• 제목/요약/키워드: least squares

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제한된 Remez Exchange 알고리즘을 이용한 고속 IIR 필터 (High-Speed IIR Filter Using Constrained Remez Exchange Algorithm)

  • 김대익;태기철;정진균
    • 한국통신학회논문지
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    • 제28권8C호
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    • pp.821-826
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    • 2003
  • 본 논문에서는 IIR 필터의 임계 경로를 줄이기 위하여 제한된 Remez exchange 알고리즘을 제안하였다. 제안된 알고리즘은 Remez exchange 알고리즘과 최소 자승법을 이용하였다. IIR 필터 구현 예제에서 제안된 방법이 속도를 최대 20% 증가시킴을 보였다.

적응보상기를 채용한 주파수영역 적응 잡음제거 시스템 및 알고리즘 (Frequency-Domain Adaptive Noise Canceller and Its Algorithm with Adaptive Compensator)

  • 손경식;김수중
    • 대한전자공학회논문지
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    • 제27권9호
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    • pp.1456-1467
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    • 1990
  • The time domain adaptive noise canceller (time domain ANC) with the adaptive compensator and its algorithm, so called compensated least mean squares(CLMS) algorithm, had been introduced to improve the performance of ANC[1]. In this paper the time domain ANC with the adaptive compensator is transformed into the frequency domain ANC with the adaptive ocmpensator. An compensated frequency-domain least mean squares(CFLMS) algorithm that can adapt the proposed frequency domain ANC is presented.

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일반화된 유한차분법을 이용한 균열해석 (A Generalized Finite Difference Method for Crack Analysis)

  • 윤영철;김동조;이상호
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2007년도 정기 학술대회 논문집
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    • pp.501-506
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    • 2007
  • A generalized finite difference method for solving solid mechanics problems such as elasticity and crack problems is presented. The method is constructed in framework of Taylor polynomial based on the Moving Least Squares method and collocation scheme based on the diffuse derivative approximation. The governing equations are discretized into the difference equations and the nodal solutions are obtained by solving the system of equations. Numerical examples successfully demonstrate the robustness and efficiency of the proposed method.

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An Estimation of The Unknown Theory Constants Using A Simulation Predictor

  • 박정수
    • 한국시뮬레이션학회논문지
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    • 제2권1호
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    • pp.125-133
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    • 1993
  • A statistical method is described for estimation of the unknown constants in a theory using both of the computer simulation data and the real experimental data, The best linear unbiased predictor based on a spatial linear model is fitted from the computer simulation data alone. Then nonlinear least squares estimation method is applied to the real experimental data using the fitted prediction model as if it were the true simulation model. An application to the computational nuclear fusion devices is presented, where the nonlinear least squares estimates of four transport coefficients of the theoretical nuclear fusion model are obtained.

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EXPERIMENTAL RESULTS OF W-CYCLE MULTIGRID FOR PLANAR LINEAR ELASTICITY

  • Yoo, Jae-Chil
    • East Asian mathematical journal
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    • 제14권2호
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    • pp.399-410
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    • 1998
  • In [3], Franca and Stenberg developed several Galerkin least squares methods for the solution of the problem of linear elasticity. That work concerned itself only with the error estimates of the method. It did not address the related problem of finding effective methods for the solution of the associated-linear systems. In this work, we present computational experiments of W-cycle multigrid method. Computational experiments show that the convergence is uniform as the parameter, $\nu$, goes to 1/2.

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Estimation for Autoregressive Models with GARCH(1,1) Error via Optimal Estimating Functions.

  • Kim, Sah-Myeong
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.207-214
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    • 1999
  • Optimal estimating functions for a class of autoregressive models with GARCH(1,1) error are discussed. The asymptotic properties of the estimator as the solution of the optimal estimating equation are investigated for the models. We have also some simulation results which suggest that the proposed optimal estimators have smaller sample variances than those of the Conditional least-squares estimators under the heavy-tailed error distributions.

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On the Estimation in Regression Models with Multiplicative Errors

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.193-198
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    • 1999
  • The estimation of parameters in regression models with multiplicative errors is usually based on the gamma or log-normal likelihoods. Under reciprocal misspecification, we compare the small sample efficiencies of two sets of estimators via a Monte Carlo study. We further consider the case where the errors are a random sample from a Weibull distribution. We compute the asymptotic relative efficiency of quasi-likelihood estimators on the original scale to least squares estimators on the log-transformed scale and perform a Monte Carlo study to compare the small sample performances of quasi-likelihood and least squares estimators.

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A Study on the Several Robust Regression Estimators

  • Kim, Jee-Yun;Roh, Kyung-Mi;Hwang, Jin-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제15권2호
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    • pp.307-316
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    • 2004
  • Principal Component Regression(PCR) and Partial Least Squares Regression(PLSR) are the two most popular regression techniques in chemometrics. In the field of chemometrics usually the number of regressor variables greatly exceeds the number of observation. So we have to reduce the number of regressors to avoid the identifiability problem. In this paper we compare PCR and PLSR techniques combined with various robust regression methods including regression depth estimation. We compare the efficiency, goodness-of-fit and robustness of each estimators under several contamination schemes.

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Mixed-effects LS-SVR for longitudinal dat

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.363-369
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    • 2010
  • In this paper we propose a mixed-effects least squares support vector regression (LS-SVR) for longitudinal data. We add a random-effect term in the optimization function of LS-SVR to take random effects into LS-SVR for analyzing longitudinal data. We also present the model selection method that employs generalized cross validation function for choosing the hyper-parameters which affect the performance of the mixed-effects LS-SVR. A simulated example is provided to indicate the usefulness of mixed-effect method for analyzing longitudinal data.

HomePNA 2.0 시스템을 위한 등화기의 성능 비교 (Performance Comparison of Equalizers for HomePNA 2.0 Systems)

  • 박기태;최효기;이원철;신요한
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 하계종합학술대회 논문집(1)
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    • pp.61-64
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    • 2002
  • In this paper, various equalizers are considered to improve the performance of Home Phoneline Networking Alliance (HomePNA) 2.0 system under dispersive channel with intersymbol interference. We evaluate and compare the performances of Recursive Least Squares (RLS) and Least Mean Squares (LMS) adaptation algorithms. Computer simulations show that the equalizers utilizing tile RLS algorithm outperforms the LMS algorithm, especially for the system of high symbol rate and complex constellation.

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