• Title/Summary/Keyword: squares

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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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ANALYSIS OF VELOCITY-FLUX FIRST-ORDER SYSTEM LEAST-SQUARES PRINCIPLES FOR THE OPTIMAL CONTROL PROBLEMS FOR THE NAVIER-STOKES EQUATIONS

  • Choi, Young-Mi;Lee, Hyung-Chun
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제14권2호
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    • pp.125-140
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    • 2010
  • This paper develops a least-squares approach to the solution of the optimal control problem for the Navier-Stokes equations. We recast the optimality system as a first-order system by introducing velocity-flux variables and associated curl and trace equations. We show that a least-squares principle based on $L^2$ norms applied to this system yields optimal discretization error estimates in the $H^1$ norm in each variable.

수정된 최소자승법을 이용한 파라미터 추정 (Parameter Estimation using a Modified least Squares method)

  • 한영성;김응석;한홍석;양해원
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1991년도 하계학술대회 논문집
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    • pp.691-694
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    • 1991
  • In a discrete parameter estimation system, the standard least squares method shows slow convergence. On the other hand, the weighted least squares method has relatively fast convergence. However, if the input is not sufficiently rich, then gain matrix grows unboundedly. In order to solve these problems, this paper proposes a modified least squares algorithm which prevents gain matrix from growing unboundedly and has fast convergence.

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An Efficient Recursive Total Least Squares Algorithm for Training Multilayer Feedforward Neural Networks

  • Choi Nakjin;Lim Jun-Seok;Sung Koeng-Mo
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 2004년도 추계학술발표대회논문집 제23권 2호
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    • pp.527-530
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    • 2004
  • We present a recursive total least squares (RTLS) algorithm for multilayer feedforward neural networks. So far, recursive least squares (RLS) has been successfully applied to training multilayer feedforward neural networks. But, when input data contain additive noise, the results from RLS could be biased. Such biased results can be avoided by using the recursive total least squares (RTLS) algorithm. The RTLS algorithm described in this paper gives better performance than RLS algorithm over a wide range of SNRs and involves approximately the same computational complexity of $O(N^{2})$.

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선형 영구자석 동기전동기의 최소자승법을 적용한 질량 추정 (Mass Estimation of a Permanent Magnet Linear Synchronous Motor by the Least-Squares Algorithm)

  • 이진우
    • 전력전자학회논문지
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    • 제11권2호
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    • pp.159-163
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    • 2006
  • 선형 서보 응용분야에서 속도제어기를 정밀하게 조정하기 위해서는 부하 및 가동자의 질량을 항상 정확하게 알고 있어야 한다. 본 논문에서는 선형 영구자석 동기전동기의 가동부 질량을 추정하기 위하여 상수추정 알고리즘으로 최소자승법을 적용한 질량 추정방법을 제안하였다. 먼저 최소자승법을 적용하기 위한 기계적인 동전 시스템에 대한 DARMA(deterministic autoregressive moving average)모델을 유도하고, 유도된 DARMA모델에 최소자승법을 적용한 시뮬레이션 덴 실험 결과를 제시하여 제안한 방법으로 질량을 정밀하게 추정할 수 있음을 보였다.

An Equivariant and Robust Estimator in Multivariate Regression Based on Least Trimmed Squares

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.1037-1046
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    • 2003
  • We propose an equivariant and robust estimator in multivariate regression model based on the least trimmed squares (LTS) estimator in univariate regression. We call this estimator as multivariate least trimmed squares (MLTS) estimator. The MLTS estimator considers correlations among response variables and it can be shown that the proposed estimator has the appropriate equivariance properties defined in multivariate regression. The MLTS estimator has high breakdown point as does LTS estimator in univariate case. We develop an algorithm for MLTS estimate. Simulation are performed to compare the efficiencies of MLTS estimate with coordinatewise LTS estimate and a numerical example is given to illustrate the effectiveness of MLTS estimate in multivariate regression.

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.

펄스 중첩 보정 스펙트럼의 라이브러리 최소자승법에의 이용 (Application of Pulse Pile-Up Correction Spectrum to the Library Least-Squares Method)

  • 이상훈
    • Journal of Radiation Protection and Research
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    • 제31권4호
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    • pp.173-179
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    • 2006
  • 개선된 몬테칼로 코드 CEARPPU는 고계수율 상황에서의 펄스 중첩 보정 스펙트럼을 제공한다. 중성자 방사화 분석을 위하여 CEARPPU를 이용하여 보정된 스펙트럼으로 라이브러리 최소자승 동위원소 방사능 분석을 수행하여 보정하지 않은 스펙트럼을 이용하는 방법보다 우수한 결과를 얻었다.

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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    • 제25권4호
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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.

최소 제곱 무요소법을 이용한 적응 기법에 관한 연구 (A Study on the Adaptive Scheme Using Least-Squares Meshfree Method)

  • 박상훈;권기찬;윤성기
    • 대한기계학회논문집A
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    • 제26권9호
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    • pp.1849-1858
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    • 2002
  • An h-adaptive scheme of first-order least-squares meshfree method is presented. A posteriori error estimates, which can be readily computed from the residual, are also presented. For elliptic problem the error indicators are further improved by applying the Aubin-Nitsche method. In the proposed refinement scheme, Voronoi cells are utilized to insert nodes at appropriate positions. Through numerical examples, it is demonstrated that the error indicators reveal good correlations with the actual errors and the adaptive first-order least-squares meshfree method is effectively applied to the localized problems such as the shock formation in fluid dynamics.