• Title/Summary/Keyword: least squares

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Adaptive Bilinear Lattice Filter(II)-Least Squares Lattice Algorithm (적응 쌍선형 격자필터 (II) - 최소자승 격자 알고리즘)

  • Heung Ki Baik
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.29B no.1
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    • pp.34-42
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    • 1992
  • This paper presents two fast least-squares lattice algorithms for adaptive nonlinear filters equipped with bilinear system models. The lattice filters perform a Gram-Schmidt orthogonalization of the input data and have very good numerical properties. Furthermore, the computational complexity of the algorithms is an order of magnitude snaller than previously algorithm is an order of magnitude smaller than previously available methods. The first of the two approaches is an equation error algorithm that uses the measured desired response signal directly to comprte the adaptive filter outputs. This method is conceptually very simple`however, it will result in biased system models in the presence of measurement noise. The second approach is an approximate least-squares output error solution. In this case, the past samples of the output of the adaptive system itself are used to produce the filter output at the current time. Results of several experiments that demonstrate and compare the properties of the adaptive bilinear filters are also presented in this paper. These results indicate that the output error algorithm is less sensitive to output measurement noise than the squation error method.

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Navigation of a Mobile Robot Using Nonlinear Least Squares Optimization (비선형 최적화 방법을 이용한 이동로봇의 주행)

  • Kim, Gon-Woo;Cha, Young-Youp
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.7
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    • pp.1404-1409
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    • 2011
  • The fundamental research for the mobile robot navigation using the numerical optimization method is presented. We define the mobile robot navigation problem as an unconstrained optimization problem to minimize the cost function with the pose error between the goal position and the position of a mobile robot. Using the nonlinear least squares optimization method, the optimal speeds of the left and right wheels can be found as the solution of the optimization problem. Especially, the rotational speed of wheels of a mobile robot can be directly related to the overall speed of a mobile robot using the Jacobian derived from the kinematic model. It will be very useful for applying to the mobile robot navigation. The performance was evaluated using the simulation.

Fast and Rigid 3D Shape Deformation Based on Moving Least Squares (이동 최소 자승법 기반의 빠르고 강체성이 유지되는 3차원 형상 변형 기법)

  • Lee, Jung;Kim, Chang-Hun
    • The KIPS Transactions:PartA
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    • v.16A no.2
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    • pp.61-68
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    • 2009
  • We present a fast 3D shape deformation method that achieves smoothly deformed result by approximating a rigid transformation based on moving least squares (MLS). Our modified MLS formulation reduces the computation cost for computing the optimal transformation of each point and still keeps the rigidity of the deformed results. Even complex geometric shapes are easily, intuitively, and interactively deformed by manipulating point and ellipsoidal handles.

Multiclass Classification via Least Squares Support Vector Machine Regression

  • Shim, Joo-Yong;Bae, Jong-Sig;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.441-450
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    • 2008
  • In this paper we propose a new method for solving multiclass problem with least squares support vector machine(LS-SVM) regression. This method implements one-against-all scheme which is as accurate as any other approach. We also propose cross validation(CV) method to select effectively the optimal values of hyper-parameters which affect the performance of the proposed multiclass method. Experimental results are then presented which indicate the performance of the proposed multiclass method.

Application of GPS Surveying for Extracting Highway's Horizontal Alignment

  • Seo, Jeong-Hoon;Roh, Tae-Ho;Lee, Jong-Chool
    • Korean Journal of Geomatics
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    • v.2 no.1
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    • pp.1-6
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    • 2002
  • Korea is a small country with relatively large mountainous areas and has many difficulties from planning to completing one road. Maintaining a completed road presents even more difficulties. presently, in estimating design elements, the result varies according to the engineer and there are many cases that question the reliability of the results. Therefore, in this study, the alignment of highway was sampled using by the centerline path, the design elements of horizontal alignment were reduced by applying the Least Squares Method, and the accuracy was analyzed. By this method, IP, IA, R, $\Delta$R and A-parameter were also determined. By observing relatively long straight sections, the approximate values could be estimated, and particularly, the considerably accurate value of A-parameter was determined. This study, using the Least Squares Method, aims to contribute to the development of the alignment examination in frequent traffic accident regions.

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Improved Element-Free Galerkin method (IEFG) for solving three-dimensional elasticity problems

  • Zhang, Zan;Liew, K.M.
    • Interaction and multiscale mechanics
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    • v.3 no.2
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    • pp.123-143
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    • 2010
  • The essential idea of the element-free Galerkin method (EFG) is that moving least-squares (MLS) approximation are used for the trial and test functions with the variational principle (weak form). By using the weighted orthogonal basis function to construct the MLS interpolants, we derive the formulae for an improved element-free Galerkin (IEFG) method for solving three-dimensional problems in linear elasticity. There are fewer coefficients in improved moving least-squares (IMLS) approximation than in MLS approximation. Also fewer nodes are selected in the entire domain with the IEFG method than is the case with the conventional EFG method. In this paper, we selected a few example problems to demonstrate the applicability of the method.

STOCHASTIC GRADIENT METHODS FOR L2-WASSERSTEIN LEAST SQUARES PROBLEM OF GAUSSIAN MEASURES

  • YUN, SANGWOON;SUN, XIANG;CHOI, JUNG-IL
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.25 no.4
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    • pp.162-172
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    • 2021
  • This paper proposes stochastic methods to find an approximate solution for the L2-Wasserstein least squares problem of Gaussian measures. The variable for the problem is in a set of positive definite matrices. The first proposed stochastic method is a type of classical stochastic gradient methods combined with projection and the second one is a type of variance reduced methods with projection. Their global convergence are analyzed by using the framework of proximal stochastic gradient methods. The convergence of the classical stochastic gradient method combined with projection is established by using diminishing learning rate rule in which the learning rate decreases as the epoch increases but that of the variance reduced method with projection can be established by using constant learning rate. The numerical results show that the present algorithms with a proper learning rate outperforms a gradient projection method.

Density-Constrained Moving Least Squares for Visualizing Various Vector Patterns (다양한 벡터 패턴 시각화를 위한 밀도 제한 이동최소제곱)

  • SuBin Lee;Jong-Hyun Kim
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2023.07a
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    • pp.577-580
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    • 2023
  • 물리 기반 시뮬레이션과 같이 연속적인 움직임을 표현하기 위해서 고차 보간(High-order interpolation)을 설계하는 것을 중요한 문제이다. 본 논문에서는 제약적인 벡터와 밀도 형태를 몬테카를로법을 사용하여 이동최소제곱(MLS, Moving least squares)을 제곱하여 이를 통해 속도 필드를 표현할 수 있는 방법을 제안한다. 결과적으로 밀도의 형태를 고려하여 MLS의 가중치가 적용된 결과를 보여주며, 그 결과가 벡터 보간에 얼마나 큰 영향을 끼치는지를 다양한 실험을 통해 보여준다.

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FINDING EXPLICIT SOLUTIONS FOR LINEAR REGRESSION WITHOUT CORRESPONDENCES BASED ON REARRANGEMENT INEQUALITY

  • MIJIN KIM;HYUNGU LEE;HAYOUNG CHOI
    • Journal of applied mathematics & informatics
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    • v.42 no.1
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    • pp.149-158
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    • 2024
  • A least squares problem without correspondences is expressed as the following optimization: Π∈Pminm, x∈ℝn ║Ax-Πy║, where A ∈ ℝm×n and y ∈ ℝm are given. In general, solving such an optimization problem is highly challenging. In this paper we use the rearrangement inequalities to find the closed form of solutions for certain cases. Moreover, despite the stringent constraints, we successfully tackle the nonlinear least squares problem without correspondences by leveraging rearrangement inequalities.

Nonlinear Acoustic Echo Suppressor based on Volterra Filter using Least Squares (Least Squares 기반의 Volterra Filter를 이용한 비선형 반향신호 억제기)

  • Park, Jihwan;Lee, Bong-Ki;Chang, Joon-Hyuk
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.12
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    • pp.205-209
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    • 2013
  • A conventional acoustic echo suppressor (AES) considering only room impulse response between a loudspeaker and a microphone eliminates acoustic echo from the microphone input. However, in a nonlinear acoustic echo environment, the conventional AES degraded because of a nonlinearity of the loudspeaker. In this paper, we adopt AES based on the frequency-domain second-order Volterra filter using Least Square method. For comparing performances, we conduct objective tests including Echo Return Loss Enhancement (ERLE) and Speech Attenuation (SA). The proposed algorithm shows better performance than the conventional in both linear and nonlinear acoustic echo environments.