• Title/Summary/Keyword: least square algorithm

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Parameter Learning of Dynamic Bayesian Networks using Constrained Least Square Estimation and Steepest Descent Algorithm (제약조건을 갖는 최소자승 추정기법과 최급강하 알고리즘을 이용한 동적 베이시안 네트워크의 파라미터 학습기법)

  • Cho, Hyun-Cheol;Lee, Kwon-Soon;Koo, Kyung-Wan
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.58 no.2
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    • pp.164-171
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    • 2009
  • This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

Optimal Fuzzy Models with the Aid of SAHN-based Algorithm

  • Lee Jong-Seok;Jang Kyung-Won;Ahn Tae-Chon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.6 no.2
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    • pp.138-143
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    • 2006
  • In this paper, we have presented a Sequential Agglomerative Hierarchical Nested (SAHN) algorithm-based data clustering method in fuzzy inference system to achieve optimal performance of fuzzy model. SAHN-based algorithm is used to give possible range of number of clusters with cluster centers for the system identification. The axes of membership functions of this fuzzy model are optimized by using cluster centers obtained from clustering method and the consequence parameters of the fuzzy model are identified by standard least square method. Finally, in this paper, we have observed our model's output performance using the Box and Jenkins's gas furnace data and Sugeno's non-linear process data.

A Generalized Least Square Method using Dead Zone (불감대를 사용한 최소자승법의 일반화)

  • 이하정;최종호
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.37 no.10
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    • pp.727-732
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    • 1988
  • In this paper, a parameter estimation method of linear systems with bounded output disturbances is studied. The bound of the disturbances is assumed to known Weighting factors are proposed to modify LS(Least Square) algorithm in the parameter estimation method. The conditions of weighting factors are given so that the estimation method has good convergence properties. This condition is more relaxed form than other known conditions. The compensation term in the estimation equations is represented by a function of the output prediction error and this function should lie in a specified region on x-y plane to satisfy these conditions of weighting factors. A set of weighting factor is selected and an algorithm is proposed using this set of weighting factor. The proposed algorithm is compared with another existing algorithm by simulation and its performance in parameter estimation id discussed.

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The Improvement of Convergence Characteristic using the New RLS Algorithm in Recycling Buffer Structures

  • Kim, Gwang-Jun;Kim, Chun-Suck
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.7 no.4
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    • pp.691-698
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    • 2003
  • We extend the sue of the method of least square to develop a recursive algorithm for the design of adaptive transversal filters such that, given the least-square estimate of this vector of the filter at iteration n-l, we may compute the updated estimate of this vector at iteration n upon the arrival of new data. We begin the development of the RLS algorithm by reviewing some basic relations that pertain to the method of least squares. Then, by exploiting a relation in matrix algebra known as the matrix inversion lemma, we develop the RLS algorithm. An important feature of the RLS algorithm is that it utilizes information contained in the input data, extending back to the instant of time when the algorithm is initiated. In this paper, we propose new tap weight updated RLS algorithm in adaptive transversal filter with data-recycling buffer structure. We prove that convergence speed of learning curve of RLS algorithm with data-recycling buffer is faster than it of exiting RLS algorithm to mean square error versus iteration number. Also the resulting rate of convergence is typically an order of magnitude faster than the simple LMS algorithm. We show that the number of desired sample is portion to increase to converge the specified value from the three dimension simulation result of mean square error according to the degree of channel amplitude distortion and data-recycle buffer number. This improvement of convergence character in performance, is achieved at the B times of convergence speed of mean square error increase in data recycle buffer number with new proposed RLS algorithm.

Launch Point Estimation for a Ballistic Missile using the Phase Division Least Square Method (단계 분리형 최소 자승법을 이용한 탄도 미사일의 발사지점 예측 연구)

  • Kim, Jun-Ki;Lee, Dong-Kwan;Cho, Kil-Seok;Song, Taek-Lyul
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.4
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    • pp.414-421
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    • 2014
  • This paper presents a method of ballistic missile launch point estimation using phase division least squares. The proposed algorithm employs smoothing to enhance estimation accuracy and generates functions of time for total velocity, flight path angle and heading angle, allowing extrapolation to estimate the launch point. Performance of the proposed algorithm is tested in conjunction with the extended Kalman filter and the Kalman filter.

Performance Evaluation and Convergence Analysis of a VEDNSS LMS Adaptive Filter Algorithm

  • Park, Chee-Hyun;Hong, Kwang-Seok
    • The Journal of the Acoustical Society of Korea
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    • v.27 no.2E
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    • pp.64-68
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    • 2008
  • This paper investigates noise reduction performance and performs convergence analysis of a Variable Error Data Normalized Step-Size Least Mean Square(VEDNSS LMS) algorithm. Adopting VEDNSS LMS results in higher system complexity, but noise is reduced providing fast convergence speed Mathematical analysis demonstrates that tap coefficient misadjustment converges. This is confirmed by computer simulation with the proposed algorithm.

A single sensor based active reflection control system using FxLMS algorithm (FxLMS를 이용한 단일 센서기반 능동 반향음 제어 시스템)

  • Kim, Jaepil;Ji, Youna;Park, Young cheol;Seo, Young soo
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.1
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    • pp.57-63
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    • 2017
  • This paper presents an active acoustic-reflection control algorithm based on a single sensor. The proposed algorithm operates in a system comprising a single sensor located nearby the reflective surface and a control transducer mounted on the reflective surface. First, the incident and reflected acoustic signals are separated from the sensor signal, and a control signal is generated using the separated signals. For the signal separation, the proposed algorithm requires the response of the reflection path which is estimated from the acoustic response between an external sound source and the sensor. Finally, the control filter is adjusted using the FxLMS (Filtered-x Least Mean Square) algorithm. To verify the effectiveness of the proposed algorithm, it was implemented in real time using a DSP (Digital Signal Processing) board, and the experimental results obtained in one-dimensional air-acoustic environment show that the reflections of the 1 kHz burst can be reduced by 11.6 dB.

Performance Improvement Algorithm for Wireless Localization Based on RSSI at Indoor Environment (RSSI의 거리 추정 방식에 바탕을 둔 실내 무선 측위 성능 향상 알고리즘)

  • Park, Joo-Hyun;Lee, Jung-Kyu;Kim, Seong-Cheol
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.4C
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    • pp.254-264
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    • 2011
  • In this paper, we propose two algorithm for improving the performance of wireless localization(Trilateration and Least Square) based on the range based approach method in indoor environment using RSSI for ranging distance. we propose a method to discriminate the case that has relatively large estimation errors in trilateration using Heron''s formula for the volume of a tetrahedron. And we propose the algorithm to process the discriminated types of distance using the absolute value calculated by Heron''s formula. In addition, we propose another algorithm for the case of which the number of anchor nodes larger than three. In this case, Residual Weighting Factor(RWGH) improves the performance of Least Square. However, RWGH requires many number of calculations. In this paper, we propose Iterative Weighted Centroid Algorithm(IWCA) that has better performance and less calculation than RWGH. We show the improvement of performance for two algorithms and the combination of these algorithm by using simulation results.

LMS based Iterative Decision Feedback Equalizer for Wireless Packet Data Transmission (무선 패킷데이터 전송을 위한 LMS기반의 반복결정 귀환 등화기)

  • Choi Yun-Seok;Park Hyung-Kun
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.10 no.7
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    • pp.1287-1294
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    • 2006
  • In many current wireless packet data system, the short-burst transmissions are used, and training overhead is very significant for such short burst formats. So, the availability of the short training sequence and the fast converging algorithm is essential in the adaptive equalizer. In this paper, the new equalizer algorithm is proposed to improve the performance of a MTLMS (multiple-training least mean square) based DFE (decision feedback equalizer)using the short training sequence. In the proposed method, the output of the DFE is fed back to the LMS (least mean square) based adaptive DEF loop iteratively and used as an extended training sequence. Instead of the block operation using ML (maximum likelihood) estimator, the low-complexity adaptive LMS operation is used for overall processing. Simulation results show that the perfonnance of the proposed equalizer is improved with a linear computational increase as the iterations parameter in creases and can give the more robustness to the time-varying fading.

Time-Varying Parameter Estimation of Passive Telemetry RF Sensor System Using RLS Algorithm (RLS 알고리즘을 이용한 원격 RF 센서 시스템의 시변 파라메타 추정)

  • Kim, Kyung-Yup;Yu, Dong-Gook;Lee, Joon-Tark
    • Proceedings of the KIEE Conference
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    • 2007.04c
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    • pp.29-33
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    • 2007
  • In this paper, time-varying parameter of passive telemetry RF sensor system is estimated using RLS(Rescursive $\leq$* Square) algorithm. In order to overcome the problems such as power limits and complication that general RF sensor system including IC chip has, the principle of inductive coupling is applied to model sensor system The model parameter is rearranged for applying RLS algorithm based on mathematical model to the derived model using inductive coupling principle. Time variant parameter of rearranged model is estimated using forgetting factor, and in case measured data is contaminated by noise and modelling error, the performance of RLS algorithm characterized by the convergence of squared error sum is verified by simulation.

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