• Title/Summary/Keyword: squares

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NONLINEAR ASYMMETRIC LEAST SQUARES ESTIMATORS

  • Park, Seung-Hoe;Kim, Hae-Kyung;Lee, Young
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.47-64
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    • 2003
  • In this paper, we consider the asymptotic properties of asymmetric least squares estimators for nonlinear regression models. This paper provides sufficient conditions for strong consistency and asymptotic normality of the proposed estimators and derives asymptotic relative efficiency of the pro-posed estimators to the regression quantile estimators. We give some examples and results of a Monte Carlo simulation to compare the asymmetric least squares estimators with the regression quantile estimators.

Unified Non-iterative Algorithm for Principal Component Regression, Partial Least Squares and Ordinary Least Squares

  • Kim, Jong-Duk
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.355-366
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    • 2003
  • A unified procedure for principal component regression (PCR), partial least squares (PLS) and ordinary least squares (OLS) is proposed. The process gives solutions for PCR, PLS and OLS in a unified and non-iterative way. This enables us to see the interrelationships among the three regression coefficient vectors, and it is seen that the so-called E-matrix in the solution expression plays the key role in differentiating the methods. In addition to setting out the procedure, the paper also supplies a robust numerical algorithm for its implementation, which is used to show how the procedure performs on a real world data set.

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The Least-Squares Meshfree Method for Linear Elasticity (최소 제곱 무요소법을 이용한 선형 탄성 변형 해석)

  • Kwon, Kie-Chan;Park, Sang-Hoon;Youn, Sung-Kie
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.11
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    • pp.2312-2321
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    • 2002
  • The first-order least-squares meshfree method for linear elasticity is presented. The conventional and the compatibility-imposed least-squares formulations are studied on the convergence behavior of the solution and the robustness to integration error. Since the least-squares formulation is a type of mixed formulation and induces positive-definite system matrix, by using shape functions of same order for both primal and dual variables, higher rate of convergence is obtained for dual variables than Galerkin formulation. Numerical examples also show that the presented formulations do not exhibit any volumetric locking for the incompressible materials.

A Study on the ALS Method of System Identification (시스템동정의 ALS법에 관한 연구)

  • Lee, D.C.
    • Journal of Power System Engineering
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    • v.7 no.1
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    • pp.74-81
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    • 2003
  • A system identification is to estimate the mathematical model on the base of input output data and to measure the output in the presence of adequate input for the controlled system. In the traditional system control field, most identification problems have been thought as estimating the unknown modeling parameters on the assumption that the model structures are fixed. In the system identification, it is possible to estimate the true parameter values by the adjusted least squares method in the input output case of no observed noise, and it is possible to estimate the true parameter values by the total least squares method in the input output case with the observed noise. We suggest the adjusted least squares method as a consistent estimation method in the system identification in the case where there is observed noise only in the output. In this paper the adjusted least squares method has been developed from the least squares method and the efficiency of the estimating results was confirmed by the generating data with the computer simulations.

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A Coupled Recursive Total Least Squares-Based Online Parameter Estimation for PMSM

  • Wang, Yangding;Xu, Shen;Huang, Hai;Guo, Yiping;Jin, Hai
    • Journal of Electrical Engineering and Technology
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    • v.13 no.6
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    • pp.2344-2353
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    • 2018
  • A coupled recursive total least squares (CRTLS) algorithm is proposed for parameter estimation of permanent magnet synchronous machines (PMSMs). TLS considers the errors of both input variables and output ones, and thus achieves more accurate estimates than standard least squares method does. The proposed algorithm consists of two recursive total least squares (RTLS) algorithms for the d-axis subsystem and q-axis subsystem respectively. The incremental singular value decomposition (SVD) for the RTLS obtained by an approximate calculation with less computation. The performance of the CRTLS is demonstrated by simulation and experimental results.

DUAL REGULARIZED TOTAL LEAST SQUARES SOLUTION FROM TWO-PARAMETER TRUST-REGION ALGORITHM

  • Lee, Geunseop
    • Journal of the Korean Mathematical Society
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    • v.54 no.2
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    • pp.613-626
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    • 2017
  • For the overdetermined linear system, when both the data matrix and the observed data are contaminated by noise, Total Least Squares method is an appropriate approach. Since an ill-conditioned data matrix with noise causes a large perturbation in the solution, some kind of regularization technique is required to filter out such noise. In this paper, we consider a Dual regularized Total Least Squares problem. Unlike the Tikhonov regularization which constrains the size of the solution, a Dual regularized Total Least Squares problem considers two constraints; one constrains the size of the error in the data matrix, the other constrains the size of the error in the observed data. Our method derives two nonlinear equations to construct the iterative method. However, since the Jacobian matrix of two nonlinear equations is not guaranteed to be nonsingular, we adopt a trust-region based iteration method to obtain the solution.

Adaptive System Identification Using an Efficient Recursive Total Least Squares Algorithm

  • Choi, Nakjin;Lim, Jun-Seok;Song, Joon-Il;Sung, Koeng-Mo
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.3E
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    • pp.93-100
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    • 2003
  • We present a recursive total least squares (RTLS) algorithm for adaptive system identification. So far, recursive least squares (RLS) has been successfully applied in solving adaptive system identification problem. 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(N²).

REPRESENTATION OF A POSITIVE INTEGER BY A SUM OF LARGE FOUR SQUARES

  • Kim, Byeong Moon
    • Korean Journal of Mathematics
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    • v.24 no.1
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    • pp.71-79
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    • 2016
  • In this paper, we determine all positive integers which cannot be represented by a sum of four squares at least 9, and prove that for each N, there are nitely many positive integers which cannot be represented by a sum of four squares at least $N^2$ except $2{\cdot}4^m$, $6{\cdot}4^m$ and $14{\cdot}4^m$ for $m{\geq}0$. As a consequence, we prove that for each $k{\geq} 5$ there are nitely many positive integers which cannot be represented by a sum of k squares at least $N^2$.