• Title/Summary/Keyword: least-squares problem

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An improved extended Kalman filter for parameters and loads identification without collocated measurements

  • Jia He;Mengchen Qi;Zhuohui Tong;Xugang Hua;Zhengqing Chen
    • Smart Structures and Systems
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    • v.31 no.2
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    • pp.131-140
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    • 2023
  • As well-known, the extended Kalman filter (EKF) is a powerful tool for parameter identification with limited measurements. However, traditional EKF is not applicable when the external excitation is unknown. By using least-squares estimation (LSE) for force identification, an EKF with unknown input (EKF-UI) approach was recently proposed by the authors. In this approach, to ensure the influence matrix be of full column rank, the sensors have to be deployed at all the degrees-of-freedom (DOFs) corresponding to the unknown excitation, saying collocated measurements are required. However, it is not easy to guarantee that the sensors can be installed at all these locations. To circumvent this limitation, based on the idea of first-order-holder discretization (FOHD), an improved EKF with unknown input (IEKF-UI) approach is proposed in this study for the simultaneous identification of structural parameters and unknown excitation. By using projection matrix, an improved observation equation is obtained. Few displacement measurements are fused into the observation equation to avoid the so-called low-frequency drift. To avoid the ill-conditioning problem for force identification without collocated measurements, the idea of FOHD is employed. The recursive solution of the structural states and unknown loads is then analytically derived. The effectiveness of the proposed approach is validated via several numerical examples. Results show that the proposed approach is capable of satisfactorily identifying the parameters of linear and nonlinear structures and the unknown excitation applied to them.

The Case Study of High School On-demand Linear Algebra Course : Mixed Traditional and Flipped Learning Methods ans Signal Processing Applications (고등학교 주문형 강좌 선형대수 교과목 운영사례 : 전통적 방식과 플립러닝 방식의 혼합수업 형태 및 신호처리 응용)

  • Jae-Ha Yoo
    • Journal of the Institute of Convergence Signal Processing
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    • v.24 no.3
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    • pp.147-152
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    • 2023
  • This paper is a study of a linear algebra course taught in a high school on-demand course. Compared to the regular course, flipped learning was added to the course, and applications to signal processing related problems were covered in consideration of students' career aspirations. Overall, the class was a mixture of traditional lectures and flipped learning. Flipped learning was implemented twice. The flipped class consisted of pre-class, in-class and post-class. To verify the effectiveness of the course, a survey was conducted and most of the evaluation items were above 4. The topics of the flipped learning were Markov chains and least squares problem, which are very important in the field of signal processing.

An Indoor Localization Algorithm of UWB and INS Fusion based on Hypothesis Testing

  • Long Cheng;Yuanyuan Shi;Chen Cui;Yuqing Zhou
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.18 no.5
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    • pp.1317-1340
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    • 2024
  • With the rapid development of information technology, people's demands on precise indoor positioning are increasing. Wireless sensor network, as the most commonly used indoor positioning sensor, performs a vital part for precise indoor positioning. However, in indoor positioning, obstacles and other uncontrollable factors make the localization precision not very accurate. Ultra-wide band (UWB) can achieve high precision centimeter-level positioning capability. Inertial navigation system (INS), which is a totally independent system of guidance, has high positioning accuracy. The combination of UWB and INS can not only decrease the impact of non-line-of-sight (NLOS) on localization, but also solve the accumulated error problem of inertial navigation system. In the paper, a fused UWB and INS positioning method is presented. The UWB data is firstly clustered using the Fuzzy C-means (FCM). And the Z hypothesis testing is proposed to determine whether there is a NLOS distance on a link where a beacon node is located. If there is, then the beacon node is removed, and conversely used to localize the mobile node using Least Squares localization. When the number of remaining beacon nodes is less than three, a robust extended Kalman filter with M-estimation would be utilized for localizing mobile nodes. The UWB is merged with the INS data by using the extended Kalman filter to acquire the final location estimate. Simulation and experimental results indicate that the proposed method has superior localization precision in comparison with the current algorithms.

Localization Using Extended Kalman Filter based on Chirp Spread Spectrum Ranging (확장 Kalman 필터를 적용한 첩 신호 대역확산 거리 측정 기반의 위치추정시스템)

  • Bae, Byoung-Chul;Nam, Yoon-Seok
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.49 no.4
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    • pp.45-54
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    • 2012
  • Location-based services with GPS positioning technology as a key technology, but recognizing the current location through satellite communication is not possible in an indoor location-aware technology, low-power short-range communication is primarily made of the study. Especially, as Chirp Spread Spectrum(CSS) based location-aware approach for low-power physical layer IEEE802.15.4a is selected as a standard, Ranging distance estimation techniques and data transfer speed enhancements have been more developed. It is known that the distance measured by CSS ranging has quite a lot of noise as well as its bias. However, the noise problem can be adjusted by modeling the non-zero mean noise value by a scaling factor which corresponds to the change of magnitude of a measured distance vector. In this paper, we propose a localization system using the CSS signal to measure distance for a mobile node taken a measurement of the exact coordinates. By applying the extended kalman filter and least mean squares method, the localization system is faster, more stable. Finally, we evaluate the reliability and accuracy of the proposed algorithm's performance by the experiment for the realization of localization system.

2D Inversion of Magnetic Data using Resolution Model Constraint (분해능 모델 제한자를 사용하는 자력탐사자료의 2차원 역산)

  • Cho, In-Ky;Kang, Hye-Jin;Lee, Keun-Soo;Ko, Kwang-Beom;Kim, Jong-Nam;You, Young-June;Han, Kyeong-Soo;Shin, Hong-Jun
    • Geophysics and Geophysical Exploration
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    • v.16 no.3
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    • pp.131-138
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    • 2013
  • We developed a method for inverting magnetic data to image 2D susceptibility models. The major difficulty in the inversion of the potential data is the nonuniqueness. Furthermore, generally the number of inversion blocks are greater than the number of the magnetic data available, and thus the magnetic inversion leads to under-determined problem, which aggravates the nonuniqueness. When the magnetic data were inverted by the general least-squares method, the anomalous susceptibility would be concentrated near the surface in the inverted section. To overcome this nonuniqueness problem, we propose a new resolution model constraint that is calculated from the parameter resolution. The model constraint imposes large penalty on the model parameter with good resolution, on the other hand small penalty on the model parameter with poor resolution. Thus, the deep-seated model parameter, generally having poor resolution, can be effectively resolved. The developed inversion algorithm is applied to the inversion of the synthetic data for typical models of magnetic anomalies and is tested on real airborne data obtained at the Okcheon belt of Korea.

Three-dimensional anisotropic inversion of resistivity tomography data in an abandoned mine area (폐광지역에서의 3차원 이방성 전기비저항 토모그래피 영상화)

  • Yi, Myeong-Jong;Kim, Jung-Ho;Son, Jeong-Sul
    • Geophysics and Geophysical Exploration
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    • v.14 no.1
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    • pp.7-17
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    • 2011
  • We have developed an inversion code for three-dimensional (3D) resistivity tomography including the anisotropy effect. The algorithm is based on the finite element approximations for the forward modelling and Active Constraint Balancing method is adopted to enhance the resolving power of the smoothness constraint least-squares inversion. Using numerical experiments, we have shown that anisotropic inversion is viable to get an accurate image of the subsurface when the subsurface shows strong electrical anisotropy. Moreover, anisotropy can be used as additional information in the interpretation of subsurface. This algorithm was also applied to the field dataset acquired in the abandoned old mine area, where a high-rise apartment block has been built up over a mining tunnel. The main purpose of the investigation was to evaluate the safety analysis of the building due to old mining activities. Strong electrical anisotropy has been observed and it was proven to be caused by geological setting of the site. To handle the anisotropy problem, field data were inverted by a 3D anisotropic tomography algorithm and we could obtain 3D subsurface images, which matches well with geology mapping observations. The inversion results have been used to provide the subsurface model for the safety analysis in rock engineering and we could assure the residents that the apartment has no problem in its safety after the completion of investigation works.

An Empirical Analysis on the Production and Price Effect by Agricultural Disaster Insurance (농업재해보험의 생산량 및 가격 효과에 관한 실증분석)

  • Han, Sungmin
    • KDI Journal of Economic Policy
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    • v.36 no.4
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    • pp.135-169
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    • 2014
  • This study empirically analyzes changes in production patterns of farmers by agricultural disaster insurance. The aim of this project is to achieve stability of farm management by paying insurance in case of a natural disaster. However, it causes farmers to change production patterns in the direction of increasing production, and leads the crop price to drop. This can be explained by producers' risk reduction through the disaster insurance. The empirical analysis is based on IV approach with using two stage least squares method. The first stage estimates by difference-in-differences methodology indicate that the production of insurable crops increases more about 80,000ton on average than that of non-insurable crops. In addition, to solve the endogeneity problem caused by general supply and demand model, I use the first stage estimates and find that the price index of the crops drops about 2.3% according to the production increase by 10,000ton. The credibility of these results is also attained by various robustness checks. These findings suggest that it is necessary for government to analyze the whole economy which consists of producer and consumer welfare when it determines the policy. Besides, it implies that it is essential to develop a new market to cope with the unintended effect.

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Trend Analysis of Extreme Precipitation Using Quantile Regression (Quantile 회귀분석을 이용한 극대강수량 자료의 경향성 분석)

  • So, Byung-Jin;Kwon, Hyun-Han;An, Jung-Hee
    • Journal of Korea Water Resources Association
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    • v.45 no.8
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    • pp.815-826
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    • 2012
  • The underestimating trend using existing ordinary regression (OR) based trend analysis has been a well-known problem. The existing OR method based on least squares approximate the conditional mean of the response variable given certain values of the time t, and the usual assumption of the OR method is normality, that is the distribution of data are not dissimilar form a normal distribution. In this regard, this study proposed a quantile regression that aims at estimating either the conditional median or other quantiles of the response variable. This study assess trend in annual daily maximum rainfall series over 64 weather stations through both in OR and QR approach. The QR method indicates that 47 stations out of 67 weather stations are a strong upward trend at 5% significance level while OR method identifies a significant trend only at 13 stations. This is mainly because the OR method is estimating the condition mean of the response variable. Unlike the OR method, the QR method allows us flexibly to detect the trends since the OR is designed to estimate conditional quantiles of the response variable. The proposed QR method can be effectively applied to estimate hydrologic trend for either non-normal data or skewed data.

Design of Partial Discharge Pattern Classifier of Softmax Neural Networks Based on K-means Clustering : Comparative Studies and Analysis of Classifier Architecture (K-means 클러스터링 기반 소프트맥스 신경회로망 부분방전 패턴분류의 설계 : 분류기 구조의 비교연구 및 해석)

  • Jeong, Byeong-Jin;Oh, Sung-Kwun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.1
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    • pp.114-123
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    • 2018
  • This paper concerns a design and learning method of softmax function neural networks based on K-means clustering. The partial discharge data Information is preliminarily processed through simulation using an Epoxy Mica Coupling sensor and an internal Phase Resolved Partial Discharge Analysis algorithm. The obtained information is processed according to the characteristics of the pattern using a Motor Insulation Monitoring System program. At this time, the processed data are total 4 types that void discharge, corona discharge, surface discharge and slot discharge. The partial discharge data with high dimensional input variables are secondarily processed by principal component analysis method and reduced with keeping the characteristics of pattern as low dimensional input variables. And therefore, the pattern classifier processing speed exhibits improved effects. In addition, in the process of extracting the partial discharge data through the MIMS program, the magnitude of amplitude is divided into the maximum value and the average value, and two pattern characteristics are set and compared and analyzed. In the first half of the proposed partial discharge pattern classifier, the input and hidden layers are classified by using the K-means clustering method and the output of the hidden layer is obtained. In the latter part, the cross entropy error function is used for parameter learning between the hidden layer and the output layer. The final output layer is output as a normalized probability value between 0 and 1 using the softmax function. The advantage of using the softmax function is that it allows access and application of multiple class problems and stochastic interpretation. First of all, there is an advantage that one output value affects the remaining output value and its accompanying learning is accelerated. Also, to solve the overfitting problem, L2-normalization is applied. To prove the superiority of the proposed pattern classifier, we compare and analyze the classification rate with conventional radial basis function neural networks.

Development and application of GLS OD matrix estimation with genetic algorithm for Seoul inner-ringroad (유전알고리즘을 이용한 OD 추정모형의 개발과 적용에 관한 연구 (서울시 내부순환도로를 대상으로))

  • 임용택;김현명;백승걸
    • Journal of Korean Society of Transportation
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    • v.18 no.4
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    • pp.117-126
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    • 2000
  • Conventional methods for collecting origin-destination trips have been mainly relied on the surveys of home or roadside interview. However, the methods tend to be costly, labor intensive and time disruptive to the trip makers, thus the methods are not considered suitable for Planning applications such as routing guidance, arterial management and information Provision, as the parts of deployments in Intelligent Transport Systems Motivated by the problems, more economic ways to estimate origin-destination trip tables have been studied since the late 1970s. Some of them, which have been estimating O-D table from link traffic counts are generally Entropy maximizing, Maximum likelihood, Generalized least squares(GLS), and Bayesian inference estimation etc. In the Paper, with user equilibrium constraint we formulate GLS problem for estimating O-D trips and develop a solution a1gorithm by using Genetic Algorithm, which has been known as a g1oba1 searching technique. For the purpose of evaluating the method, we apply it to Seoul inner ringroad and compare it with gradient method proposed by Spiess(1990). From the resu1ts we fond that the method developed in the Paper is superior to other.

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