis of the algorithm is presented.

  • PDF

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

  • Min, Cheon-Hong;Park, Han-Il;Bae, Soo-Ryong
    • Journal of Ocean Engineering and Technology
    • /
    • v.22 no.3
    • /
    • pp.41-46
    • /
    • 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.

On Parameter Estimation of Growth Curves for Technological Forecasting by Using Non-linear Least Squares

  • Ko, Young-Hyun;Hong, Seung-Pyo;Jun, Chi-Hyuck
    • Management Science and Financial Engineering
    • /
    • v.14 no.2
    • /
    • pp.89-104
    • /
    • 2008
  • Growth curves including Bass, Logistic and Gompertz functions are widely used in forecasting the market demand. Nonlinear least square method is often adopted for estimating the model parameters but it is difficult to set up the starting value for each parameter. If a wrong starting point is selected, the result may lead to erroneous forecasts. This paper proposes a method of selecting starting values for model parameters in estimating some growth curves by nonlinear least square method through grid search and transformation into linear regression model. Resealing the market data using the national economic index makes it possible to figure out the range of parameters and to utilize the grid search method. Application to some real data is also included, where the performance of our method is demonstrated.

Nonlinear Dynamic Characteristics of an Automobile Damper (자동차용 댐퍼의 비선형 동특성)

  • Cho, Sung-Jin;Jeon, Kwang-Ki;Choi, Sung-Jin;Choi, Gyoo-Jae;Choi, Yeon-Sun
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
    • /
    • 2005.05a
    • /
    • pp.873-876
    • /
    • 2005
  • The nonlinear characteristics of a damper is directly related to the car behavior and performance, both for handling and comfort. So considering the nonlinear characteristics of a damper such as hysteresis is important to analyze the dynamic characteristics of a car suspension. In this study, a mathematical nonlinear dynamic damper model based on experimental data is devised to estimate the nonlinear parameters of a NEW EF-SONATA damper using the least square method. The devised nonlinear dynamic damper model is used to analyze the reaction force of a NEW EF-SONATA suspension using ADAMS. The simulation results are good agreement with the experimental data than those of the linear model.

  • PDF

A Nonlinear Filtered-X LMS Algorithm for the Nonlinear Compensation of the Secondary Path in Active Noise Control (능동 소음 제어 시스템의 2차 경로 비선형 특성을 보상하기 위한 적응 비선형 Filtered-X Least Mean Square (FX-LMS) 알고리듬)

  • Jeong, I.S.;Kim, D.H.;Nam, S.W.
    • Proceedings of the KIEE Conference
    • /
    • 2004.11c
    • /
    • pp.565-567
    • /
    • 2004
  • In active noise control (ANC) systems, the convergence behavior of the conventional Filtered-X Least Mean Square (FXLMS) algorithm may be affected by nonlinear distortions in the secondary path (e.g., in the power amplifiers, loudspeakers, transducers, etc.), which may lead to degradation of the error-reduction performance of the ANC systems. In this paper, a stable FXLMS algorithm with fast convergence is proposed to compensate for undesirable nonlinear distortions in the secondary-path of ANC systems by employing the Volterra filtering approach. In particular, the proposed approach is based on the utilization of the conventional P-th order inverse approach to nonlinearity compensation in the secondary path of ANC systems. Finally, the simulation results showed that the proposed approach yields a better convergence behavior In the nonlinear ANC systems than the conventional FXLMS.

  • PDF

Nonlinear Acoustic Echo Suppressor based on Volterra Filter using Least Squares (Least Squares 기반의 Volterra Filter를 이용한 비선형 반향신호 억제기)

  • Park, Jihwan;Lee, Bong-Ki;Chang, Joon-Hyuk
    • Journal of the Institute of Electronics and Information Engineers
    • /
    • v.50 no.12
    • /
    • pp.205-209
    • /
    • 2013
  • A conventional acoustic echo suppressor (AES) considering only room impulse response between a loudspeaker and a microphone eliminates acoustic echo from the microphone input. However, in a nonlinear acoustic echo environment, the conventional AES degraded because of a nonlinearity of the loudspeaker. In this paper, we adopt AES based on the frequency-domain second-order Volterra filter using Least Square method. For comparing performances, we conduct objective tests including Echo Return Loss Enhancement (ERLE) and Speech Attenuation (SA). The proposed algorithm shows better performance than the conventional in both linear and nonlinear acoustic echo environments.