• 제목/요약/키워드: least squares

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THE (R,S)-SYMMETRIC SOLUTIONS TO THE LEAST-SQUARES PROBLEM OF MATRIX EQUATION AXB = C

  • Liang, Mao-Lin;Dai, Li-Fang;Wang, San-Fu
    • Journal of applied mathematics & informatics
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    • 제27권5_6호
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    • pp.1061-1071
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    • 2009
  • For real generalized reflexive matrices R, S, i.e., $R^T$ = R, $R^2$ = I, $S^T$ = S, $S^2$ = I, we say that real matrix X is (R,S)-symmetric, if RXS = X. In this paper, an iterative algorithm is proposed to solve the least-squares problem of matrix equation AXB = C with (R,S)-symmetric X. Furthermore, the optimal approximation solution to given matrix $X_0$ is also derived by this iterative algorithm. Finally, given numerical example and its convergent curve show that this method is feasible and efficient.

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EXTENDING THE APPLICABILITY OF INEXACT GAUSS-NEWTON METHOD FOR SOLVING UNDERDETERMINED NONLINEAR LEAST SQUARES PROBLEMS

  • Argyros, Ioannis Konstantinos;Silva, Gilson do Nascimento
    • 대한수학회지
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    • 제56권2호
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    • pp.311-327
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    • 2019
  • The aim of this paper is to extend the applicability of Gauss-Newton method for solving underdetermined nonlinear least squares problems in cases not covered before. The novelty of the paper is the introduction of a restricted convergence domain. We find a more precise location where the Gauss-Newton iterates lie than in earlier studies. Consequently the Lipschitz constants are at least as small as the ones used before. This way and under the same computational cost, we extend the local as well the semilocal convergence of Gauss-Newton method. The new developmentes are obtained under the same computational cost as in earlier studies, since the new Lipschitz constants are special cases of the constants used before. Numerical examples further justify the theoretical results.

RLS 알고리즘에 기반을 둔 블라인드 채널 추정 (Blind Channel Estimator based on the RLS algorithm)

  • 서우정;하판봉;윤태성
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1999년도 추계종합학술대회 논문집
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    • pp.655-658
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    • 1999
  • In this study, We derived Recursive Least Squares(RLS) algorithm with adaptive maximum -likelihood channel estimate for digital pulse amplitude modulated sequence in the presence of intersymbol interference and additive white Gaussian noise. RLS algorithms have better convergence characteristics than conventional algorithms, LMS Least Mean Squares) algorithms.

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Statistical Estimation and Algorithm in Nonlinear Functions

  • Jea-Young Lee
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.135-145
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    • 1995
  • A new algorithm was given to successively fit the multiexponential function/nonlinear function to data by a weighted least squares method, using Gauss-Newton, Marquardt, gradient and DUD methods for convergence. This study also considers the problem of linear-nonlimear weighted least squares estimation which is based upon the usual Taylor's formula process.

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PLS를 활용한 고차요인구조 추정방법의 비교 (A Comparison of Estimation Approaches of Structural Equation Model with Higher-Order Factors Using Partial Least Squares)

  • 손기혁;전영호;옥창수
    • 산업경영시스템학회지
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    • 제36권4호
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    • pp.64-70
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    • 2013
  • Estimation approaches for casual relation model with high-order factors have strict restrictions or limits. In the case of ML (Maximum Likelihood), a strong assumption which data must show a normal distribution is required and factors of exponentiation is impossible due to the uncertainty of factors. To overcome this limitation many PLS (Partial Least Squares) approaches are introduced to estimate the structural equation model including high-order factors. However, it is possible to yield biased estimates if there are some differences in the number of measurement variables connected to each latent variable. In addition, any approach does not exist to deal with general cases not having any measurement variable of high-order factors. This study compare several approaches including the repeated measures approach which are used to estimate the casual relation model including high-order factors by using PLS (Partial Least Squares), and suggest the best estimation approach. In other words, the study proposes the best approach through the research on the existing studies related to the casual relation model including high-order factors by using PLS and approach comparison using a virtual model.

볼테라 시리즈 입력을 이용한 냉연 산세 라인 산농도 모델 추정 (Estimation of Acid Concentration Model of Cooling and Pickling Process Using Volterra Series Inputs)

  • 박찬은;송주만;박태수;노일환;박형국;최승갑;박부견
    • 제어로봇시스템학회논문지
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    • 제21권12호
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    • pp.1173-1177
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    • 2015
  • This paper deals with estimating the acid concentration of pickling process using the Volterra inputs. To estimate the acid concentration, the whole pickling process is represented by the grey box model consists of the white box dealing with known system and the black box dealing with unknown system. Because there is a possibility of nonlinear term in the unknown system, the Volterra series are used to estimate the acid concentration. For the white box modeling, the acid tank solution level and concentration equations are used, and for the black box modeling, the acid concentration is estimated using the Volterra Least Mean Squares (LMS) algorithm and Least Squares (LS) algorithm. The LMS algorithm has the advantage of the simple structure and the low computation, and the LS algorithm has the advantage of lowest error. The simulation results compared to the measured data are included.

Simultaneous Kinetic Spectrophotometric Determination of Sulfite and Sulfide Using Partial Least Squares (PLS) Regression

  • Afkhami, Abbas;Sarlak, Nahid;Zarei, Ali Reza;Madrakian, Tayyebeh
    • Bulletin of the Korean Chemical Society
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    • 제27권6호
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    • pp.863-868
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    • 2006
  • The partial least squares (PLS-1) calibration model based on spectrophotometric measurement, for the simultaneous determination of sulfite and sulfide is described. This method is based on the difference between the rate of the reaction of sulfide and sulfite with Malachite Green in pH 7.0 buffer solution and at 25 ${^{\circ}C}$. The absorption kinetic profiles of the solutions were monitored by measuring the decrease in the absorbance of Malachite Green at 617 nm in the time range 10-180 s after initiation of the reactions with 2 s intervals. The experimental calibration matrix for partial least squares (PLS-1) calibration was designed with 24 samples. The cross-validation method was used for selecting the number of factors. The results showed that simultaneous determination could be performed in the range 0.030-1.5 and 0.030-1.2 $\mu$g m$L ^{-1}$ for sulfite and sulfide, respectively. The proposed method was successfully applied to simultaneous determination of sulfite and sulfide in water samples and whole human blood.

Motion analysis within non-rigid body objects in satellite images using least squares matching

  • Hasanlou M.;Saradjian M.R.
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2005년도 Proceedings of ISRS 2005
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    • pp.47-51
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    • 2005
  • Using satellite images, an optimal solution to water motion has been presented in this study. Since temperature patterns are suitable tracers in water motion, Sea Surface Temperature (SST) images of Caspian Sea taken by MODIS sensor on board Terra satellite have been used in this study. Two daily SST images with 24 hours time interval are used as input data. Computation of templates correspondence between pairs of images is crucial within motion algorithms using non-rigid body objects. Image matching methods have been applied to estimate water body motion within the two SST images. The least squares matching technique, as a flexible technique for most data matching problems, offers an optimal spatial solution for the motion estimation. The algorithm allows for simultaneous local radiometric correction and local geometrical image orientation estimation. Actually, the correspondence between the two image templates is modeled both geometrically and radiometrically. Geometric component of the model includes six geometric transformation parameters and radiometric component of the model includes two radiometric transformation parameters. Using the algorithm, the parameters are automatically corrected, optimized and assessed iteratively by the least squares algorithm. The method used in this study, has presented more efficient and robust solution compared to the traditional motion estimation schemes.

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벌점 부분최소자승법을 이용한 분류방법 (A new classification method using penalized partial least squares)

  • 김윤대;전치혁;이혜선
    • Journal of the Korean Data and Information Science Society
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    • 제22권5호
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    • pp.931-940
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    • 2011
  • 분류분석은 학습표본으로부터 분류규칙을 도출한 후 새로운 표본에 적용하여 특정 범주로 분류하는 방법이다. 데이터의 복잡성에 따라 다양한 분류분석 방법이 개발되어 왔지만, 데이터 차원이 높고 변수간 상관성이 높은 경우 정확하게 분류하는 것은 쉽지 않다. 본 연구에서는 데이터차원이 상대적으로 높고 변수간 상관성이 높을 때 강건한 분류방법을 제안하고자 한다. 부분최소자승법은 연속형데이터에 사용되는 기법으로서 고차원이면서 독립변수간 상관성이 높을 때 예측력이 높은 통계기법으로 알려져 있는 다변량 분석기법이다. 벌점 부분최소자승법을 이용한 분류방법을 실제데이터와 시뮬레이션을 적용하여 성능을 비교하고자 한다.