• Title/Summary/Keyword: least squares problem

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A Study on QP Method and Two Dimensional FIR Elliptic Filter Design with McClellan Transform (QP 방법과 McClellan 변환을 이용한 2차원 FIR Elliptic 필터 설계에 관한 연구)

  • 김남수;이상준;김남호
    • Proceedings of the Korea Institute of Convergence Signal Processing
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    • 2003.06a
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    • pp.268-271
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    • 2003
  • There are several methods for the design of 2D filter. Notable among them is McClellan transform method. This transform allows us to obtain a high order 2D FIR filter through mapping the 1D frequency points of a 1D prototype FIR filter onto 2D frequency contours. We design 2D filter using this transform. Then we notice for mapping deviation of the 2D filter. In this paper, Quadratic programming (QP) method allows us to obtain coefficients of McClellan transform. Then we compare deviation of QP method with least-squares(LS) method. Elliptic filter is used for comparison. The optimal cutoff frequencies of a 1D filter are obtained directly from the QP method. Also several problem of LS method are solved.

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Predictive Control for a Fin Stabilizer

  • Yoon, Hyeon-Kyu;Lee, Gyeong-Joong;Fang, Tae-Hyun
    • Journal of Navigation and Port Research
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    • v.31 no.7
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    • pp.597-603
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    • 2007
  • A predictive controller can solve a control problem related to a disturbance-dominant system such as roll stabilization of a ship in waves. In this paper, a predictive controller is developed for a fin stabilizer. Future wave-induced moment is modeled simply using two typical regular wave components for which six parameters are identified by the recursive Fourier transform and the least squares method using the past time series of the roll motion. After predicting the future wave-induced moment, optimal control theory is applied to discover the most effective command fin angle that will stabilize the roll motion. In the results, wave prediction performance is investigated, and the effectiveness of the predictive controller is compared to a conventional PD controller.

Geometric Fitting of Parametric Curves and Surfaces

  • Ahn, Sung-Joon
    • Journal of Information Processing Systems
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    • v.4 no.4
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    • pp.153-158
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    • 2008
  • This paper deals with the geometric fitting algorithms for parametric curves and surfaces in 2-D/3-D space, which estimate the curve/surface parameters by minimizing the square sum of the shortest distances between the curve/surface and the given points. We identify three algorithmic approaches for solving the nonlinear problem of geometric fitting. As their general implementation we describe a new algorithm for geometric fitting of parametric curves and surfaces. The curve/surface parameters are estimated in terms of form, position, and rotation parameters. We test and evaluate the performances of the algorithms with fitting examples.

Robust Real-time Intrusion Detection System

  • Kim, Byung-Joo;Kim, Il-Kon
    • Journal of Information Processing Systems
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    • v.1 no.1 s.1
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    • pp.9-13
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    • 2005
  • Computer security has become a critical issue with the rapid development of business and other transaction systems over the Internet. The application of artificial intelligence, machine learning and data mining techniques to intrusion detection systems has been increasing recently. But most research is focused on improving the classification performance of a classifier. Selecting important features from input data leads to simplification of the problem, and faster and more accurate detection rates. Thus selecting important features is an important issue in intrusion detection. Another issue in intrusion detection is that most of the intrusion detection systems are performed by off-line and it is not a suitable method for a real-time intrusion detection system. In this paper, we develop the real-time intrusion detection system, which combines an on-line feature extraction method with the Least Squares Support Vector Machine classifier. Applying the proposed system to KDD CUP 99 data, experimental results show that it has a remarkable feature extraction and classification performance compared to existing off-line intrusion detection systems.

Power System State Estimation Using Parallel PSO Algorithm (병렬 PSO 알고리즘을 이용한 전력계통의 상태추정)

  • Jeong, Hee-Myung;Park, June-Ho;Lee, Hwa-Seok
    • Proceedings of the KIEE Conference
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    • 2007.07a
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    • pp.425-426
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    • 2007
  • In power systems operation, state estimation takes an important role in security control. For the state estimation problem, conventional optimization algorithm, such as weighted least squares (WLS) method, has been widely used. But these algorithms have disadvantages of converging local optimal solution. In these days, a modern heuristic optimization methods such as Particle Swarm Optimization (PSO), are introducing to overcome the problems of classical optimization. In this paper, we suggested parallel particle swarm optimization (PPSO) to search an optimal solution of state estimation in power systems. To show the usefulness of the proposed method over the conventional PSO, proposed method is applied on the IEEE-57 bus system.

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Non-Iterative Threshold based Recovery Algorithm (NITRA) for Compressively Sensed Images and Videos

  • Poovathy, J. Florence Gnana;Radha, S.
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.10
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    • pp.4160-4176
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    • 2015
  • Data compression like image and video compression has come a long way since the introduction of Compressive Sensing (CS) which compresses sparse signals such as images, videos etc. to very few samples i.e. M < N measurements. At the receiver end, a robust and efficient recovery algorithm estimates the original image or video. Many prominent algorithms solve least squares problem (LSP) iteratively in order to reconstruct the signal hence consuming more processing time. In this paper non-iterative threshold based recovery algorithm (NITRA) is proposed for the recovery of images and videos without solving LSP, claiming reduced complexity and better reconstruction quality. The elapsed time for images and videos using NITRA is in ㎲ range which is 100 times less than other existing algorithms. The peak signal to noise ratio (PSNR) is above 30 dB, structural similarity (SSIM) and structural content (SC) are of 99%.

INTRODUCTION OF THREE FUNCTIONAL MODELS MATCHED TO THE STOCHASTIC RESPONSE EVALUATION OF ACOUSTIC ENVIRONMENTAL SYSTEM AND ITS APPLICATION TO A SOUND INSULATION SYSTEM

  • Ohta, Mitsuo;Fujita, Yoshifumi
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1994.06a
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    • pp.686-691
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    • 1994
  • For evaluating the response fluctuation of the actual environmental acoustic system excited by arbitrary random inputs, it is important to predict a whole probability distribution form closely connected with evaluation indexes Lx, Leq and so on. In this paper, a new type evaluation method is proposed by introducing three functional models matched to the prediction of the response probability distribution from a problem-oriented viewpoint. Because of the positive variable of the sound intensity, the response probability density function can be reasonably expressed theoretically by a statistical Laguerre expansion series form. The relationship between input and output is described by the regression relationship between the distribution parameters(containing expansion coefficients of this expression) and the stochastic input. These regression functions are expressed in terms of the orthogonal series expansion and their parameters are determined based on the least-squares error criterion and the measure of statistical independency.

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One-dimensional Inversion of Electromagnetic Frequency Sounding Data (주파수 수직 전자탐사 자료의 1차원 역산)

  • Cho In-Ky;Lim Jin-Taik
    • Geophysics and Geophysical Exploration
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    • v.6 no.4
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    • pp.180-186
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    • 2003
  • We have developed an one-dimensional (ID) inversion program that can invert multiple frequency small-loop EM data from horizontal coplanar (HCP) and vertical coplanar (VCP) configurations. The inverse problem is solved using least-squares method with active constraint balancing (ACB) method and Jacobian matrix is calculated analytically. Tests using synthetic data from simple ID models indicate that conductivity and depth of each layer can be estimated properly when both real and imaginary data are used together.

Parametric studies on smoothed particle hydrodynamic simulations for accurate estimation of open surface flow force

  • Lee, Sangmin;Hong, Jung-Wuk
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.12 no.1
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    • pp.85-101
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    • 2020
  • The optimal parameters for the fluid-structure interaction analysis using the Smoothed Particle Hydrodynamics (SPH) for fluids and finite elements for structures, respectively, are explored, and the effectiveness of the simulations with those parameters is validated by solving several open surface fluid problems. For the optimization of the Equation of State (EOS) and the simulation parameters such as the time step, initial particle spacing, and smoothing length factor, a dam-break problem and deflection of an elastic plate is selected, and the least squares analysis is performed on the simulation results. With the optimal values of the pivotal parameters, the accuracy of the simulation is validated by calculating the exerted force on a moving solid column in the open surface fluid. Overall, the SPH-FEM coupled simulation is very effective to calculate the fluid-structure interaction. However, the relevant parameters should be carefully selected to obtain accurate results.

Penalized maximum likelihood estimation with symmetric log-concave errors and LASSO penalty

  • Seo-Young, Park;Sunyul, Kim;Byungtae, Seo
    • Communications for Statistical Applications and Methods
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    • v.29 no.6
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    • pp.641-653
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    • 2022
  • Penalized least squares methods are important tools to simultaneously select variables and estimate parameters in linear regression. The penalized maximum likelihood can also be used for the same purpose assuming that the error distribution falls in a certain parametric family of distributions. However, the use of a certain parametric family can suffer a misspecification problem which undermines the estimation accuracy. To give sufficient flexibility to the error distribution, we propose to use the symmetric log-concave error distribution with LASSO penalty. A feasible algorithm to estimate both nonparametric and parametric components in the proposed model is provided. Some numerical studies are also presented showing that the proposed method produces more efficient estimators than some existing methods with similar variable selection performance.