• Title/Summary/Keyword: Orthogonalization

Search Result 63, Processing Time 0.024 seconds

A Study on the Modified RLS Algorithm Using Orthogonal Input Vectors (직교 입력 벡터를 이용하는 수정된 RLS 알고리즘에 관한 연구)

  • Ahn, Bong Man;Kim, Kwang Woong;Ahn, Hyun Gyu;Han, Byoung Sung
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
    • /
    • v.32 no.1
    • /
    • pp.13-19
    • /
    • 2019
  • This paper proposes an easy algorithm for finding tapped-delay-line (TDL) filter coefficients in an adaptive filter algorithm using orthogonal input signals. The proposed algorithm can be used to obtain the coefficients and errors of a TDL filter without using an inverse orthogonalization process for the orthogonal input signals. The form of the proposed algorithm in this paper has the advantages of being easy to use and similar to the familiar recursive least-squares (RLS) algorithm. In order to evaluate the proposed algorithm, system identification simulation of the $11^{th}$-order finite-impulse-response (FIR) filter was performed. It is shown that the convergence characteristics of the learning curve and the tracking ability of the coefficient vectors are similar to those of the conventional RLS analysis. Also, the derived equations and computer simulation results ensure that the proposed algorithm can be used in a similar manner to the Levinson-Durbin algorithm.

The Impact of Training and Employee Benefits Expense on Business Performance -Focused on KONEX Enterprises- (교육훈련비와 복리후생비가 기업의 경영성과에 미치는 영향 -KONEX 기업을 중심으로-)

  • Kim, Jeong-Woo;Kim, Joo-Cheol
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.18 no.5
    • /
    • pp.571-580
    • /
    • 2017
  • Since the KONEX market was launched in 2013, many studies of the market have focused on policy reports and management of the market. In this study, we analyzed the impact of training and employee benefits expenses on business performance in the KONEX market in comparison with firms in the KOSDAQ 100. The expenses associated with employee training and benefits can have an overlapping power when explaining the business performance. To determine the net effect of each variable on business performance, we used regression by successive orthogonalization. The training and the employee benefits expenses in both markets showed a positive effect on business performance. However, in the KONEX market, we found that the lag effect of training expense to business performance was relatively smaller than in the KOSDAQ 100. This difference may be related to problems such as short continuous service and frequent turnover of SMEs in Korea, and implies that overall human resource management should be implemented to increase the efficiency of training expenses.

On-Line Identification Algorithm for Unknown Linear MIMO Systems (미지의 선형 MIMO 시스템에 대한 On-Line 모델링 알고리즘)

  • 최수일;김병국
    • Journal of the Korean Institute of Telematics and Electronics B
    • /
    • v.31B no.7
    • /
    • pp.58-65
    • /
    • 1994
  • A recursive on-line algorithm for orthogonal ARMA identification is proposed for linear MIMO systems with unknown parameters time delay and order. This algorithm is based on the Gram-Schmidt orthogonalization of basis functions, and extended to a recursiveform by using new functions of two dimensional autocorrelations and crosscorrelations of inputs and outputs. This proposed algorithm can also cope with slowly time-varying or order-varying systems. Various simulations reveal the performance of the algorithm.

  • PDF

On-line identification algorithm for unknown linear MIMO systems (미지의 선형 MIMO 시스템에 대한 On-line 모델링 알고리즘)

  • 최수일;김병국
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1993.10a
    • /
    • pp.58-63
    • /
    • 1993
  • A recursive on-line algorithm with orthogonal ARMA identification is proposed for linear MIMO systems with unknown parameters, time delay, and order. This algorithm is based on the Gram-Schmidt orthogonalization of basis functions, and extended to a recursive form by using new functions of two dimensional autocorrelations and cross-correlations of inputs and outputs. The proposed algorithm can also cope with slowly time-varying or order-varying systems. Various simulations reveal the performance of the algorithm.

  • PDF

Real-time recursive identification of unknown linear systems (미지의 선형 시스템에 대한 실시감 회귀 모델링)

  • 최수일;김병국
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1992.10a
    • /
    • pp.548-553
    • /
    • 1992
  • In this paper and recursive version of orthogonal ARMA identification algorithm is proposed. The basic algorithm is based on Gram-Schmidt orthogonalization of automatically selected basis functions from specified function space, but does not require explicit creation of orthogonal functions. By using two dimensional autocorrelations and crosscorrelations of input and output with constant data length, identification algorithm is extended to cope slowly time-varying or order-varying delayed system.

  • PDF

On-Line Identification Algorithm of Unknown Linear Systems (미지의 선형 시스템에 대한 On-Line 모델링 알고리즘)

  • 최수일;김병국
    • Journal of the Korean Institute of Telematics and Electronics B
    • /
    • v.31B no.4
    • /
    • pp.48-54
    • /
    • 1994
  • A recursive on-line algorithm with orthogonal ARMA identification is proposed for linear systems with unkonwn time delay, order, and parameters. The algorithm is based on the Gram-Schmidt orthogonalization of basis functions, and extendedto recursive form by using two dimensional autocorrelations and crosscorrelations of input and output with constant data length. The proposed algorith can cope with slowly time-varying or order-varying delayed system. Various simulations reveal the performance of the algorithm.

  • PDF

New EM algorithm for Principal Component Analysis (주성분 분석을 위한 새로운 EM 알고리듬)

  • 안종훈;오종훈
    • Proceedings of the Korean Information Science Society Conference
    • /
    • 2001.04b
    • /
    • pp.529-531
    • /
    • 2001
  • We present an expectation-maximization algorithm for principal component analysis via orthogonalization. The algorithm finds actual principal components, whereas previously proposed EM algorithms can only find principal subspace. New algorithm is simple and more efficient thant probabilistic PCA specially in noiseless cases. Conventional PCA needs computation of inverse of the covariance matrices, which makes the algorithm prohibitively expensive when the dimensions of data space is large. This EM algorithm is very powerful for high dimensional data when only a few principal components are needed.

  • PDF

On the Fitting ANOVA Models to Unbalanced Data

  • Jong-Tae Park;Jae-Heon Lee;Byung-Chun Kim
    • Communications for Statistical Applications and Methods
    • /
    • v.2 no.1
    • /
    • pp.48-54
    • /
    • 1995
  • A direct method for fitting analysis-of-variance models to unbalanced data is presented. This method exploits sparsity and rank deficiency of the matrix and is based on Gram-Schmidt orthogonalization of a set of sparse columns of the model matrix. The computational algorithm of the sum of squares for testing estmable hyphotheses is given.

  • PDF

A Least Squares Approach to Escalator Algorithms for Adaptive Filtering

  • Kim, Nam-Yong
    • ETRI Journal
    • /
    • v.28 no.2
    • /
    • pp.155-161
    • /
    • 2006
  • In this paper, we introduce an escalator (ESC) algorithm based on the least squares (LS) criterion. The proposed algorithm is relatively insensitive to the eigenvalue spread ratio (ESR) of an input signal and has a faster convergence speed than the conventional ESC algorithms. This algorithm exploits the fast adaptation ability of least squares methods and the orthogonalization property of the ESC structure. From the simulation results, the proposed algorithm shows superior convergence performance.

  • PDF

Adaptive Bilinear Lattice Filter(I)-Bilinear Lattice Structure (적응 쌍선형 격자필터(I) - 쌍선형 격자구조)

  • Heung Ki Baik
    • Journal of the Korean Institute of Telematics and Electronics B
    • /
    • v.29B no.1
    • /
    • pp.26-33
    • /
    • 1992
  • This paper presents lattice structure of bilinear filter and the conversion equations from lattice parameters to direct-form parameters. Billnear models are attractive for adaptive filtering applications because they can approximate a large class of nonlinear systems adequately, and usually with considerable parsimony in the number of coefficients required. The lattice filter formulation transforms the nonlinear filtering problem into an equivalent multichannel linear filtering problem and then uses multichannel lattice filtering algorithms to solve the nonlinear filtering problem. The lattice filters perform a Gram-Schmidt orthogonalization of the input data and have very good easily extended to more general nonlinear output feedback structures.

  • PDF