• 제목/요약/키워드: Nonlinear least square

검색결과 242건 처리시간 0.03초

On the regularization with nonlinear splines

  • Chung, S.K.;Joe, S.M.
    • 대한수학회논문집
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    • 제12권1호
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    • pp.165-176
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    • 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.

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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
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    • 제8권3호
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    • pp.633-641
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    • 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.

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

  • 김광준;문인혁;박병호
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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    • pp.108-112
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    • 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.

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

  • Sok Yong U.
    • 한국국방경영분석학회지
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    • 제13권1호
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    • pp.91-100
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    • 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.

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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.

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
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    • 제14권2호
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    • pp.89-104
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    • 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.

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

  • 조성진;전광기;최성진;최규재;최연선
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2005년도 춘계학술대회논문집
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    • pp.873-876
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    • 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.

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

  • 정인석;김덕호;남상원
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2004년도 학술대회 논문집 정보 및 제어부문
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    • pp.565-567
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    • 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.

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

  • 박지환;이봉기;장준혁
    • 전자공학회논문지
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    • 제50권12호
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    • pp.205-209
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    • 2013
  • 기존의 반향신호 억제기는 스피커와 마이크 사이의 선형 관계만을 고려하여, 마이크로 입력된 신호로 부터 반향신호를 억제한다. 하지만 실제적으로 스피커는 비선형성을 가지고 있으며, 이 때문에 기존의 반향신호 억제기는 비선형 반향신호 환경에서 그 성능이 저하된다. 본 논문에서는 스피커의 비선형성을 모델링하기에 적합한 주파수영역상의 Least square 방식의 Volterra filter를 적용한 비선형 반향신호 억제기를 제안하였다. 객관적 성능평가 방법인 Echo Return Loss Enhancement (ERLE)와 Speech Attenuation(SA)를 도입하여 제안된 알고리즘의 성능 검증에 사용하였다. 제안된 알고리즘이 기존의 반향신호 억제기보다 선형 및 비선형 반향 신호 환경에서 우수한 성능을 보이는 것을 확인하였다.