• Title/Summary/Keyword: least-squares estimation

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An Estimation of Parameters in Weibull Distribution Using Least Squares Method under Random Censoring Model (임의 중단모형에서 최소제곱법을 이용한 와이블분포의 모수 추정)

  • Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.263-272
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    • 1996
  • In this parer, under random censorship model, an estimation of scale and shape parameters in Weibull lifetime model is considered. Based on nonparametric estimator of survival function, the least square method is proposed. The proposed estimation method is simple and the performance of the proposed estimator is as efficient as maximum likelihood estimators. An example is presented, using field winding data. Simulation studies are performed to compare the performaces of the proposed estimator and maximum likelihood estimator.

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Kernel-based actor-critic approach with applications

  • Chu, Baek-Suk;Jung, Keun-Woo;Park, Joo-Young
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.11 no.4
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    • pp.267-274
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    • 2011
  • Recently, actor-critic methods have drawn significant interests in the area of reinforcement learning, and several algorithms have been studied along the line of the actor-critic strategy. In this paper, we consider a new type of actor-critic algorithms employing the kernel methods, which have recently shown to be very effective tools in the various fields of machine learning, and have performed investigations on combining the actor-critic strategy together with kernel methods. More specifically, this paper studies actor-critic algorithms utilizing the kernel-based least-squares estimation and policy gradient, and in its critic's part, the study uses a sliding-window-based kernel least-squares method, which leads to a fast and efficient value-function-estimation in a nonparametric setting. The applicability of the considered algorithms is illustrated via a robot locomotion problem and a tunnel ventilation control problem.

The least squares estimation for failure step-stress accelerated life tests

  • Kim, In-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.813-818
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    • 2010
  • The least squares estimation method for model parameters under failure step-stress accelerated life tests is studied and a numerical example will be given to illustrate the proposed inferential procedures under the compound linear plans proposed as an alternative to the optimal quadratic plan, assuming that the exponential distribution with a quadratic relationship between stress and log-mean lifetime. The proposed compound linear plan for constant stress accelerated life tests and 4:2:1 plan are compared for various situations. Even though the compound linear plan was proposed under constant stress accelerated life tests, we found that this plan did well relatively in failure step-stress accelerated life tests.

Analysis of market share attraction data using LS-SVM (최소제곱 서포트벡터기계를 이용한 시장점유율 자료 분석)

  • Park, Hye-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.879-886
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    • 2009
  • The purpose of this article is to present the application of Least Squares Support Vector Machine in analyzing the existing structure of brand. We estimate the parameters of the Market Share Attraction Model using a non-parametric technique for function estimation called Least Squares Support Vector Machine, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. Estimation by Least Squares Support Vector Machine technique makes it a good candidate for solving the Market Share Attraction Model. To illustrate the performance of the proposed method, we use the car sales data in South Korea's car market.

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Comparison Study of Channel Estimation Algorithm for 4S Maritime Communications (4S 해상 통신을 위한 채널 추정 알고리즘 비교 연구)

  • Choi, Myeong Soo;Lee, Seong Ro
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38C no.3
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    • pp.288-295
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    • 2013
  • In this paper, we compare the existing channel estimation technique for 4S (Ship to Ship, Ship to Shore) maritime communications under AWGN channel model, Rician fading channel model, and Rayleigh fading channel model respectively. In general, the received signal is corrupted by multipath and ISI (Inter Symbol Interference). The estimation of a time-varying multipath fading channel is a difficult task for the receiver. Its performance can be improved if an appropriate channel estimation filter is used. The simulation is performed in MATLAB. In this simulation, we use the popular estimation algorithms, LMS (Least Mean Square) and RLS (Recursive Least-Squares) are compared with respect to AWGN, Rician and Rayleigh channels.

Closed-form Nonlinear Least-Squares Source Localization from Time-Difference of Arrival Measurements in Planar Space (평면공간에서 다중 센서간 도달 시간차를 이용한 해석적인 최소제곱오차 음원 위치 추정 방법)

  • Shin, Dong-Hoon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.14 no.4
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    • pp.694-699
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    • 2011
  • A closed-form technique is presented for estimating a single source location from a set of noisy time delay measurements between distributed sensors. The localization formula is derived from nonlinear least squares minimization over the unknowns of target range and bearing in polar coordinates. Computer simulation results are provided for the purpose of performance analysis. Constrained least squares minimization method with prior source location information is also discussed.

Two-step LS-SVR for censored regression

  • Bae, Jong-Sig;Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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    • pp.393-401
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    • 2012
  • This paper deals with the estimations of the least squares support vector regression when the responses are subject to randomly right censoring. The estimation is performed via two steps - the ordinary least squares support vector regression and the least squares support vector regression with censored data. We use the empirical fact that the estimated regression functions subject to randomly right censoring are close to the true regression functions than the observed failure times subject to randomly right censoring. The hyper-parameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation function. Experimental results are then presented which indicate the performance of the proposed procedure.

Real- Time Estimation of the Ventricular Relaxation Time Constant

  • Chun Honggu;Kim Hee Chan;Sohn Daewon
    • Journal of Biomedical Engineering Research
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    • v.26 no.2
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    • pp.87-93
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    • 2005
  • A new method for real-time estimating left ventricular relaxation time constant (T) from the left ventricular (LV) pressure waveform, based on the isovolumic relaxation model, is proposed. The presented method uses a recursive least squares (RLS) algorithm to accomplish real-time estimation. A new criterion to detect the end-point of the isovolumic relaxation period (IRP) for the estimation of T is also introduced, which is based on the pattern analysis of mean square errors between the original and reconstructed pressure waveforms. We have verified the performance of the new method in over 4,600 beats obtained from 70 patients. The results demonstrate that the proposed method provides more stable and reliable estimation of τ than the conventional 'off-line' methods.

Alternating-Projection-Based Channel Estimation for Multicell Massive MIMO Systems

  • Chen, Yi Liang;Ran, Rong;Oh, Hayoung
    • Journal of information and communication convergence engineering
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    • v.16 no.1
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    • pp.17-22
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    • 2018
  • In massive multiple-input multiple-output (MIMO) systems, linear channel estimation algorithms are widely applied owing to their simple structures. However, they may cause pilot contamination, which affects the subsequent data detection performance. Therefore, herein, for an uplink multicell massive multiuser MIMO system, we consider using an alternating projection (AP) for channel estimation to eliminate the effect of pilot contamination and improve the performance of data detection in terms of the bit error rates as well. Even though the AP is nonlinear, it iteratively searches the best solution in only one dimension, and the computational complexity is thus modest. We have analyzed the mean square error with respect to the signal-to-interference ratios for both the cooperative and non-cooperative multicell scenarios. From the simulation results, we observed that the channel estimation results via the AP benefit the following signal detection more than that via the least squares for both the cooperative and non-cooperative multicell scenarios.

A Method for Estimation and Elimination of EGG Artifacts from Scalp EEG Using the Least Squares Acceleration Based Adaptive Digital Filter (최소 제곱 가속 기반의 적응 디지털 필터를 이용한 두피 뇌전도에서의 심전도 잡음 추정 및 제거)

  • Cho, Sung-Pil;Song, Mi-Hye;Park, Ho-Dong;Lee, Kyoung-Joung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.56 no.7
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    • pp.1331-1338
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    • 2007
  • A new method for detecting and eliminating the Electrocardiogram(ECG) artifact from the scalp Electroencephalogram(EEG) is proposed. Based on the single channel EEG, the proposed method consists of 4 procedures: emphasizing the R-wave of ECG artifact from EEG using the least squares acceleration(LSA) filter, detecting the R-wave from the LSA filtered EEG using the phase space method and R-R interval, generating the delayed impulse synchronized to the R-wave and elimination of the ECG artifacts based on the adaptive digital filter using the impulse and raw EEG. The performance of the proposed method was evaluated in the two separating parts of R-wave detection and, ECG estimation and elimination from EEG. In the R-wave detection, the proposed method showed the mean error rate of 6.285(%). In the ECG estimation and elimination using simulated and/or real EEG recordings, we found that the ECG artifacts were successfully estimated and eliminated in comparison with the conventional multi-channel techniques, in which independent component analysis and ensemble average method are used. From this we can conclude that the proposed method is useful for the detecting and eliminating the ECG artifact from single channel EEG and simple for ambulatory/portable EEG monitoring system.