• Title/Summary/Keyword: Recursive Least Squares Regression Method

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

  • Lee, W.G.;Kim, K.P.
    • Journal of the Korean Society for Precision Engineering
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    • v.12 no.11
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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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    • v.8 no.5
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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.

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

  • Lee, Woo Gab;Chung, Jin Wan;Kim, Kwang Pyo
    • Journal of the Korean Society for Precision Engineering
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    • v.11 no.6
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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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    • v.19 no.2
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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
    • Proceedings of the Korean Society of Near Infrared Spectroscopy Conference
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    • 2001.06a
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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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    • v.25 no.4E
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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.

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

  • Hwang, Y.S.;Mathews, V.J.;Cha, I.W.;Youn, D.H.
    • The Journal of the Acoustical Society of Korea
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    • v.7 no.4
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    • pp.98-109
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    • 1988
  • This paper introduces an adaptive nonlinear filtering algorithm that uses the sequential regression(SER) method to update the second order Volterra filter coefficients in a recursive way. Conventionally, the SER method has been used to invert large matrices which result from direct application of Wiener filter theory to the Volterra filter. However, the algorithm proposed in this paper uses the SER approach to update the least squares solution which is derived for Gaussian input signals. In such an algorithm, the size of the matrix to be inverted is smaller than that of conventional approaches, and hence the proposed method is computationally simpler than conventional nonlinear system identification techniques. Simulation results are presented to demonstrate the performance of the proposed algorithm.

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

  • Kim, Tae-Ho;Hwang, Sung-Hye;Lee, Young-Hoon
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.253-269
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    • 2005
  • One of the basic assumptions of the regression models is that the parameter vector does not vary across sample observations. If the parameter vector is not constant for all observations in the sample, the statistical model is changed and the usual least squares estimators do not yield unbiased, consistent and efficient estimates. This study investigates the regression model with some or all parameters vary across partitions of the whole sample data when the model permits different response coefficients during unusual time periods. Since the usual test for overall homogeneity of regressions across partitions of the sample data does not explicitly identify the break points between the partitions, the testing the equality between subsets of coefficients in two or more linear regressions is generalized and combined with the test procedure to search the break point. The method is applied to find the possibility and the turning point of the structural change in the long-run unemployment rate in the usual static framework by using the regression model. The relationships between the variables included in the model are reexamined in the dynamic framework by using Vector Autoregression.