• Title/Summary/Keyword: least squared error

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A New Result on the Convergence Behavior of the Least Mean Fourth Algorithm for a Multiple Sinusoidal Input

  • Lee, Kang-Seung
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.2E
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    • pp.3-9
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    • 1999
  • In this paper we study the convergence behavior of the least mean fourth(LMF) algorithm where the error raised to the power of four is minimized for a multiple sinusoidal input and Gaussian measurement noise. Here we newly obtain the convergence equation for the sum of the mean of the squared weight errors, which indicates that the transient behavior can differ depending on the relative sizes of the Gaussian noise and the convergence constant. It should be noted that no similar results can be expected from the previous analysis by Walach and Widrow/sup [1]/.

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An SI Scheme for the Assessment of Structural Damage and Damping (구조물 손상탐지 및 감쇄평가를 위한 시간 영역에서의 SI 기법)

  • 이해성;강주성
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2003.05a
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    • pp.430-433
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    • 2003
  • This paper presents a system identification (SI) scheme in time domain using measured acceleration data. The error function is defined as the time integral of the least square errors between the measured acceleration and the calculated acceleration by a mathematical model. Damping parameters as well as stiffness properties of a structure are considered as system parameters. The structural damping is modeled by the Rayleigh damping in SI. The regularization technique is applied to alleviate the ill-posed characteristics of inverse problems. The validity of the proposed method is demonstrated by an experimental study on a shear building model.

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OFDM Channel Estimation with Jammed Pilot Excision Method under Narrow-Band Jamming (협대역 재밍환경에서 재밍된 파일럿 제거 방법을 이용한 OFDM시스템의 채널추정에 관한 연구)

  • Han, Myeong-Su;Yu, Tak-Ki;Kim, Ji-Hyung;Kwak, Kyung-Chul;Han, Seung-Youp;Hong, Dae-Sik
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.2C
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    • pp.166-173
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    • 2007
  • In Orthogonal Frequency Division Multiplexing (OFDM) systems, Narrow-Band Jamming (NBJ) over pilot tones used for channel estimation degrades the system performance. In this paper, we propose a new jammed pilot detection and elimination algorithm to overcome this problem. Moreover, the average Mean-Squared Error (MSE) on one OFDM symbol both under jammed and removed pilot subcarrier is analyzed. And then, the Symbol Error Rate (SER) performance of the channel estimation scheme using the proposed algorithm is evaluated by simulation. We can confirm that the channel estimator with the proposed algorithm improves the channel estimation performance at a high jamming power.

A Method for Screening Product Design Variables for Building A Usability Model : Genetic Algorithm Approach (사용편의성 모델수립을 위한 제품 설계 변수의 선별방법 : 유전자 알고리즘 접근방법)

  • Yang, Hui-Cheol;Han, Seong-Ho
    • Journal of the Ergonomics Society of Korea
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    • v.20 no.1
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    • pp.45-62
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    • 2001
  • This study suggests a genetic algorithm-based partial least squares (GA-based PLS) method to select the design variables for building a usability model. The GA-based PLS uses a genetic algorithm to minimize the root-mean-squared error of a partial least square regression model. A multiple linear regression method is applied to build a usability model that contains the variables seleded by the GA-based PLS. The performance of the usability model turned out to be generally better than that of the previous usability models using other variable selection methods such as expert rating, principal component analysis, cluster analysis, and partial least squares. Furthermore, the model performance was drastically improved by supplementing the category type variables selected by the GA-based PLS in the usability model. It is recommended that the GA-based PLS be applied to the variable selection for developing a usability model.

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ANALYSIS OF FIRST-ORDER SYSTEM LEAST-SQUARES FOR THE OPTIMAL CONTROL PROBLEMS FOR THE NAVIER-STOKES EQUATIONS

  • Choi, Young-Mi;Kim, Sang-Dong;Lee, Hyung-Chun;Shin, Byeong-Chun
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.11 no.4
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    • pp.55-68
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    • 2007
  • First-order least-squares method of a distributed optimal control problem for the incompressible Navier-Stokes equations is considered. An optimality system for the optimal solution are reformulated to the equivalent first-order system by introducing velocity-flux variables and then the least-squares functional corresponding to the system is defined in terms of the sum of the squared $L^2$ norm of the residual equations of the system. The optimal error estimates for least-squares finite element approximations are obtained.

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ANALYSIS AND COMPUTATIONS OF LEAST-SQUARES METHOD FOR OPTIMAL CONTROL PROBLEMS FOR THE STOKES EQUATIONS

  • Choi, Young-Mi;Kim, Sang-Dong;Lee, Hyung-Chun
    • Journal of the Korean Mathematical Society
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    • v.46 no.5
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    • pp.1007-1025
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    • 2009
  • First-order least-squares method of a distributed optimal control problem for the incompressible Stokes equations is considered. An optimality system for the optimal solution are reformulated to the equivalent first-order system by introducing the vorticity and then the least-squares functional corresponding to the system is defined in terms of the sum of the squared $H^{-1}$ and $L^2$ norms of the residual equations of the system. Finite element approximations are studied and optimal error estimates are obtained. Resulting linear system of the optimality system is symmetric and positive definite. The V-cycle multigrid method is applied to the system to test computational efficiency.

Effective Reduction of Horizontal Error in Laser Scanning Information by Strip-Wise Least Squares Adjustments

  • Lee, Byoung-Kil;Yu, Ki-Yun;Pyeon, Moo-Wook
    • ETRI Journal
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    • v.25 no.2
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    • pp.109-120
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    • 2003
  • Though the airborne laser scanning (ALS) technique is becoming more popular in many applications, horizontal accuracy of points scanned by the ALS is not yet satisfactory when compared with the accuracy achieved for vertical positions. One of the major reasons is the drift that occurs in the inertial measurement unit (IMU) during the scanning. This paper presents an algorithm that adjusts for the error that is introduced mainly by the drift of the IMU that renders systematic differences between strips on the same area. For this, we set up an observation equation for strip-wise adjustments and completed it with tie point and control point coordinates derived from the scanned strips and information from aerial photos. To effectively capture the tie points, we developed a set of procedures that constructs a digital surface model (DSM) with breaklines and then performed feature-based matching on strips resulting in a set of reliable tie points. Solving the observation equations by the least squares method produced a set of affine transformation equations with 6 parameters that we used to transform the strips for adjusting the horizontal error. Experimental results after evaluation of the accuracy showed a root mean squared error (RMSE) of the adjusted strip points of 0.27 m, which is significant considering the RMSE before adjustment was 0.77 m.

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A Comparison of Estimation Methods for Weibull Distribution and Type I Censoring (와이블 분포와 정시중단 하에서의 MLE와 LSE의 정확도 비교)

  • Kim, Seong-Il;Park, Min-Yong;Park, Jung-Won
    • Journal of Korean Society for Quality Management
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    • v.38 no.4
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    • pp.480-490
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    • 2010
  • In this paper, two estimation methods(least square estimation and maximum likelihood estimation) were compared for Weibull distribution and Type I censoring. Data obtained by Monte Carlo simulation were analyzed using two estimation methods and analysis results were compared by MSE(Mean Squared Error). Comparison results show that maximum likelihood estimator is better for censored data and complete data with more than 30 samples and least square estimator is better for small size complete data(less than and equal to 20 samples).

Finite-Sample, Small-Dispersion Asymptotic Optimality of the Non-Linear Least Squares Estimator

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.303-312
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    • 1995
  • We consider the following type of general semi-parametric non-linear regression model : $y_i = f_i(\theta) + \epsilon_i, i=1, \cdots, n$ where ${f_i(\cdot)}$ represents the set of non-linear functions of the unknown parameter vector $\theta' = (\theta_1, \cdots, \theta_p)$ and ${\epsilon_i}$ represents the set of measurement errors with unknown distribution. Under suitable finite-sample, small-dispersion asymptotic framework, we derive a general lower bound for the asymptotic mean squared error (AMSE) matrix of the Gauss-consistent estimator of $\theta$. We then prove the fundamental result that the general non-linear least squares estimator (NLSE) is an optimal estimator within the class of all regular Gauss-consistent estimators irrespective of the type of the distribution of the measurement errors.

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Performance Analysis of Electrical MMSE Linear Equalizers in Optically Amplified OOK Systems

  • Park, Jang-Woo;Chung, Won-Zoo
    • Journal of the Optical Society of Korea
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    • v.15 no.3
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    • pp.232-236
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    • 2011
  • We analyze the linear equalizers used in optically amplified on-off-keyed (OOK) systems to combat chromatic dispersion (CD) and polarization mode dispersion (PMD), and we derive the mathematical minimum mean squared error (MMSE) performance of these equalizers. Currently, the MMSE linear equalizer for optical OOK systems is obtained by simulations using adaptive approaches such as least mean squared (LMS) or constant modulus algorithm (CMA), but no theoretical studies on the optimal solutions for these equalizers have been performed. We model the optical OOK systems as square-law nonlinear channels and compute the MMSE equalizer coefficients directly from the estimated optical channel, signal power, and optical noise variance. The accuracy of the calculated MMSE equalizer coefficients and MMSE performance has been verified by simulations using adaptive algorithms.