• Title/Summary/Keyword: Subspace-based methods

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Optimization of Random Subspace Ensemble for Bankruptcy Prediction (재무부실화 예측을 위한 랜덤 서브스페이스 앙상블 모형의 최적화)

  • Min, Sung-Hwan
    • Journal of Information Technology Services
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    • v.14 no.4
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    • pp.121-135
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    • 2015
  • Ensemble classification is to utilize multiple classifiers instead of using a single classifier. Recently ensemble classifiers have attracted much attention in data mining community. Ensemble learning techniques has been proved to be very useful for improving the prediction accuracy. Bagging, boosting and random subspace are the most popular ensemble methods. In random subspace, each base classifier is trained on a randomly chosen feature subspace of the original feature space. The outputs of different base classifiers are aggregated together usually by a simple majority vote. In this study, we applied the random subspace method to the bankruptcy problem. Moreover, we proposed a method for optimizing the random subspace ensemble. The genetic algorithm was used to optimize classifier subset of random subspace ensemble for bankruptcy prediction. This paper applied the proposed genetic algorithm based random subspace ensemble model to the bankruptcy prediction problem using a real data set and compared it with other models. Experimental results showed the proposed model outperformed the other models.

Mixed Model Reduction to Improve Steady-State Behaviour of RLC Circuits

  • Lee, Won-Kyu;Victor Sreeram
    • 제어로봇시스템학회:학술대회논문집
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    • 2002.10a
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    • pp.75.1-75
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    • 2002
  • Several model order reduction methods for large RLC circuits have been developed in the last few years. Krylop subspace based methods are extremely effective for generating the low order models of large system but there is no optimal theory for the resulting models. Alternatively, methods based truncated balanced realization have an optimality property but are too computationally expensive to use on complicated problems such as large RLC circuits. In this paper, we present a method for improving time domain response of reduced order RLC circuits. The method used here is based on combing Krylop subspace based method and truncated balanced realization method plus residualization. The metho...

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Correlation Matrix Generation Technique with High Robustness for Subspace-based DoA Estimation (부공간 기반 도래각 추정을 위한 높은 강건성을 지닌 상관행렬 생성 기법)

  • Byeon, BuKeun
    • Journal of Advanced Navigation Technology
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    • v.26 no.3
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    • pp.166-171
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    • 2022
  • In this paper, we propose an algorithm to improve DoA(direction of arrival) estimation performance of the subspace-based method by generating high robustness correlation matrix of the signals incident on the uniformly linear array antenna. The existing subspace-based DoA estimation method estimates the DoA by obtaining a correlation matrix and dividing it into a signal subspace and a noise subspace. However, the component of the correlation matrix obtained from the low SNR and small number of snapshots inaccurately estimates the signal subspace due to the noise component of the antenna, thereby degrading the DoA estimation performance. Therefore a robust correlation matrix is generated by arranging virtual signal vectors obtained from the existing correlation matrix in a sliding manner. As a result of simulation using MUSIC and ESPRIT, which are representative subspace-based methods,, the computational complexity increased by less than 2.5% compared to the existing correlation matrix, but both MUSIC and ESPRIT based on RMSE 1° showed superior DoA estimation performance with an SNR of 3dB or more.

Signal-Subspace-Based Simple Adaptive Array and Performance Analysis (신호 부공간에 기초한 간단한 적응 어레이 및 성능분석)

  • Choi, Yang-Ho
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.47 no.6
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    • pp.162-170
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    • 2010
  • Adaptive arrays reject interferences while preserving the desired signal, exploiting a priori information on its arrival angle. Subspace-based adaptive arrays, which adjust their weight vectors in the signal subspace, have the advantages of fast convergence and robustness to steering vector errors, as compared with the ones in the full dimensional space. However, the complexity of theses subspace-based methods is high because the eigendecomposition of the covariance matrix is required. In this paper, we present a simple subspace-based method based on the PASTd (projection approximation subspace tracking with deflation). The orignal PASTd algorithm is modified such that eigenvectora are orthogonal to each other. The proposed method allows us to significantly reduce the computational complexity, substantially having the same performance as the beamformer with the direct eigendecomposition. In addition to the simple beamforming method, we present theoretical analyses on the SINR (signal-to-interference plus noise ratio) of subspace beamformers to see their behaviors.

Statistical Voice Activity Defector Based on Signal Subspace Model (신호 준공간 모델에 기반한 통계적 음성 검출기)

  • Ryu, Kwang-Chun;Kim, Dong-Kook
    • The Journal of the Acoustical Society of Korea
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    • v.27 no.7
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    • pp.372-378
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    • 2008
  • Voice activity detectors (VAD) are important in wireless communication and speech signal processing, In the conventional VAD methods, an expression for the likelihood ratio test (LRT) based on statistical models is derived in discrete Fourier transform (DFT) domain, Then, speech or noise is decided by comparing the value of the expression with a threshold, This paper presents a new statistical VAD method based on a signal subspace approach, The probabilistic principal component analysis (PPCA) is employed to obtain a signal subspace model that incorporates probabilistic model of noisy signal to the signal subspace method, The proposed approach provides a novel decision rule based on LRT in the signal subspace domain, Experimental results show that the proposed signal subspace model based VAD method outperforms those based on the widely used Gaussian distribution in DFT domain.

Recursive State Space Model Identification Algorithms Using Subspace Extraction via Schur Complement

  • Takei, Yoshinori;Imai, Jun;Wada, Kiyoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.525-525
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    • 2000
  • In this paper, we present recursive algorithms for state space model identification using subspace extraction via Schur complement. It is shown that an estimate of the extended observability matrix can be obtained by subspace extraction via Schur complement. A relationship between the least squares residual and the Schur complement matrix obtained from input-output data is shown, and the recursive algorithms for the subspace-based state-space model identification (4SID) methods are developed. We also proposed the above algorithm for an instrumental variable (IV) based 4SID method. Finally, a numerical example of the application of the algorithms is illustrated.

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Comparison of black and gray box models of subspace identification under support excitations

  • Datta, Diptojit;Dutta, Anjan
    • Structural Monitoring and Maintenance
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    • v.4 no.4
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    • pp.365-379
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    • 2017
  • This paper presents a comparison of the black-box and the physics based derived gray-box models for subspace identification for structures subjected to support-excitation. The study compares the damage detection capabilities of both these methods for linear time invariant (LTI) systems as well as linear time-varying (LTV) systems by extending the gray-box model for time-varying systems using short-time windows. The numerically simulated IASC-ASCE Phase-I benchmark building has been used to compare the two methods for different damage scenarios. The efficacy of the two methods for the identification of stiffness parameters has been studied in the presence of different levels of sensor noise to simulate on-field conditions. The proposed extension of the gray-box model for LTV systems has been shown to outperform the black-box model in capturing the variation in stiffness parameters for the benchmark building.

Novel schemes of CQI Feedback Compression based on Compressive Sensing for Adaptive OFDM Transmission

  • Li, Yongjie;Song, Rongfang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.5 no.4
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    • pp.703-719
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    • 2011
  • In multi-user wireless communication systems, adaptive modulation and scheduling are promising techniques for increasing the system throughput. However, a mass of wireless recourse will be occupied and spectrum efficiency will be decreased to feedback channel quality indication (CQI) of all users in every subcarrier or chunk for adaptive orthogonal frequency division multiplexing (OFDM) systems. Thus numerous limited feedback schemes are proposed to reduce the system overhead. The recently proposed compressive sensing (CS) theory provides a new framework to jointly measure and compress signals that allows less sampling and storage resources than traditional approaches based on Nyquist sampling. In this paper, we proposed two novel CQI feedback schemes based on general CS and subspace CS, respectively, both of which could be used in a wireless OFDM system. The feedback rate with subspace CS is greatly decreased by exploiting the subspace information of the underlying signal. Simulation results show the effectiveness of the proposed methods, with the same feedback rate, the throughputs with subspace CS outperform the discrete cosine transform (DCT) based method which is usually employed, and the throughputs with general CS outperform DCT when the feedback rate is larger than 0.13 bits/subcarrier.

Development of System Analysis for the Application of MDO to Crashworthiness (자동차 충돌문제에 MDO를 적용하기 위한 시스템 해석 방법 개발)

  • 신문균;김창희;박경진
    • Transactions of the Korean Society of Automotive Engineers
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    • v.11 no.5
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    • pp.210-218
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    • 2003
  • MDO (multidisciplinary design optimization) technology has been proposed and applied to solve large and complex optimization problems where multiple disciplinaries are involved. In this research. an MDO problem is defined for automobile design which has crashworthiness analyses. Crash model which are consisted of airbag, belt integrated seat (BIS), energy absorbing steering system .and safety belt is selected as a practical example for MDO application to vehicle system. Through disciplinary analysis, vehicle system is decomposed into structure subspace and occupant subspace, and coupling variables are identified. Before subspace optimization, values of coupling variables at given design point must be determined with system analysis. The system analysis in MDO is very important in that the coupling between disciplines can be temporary disconnected through the system analysis. As a result of system analysis, subspace optimizations are independently conducted. However, in vehicle crash, system analysis methods such as Newton method and fixed-point iteration can not be applied to one. Therefore, new system analysis algorithm is developed to apply to crashworthiness. It is conducted for system analysis to determine values of coupling variables. MDO algorithm which is applied to vehicle crash is MDOIS (Multidisciplinary Design Optimization Based on Independent Subspaces). Then, structure and occupant subspaces are independently optimized by using MDOIS.

Identification of Closed Loop System by Subspace Method (부분공간법에 의한 페루프 시스템의 동정)

  • Lee, Dong-Cheol;Bae, Jong-Il;Hong, Soon-Il;Kim, Jong-Kyung;Jo, Bong-Kwan
    • Proceedings of the KIEE Conference
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    • 2003.07d
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    • pp.2143-2145
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    • 2003
  • In the linear system identification using the discrete time constant coefficients, there is a subspace method based on 4SID recently much suggested instead of the parametric method like as the maximum likelihood method. The subspace method is not related with the impulse response and difference equation in its input-output equation, but with the system matrix of the direct state space model from the input-output data. The subspace method is a very useful tool to adopt in the multivariable system identification, but it has a shortage unable to adopt in the closed-loop system identification. In this paper, we are suggested the methods to get rid of the shortage of the subspace method in the closed-loop system identification. The subspace method is used in the estimate of the output prediction values from the estimating of the state space vector. And we have compared the results with the outputs of the recursive least square method in the numerical simulation.

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