• 제목/요약/키워드: Recursive Least Squares Regression Method

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이송 물체의 질량 측정 속도 향샹 (Improvements of Mass Measurement Rate for Moving Objects)

  • Lee, W.G.;Kim, K.P.
    • 한국정밀공학회지
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    • 제12권11호
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    • pp.110-117
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    • 1995
  • This study presents and algorithm and related techniques which could satisfy the important properties of check weighers and conveyor scales. The algorithm of Recursive Least Squares Regression is applied for the weighing system simulated as a dynamic model of the second order. Using the model and the algorithm, model parameters and then the mass being weighed can be determined from the step input. The performance of the algorithm was tested on a check weigher. Discussions were extended to the development of noise reduction techniques and to the lagged introduction of objects on the moving plate. It turns out that the algorithm shows several desirable features suitable for real-time signal processing with a microcomputer, which are high precision and stability in noisy environment.

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An Innovative Application Method of Monthly Load Forecasting for Smart IEDs

  • Choi, Myeon-Song;Xiang, Ling;Lee, Seung-Jae;Kim, Tae-Wan
    • Journal of Electrical Engineering and Technology
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    • 제8권5호
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    • pp.984-990
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    • 2013
  • This paper develops a new Intelligent Electronic Device (IED), and then presents an application method of a monthly load forecasting algorithm on the smart IEDs. A Multiple Linear Regression (MLR) model implemented with Recursive Least Square (RLS) estimation is established in the algorithm. Case Study proves the accuracy and reliability of this algorithm and demonstrates the practical meanings through designed screens. The application method shows the general way to make use of IED's smart characteristics and thereby reveals a broad prospect of smart function realization in application.

이송 물체의 질령 측정 속도 및 정밀도 향상 모사 연구 (Development of Speed and Precision in the Mass Measurement of Moving Object)

  • 이우갑;정진완;김광표
    • 한국정밀공학회지
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    • 제11권6호
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    • pp.136-142
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    • 1994
  • This study presents an algorithm and related techniques which could satisfy the important properties of check weighers and conveyor scales. The algorithm of Recursive Least Squares Regression is described for te weighing system simulated as a dynamic model of the second order. Using the model and the algorithm, model parameters and then the mass being weighed can be determined from the step input. The performance of the algorithm is illustrated in digital simulation. Discussions are extended to the development of fast converging algorithm. It turns out that the algorithm shows several desirable features suitable for microcomputer assisted real-time signal processing, which are high precision and stability in noisy environment.

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Wage Determinants Analysis by Quantile Regression Tree

  • Chang, Young-Jae
    • Communications for Statistical Applications and Methods
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    • 제19권2호
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    • pp.293-301
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    • 2012
  • Quantile regression proposed by Koenker and Bassett (1978) is a statistical technique that estimates conditional quantiles. The advantage of using quantile regression is the robustness in response to large outliers compared to ordinary least squares(OLS) regression. A regression tree approach has been applied to OLS problems to fit flexible models. Loh (2002) proposed the GUIDE algorithm that has a negligible selection bias and relatively low computational cost. Quantile regression can be regarded as an analogue of OLS, therefore it can also be applied to GUIDE regression tree method. Chaudhuri and Loh (2002) proposed a nonparametric quantile regression method that blends key features of piecewise polynomial quantile regression and tree-structured regression based on adaptive recursive partitioning. Lee and Lee (2006) investigated wage determinants in the Korean labor market using the Korean Labor and Income Panel Study(KLIPS). Following Lee and Lee, we fit three kinds of quantile regression tree models to KLIPS data with respect to the quantiles, 0.05, 0.2, 0.5, 0.8, and 0.95. Among the three models, multiple linear piecewise quantile regression model forms the shortest tree structure, while the piecewise constant quantile regression model has a deeper tree structure with more terminal nodes in general. Age, gender, marriage status, and education seem to be the determinants of the wage level throughout the quantiles; in addition, education experience appears as the important determinant of the wage level in the highly paid group.

A New Calibration Method Based on the Recursive Linear Regression with Variables Selection

  • Park, Kwang-Su;Jun, Chi-Hyuck
    • 한국근적외분광분석학회:학술대회논문집
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    • 한국근적외분광분석학회 2001년도 NIR-2001
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    • pp.1241-1241
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    • 2001
  • We propose a new calibration method, which uses the linearization method for spectral responses and the repetitive adoptions of the linearization weight matrices to construct a frature. Weight matrices are estimated through multiple linear regression (or principal component regression or partial least squares) with forward variable selection. The proposed method is applied to three data sets. The first is FTIR spectral data set for FeO content from sinter process and the second is NIR spectra from trans-alkylation process having two constituent variables. The third is NIR spectra of crude oil with three physical property variables. To see the calibration performance, we compare the new method with the PLS. It is found that the new method gives a little better performance than the PLS and the calibration result is stable in spite of the collinearity among each selected spectral responses. Furthermore, doing the repetitive adoptions of linearization matrices in the proposed methods, uninformative variables are disregarded. That is, the new methods include the effect of variables subset selection, simultaneously.

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Efficient Noise Estimation for Speech Enhancement in Wavelet Packet Transform

  • Jung, Sung-Il;Yang, Sung-Il
    • The Journal of the Acoustical Society of Korea
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    • 제25권4E호
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    • pp.154-158
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    • 2006
  • In this paper, we suggest a noise estimation method for speech enhancement in nonstationary noisy environments. The proposed method consists of the following two main processes. First, in order to receive fewer affect of variable signals, a best fitting regression line is used, which is obtained by applying a least squares method to coefficient magnitudes in a node with a uniform wavelet packet transform. Next, in order to update the noise estimation efficiently, a differential forgetting factor and a correlation coefficient per subband are used, where subband is employed for applying the weighted value according to the change of signals. In particular, this method has the ability to update the noise estimation by using the estimated noise at the previous frame only, without utilizing the statistical information of long past frames and explicit nonspeech frames by voice activity detector. In objective assessments, it was observed that the performance of the proposed method was better than that of the compared (minima controlled recursive averaging, weighted average) methods. Furthermore, the method showed a reliable result even at low SNR.

이차 볼테라 시스템 인식을 위한 효율적인 적응 디지탈 필터링 알고리즘 (An Efficient Adaptive Digital Filtering Algorithm for Identification of Second Order Volterra Systems)

  • 황영수;;차일환;윤대희
    • 한국음향학회지
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    • 제7권4호
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    • pp.98-109
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    • 1988
  • 본 연구는 이차 볼테라 필터 계수를 연속적으로 변화시키기 위하여 sequential regression (SER) 방법을 이용한 적응 비선형 디지탈 필터링 알고리즘에 대하여 서술하였다. 일반적으로 SER 방법은 Wiener 필터 이론을 볼테라필터에 직접 적용시킬때 생기는 큰 행렬을 역변환시키기 위하여 사용되었다. 그러나, 본 연구에서는 입력신호가 가우시안일 경우, 최소 자승해를 구하기 위하여 SER 방법을 이용하였다. 이 알고리즘에서, 역변환시킬 행렬의 크기는 일반적 접근 방법보다 작게 되기때문에, 일반적 비선형 시스템 인식 기술보다 본 연구에서 제시한 방법의 계산량이 적다. 본 연구에서 제안한 알고리즘의 성능을 검토하기 위하여 시뮬레이션 결과를 구했다.

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실업률 변동구조의 분석과 전환점 진단 (An Analysis for the Structural Variation in the Unemployment Rate and the Test for the Turning Point)

  • 김태호;황성혜;이영훈
    • 응용통계연구
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    • 제18권2호
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    • pp.253-269
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    • 2005
  • 회귀모형의 기본가정은 추정된 계수들이 표본 내의 모든 관측값에 대해 일정하다는 것이다. 그러나 자료의 구조적 변화로 인해 모형의 추정계수 중 최소한 일부는 상이한 부분집합으로 전체 표본을 분할해야 하는 경우가 현실적으로는 흔히 존재한다. 본 연구에서는 두 회귀모형 계수들간의 동일성을 검정하는 방법을 확대${\cdot}$일반화하여 자료의 분할시점을 탐색하는 검정절차와 결합시킨 후 이를 최근 가장 큰 사회적 문제가 되고 있는 실업률의 구조변화 발생 여부와 시점을 판별하는 실증분석에 적용시켜 보았다.