• 제목/요약/키워드: least-squares estimation

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Estimation of Acid Concentration Model of Cooling and Pickling Process Using Volterra Series Inputs (볼테라 시리즈 입력을 이용한 냉연 산세 라인 산농도 모델 추정)

  • Park, Chan Eun;Song, Ju-man;Park, Tae Su;Noh, Il-Hwan;Park, Hyoung-Kuk;Choi, Seung Gab;Park, PooGyeon
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.12
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    • pp.1173-1177
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    • 2015
  • This paper deals with estimating the acid concentration of pickling process using the Volterra inputs. To estimate the acid concentration, the whole pickling process is represented by the grey box model consists of the white box dealing with known system and the black box dealing with unknown system. Because there is a possibility of nonlinear term in the unknown system, the Volterra series are used to estimate the acid concentration. For the white box modeling, the acid tank solution level and concentration equations are used, and for the black box modeling, the acid concentration is estimated using the Volterra Least Mean Squares (LMS) algorithm and Least Squares (LS) algorithm. The LMS algorithm has the advantage of the simple structure and the low computation, and the LS algorithm has the advantage of lowest error. The simulation results compared to the measured data are included.

Recursive Least Squares Run-to-Run Control with Time-Varying Metrology Delays

  • Fan, Shu-Kai;Chang, Yuan-Jung
    • Industrial Engineering and Management Systems
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    • v.9 no.3
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    • pp.262-274
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    • 2010
  • This article investigates how to adaptively predict the time-varying metrology delay that could realistically occur in the semiconductor manufacturing practice. Metrology delays pose a great challenge for the existing run-to-run (R2R) controllers, driving the process output significantly away from target if not adequately predicted. First, the expected asymptotic double exponentially weighted moving average (DEWMA) control output, by using the EWMA and recursive least squares (RLS) prediction methods, is derived. It has been found that the relationships between the expected control output and target in both estimation methods are parallel, and six cases are addressed. Within the context of time-varying metrology delay, this paper presents a modified recursive least squares-linear trend (RLS-LT) controller, in combination with runs test. Simulated single input-single output (SISO) R2R processes subject to various time-varying metrology delay scenarios are used as a testbed to evaluate the proposed algorithms. The simulation results indicate that the modified RLS-LT controller can yield the process output more accurately on target with smaller mean squared error (MSE) than the original RLSLT controller that only deals with constant metrology delays.

Signal parameter estimation through hierarchical conjugate gradient least squares applied to tensor decomposition

  • Liu, Long;Wang, Ling;Xie, Jian;Wang, Yuexian;Zhang, Zhaolin
    • ETRI Journal
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    • v.42 no.6
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    • pp.922-931
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    • 2020
  • A hierarchical iterative algorithm for the canonical polyadic decomposition (CPD) of tensors is proposed by improving the traditional conjugate gradient least squares (CGLS) method. Methods based on algebraic operations are investigated with the objective of estimating the direction of arrival (DoA) and polarization parameters of signals impinging on an array with electromagnetic (EM) vector-sensors. The proposed algorithm adopts a hierarchical iterative strategy, which enables the algorithm to obtain a fast recovery for the highly collinear factor matrix. Moreover, considering the same accuracy threshold, the proposed algorithm can achieve faster convergence compared with the alternating least squares (ALS) algorithm wherein the highly collinear factor matrix is absent. The results reveal that the proposed algorithm can achieve better performance under the condition of fewer snapshots, compared with the ALS-based algorithm and the algorithm based on generalized eigenvalue decomposition (GEVD). Furthermore, with regard to an array with a small number of sensors, the observed advantage in estimating the DoA and polarization parameters of the signal is notable.

Support vector expectile regression using IRWLS procedure

  • Choi, Kook-Lyeol;Shim, Jooyong;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.931-939
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    • 2014
  • In this paper we propose the iteratively reweighted least squares procedure to solve the quadratic programming problem of support vector expectile regression with an asymmetrically weighted squares loss function. The proposed procedure enables us to select the appropriate hyperparameters easily by using the generalized cross validation function. Through numerical studies on the artificial and the real data sets we show the effectiveness of the proposed method on the estimation performances.

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.

Dimensional Analysis for the Front Chassis Module in the Auto Industry (자동차 프런트 샤시 모듈의 좌표 해석)

  • 이동목;양승한
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.8
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    • pp.50-56
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    • 2004
  • The directional ability of an automobile has an influence on driver directly, and hence it must be given most priority. Alignment factors of automobile such as the camber, caster and toe directly affect the directional ability of a vehicle. The above mentioned factors are determined by the pose of interlinks in the assembly of an automobile front chassis module. Measuring the position of center point of ball joints in the front lower arm is very difficult. A method to determine this position is suggested in this paper. Pose estimation for front chassis module and dimensional evaluation to find the rotational characteristics of front lower arm were developed based on fundamental geometric techniques. To interpret the inspection data obtained for front chassis module, 3-D best fit method is needed. The best fit method determines the relationship between the nominal design coordinate system and the corresponding feature coordinate system. The least squares method based on singular value decomposition is used in this paper.

Attitude Estimation of an Aircraft using Image Data (영상데이타를 이용한 항공기 자세각 추정)

  • Park, Sung-Su
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.19 no.4
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    • pp.44-50
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    • 2011
  • This paper presents the algorithm for attitude determination of an aircraft using binary image. An image feature vector, which is invariant to translation, scale and rotation, is constructed to capture the functional relations between the feature vector and the corresponding aircraft attitude. An iterated least squares method is suggested for estimating the attitude of given aircraft using the constructed feature vector library. Simulation results show that the proposed algorithm yields good estimates of aircraft attitude in most viewing range, although a relatively large error occurs in some limited viewing direction.

Estimation of Regionai Skew Coefficient with Weighted Least Squares Regression (가중회귀분석에 의한 지역화왜곡계수의 추정)

  • 조국광;권순국
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.32 no.1
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    • pp.103-109
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    • 1990
  • The application of the Log-Pearson Type m distribution recommended by Water Resources Council, U. S. A. for flood frequency analysis requires the estimation of the regionalized skew coefficient. In this study, regionalized skew coefficients are estimated using a weighted regression model which relates at-site skews based on logarithms of observed annual flood peak series to both basin characteristics and precipitation data in the Han river and the Nakdong river basin. The model is developed with weighted least squares method in which the weights are determined by separating residual variance into that due to model error and due to sampling error. As the result of analysis, regionalized skews are estimated as - 0.732 and - 0.575 in the Han river and the Nakdong river basin, respectively.

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LQC Control for Semi-Active Suspension Systems with Road-Adaptation (노면추정을 통한 반능동 현가시스템의 LQG 제어)

  • 손현철;홍경태;홍금식
    • Journal of Institute of Control, Robotics and Systems
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    • v.9 no.9
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    • pp.669-678
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    • 2003
  • A road-adaptive LQG control for the semi-active Macpherson strut suspension system of hydraulic type is investigated. A new control-oriented model, which incorporates the rotational motion of the unsprung mass, is used for control system design. First, based on the extended least squares estimation algorithm, a LQG controller adapting to the estimated road characteristics is designed. With computer simulations, the performance of the proposed LQC-controlled semi-active suspension is compared with that of a non-adaptive one. The results show better control performance of the proposed system over the compared one.

Expected shortfall estimation using kernel machines

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.625-636
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    • 2013
  • In this paper we study four kernel machines for estimating expected shortfall, which are constructed through combinations of support vector quantile regression (SVQR), restricted SVQR (RSVQR), least squares support vector machine (LS-SVM) and support vector expectile regression (SVER). These kernel machines have obvious advantages such that they achieve nonlinear model but they do not require the explicit form of nonlinear mapping function. Moreover they need no assumption about the underlying probability distribution of errors. Through numerical studies on two artificial an two real data sets we show their effectiveness on the estimation performance at various confidence levels.