• Title/Summary/Keyword: least-squares estimation

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An effective online delay estimation method based on a simplified physical system model for real-time hybrid simulation

  • Wang, Zhen;Wu, Bin;Bursi, Oreste S.;Xu, Guoshan;Ding, Yong
    • Smart Structures and Systems
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    • v.14 no.6
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    • pp.1247-1267
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    • 2014
  • Real-Time Hybrid Simulation (RTHS) is a novel approach conceived to evaluate dynamic responses of structures with parts of a structure physically tested and the remainder parts numerically modelled. In RTHS, delay estimation is often a precondition of compensation; nonetheless, system delay may vary during testing. Consequently, it is sometimes necessary to measure delay online. Along these lines, this paper proposes an online delay estimation method using least-squares algorithm based on a simplified physical system model, i.e., a pure delay multiplied by a gain reflecting amplitude errors of physical system control. Advantages and disadvantages of different delay estimation methods based on this simplified model are firstly discussed. Subsequently, it introduces the least-squares algorithm in order to render the estimator based on Taylor series more practical yet effective. As a result, relevant parameter choice results to be quite easy. Finally in order to verify performance of the proposed method, numerical simulations and RTHS with a buckling-restrained brace specimen are carried out. Relevant results show that the proposed technique is endowed with good convergence speed and accuracy, even when measurement noises and amplitude errors of actuator control are present.

Comparative Study of Estimation Methods of the Endpoint Temperature in Basic Oxygen Furnace Steelmaking Process with Selection of Input Parameters

  • Park, Tae Chang;Kim, Beom Seok;Kim, Tae Young;Jin, Il Bong;Yeo, Yeong Koo
    • Korean Journal of Metals and Materials
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    • v.56 no.11
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    • pp.813-821
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    • 2018
  • The basic oxygen furnace (BOF) steelmaking process in the steel industry is highly complicated, and subject to variations in raw material composition. During the BOF steelmaking process, it is essential to maintain the carbon content and the endpoint temperature at their set points in the liquid steel. This paper presents intelligent models used to estimate the endpoint temperature in the basic oxygen furnace (BOF) steelmaking process. An artificial neural network (ANN) model and a least-squares support vector machine (LSSVM) model are proposed and their estimation performance compared. The classical partial least-squares (PLS) method was also compared with the others. Results of the estimations using the ANN, LSSVM and PLS models were compared with the operation data, and the root-mean square error (RMSE) for each model was calculated to evaluate estimation performance. The RMSE of the LSSVM model 15.91, which turned out to be the best estimation. RMSE values for the ANN and PLS models were 17.24 and 21.31, respectively, indicating their relative estimation performance. The essential input parameters used in the models can be selected by sensitivity analysis. The RMSE for each model was calculated again after a sequential input selection process was used to remove insignificant input parameters. The RMSE of the LSSVM was then 13.21, which is better than the previous RMSE with all 16 parameters. The results show that LSSVM model using 13 input parameters can be utilized to calculate the required values for oxygen volume and coolant needed to optimally adjust the steel target temperature.

Maximum Likelihood Estimation for the Laplacian Autoregressive Time Series Model

  • Son, Young-Sook;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.359-368
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    • 1996
  • The maximum likelihood estimation is discussed for the NLAR model with Laplacian marginals. Since the explicit form of the estimates cannot be obtained due to the complicated nature of the likelihood function we utilize the automatic computer optimization subroutine using a direct search complex algorithm. The conditional least square estimates are used as initial estimates in maximum likelihood procedures. The results of a simulation study for the maximum likelihood estimates of the NLAR(1) and the NLAR(2) models are presented.

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Choice of Statistical Calibration Procedures When the Standard Measurement is Also Subject to Error

  • Lee, Seung-Hoon;Yum, Bong-Jin
    • Journal of the Korean Statistical Society
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    • v.14 no.2
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    • pp.63-75
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    • 1985
  • This paper considers a statistical calibration problem in which the standard as wel as the nonstandard measurement is subject to error. Since the classicla approach cannot handle this situation properly, a functional relationship model with additional feature of prediction is proposed. For the analysis of the problem four different approaches-two estimation techniques (ordinary and grouping least squares) combined with two prediction methods (classical and inverse prediction)-are considered. By Monte Carlo simulation the perromance of each approach is assessed in term of the probability of concentration. The simulation results indicate that the ordinary least squares with inverse prediction is generally preferred in interpolation while the grouping least squares with classical prediction turns out to be better in extrapolation.

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Localization of an Underwater Robot Using Acoustic Signal (음향 신호를 이용한 수중로봇의 위치추정)

  • Kim, Tae Gyun;Ko, Nak Yong
    • The Journal of Korea Robotics Society
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    • v.7 no.4
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    • pp.231-242
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    • 2012
  • This paper proposes particle filter(PF) method using acoustic signal for localization of an underwater robot. The method uses time of arrival(TOA) or time difference of arrival(TDOA) of acoustic signals from beacons whose locations are known. An experiment in towing tank uses TOA information. Simulation uses TDOA information and it reveals dependency of the localization performance on the uncertainty of robot motion and senor data. Also, comparison of the PF method with the least squares method of spherical interpolation(SI) and spherical intersection(SX) is provided. Since PF uses TOA or TDOA which comes from measurement of external information as well as internal motion information, its estimation is more accurate and robust to the sensor and motion uncertainty than the least squares methods.

Utilization of the Filtered Weighted Least Squares Algorithm For the Adaptive Identification of Time-Varying Nonlinear Systems (적응 FWLS 알고리즘을 응용한 시변 비선형 시스템 식별)

  • Ahn Kyu-Young;Lee In-Hwan;Nam Sang-Won
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.53 no.12
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    • pp.793-798
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    • 2004
  • In this paper, the problem of adaptively identifying time-varying nonlinear systems is considered. For that purpose, the discrete time-varying Volterra series is employed as a system model, and the filtered weighted least squares (FWLS) algorithm, developed for adaptive identification of linear time-varying systems, is utilized for the adaptive identification of time-varying quadratic Volterra systems. To demonstrate the performance of the proposed approach, some simulation results are provided. Note that the FWLS algorithm, decomposing the conventional weighted basis function (WBF) algorithm into a cascade of two (i.e., estimation and filtering) procedures, leads to fast parameter tracking with low computational burden, and the proposed approach can be easily extended to the adaptive identification of time-varying higher-order Volterra systems.

Conservative Quadratic RSM combined with Incomplete Small Composite Design and Conservative Least Squares Fitting

  • Kim, Min-Soo;Heo, Seung-Jin
    • Journal of Mechanical Science and Technology
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    • v.17 no.5
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    • pp.698-707
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    • 2003
  • A new quadratic response surface modeling method is presented. In this method, the incomplete small composite design (ISCD) is newly proposed to .educe the number of experimental runs than that of the SCD. Unlike the SCD, the proposed ISCD always gives a unique design assessed on the number of factors, although it may induce the rank-deficiency in the normal equation. Thus, the singular value decomposition (SVD) is employed to solve the normal equation. Then, the duality theory is used to newly develop the conservative least squares fitting (CONFIT) method. This can directly control the ever- or the under-estimation behavior of the approximate functions. Finally, the performance of CONFIT is numerically shown by comparing its'conservativeness with that of conventional fitting method. Also, optimizing one practical design problem numerically shows the effectiveness of the sequential approximate optimization (SAO) combined with the proposed ISCD and CONFIT.

Estimation of Ridge Regression Under the Integrate Mean Square Error Cirterion

  • Yong B. Lim;Park, Chi H.;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • v.9 no.1
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    • pp.61-77
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    • 1980
  • In response surface experiments, a polynomial model is often used to fit the response surface by the method of least squares. However, if the vectors of predictor variables are multicollinear, least squares estimates of the regression parameters have a high probability of being unsatisfactory. Hoerland Kennard have demonstrated that these undesirable effects of multicollinearity can be reduced by using "ridge" estimates in place of the least squares estimates. Ridge regrssion theory in literature has been mainly concerned with selection of k for the first order polynomial regression model and the precision of $\hat{\beta}(k)$, the ridge estimator of regression parameters. The problem considered in this paper is that of selecting k of ridge regression for a given polynomial regression model with an arbitrary order. A criterion is proposed for selection of k in the context of integrated mean square error of fitted responses, and illustrated with an example. Also, a type of admissibility condition is established and proved for the propose criterion.criterion.

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DEVELOPMENT OF THE HANSEL-SPITTEL CONSTITUTIVE MODEL GAZED FROM A PROBABILISTIC PERSPECTIVE

  • LEE, KYUNGHOON;KIM, JI HOON;KANG, BEOM-SOO
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.21 no.3
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    • pp.155-165
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    • 2017
  • The Hansel-Spittel constitutive model requires a total of nine parameters for flow stress prediction. Typically, the parameters are estimated by least squares methods for given tensile test measurements from a deterministic perspective. In this research we took a different approach, a probabilistic viewpoint, to see through the development of the Hansel-Spittel constitutive model. This perspective change showed that deterministic least squares methods are closely related to statistical maximum likelihood methods via Gaussian noise assumption. More intriguingly, this perspective shift revealed that the Hansel-Spittel constitutive model may leave out deterministic trends in residuals despite nearly perfect agreement with measurements. With tensile test measurements of AA1070 aluminum alloy, we demonstrated this deficiency of the Hansel-Spittel constitutive model, suggesting room for improvement.

Design and Verification of Spacecraft Pose Estimation Algorithm using Deep Learning

  • Shinhye Moon;Sang-Young Park;Seunggwon Jeon;Dae-Eun Kang
    • Journal of Astronomy and Space Sciences
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    • v.41 no.2
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    • pp.61-78
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    • 2024
  • This study developed a real-time spacecraft pose estimation algorithm that combined a deep learning model and the least-squares method. Pose estimation in space is crucial for automatic rendezvous docking and inter-spacecraft communication. Owing to the difficulty in training deep learning models in space, we showed that actual experimental results could be predicted through software simulations on the ground. We integrated deep learning with nonlinear least squares (NLS) to predict the pose from a single spacecraft image in real time. We constructed a virtual environment capable of mass-producing synthetic images to train a deep learning model. This study proposed a method for training a deep learning model using pure synthetic images. Further, a visual-based real-time estimation system suitable for use in a flight testbed was constructed. Consequently, it was verified that the hardware experimental results could be predicted from software simulations with the same environment and relative distance. This study showed that a deep learning model trained using only synthetic images can be sufficiently applied to real images. Thus, this study proposed a real-time pose estimation software for automatic docking and demonstrated that the method constructed with only synthetic data was applicable in space.