• Title/Summary/Keyword: weighted least squares

Search Result 142, Processing Time 0.031 seconds

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

  • Ahn Kyu-Young;Lee In-Hwan;Nam Sang-Won
    • The Transactions of the Korean Institute of Electrical Engineers D
    • /
    • v.53 no.12
    • /
    • pp.793-798
    • /
    • 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.

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

  • Piao, Mei-Xian;Lee, Kyung-Jun;Wee, Seung-Woo;Jeong, Jechang
    • Journal of Broadcast Engineering
    • /
    • v.21 no.6
    • /
    • pp.920-928
    • /
    • 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 least squares filtering with iCAM06 model. To show more perceptual high dynamic range images in conventional display, we decompose high dynamic range image into base layers and detail layers. The base layers are obtained by using weighted least squares filter. Then, we adopt chromatic adaption function and non-linear compression function to deal with base layers. Only the base layers reduce contrast, and preserving detail. The image quality assessment shows that our tone mapped image is more similar to original high dynamic range image. Moreover, the subjective result shows our algorithm produces more reliable and pleasing image.

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

  • Kim, Eun-Hu;Oh, Sung-Kwun;Kim, Hyun-Ki
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.65 no.9
    • /
    • pp.1541-1550
    • /
    • 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
    • /
    • v.20 no.10
    • /
    • pp.1567-1575
    • /
    • 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.

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

  • Kim, Woo-Ram;Choi, Youn-Dae
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.14 no.5
    • /
    • pp.957-964
    • /
    • 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

  • Piao, Meixian;Lee, Kyungjun;Jeong, Jechang
    • Proceedings of the Korean Society of Broadcast Engineers Conference
    • /
    • 2016.06a
    • /
    • pp.260-263
    • /
    • 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.

  • PDF

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

  • Lee Dong-Hee;Park You-Sung;Kim Kee-Whan
    • The Korean Journal of Applied Statistics
    • /
    • v.19 no.1
    • /
    • pp.97-110
    • /
    • 2006
  • Since it is well-established that even high quality data tend to contain outliers, one would expect fat? greater reliance on robust regression techniques than is actually observed. But most of all robust regression estimators suffers from the computational difficulties and the lower efficiency than the least squares under the normal error model. The weighted self-tuning estimator (WSTE) recently suggested by Lee (2004) has no more computational difficulty and it has the asymptotic normality and the high break-down point simultaneously. Although it has better properties than the other robust estimators, WSTE does not have full efficiency under the normal error model through the weighted least squares which is widely used. This paper introduces a new approach as called the reweighted WSTE (RWSTE), whose scale estimator is adaptively estimated by the self-tuning constant. A Monte Carlo study shows that new approach has better behavior than the general weighted least squares method under the normal model and the large data.

A Marginal Probability Model for Repeated Polytomous Response Data

  • Choi, Jae-Sung
    • Journal of the Korean Data and Information Science Society
    • /
    • v.19 no.2
    • /
    • pp.577-585
    • /
    • 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.

  • PDF

Influence Assessment in Robust Regression

  • Sohn, Bang-Yong;Huh, Myung-Hoe
    • Communications for Statistical Applications and Methods
    • /
    • v.4 no.1
    • /
    • pp.21-32
    • /
    • 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.

  • PDF

Fuzzy c-Regression Using Weighted LS-SVM

  • Hwang, Chang-Ha
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2005.10a
    • /
    • pp.161-169
    • /
    • 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.

  • PDF