• 제목/요약/키워드: weighted least squares

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적응 FWLS 알고리즘을 응용한 시변 비선형 시스템 식별 (Utilization of the Filtered Weighted Least Squares Algorithm For the Adaptive Identification of Time-Varying Nonlinear Systems)

  • 안규영;이인환;남상원
    • 대한전기학회논문지:시스템및제어부문D
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    • 제53권12호
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    • pp.793-798
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    • 2004
  • In this paper, the problem of adaptively identifying time-varying nonlinear systems is considered. For that purpose, the discrete time-varying Volterra series is employed as a system model, and the filtered weighted least squares (FWLS) algorithm, developed for adaptive identification of linear time-varying systems, is utilized for the adaptive identification of time-varying quadratic Volterra systems. To demonstrate the performance of the proposed approach, some simulation results are provided. Note that the FWLS algorithm, decomposing the conventional weighted basis function (WBF) algorithm into a cascade of two (i.e., estimation and filtering) procedures, leads to fast parameter tracking with low computational burden, and the proposed approach can be easily extended to the adaptive identification of time-varying higher-order Volterra systems.

가중 최소자승 필터링과 색 표현 모델을 결합한 넓은 동적 영역 이미지 표현 (High Dynamic Range Image Display Combining Weighted Least Squares Filtering with Color Appearance Model)

  • 박미선;이경준;위승우;정제창
    • 방송공학회논문지
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    • 제21권6호
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    • pp.920-928
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    • 2016
  • 최근 넓은 동적 영역 이미지 기술은 컴퓨터 그래픽 분야에서 화제다. 본 논문에서는 가중 최소자승(가중회귀분석) 최적화 체계에 기반하여 넓은 동적 영역 이미지를 처리하는 톤매핑 알고리듬을 제안한다. 제안하는 방법은 시각적 후광 현상을 피하는 동시에 기존의 디스플레이에서 더 지각적인 넓은 동적 영역 이미지들을 보여주기 위해 가중 최소자승 필터링과 iCAM06모델을 결합한다. 제안된 알고리듬은 먼저 넓은 동적 영역 이미지를 base layer와 detail layer로 나눈다. Base layer는 큰 규모의 변화량을 가지고 있으며 가중 최소자승 필터링을 사용하여 얻어지고 iCAM06 모델을 포함한다. 다음으로, 인간의 시각 체계에 따라 base layer는 적응적으로 압축된다. 압축 시에는 base layer만 대비를 줄이고 detail layer을 보존한다. 본 논문에서는 객관적 화질 평가와 주관적 화질 평가를 통하여 제안하는 알고리듬을 적용한 이미지가 기존의 알고리듬을 적용한 이미지들에 비해 원본 넓은 동적 영역 이미지에 더 유사하다는 것을 보여준다.

퍼지 클러스터링기반 신경회로망 패턴 분류기의 학습 방법 비교 분석 (Comparative Analysis of Learning Methods of Fuzzy Clustering-based Neural Network Pattern Classifier)

  • 김은후;오성권;김현기
    • 전기학회논문지
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    • 제65권9호
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    • pp.1541-1550
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    • 2016
  • In this paper, we introduce a novel learning methodology of fuzzy clustering-based neural network pattern classifier. Fuzzy clustering-based neural network pattern classifier depicts the patterns of given classes using fuzzy rules and categorizes the patterns on unseen data through fuzzy rules. Least squares estimator(LSE) or weighted least squares estimator(WLSE) is typically used in order to estimate the coefficients of polynomial function, but this study proposes a novel coefficient estimate method which includes advantages of the existing methods. The premise part of fuzzy rule depicts input space as "If" clause of fuzzy rule through fuzzy c-means(FCM) clustering, while the consequent part of fuzzy rule denotes output space through polynomial function such as linear, quadratic and their coefficients are estimated by the proposed local least squares estimator(LLSE)-based learning. In order to evaluate the performance of the proposed pattern classifier, the variety of machine learning data sets are exploited in experiments and through the comparative analysis of performance, it provides that the proposed LLSE-based learning method is preferable when compared with the other learning methods conventionally used in previous literature.

A Study on the Optimum Scheme for Determination of Operation Time of Line Feeders in Automatic Combination Weighers

  • Keraita James N.;Kim Kyo-Hyoung
    • Journal of Mechanical Science and Technology
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    • 제20권10호
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    • pp.1567-1575
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    • 2006
  • In an automatic combination weigher, the line feeders distribute the product to several weighing hoppers. The ability to supply appropriate amount of product to the weighing hoppers for each combination operation is crucial for the overall performance. Determining the right duration of operating a line feeder to supply a given amount of product becomes very challenging in case of products which are irregular in volume or specific gravity such as granular secondary processed foods. In this research, several schemes were investigated to determine the best way for a line feeder to approximate the next operating time in order to supply a set amount of irregular goods to the corresponding weighing hopper. Results obtained show that a weighted least squares method (WLS) employing 10 data points is the most effective in determining the operating times of line feeders.

구조물의 시간에 따른 거동 해석을 위한 유한요소법에 기초한 단일 스텝 시간 범주들의 비교연구 (A Comparative Study on Single Time Schemes Based on the FEM for the Analysis of Structural Transient Problems)

  • 김우람;최윤대
    • 한국군사과학기술학회지
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    • 제14권5호
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    • pp.957-964
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    • 2011
  • New time schemes based on the FEM were developed and their performances were tested with 2D wave equation. The least-squares and weighted residual methods are used to construct new time schemes based on traditional residual minimization method. To overcome some drawbacks that time schemes based on the least-squares and weighted residual methods have, ad-hoc method is considered to minimize residuals multiplied by others residuals as a new approach. And variational method is used to get necessary conditions of ad-hoc minimization. A-stability was chosen to check the stability of newly developed time schemes. Specific values of new time schemes are presented along with their numerical solutions which were compared with analytic solution.

HDR image display combines weighted least square filtering with color appearance model

  • 박미선;이경준;정제창
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송∙미디어공학회 2016년도 하계학술대회
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    • pp.260-263
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    • 2016
  • Recently high dynamic range imaging technique is hot issue in computer graphic area. We present a progressive tone mapping algorithm, which is based on weighted least squares optimization framework. Our approach combines weighted leastsquaresfiltering with iCAM06, for showing more perceptual high dynamic range images in conventional display, while avoiding visual halo artifacts. We decompose high dynamic range image into base layer and detail layer. The base layer has large scale variation, it is obtained by using weighted least squares filtering, and then the base layer incorporates iCAM06 model. Then, adaptive compression on the base layer according to human visual system. Only the base layer reduces contrast, and preserving detail. The resultshows more perceptual color appearance and preserve fine detail, while avoiding common artifacts.

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로버스트 회귀추정에 의한 신뢰구간 구축 (On Confidence Intervals of Robust Regression Estimators)

  • 이동희;박유성;김기환
    • 응용통계연구
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    • 제19권1호
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    • pp.97-110
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    • 2006
  • 대부분의 자료는 여러가지 원인으로 인한 특이치로 오염되어 있으며, 이러한 상황에서 신뢰성 있는 추정량을 얻어내고 이에 대한 통계적 추론을 시행하는 것은 중요한 문제이다. 그러나 이제까지 제안된 로버스트 회귀추정량들은 계산상의 어려움과 정규오차모형에서 최소제곱추정량에 비하여 떨어지는 효율성때문에 통계적 추론의 정확성을 확신할 수 없었다. 최근 제안된 Lee(2004)의 가중자기조율회귀추정량(weighted self-tuning estimator, WSTE)은 다른 로버스트 회귀추정량에 비하여 정확한 계산과정과 그에 따른 추정량의 점근적 정규성 및 고붕괴점을 갖는다. 그러나 통계적 추론을 위하여 이제까지 널리 사용해왔던 로버스트 추정량에 기반한 가중최소제곱추정방법(weighted least squares estimator)은 WSTE에서조차 정규오차모형하에서 최소제곱추정량과 동일한 수준의 효율성을 제공해주지 는 못한다. 본 논문에서는 WSTE에 기반한 또다른 통계적 추론 방법을 제안하고, 이 방법을 사용함으로써 정규오차모형 및 대표본에서 보다 정확한 결과를 얻을 수 있음을 몬테칼로 모의실험을 통해 제시하였다.

A Marginal Probability Model for Repeated Polytomous Response Data

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
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    • 제19권2호
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    • pp.577-585
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    • 2008
  • This paper suggests a marginal probability model for analyzing repeated polytomous response data when some factors are nested in others in treatment structures on a larger experimental unit. As a repeated measures factor, time is considered on a smaller experimental unit. So, two different experiment sizes are considered. Each size of experimental unit has its own design structure and treatment structure, and the marginal probability model can be constructed from the structures for each size of experimental unit. Weighted least squares(WLS) methods are used for estimating fixed effects in the suggested model.

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Influence Assessment in Robust Regression

  • Sohn, Bang-Yong;Huh, Myung-Hoe
    • Communications for Statistical Applications and Methods
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    • 제4권1호
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    • pp.21-32
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    • 1997
  • Robust regression based on M-estimator reduces and/or bounds the influence of outliers in the y-direction only. Therefore, when several influential observations exist, diagnostics in the robust regression is required in order to detect them. In this paper, we propose influence diagnostics in the robust regression based on M-estimator and its one-step version. Noting that M-estimator can be obtained through iterative weighted least squares regression by using internal weights, we apply the weighted least squares (WLS) regression diagnostics to robust regression.

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Fuzzy c-Regression Using Weighted LS-SVM

  • Hwang, Chang-Ha
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2005년도 추계학술대회
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    • pp.161-169
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    • 2005
  • In this paper we propose a fuzzy c-regression model based on weighted least squares support vector machine(LS-SVM), which can be used to detect outliers in the switching regression model while preserving simultaneous yielding the estimates of outputs together with a fuzzy c-partitions of data. It can be applied to the nonlinear regression which does not have an explicit form of the regression function. We illustrate the new algorithm with examples which indicate how it can be used to detect outliers and fit the mixed data to the nonlinear regression models.

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