• International Journal of Aeronautical and Space Sciences
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• 제14권1호
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• pp.85-90
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• 2013

This paper presents a study on terrain referenced navigation (TRN). The extended Kalman filter (EKF) is adopted as a filter method. A Jacobian matrix of measurement equations in the EKF consists of terrain slope terms, and accurate slope estimation is essential to keep filter stability. Two slope estimation methods are proposed in this study. Both methods are based on the least-squares approach. One is planar regression searching the best plane, in the least-squares sense, representing the terrain map over the region, determined by position error covariance. It is shown that the method could provide a more accurate solution than the previously developed linear regression approach, which uses lines rather than a plane in the least-squares measure. The other proposed method is weighted planar regression. Additional weights formed by Gaussian pdf are multiplied in the planar regression, to reflect the actual pdf of the position estimate of EKF. Monte Carlo simulations are conducted, to compare the performance between the previous and two proposed methods, by analyzing the filter properties of divergence probability and convergence speed. It is expected that one of the slope estimation methods could be implemented, after determining which of the filter properties is more significant at each mission.

• Communications for Statistical Applications and Methods
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• 제17권2호
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• pp.141-151
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• 2010

Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2002년도 학술발표회 논문집(I)
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• pp.541-546
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• 2002

• 응용통계연구
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• 제21권1호
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• pp.159-168
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• 2008

수익률 기간구조(term structure of interest rates, 이하 수익률곡선)는 자료의 성격이 경시적(longitudinal)이므로 만기까지 기간과 시간을 동시에 입력변수로 고려해야만 유용하고 효율적인 함수추정이 가능하다. 고러나 이러한 방법은 다루어야 하는 자료가 대용량이기 때문에 대용량 자료에 적합하고 실행속도가 빠른 추정기법을 개발하는 것이 필요하다. 한편 자료에 내재하는 자기상관성 구조 때문에 과대 적합된 추정 결과를 얻기 쉽다. 따라서 본 논문에서는 이러한 문제를 해결하기 위해서 가중 LS-SVM(least squares support vector machine, 최소제곱 서포트벡터기계)의 혼합모형을 제안한다. 미국 재무부 채권에 대한 사례연구를 통해서 추정 결과가 증권시장 붕괴 같은 이례적 사건의 현상을 잘 반영하고 있음을 확인할 수 있었다.

• 대한핵의학회지
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• 제37권5호
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• pp.288-300
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• 2003

목적: ${H_2}^{15}O$ PET의 정량화를 위하여 1-조직 구획모델이 쓰이며, 뇌혈류와 조직/혈액 분배계수를 구하기 위하여 nonlinear least squares (NLS) 방법이 사용되나 계산 시간이 긴 등의 문제로 파라미터를 각화소마다 구해야 하는 파라메트릭 영상 구성에는 적합하지 않다. 이 연구에서는 이와 같은 NLS 문제점을 극복하여 파라메트릭 영상을 빠르게 구성하기 위하여 제안된 파라미터 추정 알고리즘들을 구현하고, 이 방법들의 통계적 신뢰도와 계산의 효율성을 비교하였다. 대상 및 방법: 이 연구에서 이용한 방법들은 linear least squares (LLS), linear weighted least squares (LWLS), linear generalized least squares (GLS), linear generalized weighted least squares (GWLS), weighted integration (WI), 그리고 model-based clustering method (CAKS)이다. 노이즈 정도에 따른 각 파라메트릭 영상법의 정확성 및 통계적 신뢰성을 알아보기 위하여 Zubal 뇌모형(brain phantom)으로부터 동적 PET 영상을 모사하고 포아송노이즈를 더한 후 각 파라메트릭 영상 구성 방법을 적용하였다. 또한 정상인 16명에 대하여 얻은 실제 자료에 대하여 이 방법들을 적용하고 결과를 비교하였다. 결과: 뇌혈류와 분배계수에 대한 평균 오차는 방법에 따라 크게 다르지 않았으며 모든 방법이 뇌혈류 및 분배계수 추정에 있어 무시할 만한 바이어스를 보였다. 파라메트릭 영상의 정성적 특성 또한 유사하였으나 CAKS 방법의 계산 속도가 월등하여 NLS 방법의 약 1/500, LLS 방법의 약 1/25의 계산시간을 보였다. 결론: 뇌혈류 파라메트릭 영상 구성을 위한 빠른 파라미터 추정 알고리즘들 중에 보다 개선되어 제안된 LWS, GLS, GLWS, CAKS 방법들이 단순하고 빠른 LLS, WI 방법들에 비하여 통계적 신뢰성을 크게 향상시키지는 못하나 CAKS 방법은 계산 시간을 유의하게 단축시키므로 가장 적합한 파라메트릭 영상 구성방법이라 할 수 있을 것이다.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2002년도 ITC-CSCC -1
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• pp.686-689
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• 2002

This paper proposes a weighted least-squares(WLS) method for designing variable one-dimensional (1-D) FIR digital filters with simultaneously variable magnitude and variable non-integer phase-delay responses. First, the coefficients of a variable FIR filter are represented as the two-dimensional (2-D) polynomials of a pair of spectral parameters: one is for tuning the magnitude response, and the other is for varying its non-integer phase-delay response. Then the optimal coefficients of the 2-D polynomials are found by minimizing the total weighted squared error of the variable frequency response. Finally, we show that the resulting variable FIR filter can be implemented in a parallel form, which is suitable for high-speed signal processing.

• 한국농공학회지
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• 제32권1호
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• pp.103-109
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• 1990

The application of the Log-Pearson Type m distribution recommended by Water Resources Council, U. S. A. for flood frequency analysis requires the estimation of the regionalized skew coefficient. In this study, regionalized skew coefficients are estimated using a weighted regression model which relates at-site skews based on logarithms of observed annual flood peak series to both basin characteristics and precipitation data in the Han river and the Nakdong river basin. The model is developed with weighted least squares method in which the weights are determined by separating residual variance into that due to model error and due to sampling error. As the result of analysis, regionalized skews are estimated as - 0.732 and - 0.575 in the Han river and the Nakdong river basin, respectively.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제4권1호
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• pp.45-61
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• 2010

In the communication channel, the received signal is affected by many factors that can cause errors. These effects mean that received signal strength (RSS) based methods incur more errors in measuring distance and consequently result in low precision in the location detection process. As one of the approaches to overcome these problems, we propose using direction calibration to improve the performance of the RSS-based method for distance measurement, and sequentially a weighted least squares (WLS) method using reliability factors in conjunction with a conventional RSS weighting matrix is proposed to solve an over-determined localization process. The proposed scheme focuses on the features of the RSS method to improve the performance, and these effects are proved by the simulation results.

• 대한전기학회논문지
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• 제41권3호
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• pp.311-319
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• 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.

• Communications for Statistical Applications and Methods
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• 제18권6호
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• pp.733-739
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• 2011

The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.