• Title/Summary/Keyword: Robust least squares estimation

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Robust Estimation of Camera Motion Using A Local Phase Based Affine Model (국소적 위상기반 어파인 모델을 이용한 강인한 카메라 움직임 추정)

  • Jang, Suk-Yoon;Yoon, Chang-Yong;Park, Mig-Non
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.46 no.1
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    • pp.128-135
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    • 2009
  • Techniques for tracking the same region of physical space with the temporal sequences of images by matching the contours of constant phase show robust and stable performance in relative to the tracking techniques using or assuming the constant intensity. Using this property, we describe an algorithm for obtaining the robust motion parameters caused by the global camera motion. First, we obtain the optical flow based on the phase of spacially filtered sequential images on the region in a direction orthogonal to orientation of each component of gabor filter bank. And then, we apply the least squares method to the optical flow to determine the affine motion parameters. We demonstrate hat proposed method can be applied to the vision based pointing device which estimate its motion using the image including the display device which cause lighting condition varieties and noise.

FDI Spillover Effects on the Productivity of the Indian Pharmaceutical Industry: Panel Data Evidence

  • DESAI, Guruprasad;SRINIVASAN, Palamalai;GOWDA, Anil B
    • The Journal of Asian Finance, Economics and Business
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    • v.9 no.8
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    • pp.109-121
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    • 2022
  • The study empirically examines the horizontal spillover effects of foreign direct investment (FDI) on the productivity of Indian pharmaceutical firms. Robust least squares and the Generalized Method of Moments estimators are applied for the firm-level panel data of Indian pharmaceutical companies whose shares were traded on the National Stock Exchange (NSE) and Bombay Stock Exchange (BSE). The information was collected from the Centre for Monitoring Indian Economy (CMIE) Prowess database from 2015 to 2019. Based on the regularity in data availability, the sample firms are limited to 112 companies, 100 of which are domestic firms and 12 international firms. Firms with more than 10 percent foreign equity are classified as FDI firms, while those with less than that are classified as domestic firms. Estimation results show that foreign ownership does not contribute to the productivity of domestic firms. Due to increased competition, the Indian pharmaceutical companies with foreign equity participation are not more productive than local ones. Moreover, the findings reveal a negative and insignificant horizontal spillover effect from FDI on the productivity of domestic enterprises. The absence of horizontal spillovers may be attributable to foreign enterprises' ability to prevent technological outflow to competitors in the same industry.

Doubly-robust Q-estimation in observational studies with high-dimensional covariates (고차원 관측자료에서의 Q-학습 모형에 대한 이중강건성 연구)

  • Lee, Hyobeen;Kim, Yeji;Cho, Hyungjun;Choi, Sangbum
    • The Korean Journal of Applied Statistics
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    • v.34 no.3
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    • pp.309-327
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    • 2021
  • Dynamic treatment regimes (DTRs) are decision-making rules designed to provide personalized treatment to individuals in multi-stage randomized trials. Unlike classical methods, in which all individuals are prescribed the same type of treatment, DTRs prescribe patient-tailored treatments which take into account individual characteristics that may change over time. The Q-learning method, one of regression-based algorithms to figure out optimal treatment rules, becomes more popular as it can be easily implemented. However, the performance of the Q-learning algorithm heavily relies on the correct specification of the Q-function for response, especially in observational studies. In this article, we examine a number of double-robust weighted least-squares estimating methods for Q-learning in high-dimensional settings, where treatment models for propensity score and penalization for sparse estimation are also investigated. We further consider flexible ensemble machine learning methods for the treatment model to achieve double-robustness, so that optimal decision rule can be correctly estimated as long as at least one of the outcome model or treatment model is correct. Extensive simulation studies show that the proposed methods work well with practical sample sizes. The practical utility of the proposed methods is proven with real data example.

Particle Filter SLAM for Indoor Navigation of a Mobile Robot Using Ultrasonic Beacons (초음파 비이컨을 사용한 이동로봇 실내 주행용 파티클 필터 SLAM)

  • Kim, Tae-Gyun;Ko, Nak-Yong;Noh, Sung-Woo
    • The Journal of the Korea institute of electronic communication sciences
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    • v.7 no.2
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    • pp.391-399
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    • 2012
  • This paper proposes a particle filter approach for SLAM(Simultaneous Localization and Mapping) of a mobile robot. The SLAM denotes estimation of both the robot location and map while the robot navigates in an unknown environment without map. The proposed method estimates robot location simultaneously with the locations of the ultrasonic beacons which constitute landmarks for navigation. The particle filter method represents the locations of the robot and landmarks in probabilistic manner by the distribution of particles. The method takes care of the uncertainty of the landmarks' location as well as that of the robot motion. Therefore, the locations of the landmarks are updated including uncertainty at every sampling time. Performance of the proposed method is verified through simulation and experiments. The method yields practically useful mapping information even if the range data from the landmarks include random noise. Also, it provides more accurate and robust estimation of the robot location than the usual least squares methods or dead-reckoning method.

Estimation of kerosene demand function using time series data (시계열 자료를 이용한 등유수요함수 추정)

  • Jeong, Dong-Won;Hwang, Byoung-Soh;Yoo, Seung-Hoon
    • Journal of Energy Engineering
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    • v.22 no.3
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    • pp.245-249
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    • 2013
  • This paper attempts to estimate the kerosene demand function in Korea over the period 1981-2012. As the kerosene demand function provides us information on the pattern of consumer's kerosene consumption, it can be usefully utilized in predicting the impact of policy variables such as kerosene price and forecasting the demand for kerosene. We apply least absolute deviations and least median squares estimation methods as a robust approach to estimating the parameters of the kerosene demand function. The results show that short-run price and income elasticities of the kerosene demand are estimated to be -0.468 and 0.409, respectively. They are statisitically significant at the 1% level. The short-run price and income elasticities portray that demand for kerosene is price- and income-inelastic. This implies that the kerosene is indispensable goods to human-being's life, thus the kerosene demand would not be promptly adjusted to responding to price and/or income change. However, long-run price and income elasticities reveal that the demand for kerosene is price- and income-elastic in the long-run.

An Indoor Localization Algorithm of UWB and INS Fusion based on Hypothesis Testing

  • Long Cheng;Yuanyuan Shi;Chen Cui;Yuqing Zhou
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.18 no.5
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    • pp.1317-1340
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    • 2024
  • With the rapid development of information technology, people's demands on precise indoor positioning are increasing. Wireless sensor network, as the most commonly used indoor positioning sensor, performs a vital part for precise indoor positioning. However, in indoor positioning, obstacles and other uncontrollable factors make the localization precision not very accurate. Ultra-wide band (UWB) can achieve high precision centimeter-level positioning capability. Inertial navigation system (INS), which is a totally independent system of guidance, has high positioning accuracy. The combination of UWB and INS can not only decrease the impact of non-line-of-sight (NLOS) on localization, but also solve the accumulated error problem of inertial navigation system. In the paper, a fused UWB and INS positioning method is presented. The UWB data is firstly clustered using the Fuzzy C-means (FCM). And the Z hypothesis testing is proposed to determine whether there is a NLOS distance on a link where a beacon node is located. If there is, then the beacon node is removed, and conversely used to localize the mobile node using Least Squares localization. When the number of remaining beacon nodes is less than three, a robust extended Kalman filter with M-estimation would be utilized for localizing mobile nodes. The UWB is merged with the INS data by using the extended Kalman filter to acquire the final location estimate. Simulation and experimental results indicate that the proposed method has superior localization precision in comparison with the current algorithms.

Robust 3-D Motion Estimation Based on Stereo Vision and Kalman Filtering (스테레오 시각과 Kalman 필터링을 이용한 강인한 3차원 운동추정)

  • 계영철
    • Journal of Broadcast Engineering
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    • v.1 no.2
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    • pp.176-187
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    • 1996
  • This paper deals with the accurate estimation of 3- D pose (position and orientation) of a moving object with reference to the world frame (or robot base frame), based on a sequence of stereo images taken by cameras mounted on the end - effector of a robot manipulator. This work is an extension of the previous work[1]. Emphasis is given to the 3-D pose estimation relative to the world (or robot base) frame under the presence of not only the measurement noise in 2 - D images[ 1] but also the camera position errors due to the random noise involved in joint angles of a robot manipulator. To this end, a new set of discrete linear Kalman filter equations is derived, based on the following: 1) the orientation error of the object frame due to measurement noise in 2 - D images is modeled with reference to the camera frame by analyzing the noise propagation through 3- D reconstruction; 2) an extended Jacobian matrix is formulated by combining the result of 1) and the orientation error of the end-effector frame due to joint angle errors through robot differential kinematics; and 3) the rotational motion of an object, which is nonlinear in nature, is linearized based on quaternions. Motion parameters are computed from the estimated quaternions based on the iterated least-squares method. Simulation results show the significant reduction of estimation errors and also demonstrate an accurate convergence of the actual motion parameters to the true values.

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Empirical Modeling for Cache Miss Rates in Multiprocessors (다중 프로세서에서의 캐시접근 실패율을 위한 경험적 모델링)

  • Lee, Kang-Woo;Yang, Gi-Joo;Park, Choon-Shik
    • Journal of KIISE:Computer Systems and Theory
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    • v.33 no.1_2
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    • pp.15-34
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    • 2006
  • This paper introduces an empirical modeling technique. This technique uses a set of sample results which are collected from a few small scale simulations. Empirical models are developed by applying a couple of statistical estimation techniques to these samples. We built two types of models for cache miss rates in Symmetric Multiprocessor systems. One is for the changes of input data set size while the specification of target system is fixed. The other is for the changes of the number of processors in target system while the input data set size is fixed. To develop accurate models, we built individual model for every kind of cache misses for each shared data structure in a program. The final model is then obtained by integrating them. Besides, combined use of Least Mean Squares and Robust Estimations enhances the quality of models by minimizing the distortion due to outliers. Empirical modeling technique produces extremely accurate models without analysis on sample data. In addition, since only snail scale simulations are necessary, once a set of samples can be collected, empirical method can be adopted in any research areas. In 17 cases among 24 trials, empirical models present extremely low prediction errors below $1\%$. In the remaining cases, the accuracy is excellent, as well. The models sustain high quality even when the behavioral characteristics of programs are irregular and the number of samples are barely enough.

Multiple Linear Analysis for Generating Parametric Images of Irreversible Radiotracer (비가역 방사성추적자 파라메터 영상을 위한 다중선형분석법)

  • Kim, Su-Jin;Lee, Jae-Sung;Lee, Won-Woo;Kim, Yu-Kyeong;Jang, Sung-June;Son, Kyu-Ri;Kim, Hyo-Cheol;Chung, Jin-Wook;Lee, Dong-Soo
    • Nuclear Medicine and Molecular Imaging
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    • v.41 no.4
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    • pp.317-325
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    • 2007
  • Purpose: Biological parameters can be quantified using dynamic PET data with compartment modeling and Nonlinear Least Square (NLS) estimation. However, the generation of parametric images using the NLS is not appropriate because of the initial value problem and excessive computation time. In irreversible model, Patlak graphical analysis (PGA) has been commonly used as an alternative to the NLS method. In PGA, however, the start time ($t^*$, time where linear phase starts) has to be determined. In this study, we suggest a new Multiple Linear Analysis for irreversible radiotracer (MLAIR) to estimate fluoride bone influx rate (Ki). Methods: $[^{18}F]Fluoride$ dynamic PET scans was acquired for 60 min in three normal mini-pigs. The plasma input curve was derived using blood sampling from the femoral artery. Tissue time-activity curves were measured by drawing region of interests (ROls) on the femur head, vertebra, and muscle. Parametric images of Ki were generated using MLAIR and PGA methods. Result: In ROI analysis, estimated Ki values using MLAIR and PGA method was slightly higher than those of NLS, but the results of MLAIR and PGA were equivalent. Patlak slopes (Ki) were changed with different $t^*$ in low uptake region. Compared with PGA, the quality of parametric image was considerably improved using new method. Conclusion: The results showed that the MLAIR was efficient and robust method for the generation of Ki parametric image from $[^{18}F]Fluoride$ PET. It will be also a good alternative to PGA for the radiotracers with irreversible three compartment model.