• Title/Summary/Keyword: Total Least Squares(TLS)

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FIR System Identification Method Using Collaboration Between RLS (Recursive Least Squares) and RTLS (Recursive Total Least Squares) (RLS (Recursive Least Squares)와 RTLS (Recursive Total Least Squares)의 결합을 이용한 새로운 FIR 시스템 인식 방법)

  • Lim, Jun-Seok;Pyeon, Yong-Gook
    • The Journal of the Acoustical Society of Korea
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    • v.29 no.6
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    • pp.374-380
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    • 2010
  • It is known that the problem of FIR filtering with noisy input and output data can be solved by a total least squares (TLS) estimation. It is also known that the performance of the TLS estimation is very sensitive to the ratio between the variances of the input and output noises. In this paper, we propose a convex combination algorithm between the ordinary recursive LS based TLS (RTLS) and the ordinary recursive LS (RLS). This combined algorithm is robust to the noise variance ratio and has almost the same complexity as the RTLS. Simulation results show that the proposed algorithm performs near TLS in noise variance ratio ${\gamma}{\approx}1$ and that it outperforms TLS and LS in the rage of 2 < $\gamma$ < 20. Consequently, the practical workability of the TLS method applied to noisy data has been significantly broadened.

Comparison between the General Least Squares method and the Total Least Squares method through coordinate transformation (좌표변환을 통한 일반최소제곱법과 토탈최소제곱법 비교연구)

  • 박영무;김병국
    • Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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    • 2004.11a
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    • pp.9-16
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    • 2004
  • Performing adjustments where the observation equations involve more than a single measurement are General Least Squares(GLS) and Total Least Squares(TLS). This paper introduces theory of the GLS and TLS and compared experimentally accuracy and efficiency of those through 2D conformal coordinate transformation and 2D affine coordinate transformation. In conclusion, in case of 2D coordinate transformation, GLS can produce a little more accurate and efficient than TLS. In survey fields, The GLS and TLS can be used cooperatively for adjusting the actual coordinate measurements.

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A Comparison Study on Total Least Squares and Least Squares (토털최소제곱법과 최소제곱법의 비교연구)

  • 이임평;최윤수;권재현
    • Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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    • 2003.10a
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    • pp.15-19
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    • 2003
  • The Total Least Squares (TLS) method is introduced in comparison with the conventional Least Squares (LS) method. The principles and mathematical models for both methods are summarized and the comparison results from their applications to a simple geometric example, fitting a straight line to a set of 2D points are presented. As conceptually reasoned, the results clearly indicate that LS is more susceptible of producing wrong parameters with worse precision rather than TLS. For many applications in surveying, can adjustment computation and parameter estimation based on TLS provide better results.

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Robust Total Least Squares Method and its Applications to System Identifications (견인한 완전최소자승법과 시스템 식별에의 적용)

  • Kim, Jin-Young;Choi, Seung-Ho
    • The Journal of the Acoustical Society of Korea
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    • v.15 no.4
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    • pp.93-97
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    • 1996
  • The Total Least Squares(TLS) method is an unbiased estimator for solving overdetermined sets of linear equations Ax${\simeq}$b when errors occur in all data. However, as well as Least Squares(LS) method it doesn't show robustness while the errors have a heavy tailed probability density function. In this paper we proposed a robust method of TLS (Robust TLS, ROTLS) based on the characteristics of TLS solution. And the ROTLS is verified by applying it to system identification problems.

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Error in Variable FIR Typed System Identification Using Combining Total Least Mean Squares Estimation with Least Mean Squares Estimation (입출력 변수에 부가 잡음이 있는 FIR형 시스템 인식을 위한 견실한 추정법에 관한 연구)

  • Lim, Jun-Seok
    • The Journal of the Acoustical Society of Korea
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    • v.29 no.2
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    • pp.97-101
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    • 2010
  • FIR type system identification with noisy input and output data can be solved by a total least squares (TLS) estimation. However, the performance of the TLS estimation is very sensitive to the ratio between the variances of the input and output noises. In this paper, we propose an iterative convex combination algorithm between TLS and least squares (LS). This combined algorithm shows robustness against the noise variance ratio. Consequently, the practical workability of the TLS method with noisy data has been significantly broadened.

The Geolocation Based on Total Least Squares Algorithm Using Satellites (위성을 이용한 Total Least Squares 기반 신호원 측위 알고리즘)

  • 박영미;조상우;전주환
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.2C
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    • pp.255-261
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    • 2004
  • The problem of geolocation using multiple satellites is to determine the position of a transmitter located on the Earth by processing received signals. The specific problem addressed in this paper is that of estimating the position of a stationary transmitter located on or above the Earth's surface from measured time difference of arrivals (TDOA) by a geostationary orbiting (GSO) satellite and a low earth orbiting (LEO) satellite. The proposed geolocation method is based on the total least squares (TLS) algorithm. Under erroneous positions of the satellites together with noisy TDOA measurements, the TLS algorithm provides a better solution. By running Monte-Carlo simulations, the proposed method is compared with the ordinary least squares (LS) approach.

A Coupled Recursive Total Least Squares-Based Online Parameter Estimation for PMSM

  • Wang, Yangding;Xu, Shen;Huang, Hai;Guo, Yiping;Jin, Hai
    • Journal of Electrical Engineering and Technology
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    • v.13 no.6
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    • pp.2344-2353
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    • 2018
  • A coupled recursive total least squares (CRTLS) algorithm is proposed for parameter estimation of permanent magnet synchronous machines (PMSMs). TLS considers the errors of both input variables and output ones, and thus achieves more accurate estimates than standard least squares method does. The proposed algorithm consists of two recursive total least squares (RTLS) algorithms for the d-axis subsystem and q-axis subsystem respectively. The incremental singular value decomposition (SVD) for the RTLS obtained by an approximate calculation with less computation. The performance of the CRTLS is demonstrated by simulation and experimental results.

Comparison between Total Least Squares and Ordinary Least Squares for Linear Relationship of Stable Water Isotopes (완전최소자승법과 보통최소자승법을 이용한 물안정동위원소의 선형관계식 비교)

  • Lee, Jeonghoon;Choi, Hye-Bin;Lee, Won Sang;Lee, Seung-Gu
    • Economic and Environmental Geology
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    • v.50 no.6
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    • pp.517-523
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    • 2017
  • A linear relationship between two stable water isotopes, oxygen and hydrogen, has been used to understand the water cycle as a basic tool. A slope and intercept from the linear relationship indicates what kind of physical processes occur during movement of water. Traditionally, ordinary least squares (OLS) method has been utilized for the linear relationship, but total least squares (TLS) method provides more accurate slope and intercept theoretically because isotopic compositions of both oxygen and hydrogen have uncertainties. In this work, OLS and TLS were compared with isotopic compositions of snow and snowmelt collected from the King Sejong Station, Antarctica and isotopic compositions of water vapor observed by Lee et al. (2013) in the western part of Korea. The slopes from the linear relationship of isotopic compositions of snow and snowmelt at the King Sejong Station were estimated to be 7.00 (OLS) and 7.16(TLS) and the slopes of stable water vapor isotopes were 7.75(OLS) and 7.87(TLS). There was a melting process in the snow near the King Sejong Station and the water vapor was directly transported from the ocean to the study area based on the slope calculations. There is no significant difference in two slopes to interpret the physical processes. However, it is necessary to evaluate the slope differences from the two methods for studies for example, groundwater recharge processes, using the absolute slope values.

A New TLS-Based Sequential Algorithm to Identify Two Failed Satellites

  • Jeon Chang-Wan;Lachapelle Gerard
    • International Journal of Control, Automation, and Systems
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    • v.3 no.2
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    • pp.166-172
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    • 2005
  • With the development of RAIM techniques for single failure, increasing interest has been shown in the multiple failure problem. As a result, numerous approaches have been used in attempts to tackle this problem. This paper considers the two failure problem with total least squares (TLS) technique, a solution that has rarely been addressed because TLS requires an immense number of computations. In this paper, the special form of the observation matrix H, (that is, one column is exactly known) is exploited so as to develop an algorithm in a sequential form, thereby reducing computational load. The algorithm permits the advantages of TLS without the excessive computational burden. The proposed algorithm is verified through a numerical simulation.

Adaptive System Identification Using an Efficient Recursive Total Least Squares Algorithm

  • Choi, Nakjin;Lim, Jun-Seok;Song, Joon-Il;Sung, Koeng-Mo
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.3E
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    • pp.93-100
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    • 2003
  • We present a recursive total least squares (RTLS) algorithm for adaptive system identification. So far, recursive least squares (RLS) has been successfully applied in solving adaptive system identification problem. But, when input data contain additive noise, the results from RLS could be biased. Such biased results can be avoided by using the recursive total least squares (RTLS) algorithm. The RTLS algorithm described in this paper gives better performance than RLS algorithm over a wide range of SNRs and involves approximately the same computational complexity of O(N²).