• Title/Summary/Keyword: Weighted Least Squares Algorithm

Search Result 44, Processing Time 0.022 seconds

Adaptive Identification of a Time-varying Volterra system using the FWLS (filtered weighted least squares) Algorithm (FWLS 적응 알고리듬을 이용한 시변 볼테라 시스템 식별)

  • Ahn, K.Y.;Jeong, I.S.;Nam, S.W.
    • Proceedings of the KIEE Conference
    • /
    • 2004.05a
    • /
    • pp.3-6
    • /
    • 2004
  • In this paper, the problem of identifying a time-varying nonlinear system in an adaptive way was considered, whereby the time-varying second-order Volterra series was employed to model the system and the filtered weighted least squares (FWLS) algorithm was utilized for the fast parameter tracking capability with low computational burden. Finally, the performance of the proposed approach was demonstrated by providing some computer simulation results.

  • PDF

Utilization of the Filtered Weighted Least Squares Algorithm For the Adaptive Identification of Time-Varying Nonlinear Systems (적응 FWLS 알고리즘을 응용한 시변 비선형 시스템 식별)

  • Ahn Kyu-Young;Lee In-Hwan;Nam Sang-Won
    • The Transactions of the Korean Institute of Electrical Engineers D
    • /
    • v.53 no.12
    • /
    • pp.793-798
    • /
    • 2004
  • In this paper, the problem of adaptively identifying time-varying nonlinear systems is considered. For that purpose, the discrete time-varying Volterra series is employed as a system model, and the filtered weighted least squares (FWLS) algorithm, developed for adaptive identification of linear time-varying systems, is utilized for the adaptive identification of time-varying quadratic Volterra systems. To demonstrate the performance of the proposed approach, some simulation results are provided. Note that the FWLS algorithm, decomposing the conventional weighted basis function (WBF) algorithm into a cascade of two (i.e., estimation and filtering) procedures, leads to fast parameter tracking with low computational burden, and the proposed approach can be easily extended to the adaptive identification of time-varying higher-order Volterra systems.

Statistical Estimation and Algorithm in Nonlinear Functions

  • Jea-Young Lee
    • Communications for Statistical Applications and Methods
    • /
    • v.2 no.2
    • /
    • pp.135-145
    • /
    • 1995
  • A new algorithm was given to successively fit the multiexponential function/nonlinear function to data by a weighted least squares method, using Gauss-Newton, Marquardt, gradient and DUD methods for convergence. This study also considers the problem of linear-nonlimear weighted least squares estimation which is based upon the usual Taylor's formula process.

  • PDF

High Dynamic Range Image Display Combining Weighted Least Squares Filtering with Color Appearance Model (가중 최소자승 필터링과 색 표현 모델을 결합한 넓은 동적 영역 이미지 표현)

  • Piao, Mei-Xian;Lee, Kyung-Jun;Wee, Seung-Woo;Jeong, Jechang
    • Journal of Broadcast Engineering
    • /
    • v.21 no.6
    • /
    • pp.920-928
    • /
    • 2016
  • Recently high dynamic range imaging technique is hot issue in computer graphic area. We present a progressive tone mapping algorithm, which is based on weighted least squares optimization framework. Our approach combines weighted least squares filtering with iCAM06 model. To show more perceptual high dynamic range images in conventional display, we decompose high dynamic range image into base layers and detail layers. The base layers are obtained by using weighted least squares filter. Then, we adopt chromatic adaption function and non-linear compression function to deal with base layers. Only the base layers reduce contrast, and preserving detail. The image quality assessment shows that our tone mapped image is more similar to original high dynamic range image. Moreover, the subjective result shows our algorithm produces more reliable and pleasing image.

Fuzzy c-Regression Using Weighted LS-SVM

  • Hwang, Chang-Ha
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2005.10a
    • /
    • pp.161-169
    • /
    • 2005
  • In this paper we propose a fuzzy c-regression model based on weighted least squares support vector machine(LS-SVM), which can be used to detect outliers in the switching regression model while preserving simultaneous yielding the estimates of outputs together with a fuzzy c-partitions of data. It can be applied to the nonlinear regression which does not have an explicit form of the regression function. We illustrate the new algorithm with examples which indicate how it can be used to detect outliers and fit the mixed data to the nonlinear regression models.

  • PDF

Robust Singular Value Decomposition BaLsed on Weighted Least Absolute Deviation Regression

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
    • /
    • v.17 no.6
    • /
    • pp.803-810
    • /
    • 2010
  • The singular value decomposition of a rectangular matrix is a basic tool to understand the structure of the data and particularly the relationship between row and column factors. However, conventional singular value decomposition used the least squares method and is not robust to outliers. We propose a simple robust singular value decomposition algorithm based on the weighted least absolute deviation which is not sensitive to leverage points. Its implementation is easy and the computation time is reasonably low. Numerical results give the data structure and the outlying information.

HDR image display combines weighted least square filtering with color appearance model

  • Piao, Meixian;Lee, Kyungjun;Jeong, Jechang
    • Proceedings of the Korean Society of Broadcast Engineers Conference
    • /
    • 2016.06a
    • /
    • pp.260-263
    • /
    • 2016
  • Recently high dynamic range imaging technique is hot issue in computer graphic area. We present a progressive tone mapping algorithm, which is based on weighted least squares optimization framework. Our approach combines weighted leastsquaresfiltering with iCAM06, for showing more perceptual high dynamic range images in conventional display, while avoiding visual halo artifacts. We decompose high dynamic range image into base layer and detail layer. The base layer has large scale variation, it is obtained by using weighted least squares filtering, and then the base layer incorporates iCAM06 model. Then, adaptive compression on the base layer according to human visual system. Only the base layer reduces contrast, and preserving detail. The resultshows more perceptual color appearance and preserve fine detail, while avoiding common artifacts.

  • PDF

Determination of Minimum Eigenvalue in a Continuous-time Weighted Least Squares Estimator (연속시간 하중최소자승 식별기의 최소고우치 결정)

  • Kim, Sung-Duck
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.41 no.9
    • /
    • pp.1021-1030
    • /
    • 1992
  • When using a least squares estimator with exponential forgetting factor to identify continuous-time deterministic system, the problem of determining minimum eigenvalue is described in this paper. It is well known fact that the convergence rate of parameter estimates relies on various factors consisting of the estimator and especially, theirproperties can be directly affected by all eigenvalues in the parameter error differential equation. Fortunately, there exists only one adjusting eigenvalue in the given estimator and then, the parameter convergence rates depend on this minimum eigenvalue. In this note, a new result to determine the minimum eigenvalue is proposed. Under the assumption that the input has as many spectral lines as the number of parameter estimates, it can be proven that the minimum eigenvalue converges to a constant value, which is a function of the forgetting factor and the parameter estimates number.

  • PDF

Parameter Estimation using a Modified least Squares method (수정된 최소자승법을 이용한 파라미터 추정)

  • Han, Young-Seong;Kim, Eung-Seok;Han, Hong-Seok;Yang, Hai-Won
    • Proceedings of the KIEE Conference
    • /
    • 1991.07a
    • /
    • pp.691-694
    • /
    • 1991
  • In a discrete parameter estimation system, the standard least squares method shows slow convergence. On the other hand, the weighted least squares method has relatively fast convergence. However, if the input is not sufficiently rich, then gain matrix grows unboundedly. In order to solve these problems, this paper proposes a modified least squares algorithm which prevents gain matrix from growing unboundedly and has fast convergence.

  • PDF

A Study on the Design of an Adaptive pole Placement Controller with Improved Convergence Properties (개선된 수렴 특성을 갖는 적응 극배치 제어기의 설계에 관한 연구)

  • 홍연찬;김종환
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.41 no.3
    • /
    • pp.311-319
    • /
    • 1992
  • In this paper, a direct adaptive pole placement controller for an unknown linear time-invariant single-input single-output nonminimum phase plant is proposed. To design this direct adaptive pole placement controller, the auxiliary signals are introduced. Consequently, a linear equation error model is formulated for estimating both the controller parameters and the additional auxiliary parameters. To estimate the controller parameters and the additional auxiliary parameters, the exponentially weighted least-squares algorithm is implemented, and a method of selecting the characteristic polynomials of the sensitivity function filters is proposed. In this method, all the past measurement data are weighted exponentially. A series of simulations for a nonminimum phase plant is presented to illustrate some features of both the parameter estimation and the output response of this adaptive pole placement controller.

  • PDF