• Title/Summary/Keyword: least squares problem

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Incremental Eigenspace Model Applied To Kernel Principal Component Analysis

  • Kim, Byung-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.345-354
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    • 2003
  • An incremental kernel principal component analysis(IKPCA) is proposed for the nonlinear feature extraction from the data. The problem of batch kernel principal component analysis(KPCA) is that the computation becomes prohibitive when the data set is large. Another problem is that, in order to update the eigenvectors with another data, the whole eigenvectors should be recomputed. IKPCA overcomes this problem by incrementally updating the eigenspace model. IKPCA is more efficient in memory requirement than a batch KPCA and can be easily improved by re-learning the data. In our experiments we show that IKPCA is comparable in performance to a batch KPCA for the classification problem on nonlinear data set.

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A Study on Modeling of Search Space with GA Sampling

  • Banno, Yoshifumi;Ohsaki, Miho;Yoshikawa, Tomohiro;Shinogi, Tsuyoshi;Tsuruoka, Shinji
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.86-89
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    • 2003
  • To model a numerical problem space under the limitation of available data, we need to extract sparse but key points from the space and to efficiently approximate the space with them. This study proposes a sampling method based on the search process of genetic algorithm and a space modeling method based on least-squares approximation using the summation of Gaussian functions. We conducted simulations to evaluate them for several kinds of problem spaces: DeJong's, Schaffer's, and our original one. We then compared the performance between our sampling method and sampling at regular intervals and that between our modeling method and modeling using a polynomial. The results showed that the error between a problem space and its model was the smallest for the combination of our sampling and modeling methods for many problem spaces when the number of samples was considerably small.

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ARMA System identification Using GTLS method and Recursive GTLS Algorithm (GTLS의 ARMA시트템식별에의 적용 및 적응 GTLS 알고리듬에 관한 연구)

  • Kim, Jae-In;Kim, Jin-Young;Rhee, Tae-Won
    • The Journal of the Acoustical Society of Korea
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    • v.14 no.3
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    • pp.37-48
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    • 1995
  • This paper presents an sstimation of ARMA coefficients of noisy ARMA system using generalized total least square (GTLS) method. GTLS problem for ARMA system is defined as minimizing the errors between the noisy output vectors and estimated noisy-free output. The GTLS problem is solved in closed form by eigen-problem and the perturbation analysis of GTLS is presented. Also its recursive solution (recursive GTLS) is proposed using the power method and the covariance formula of the projected output error vector into the input vector space. The simulation results show that GTLS ARMA coefficients estimator is an unbiased estimator and that recursive GTLS achieves fast convergence.

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An Interference Cancellation Technique for Digital On-Channel Repeaters for T-DMB (지상파 DMB 디지털 동일 채널 중계기에서의 간섭 제거 기법)

  • Choi, Jin-Yong;Hong, Jin-Kyu;Hur, Min-Sung;Suh, Young-Woo;Seo, Jong-Soo
    • Journal of Broadcast Engineering
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    • v.14 no.2
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    • pp.107-113
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    • 2009
  • In Digital On-Channel Repeaters (DOCR) of Terrestrial-DMB (Digital Multimedia Broadcasting), there exist feedback signals generated from transmit antenna and re-entering at receive antenna. Therefore DOCR becomes unstable unless the feedback signal is properly eliminated. Previous research proposed a feedback canceller to estimate the feedback channel to deal with this problem. However formerly used estimation algorithms show unsatisfied performance in terms of convergence rate and quality although their implementations are simple. This paper applies PNLMS (Proportionate Normalized Least Mean Squares) adaptive algorithm to feedback channel estimation and evaluates the performances which solve the problem of feedback signal effectively.

A New TLS-Based Sequential Algorithm to Identify Two Failed Satellites

  • Jeon, Chang-Wan;Lachapelle, Gerard
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.2627-2631
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    • 2003
  • With the development of RAIM techniques for single failure, there has been increasing interest in the multiple failure problem. There have been many approaches to tackle the problem from various points of view. This paper approaches to two failure problem with total least squares (TLS) technique, which has rarely been addressed because TLS requires a great number of computations. In this paper, the special form of the observation matrix H, that is, one column is exactly known, is exploited so as to develop an algorithm in a sequential form, which reduces computational burden. The algorithm makes us enjoy the advantages of TLS without much computational burden. The proposed algorithm is verified through a numerical simulation.

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The Sequential Testing of Multiple Outliers in Linear Regression

  • Park, Jinpyo;Park, Heechang
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.337-346
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    • 2001
  • In this paper we consider the problem of identifying and testing the outliers in linear regression. first we consider the problem for testing the null hypothesis of no outliers. The test based on the ratio of two scale estimates is proposed. We show the asymptotic distribution of the test statistic by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure based on the suggested test is proposed and shown to perform fairly well. The forward sequential procedure is unaffected by masking and swamping effects because the test statistic is based on robust estimate.

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Adaptive Eigenvalue Decomposition Approach to Blind Channel Identification

  • Byun, Eul-Chool;Ahn, Kyung-Seung;Baik, Heung-Ki
    • Proceedings of the IEEK Conference
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    • 2001.06a
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    • pp.317-320
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    • 2001
  • Blind adaptive channel identification of communication channels is a problem of important current theoretical and practical concerns. Recently proposed solutions for this problem exploit the diversity induced by antenna array or time oversampling leading to the so-called, second order statistics techniques. And adaptive blind channel identification techniques based on a off-line least-squares approach have been proposed. In this paper, a new approach is proposed that is based on eigenvalue decomposition. And the eigenvector corresponding to the minimum eigenvalue of the covariance matrix of the received signals contains the channel impulse response. And we present a adaptive algorithm to solve this problem. The performance of the proposed technique is evaluated over real measured channel and is compared to existing algorithms.

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A MIXED NORM RESTORATION FOR MULTICHANNEL IMAGES

  • Hong, Min-Cheol;Cha, Hyung-Tae;Hahn, Hyun-Soo
    • Proceedings of the IEEK Conference
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    • 2000.09a
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    • pp.399-402
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    • 2000
  • In this paper, we present a regularized mixed norm multichannel image restoration algorithm. The problem of multichannel restoration using both within- and between- channel deterministic information is considered. For each channel a functional which combines the least mean squares (LMS), the least mean fourth(LMF), and a smoothing functional is proposed, We introduce a mixed norm parameter that controls the relative contribution between the LMS and the LMF, and a regularization parameter that defines the degree of smoothness of the solution, both updated at each iteration according to the noise characteristics of each channel. The novelty of the proposed algorithm is that no knowledge of the noise distribution for each channel is required, and the parameters mentioned above are adjusted based on the partially restored image.

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Quality Inspection of Dented Capsule using Curve Fitting-based Image Segmentation

  • Kwon, Ki-Hyeon;Lee, Hyung-Bong
    • Journal of the Korea Society of Computer and Information
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    • v.21 no.12
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    • pp.125-130
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    • 2016
  • Automatic quality inspection by computer vision can be applied and give a solution to the pharmaceutical industry field. Pharmaceutical capsule can be easily affected by flaws like dents, cracks, holes, etc. In order to solve the quality inspection problem, it is required computationally efficient image processing technique like thresholding, boundary edge detection and segmentation and some automated systems are available but they are very expensive to use. In this paper, we have developed a dented capsule image processing technique using edge-based image segmentation, TLS(Total Least Squares) curve fitting technique and adopted low cost camera module for capsule image capturing. We have tested and evaluated the accuracy, training and testing time of the classification recognition algorithms like PCA(Principal Component Analysis), ICA(Independent Component Analysis) and SVM(Support Vector Machine) to show the performance. With the result, PCA, ICA has low accuracy, but SVM has good accuracy to use for classifying the dented capsule.

Determination of starting values in estimating growth curves by using non-linear least squares (비선형 최소자승법을 이용한 성장곡선 모형의 매개변수 추정시 초기값 설정 방법에 관한 연구)

  • Youm, Se-Kyoung;Hong, Seung-Pyo;Kang, Hoe-Il;Kim, Ji-Soo;Jun, Chi-Hyuck
    • IE interfaces
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    • v.14 no.2
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    • pp.190-197
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    • 2001
  • Growth curves including Logistic and Gompertz functions are widely used in forecasting the market demand. To estimated the parameters of those functions, we use the non-linear least square method. However, it is difficult to set up the starting points for each parameter. If a wrong starting point is selected, the result reveals the local optimum or does not converge to a certain value. The purpose of this paper is to resolve the problem of selecting a starting point. Especially, rescaling the market data using the national economic index make it possible to figure out the range of parameters and to utilize the grid search method. Applications to some real data are also included.

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