• Title/Summary/Keyword: least squares estimate

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Verification of Two Least-Squares Methods for Estimating Center of Rotation Using Optical Marker Trajectory

  • Lee, Jung Keun
    • Journal of Sensor Science and Technology
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    • v.26 no.6
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    • pp.371-378
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    • 2017
  • An accurate and robust estimation of center of rotation (CoR) using optical marker trajectory is crucial in human biomechanics. In this regard, the performances of the two prevailing least-squares methods, the Gamage and Lasenby (GL) method, and the Chang and Pollard (CP) method, are verified in this paper. While both methods are sphere-fitting approaches in closed form and require no tuning parameters, they have not been thoroughly verified by comparison of their estimation accuracies. Furthermore, while for both methods, results for stationary CoR locations are presented, cases for perturbed CoR locations have not been investigated for any of them. In this paper, the estimation performances of the GL method and CP method are investigated by varying the range of motion (RoM) and noise amount, for both stationary and perturbed CoR locations. The difference in the estimation performance according to the variation in the amount of noise and RoM was clearly shown for both methods. However, the CP method outperformed the GL method, as seen in results from both the simulated and the experimental data. Particularly, when the RoM is small, the GL method failed to estimate the appropriate CoR while the CP method reasonably maintained the accuracy. In addition, the CP method showed a considerably better predictability in CoR estimation for the perturbed CoR location data than the GL method. Accordingly, it may be concluded that the CP method is more suitable than the GL method for CoR estimation when RoM is limited and CoR location is perturbed.

Least Squares Method-Based System Identification for a 2-Axes Gimbal Structure Loading Device (2축 짐벌 구조 적재 장치를 위한 최소제곱법 기반 시스템 식별)

  • Sim, Yeri;Jin, Sangrok
    • The Journal of Korea Robotics Society
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    • v.17 no.3
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    • pp.288-295
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    • 2022
  • This study shows a system identification method of a balancing loading device for a stair climbing delivery robot. The balancing loading device is designed as a 2-axes gimbal structure and is interpreted as two independent pendulum structures for simplifying. The loading device's properties such as mass, moment of inertia, and position of the center of gravity are changeable for luggage. The system identification process of the loading device is required, and the controller should be optimized for the system in real-time. In this study, the system identification method is based on least squares method to estimate the unknown parameters of the loading device's dynamic equation. It estimates the unknown parameters by calculating them that minimize the error function between the real system's motion and the estimated system's motion. This study improves the accuracy of parameter estimation using a null space solution. The null space solution can produce the correct parameters by adjusting the parameter's relative sizes. The proposed system identification method is verified by the simulation to determine how close the estimated unknown parameters are to the real parameters.

Calibration of Parameters in QUAL2E using the Least-squares Method (최소지승법에 의한 QUAL2E 모델 반응계수 보정)

  • Kim, Kyung-Sub;Yoon, Dong-Gu;Lee, Gi-Young
    • Journal of Korea Water Resources Association
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    • v.37 no.9
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    • pp.719-727
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    • 2004
  • Water quality models can be applied to manage the regional water quality problems and to estimate the target and allowable pollution load in watershed effectively. The optimization of state variables in the given water quality model Is necessary to build up more effective model. The least-squares method is applied to fit field observations in QUAL2E developed by U.S. EPA, which is most widely used one in the world to simulate the stream water quality, and the optimization model with constraints is constructed to estimate the parameters. The objective function of the optimization model is solved by Solver in Microsoft Excel and Monte Carlo simulation is conducted to know the influence of parameter in conventional pollutants. It is found that this technique is easily implemented and rapidly convergent computational procedure to calibrate the parameters after appling this approach in Anyang stream located in Kyonggi province mainly.

Estimating the Term Structure of Interest Rates Using Mixture of Weighted Least Squares Support Vector Machines (가중 최소제곱 서포트벡터기계의 혼합모형을 이용한 수익률 기간구조 추정)

  • Nau, Sung-Kyun;Shim, Joo-Yong;Hwang, Chang-Ha
    • The Korean Journal of Applied Statistics
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    • v.21 no.1
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    • pp.159-168
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    • 2008
  • Since the term structure of interest rates (TSIR) has longitudinal data, we should consider as input variables both time left to maturity and time simultaneously to get a more useful and more efficient function estimation. However, since the resulting data set becomes very large, we need to develop a fast and reliable estimation method for large data set. Furthermore, it tends to overestimate TSIR because data are correlated. To solve these problems we propose a mixture of weighted least squares support vector machines. We recognize that the estimate is well smoothed and well explains effects of the third stock market crash in USA through applying the proposed method to the US Treasury bonds data.

Adaptive control for pH systems (pH공정의 적응제어)

  • 성수환;이인범;이지태
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.457-460
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    • 1996
  • An adaptive pH control is developed to manipulate the nonlinearities and time-varying properties of pH systems. In this research, we estimate two adjustable parameters by using the recursive least squares method and a nonlinear PI controller is used to control pH systems based on the estimated two parameters.

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Time series analysis for Korean COVID-19 confirmed cases: HAR-TP-T model approach (한국 COVID-19 확진자 수에 대한 시계열 분석: HAR-TP-T 모형 접근법)

  • Yu, SeongMin;Hwang, Eunju
    • The Korean Journal of Applied Statistics
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    • v.34 no.2
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    • pp.239-254
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    • 2021
  • This paper studies time series analysis with estimation and forecasting for Korean COVID-19 confirmed cases, based on the approach of a heterogeneous autoregressive (HAR) model with two-piece t (TP-T) distributed errors. We consider HAR-TP-T time series models and suggest a step-by-step method to estimate HAR coefficients as well as TP-T distribution parameters. In our proposed step-by-step estimation, the ordinary least squares method is utilized to estimate the HAR coefficients while the maximum likelihood estimation (MLE) method is adopted to estimate the TP-T error parameters. A simulation study on the step-by-step method is conducted and it shows a good performance. For the empirical analysis on the Korean COVID-19 confirmed cases, estimates in the HAR-TP-T models of order p = 2, 3, 4 are computed along with a couple of selected lags, which include the optimal lags chosen by minimizing the mean squares errors of the models. The estimation results by our proposed method and the solely MLE are compared with some criteria rules. Our proposed step-by-step method outperforms the MLE in two aspects: mean squares error of the HAR model and mean squares difference between the TP-T residuals and their densities. Moreover, forecasting for the Korean COVID-19 confirmed cases is discussed with the optimally selected HAR-TP-T model. Mean absolute percentage error of one-step ahead out-of-sample forecasts is evaluated as 0.0953% in the proposed model. We conclude that our proposed HAR-TP-T time series model with optimally selected lags and its step-by-step estimation provide an accurate forecasting performance for the Korean COVID-19 confirmed cases.

Consistency and Bounds on the Bias of $S^2$ in the Linear Regression Model with Moving Average Disturbances

  • Song, Seuck-Heun
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.507-518
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    • 1995
  • The ordinary least squares based estiamte $S^2$ of the disturbance variance is considered in the linear regression model when the disturbances follow the first-order moving-average process. It is shown that $S^2$ is weakly consistent estimate for the disturbance varaince without any restriction on the regressor matrix X. Also, simple exact bounds on the relative bias of $S^2$ are given in finite sample sizes.

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ADDITIVE AND HETEROSIS EFFECTS ON MILK YIELD AND BIRTH WEIGHT FROM CROSSBREEDING EXPERIMENTS BETWEEN HOLSTEIN AND THE LOCAL BREED IN BANGLADESH

  • Hirooka, H.;Bhuiyan, A.K.F.H.
    • Asian-Australasian Journal of Animal Sciences
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    • v.8 no.3
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    • pp.295-300
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    • 1995
  • Data from purebred and crossbred cattle involving Holstein and the Local breed in Bangladesh were used to estimate the genetic effects on average daily milk yield and birth weight A total of 877 records on average daily milk yield for 4 types of breed groups and a total of 418 records on birth weight for 5 breed groups were analyzed. Two different methods were applied in this study; the least squares analysis of variance approach and the linear regression approach. Breed group effects were highly significant for both average daily milk yield and birth weight. The result showed that straightbred Holstein produced the highest milk yield and the 7/8 crosses ranked highest in birth weight For the two traits, the additive breed effect was highly significant, whereas the individual heterosis effect was not significant. Furthermore, this study showed a negative maternal heterosis for average daily milk yields and a positive maternal heterosis for birth weight Comparing the breed least squares means obtained from the linear regression approach revealed that straightbred Holstein produced the highest average milk yield and the 3/4 crosses were predicted to have the largest birth weight. It is indicated that the linear regression approach can adequately separate the genetic component of performance, estimate unknown crossbreeding parameters and predict unknown performance of crosses which are not include in the original data.

Estimation of Nitrite Concentration in the Biological Nitritation Process Using Enzymatic Inhibition Kinetics

  • GIL, KYUNG-IK;EUI-SO CHOI
    • Journal of Microbiology and Biotechnology
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    • v.12 no.3
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    • pp.377-381
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    • 2002
  • Recently, interests to remove nitrogen in the nitritation process have increased because of its economical advantages, since it could be a short-cut process to save both oxygen for nitrification and carbon for denitrification compared to a typical nitrification. However, the kinetics related with the nitritation process has not yet been fully understood. Furthermore, many useful models which have been successfully used for wastewater treatment processes cannot be used to estimate effluent nitrite concentration for evaluating performance of the nitritation process, since the process rate equations and population of microorganisms for nitrogen removal in these models have been set up only for the condition of full nitrification. Therefore, the present study was conducted to estimate an effluent nitrite concentration in the nitritation process with a concept of enzymatic inhibition kinetics based on long-term laboratory experiments. Using a nonlinear least squares regression method, kinetic parameters were accurately determined. By setting up a process rate equation along with a mass balance equation of the nitrite-oxidizing step, an effluent nitrite concentration in the nitritation process was then successfully estimated.

Plotting positions and approximating first two moments of order statistics for Gumbel distribution: estimating quantiles of wind speed

  • Hong, H.P.;Li, S.H.
    • Wind and Structures
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    • v.19 no.4
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    • pp.371-387
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    • 2014
  • Probability plotting positions are popular and used as the basis for distribution fitting and for inspecting the quality of the fit because of its simplicity. The plotting positions that lead to excellent approximation to the mean of the order statistics should be used if the objective of the fitting is to estimate quantiles. Since the mean depends on the sample size and is not amenable for simple to use closed form solution, many plotting positions have been presented in the literature, including a new plotting position that is derived based on the weighted least-squares method. In this study, the accuracy of using the new plotting position to fit the Gumbel distribution for estimating quantiles is assessed. Also, plotting positions derived by fitting the mean of the order statistics for all ranks is proposed, and an approximation to the covariance of the order statistics for the Gumbel (and Weibull) variate is given. Relative bias and root-mean-square-error of the estimated quantiles by using the proposed plotting position are shown. The use of the proposed plotting position to estimate the quantiles of annual maximum wind speed is illustrated.