• Title/Summary/Keyword: least square method

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An Efficient QCLS Positioning Method Using Weight Estimation for TDOA Measurements (TDOA 측정치를 이용한 가중치 추정방식의 QCLS 측위 방법)

  • Kim, Dong-Hyouk;Song, Seung-Hun,;Park, Kyoung-Soon;Sung, Tae-Kyung
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.44 no.4 s.316
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    • pp.1-7
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    • 2007
  • When the sensor geometry is poor, the user position estimate obtained by of GN (Gauss-Newton) method is often diverged in radio navigation. In other to avoid divergence problem QCLS (Quadratic Correction Least Square) method using TDOA (Time Difference of Arrival) measurements is introduced, but the estimation error is somewhat large. This paper presents the modified QCLS method using weighted least square. Since the weighting matrix is influenced by the unknown user position, two-step approach is employed in the proposed method. The weighting matrix is estimated in the first step using least square, and then find user position is obtained using weighted least square. Simulation results show that the performance of the proposed method is superior to the conventional QCLS all over the workspace.

Ideal Phase map Extraction Method and Filtering of Electronic Speckle Pattern Interferometry (ESPI 에서의 이상적인 위상도 추출과 필터링 방법)

  • 유원재;이주성;강영준;채희창
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2001.04a
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    • pp.235-238
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    • 2001
  • Deformation phase can be obtained by using Least-Square Fitting. In extraction of phase values, Least-Square Fitting is superior to usual method like as 2, 3, 4-Bucket Algorithm. That can extract almost noise-free phase and retain 2$\pi$discontinuities. But more fringe in phase map, 2$\pi$ discontinuities is destroyed when that is filtered and reconstruction of deformation is not reliable. So, we adapted Least-Square Fitting using an isotropic window in dense fringe. using Sine-Cosine filter give us perfect 2$\pi$discontinuities information. We showed the process and result of extraction of phase map and filtering in this paper.

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Ideal Phase map Extraction Method and Filtering of Electronic Speckle Pattern Interferometry (전자 스페클 간섭법에서의 이상적인 위상도 추출과 필터링 방법)

  • 강영준;이주성;박낙규;권용기
    • Journal of the Korean Society for Precision Engineering
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    • v.19 no.12
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    • pp.20-26
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    • 2002
  • Deformation phase can be obtained by using Least-Square fitting. In extraction of phase values, Least-Square Fitting is superior to usual method such as 2, 3, 4-Bucket Algorithm. That can extract almost noise-free phase and retain 2 $\pi$ discontinuities. But more fringes in phase map, 2 $\pi$ discontinuities are destroyed when that are filtered and reconstruction of deformation is not reliable. So, we adapted Least-Square fitting using an isotropic window in dense fringe. Using Sine/cosine filter give us perfect 2 $\pi$ discontinuities information. We showed the process and result of extraction of phase map and filtering in this paper.

Correction Method of Tracking Error for Astronomical Telescope Using Recursive Least Square Method (재귀 최소자승법을 이용한 천체 망원경의 추적 오차 보정법)

  • Kwak, Dong-Hoon;Kim, Tae-Han;Lee, Young-Sam
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.3
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    • pp.224-229
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    • 2012
  • In this paper, we propose a correction method for astronomical telescope using recursive least square method. There are two ways to move a telescope : equatorial operation and altazimuth operation. We must align polar axis of a equatorial telescope with the north celestial pole and adjust the horizontal axis of a altazimuth telescope exactly to match the celestial coordinate system with the telescope coordinate system. This process needs time and expertise. We can skip existing process and correct a tracking error easily by deriving the relationship of the celestial coordinate system and the telescope coordinate system using the proposed correction method. We obtain the coordinate of a celestial body in the celestial coordinate system and the telescope coordinate system and derive a transformation matrix through the obtained coordinate. We use recursive least square method to estimate the unknown parameters of a transformation matrix. Finally, we implement a telescope control system using a microprocessor and verify the performance of the correction method. Through an experiment, we show the validity of the proposed correction method.

Reexamination of Estimating Beta Coecient as a Risk Measure in CAPM

  • Phuoc, Le Tan;Kim, Kee S.;Su, Yingcai
    • The Journal of Asian Finance, Economics and Business
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    • v.5 no.1
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    • pp.11-16
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    • 2018
  • This research examines the alternative ways of estimating the coefficient of non-diversifiable risk, namely beta coefficient, in Capital Asset Pricing Model (CAPM) introduced by Sharpe (1964) that is an essential element of assessing the value of diverse assets. The non-parametric methods used in this research are the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator). The Jackknife, the resampling technique, is also employed to validate the results. According to finance literature and common practices, these coecients have often been estimated using Ordinary Least Square (LS) regression method and monthly return data set. The empirical results of this research pointed out that the robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) performed much better than Ordinary Least Square (LS) in terms of eciency for large-cap stocks trading actively in the United States markets. Interestingly, the empirical results also showed that daily return data would give more accurate estimation than monthly return data in both Ordinary Least Square (LS) and robust Least Trimmed Square (LTS) and Maximum likelihood type of M-estimator (MM-estimator) regressions.

Accuracy Comparisons between Traditional Adjustment and Least Square Method (최소제곱법을 적용한 지적도근점측량 계산의 정확도 분석)

  • Lee, Jong-Min;Jung, Wan-Suk;Lee, Sa-Hyung
    • Journal of Cadastre & Land InformatiX
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    • v.45 no.2
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    • pp.117-130
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    • 2015
  • A least squares method for adjusting the horizontal network satisfies the conditions which is minimizing the sum of the squares of errors based on probability theory. This research compared accuracy of 3rd cadastral control points adjusted by traditional and least square method with respect to the result of Network-RTK. Test results showed the least square method more evenly distribute closure error than traditional method. Mean errors of least square and traditional adjusting method are 2.7cm, 2.2cm respectively. In addition, blunder in angle observations can be detected by comparing position errors which calculated by forward and backward initial coordinates. However, distance blunder cannot offer specific observation line occurred mistake because distance error propagates several observation lines which have similar directions.

Experimental Vibration Analysis for Viscoelastically Damped Circular Cylindrical Shell Using Nonlinear Least Square Method (비선형 최소제곱법을 이용한 점탄성 감쇠를 갖는 원통셀의 실험진동해석)

  • Min, Cheon-Hong;Park, Han-Il;Bae, Soo-Ryong
    • Journal of Ocean Engineering and Technology
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    • v.22 no.3
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    • pp.41-46
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    • 2008
  • It is a recent trend for advanced ships and submarines to incorporate composite structures with viscoelastically damping material. Much research has been done on curve-fitting techniquesto identify vibration characteristic parameters such as natural frequencies, modal damping ratios, and mode shapes of the composite structure. In this study, an advanced technique for accurately determining vibration characteristic of a circular cylindrical shell-attached viscoelastically damping material is used, based on a multi-degree of freedom (MDOF) curve-fitting method. First, an initial value is obtained by using a linear least square method. Next, using the initial value, the exact modal parameters of the composite circular cylindrical shell are obtained by using a nonlinear least square method. Results show computation time is greatly decreased and accurate results are obtained by the MDOF curve-fitting method.

FCM for the Multi-Scale Problems (고속 최소자승 점별계산법을 이용한 멀티 스케일 문제의 해석)

  • 김도완;김용식
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2002.10a
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    • pp.599-603
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    • 2002
  • We propose a new meshfree method to be called the fast moving least square reproducing kernel collocation method(FCM). This methodology is composed of the fast moving least square reproducing kernel(FMLSRK) approximation and the point collocation scheme. Using point collocation makes the meshfree method really come true. In this paper, FCM Is shown to be a good method at least to calculate the numerical solutions governed by second order elliptic partial differential equations with geometric singularity or geometric multi-scales. To treat such problems, we use the concept of variable dilation parameter.

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Design of Complementary Filter using Least Square Method (최소자승법을 이용한 상보필터의 설계)

  • Min, Hyung-Gi;Yoon, Ju-Han;Kim, Ji-Hoon;Kwon, Sung-Ha;Jeung, Eun-Tae
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.2
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    • pp.125-130
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    • 2011
  • This paper shows a method to design complementary filter using least square. The complementary filter is one of useful filters estimating angle. The basic concept of this filter is to enhance advantages of each sensor that angle detecting using a gyroscope has good accuracy at a high frequency and an accelerometer at a low frequency. When designing complementary filter, the most commonly used method is using cut-off frequency. However, it may be not easy to obtain a cut-off frequency. This paper presents a systematic method to determine the coefficients of the complementary filter using well-known linear least squares minimizing error between estimating angle and true angle.

Research on Noise Reduction Algorithm Based on Combination of LMS Filter and Spectral Subtraction

  • Cao, Danyang;Chen, Zhixin;Gao, Xue
    • Journal of Information Processing Systems
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    • v.15 no.4
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    • pp.748-764
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    • 2019
  • In order to deal with the filtering delay problem of least mean square adaptive filter noise reduction algorithm and music noise problem of spectral subtraction algorithm during the speech signal processing, we combine these two algorithms and propose one novel noise reduction method, showing a strong performance on par or even better than state of the art methods. We first use the least mean square algorithm to reduce the average intensity of noise, and then add spectral subtraction algorithm to reduce remaining noise again. Experiments prove that using the spectral subtraction again after the least mean square adaptive filter algorithm overcomes shortcomings which come from the former two algorithms. Also the novel method increases the signal-to-noise ratio of original speech data and improves the final noise reduction performance.