• 제목/요약/키워드: least-squares estimator

검색결과 160건 처리시간 0.021초

OFDM 시스템에서의 Sequential Least Squares 채널 추정 방식 (Sequential Least Square Channel Estimation in OFDM Systems)

  • 고은석;박병준;천현수;강창언;홍대식
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2000년도 하계종합학술대회 논문집(1)
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    • pp.45-48
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    • 2000
  • The use of multi-level modulation scheme in the wireless LAN(Local Area Networks) system requires an accurate channel estimation. In this paper, we present sequential least squares(LS) channel estimation scheme based on decision-directed channel tracking scheme. The proposed scheme improves the performance of the conventional LS estimator for wireless LAN. In addition, its structure is suitable for the high-rate wireless LAN. Simulation results show that the proposed scheme achieves about IdB Packet Error Rate(PER) gain compared to the LS scheme in a frequency selective channel.

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On the generalized truncated least squares adaptive algorithm and two-stage design method with application to adaptive control

  • Yamamoto, Yoshihiro;Nikiforuk, Peter-N.;Gupta, Madam-M.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.7-12
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    • 1993
  • This paper presents a generalized truncated least, squares adaptive algorithm and a two-stage design method. The proposed algorithm is directly derived from the normal equation of the generalized truncated least squares method (GTLSM). The special case of the GTLSM, the truncated least squares (TLS) adaptive algorithm, has a distinct features which includes the case of minimum steps estimator. This algorithm seemed to be best in the deterministic case. For real applications in the presence of disturbances, the GTLS adaptive algorithm is more effective. The two-stage design method proposed here combines the adaptive control system design with a conventional control design method and each can be treated independently. Using this method, the validity of the presented algorithms are examined by the simulation studies of an indirect adaptive control.

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스트랩다운 적외선 영상센서를 위한 관성센서 기반 강인최소자승 움직임 훼손영상 복원 기법 (Robust Least Squares Motion Deblurring Using Inertial Sensor for Strapdown Image IR Sensors)

  • 김기승;나성웅
    • 제어로봇시스템학회논문지
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    • 제18권4호
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    • pp.314-320
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    • 2012
  • This paper proposes a new robust motion deblurring filter using the inertial sensor measurements for strapdown image IR applications. With taking the PSF measurement error into account, the motion blurred image is modeled by the linear uncertain state space equation with the noise corrupted measurement matrix and the stochastic parameter uncertainty. This motivates us to solve the motion deblurring problem based on the recently developed robust least squares estimation theory. In order to suppress the ringing effect on the deblurred image, the robust least squares estimator is slightly modified by adoping the ridge-regression concept. Through the computer simulations using the actual IR scenes, it is demonstrated that the proposed algorithm shows superior and reliable motion deblurring performance even in the presence of time-varying motion artifact.

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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    • 제23권2호
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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.

An Alternative Unit Root Test Statistic Based on Least Squares Estimator

  • Shin, Key-Il
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.639-647
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    • 2002
  • Efforts to obtain more power for unit root tests have continued. Pantula at el.(1994) compared empirical powers of several unit root test statistics and addressed that the weighted symmetric estimator(WSE) and the unconditional maximum likelihood estimator(UMLE) are the best among them. One can easily see that the powers of these two statistics are almost the same. In this paper we explain a connection between WSE and UMLE and suggest a unit root test statistic which may explain the connection between them.

자기회귀모형에서의 로버스트한 모수 추정방법들에 관한 연구 (A Comparison of Robust Parameter Estimations for Autoregressive Models)

  • 강희정;김순영
    • Journal of the Korean Data and Information Science Society
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    • 제11권1호
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    • pp.1-18
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    • 2000
  • 본 논문에서는 가장 많이 사용되는 시계열 모형중의 하나인 자기회귀모형에서 모수를 추정하는 방법으로 최소 절대 편차 추정법(least absolute deviation estimation)을 포함한 로버스트한 추정방법 (robust estimation)의 사용을 제안하고 모의 실험을 통하여 이러한 방법들을 기존의 최소 제곱 추정 방법과 예측의 관점에서 비교 검토하여 시계열 자료분석에서의 로버스트한 모수 추정 방법의 유효성을 확인해 보고자 한다.

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고분해능의 주파수 추정 알고리즘 개발 (High Resolution Frequency Estimation of Real Sinusoids)

  • 서인용
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 추계학술대회 논문집 전기물성,응용부문
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    • pp.279-282
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    • 2003
  • In this paper, we propose a new high resolution frequency estimator for real sinusoids by using short time data and the AWLS/MFT (Adaptive Weighted Least Squares/ Modulation Function Technique) algorithm. Monte-Carlo simulations verify better performances of the proposed frequency estimator and demonstrate that the proposed AWLS sinusoidal estimator is a high resolution estimator.

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변형된 계통추출과 최소제곱법을 이용한 모평균 추정 (Estimation of Population Mean Using Modified Systematic Sampling and Least Squares Method)

  • 김혁주
    • 응용통계연구
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    • 제17권1호
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    • pp.105-117
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    • 2004
  • 본 논문에서는 선형추세를 갖는 모집단의 평균을 추정하기 위한 새로운 방법을 제시하였다. 이 방법은 변형계통추출에 의하여 표본을 뽑은 뒤 표본의 단순평균이 아니라 조정된 추정량을 사용하여 모평균을 추정하는 방법이다. 조정된 추정량을 정하는 데에 최소제곱법을 사용하였다. 제시된 방법은 선형 추세가 강할수록 효율적이라는 것이 밝혀졌으며, 무한초모집단 모형의 랜덤오차항의 분산인 $\sigma$$^2$이 매우 크지만 않다면 전통적인 방법들에 비해 상대적으로 효율적인 것으로 나타났다.

선형회귀 모형에서 자기공분산 기반 추정 (Autocovariance based estimation in the linear regression model)

  • 박철용
    • Journal of the Korean Data and Information Science Society
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    • 제22권5호
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    • pp.839-847
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    • 2011
  • 이 연구에서는 다중 선형회귀 모형에서 자기공분산에 근거한 회귀 계수의 추정량을 도출하였다. 자기공분산에 근거한 방법은 Park (2009)에 제시된 방법으로 직관적으로 매혹적이지는 않지만, 이것에 근거한 추정량이 회귀 계수의 불편추정량이 된다. 설명변수 벡터가 어떤 정칙조건을 만족한다면, 오차가 자기회귀이동평균 모형을 따르면 만족되는 약한 조건 하에서 이 추정량이 최소제곱 추정량과 점근적으로 동일한 분포를 가지며 또한 회귀 계수에 확률 상 수렴한다는 것을 보였다. 마지막으로 모의실험을 통해 이 성질들이 소표본에서도 성립하는 것을 보였다.

Performance Analysis of the Robust Least Squares Target Localization Scheme using RDOA Measurements

  • Choi, Ka-Hyung;Ra, Won-Sang;Park, Jin-Bae;Yoon, Tae-Sung
    • Journal of Electrical Engineering and Technology
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    • 제7권4호
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    • pp.606-614
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    • 2012
  • A practical recursive linear robust estimation scheme is proposed for target localization in the sensor network which provides range difference of arrival (RDOA) measurements. In order to radically solve the known practical difficulties such as sensitivity for initial guess and heavy computational burden caused by intrinsic nonlinearity of the RDOA based target localization problem, an uncertain linear measurement model is newly derived. In the suggested problem setting, the target localization performance of the conventional linear estimation schemes might be severely degraded under the low SNR condition and be affected by the target position in the sensor network. This motivates us to devise a new sensor network localization algorithm within the framework of the recently developed robust least squares estimation theory. Provided that the statistical information regarding RDOA measurements are available, the estimate of the proposition method shows the convergence in probability to the true target position. Through the computer simulations, the omnidirectional target localization performance and consistency of the proposed algorithm are compared to those of the existing ones. It is shown that the proposed method is more reliable than the total least squares method and the linear correction least squares method.