• Title/Summary/Keyword: least squares

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An time-varying acoustic channel estimation using least squares algorithm with an average gradient vector based a self-adjusted step size and variable forgetting factor (기울기 평균 벡터를 사용한 가변 스텝 최소 자승 알고리즘과 시변 망각 인자를 사용한 시변 음향 채널 추정)

  • Lim, Jun-Seok
    • The Journal of the Acoustical Society of Korea
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    • v.38 no.3
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    • pp.283-289
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    • 2019
  • RLS (Recursive-least-squares) algorithm is known to have good convergence and excellent error level after convergence. However, there is a disadvantage that numerical instability is included in the algorithm due to inverse matrix calculation. In this paper, we propose an algorithm with no matrix inversion to avoid the instability aforementioned. The proposed algorithm still keeps the same convergence performance. In the proposed algorithm, we adopt an averaged gradient-based step size as a self-adjusted step size. In addition, a variable forgetting factor is introduced to provide superior performance for time-varying channel estimation. Through simulations, we compare performance with conventional RLS and show its equivalency. It also shows the merit of the variable forgetting factor in time-varying channels.

Signal parameter estimation through hierarchical conjugate gradient least squares applied to tensor decomposition

  • Liu, Long;Wang, Ling;Xie, Jian;Wang, Yuexian;Zhang, Zhaolin
    • ETRI Journal
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    • v.42 no.6
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    • pp.922-931
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    • 2020
  • A hierarchical iterative algorithm for the canonical polyadic decomposition (CPD) of tensors is proposed by improving the traditional conjugate gradient least squares (CGLS) method. Methods based on algebraic operations are investigated with the objective of estimating the direction of arrival (DoA) and polarization parameters of signals impinging on an array with electromagnetic (EM) vector-sensors. The proposed algorithm adopts a hierarchical iterative strategy, which enables the algorithm to obtain a fast recovery for the highly collinear factor matrix. Moreover, considering the same accuracy threshold, the proposed algorithm can achieve faster convergence compared with the alternating least squares (ALS) algorithm wherein the highly collinear factor matrix is absent. The results reveal that the proposed algorithm can achieve better performance under the condition of fewer snapshots, compared with the ALS-based algorithm and the algorithm based on generalized eigenvalue decomposition (GEVD). Furthermore, with regard to an array with a small number of sensors, the observed advantage in estimating the DoA and polarization parameters of the signal is notable.

Modified partial least squares method implementing mixed-effect model

  • Kyunga Kim;Shin-Jae Lee;Soo-Heang Eo;HyungJun Cho;Jae Won Lee
    • Communications for Statistical Applications and Methods
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    • v.30 no.1
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    • pp.65-73
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    • 2023
  • Contemporary biomedical data often involve an ill-posed problem owing to small sample size and large number of multi-collinear variables. Partial least squares (PLS) method could be a plausible alternative to an ill-conditioned ordinary least squares. However, in the case of a PLS model that includes a random-effect, how to deal with a random-effect or mixed effects remains a widely open question worth further investigation. In the present study, we propose a modified multivariate PLS method implementing mixed-effect model (PLSM). The advantage of PLSM is its versatility in handling serial longitudinal data or its ability for taking a randomeffect into account. We conduct simulations to investigate statistical properties of PLSM, and showcase its real clinical application to predict treatment outcome of esthetic surgical procedures of human faces. The proposed PLSM seemed to be particularly beneficial 1) when random-effect is conspicuous; 2) the number of predictors is relatively large compared to the sample size; 3) the multicollinearity is weak or moderate; and/or 4) the random error is considerable.

Visualization of Vector Fields from Density Data Using Moving Least Squares Based on Monte Carlo Method (몬테카를로 방법 기반의 이동최소제곱을 이용한 밀도 데이터의 벡터장 시각화)

  • Jong-Hyun Kim
    • Journal of the Korea Computer Graphics Society
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    • v.30 no.2
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    • pp.1-9
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    • 2024
  • In this paper, we propose a new method to visualize different vector field patterns from density data. We use moving least squares (MLS), which is used in physics-based simulations and geometric processing. However, typical MLS does not take into account the nature of density, as it is interpolated to a higher order through vector-based constraints. In this paper, we design an algorithm that incorporates Monte Carlo-based weights into the MLS to efficiently account for the density characteristics implicit in the input data, allowing the algorithm to represent different forms of white noise. As a result, we experimentally demonstrate detailed vector fields that are difficult to represent using existing techniques such as naive MLS and divergence-constrained MLS.

Study on Genetic Variation of 4 Microsatellite DNA Markers and Their Relationship with Somatic Cell Counts in Cow Milk

  • Jin, Hai-Guo;Zhou, Guo-li;Yang, Cao;Chu, Ming-Xing
    • Asian-Australasian Journal of Animal Sciences
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    • v.16 no.10
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    • pp.1535-1539
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    • 2003
  • Four microsatellite DNA loci BM1818, BM1258, BM1443 and BM1905 associated with the somatic cell counts (SCC) in cow milk were analyzed for genetic variation in 240 Beijing Holstein cows. The PCR amplified products of microsatellites DNA were detected by non-denatured polyacrylamide gel electrophoresis. The number of alleles for BM1818, BM1258, BM1443 and BM1905 were 4, 5, 8 and 6 in Beijing Holstein cows, respectively. The allele size ranges for BM1818, BM1258, BM1443 and BM1905 were 274 bp to 286 bp, 92 bp to 106 bp, 154 bp to 170 bp and 187 bp to 201 bp, respectively. The polymorphism information content/effective number of alleles/heterozygosity for BM1818, BM1258, BM1443 and BM1905 were 0.3869/1.7693/0.4348, 0.5923/2.9121/0.6566, 0.7114/3.9012/0.7437 and 0.5921/2.8244/0.6459. These data showed the microsatellite DNA locus BM1443 has the highest variability, followed by BM1258, BM1905 and BM1818. The results of the least squares means analysis showed as follows: the least squares mean of SCC for BM1818 284 bp/284 bp was significantly lower than that for BM1818 286 bp/286 bp (p<0.05). The least squares mean of SCC for BM1258 100 bp/100 bp was significantly lower than that for BM1258 102 bp/102 bp, 106 bp/106 bp, 106 bp/104 bp, 106 bp/102 bp, 106 bp/100 bp, 104 bp/100 bp (p<0.05). The least squares mean of SCC for BM1443 166 bp/160 bp and 166 bp/166 bp was significantly lower than that for BM1443 170 bp/160 bp, 160 bp/157 bp, 165 bp/160 bp (p<0.05). The least squares mean of SCC for BM1905 187 bp/187 bp was significantly lower than that for BM1905 197 bp/195 bp, 193 bp/187 bp (p<0.05).

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
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    • v.21 no.6
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    • pp.920-928
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    • 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.

Design of A 2-18GHz Digital Frequency Discriminator using Least-squares and Candidate-selection Methods (최소자승법과 후보군 선택 기법을 이용한 2-18GHz 디지털 주파수 변별기 설계)

  • Park, Jin Oh;Nam, Sang Won
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.6
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    • pp.246-253
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    • 2013
  • Based on the conventional 2-6GHz digital frequency discriminator (DFD) using the phase unwrapping and least-squares techniques, we propose a new 2-18GHz DFD. To compensate for lowered-precision frequency estimation due to the expanded bandwidth, the proposed DFD design employs more delay lines, accordingly accompanying high complexity. Thus, a new computationally efficient frequency estimation algorithm is also presented to overcome such high computational burden. More specifically, the proposed frequency estimation algorithm is basically based on the conventional phase unwrapping technique, along with a new candidates selection for the unwrapped phases under the condition that the phase margin is known. As a result, the computational burden required for the least-squares technique can be reduced. Finally, simulation results are provided to demonstrate the effectiveness of the proposed approach, compared with those of the conventional DFD's.

Heat Transfer Analysis of Bi-Material Problem with Interfacial Boundary Using Moving Least Squares Finite Difference Method (이동최소제곱 유한차분법을 이용한 계면경계를 갖는 이종재료의 열전달문제 해석)

  • Yoon, Young-Cheol;Kim, Do-Wan
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.20 no.6
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    • pp.779-787
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    • 2007
  • This paper presents a highly efficient moving least squares finite difference method (MLS FDM) for a heat transfer problem of bi-material with interfacial boundary. The MLS FDM directly discretizes governing differential equations based on a node set without a grid structure. In the method, difference equations are constructed by the Taylor polynomial expanded by moving least squares method. The wedge function is designed on the concept of hyperplane function and is embedded in the derivative approximation formula on the moving least squares sense. Thus interfacial singular behavior like normal derivative jump is naturally modeled and the merit of MLS FDM in fast derivative computation is assured. Numerical experiments for heat transfer problem of bi-material with different heat conductivities show that the developed method achieves high efficiency as well as good accuracy in interface problems.

Interpolation of GPS Receiver Clock Errors Using Least-Squares Collocation (Least-Squares Collocation을 이용한 GPS 수신기 시계오차 보간)

  • Hong, Chang-Ki;Han, Soohee
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.36 no.6
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    • pp.621-628
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    • 2018
  • More than four visible GPS (Global Positioning System) satellites are required to obtain absolute positioning. However, it is not easy to satisfy this condition when a rover is in such unfavorable condition as an urban area. As a consequence, clock-aided positioning has been used as an alternative method especially when the number of visible satellites is three providing that receive clock error information is available. In this study, LSC (Least-Squares Collocation) method is proposed to interpolate clock errors for clock-aided positioning after analyzing the characteristics of receiver clock errors. Numerical tests are performed by using GPS data collected at one of Korean CORS (Continuously Operating Reference Station) and a nearby GPS station. The receiver clock errors are obtained through the DGPS (Differential GPS) positioning technique and segmentation procedures are applied for efficient interpolation. Then, LSC is applied to predicted clock error at epoch which clock information is not available. The numerical test results are analyzed by examining the differences between the original and interpolated clock errors. The mean and standard deviation of the residuals are 0.24m and 0.49m, respectively. Therefore, it can be concluded that sufficient accuracy can be obtained by using the proposed method in this study.

Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
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    • v.26 no.6
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    • pp.383-395
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    • 2018
  • An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.