• 제목/요약/키워드: weighted least squares solution

검색결과 15건 처리시간 0.031초

CONDITION NUMBERS WITH THEIR CONDITION NUMBERS FOR THE WEIGHTED MOORE-PENROSE INVERSE AND THE WEIGHTED LEAST SQUARES SOLUTION

  • Kang Wenhua;Xiang Hua
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.95-112
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    • 2006
  • In this paper, the authors investigate the condition number with their condition numbers for weighted Moore-Penrose inverse and weighted least squares solution of min /Ax - b/M, where A is a rank-deficient complex matrix in $C^{m{\times}n} $ and b a vector of length m in $C^m$, x a vector of length n in $C^n$. For the normwise condition number, the sensitivity of the relative condition number itself is studied, the componentwise perturbation is also investigated.

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.

Terrain Slope Estimation Methods Using the Least Squares Approach for Terrain Referenced Navigation

  • Mok, Sung-Hoon;Bang, Hyochoong
    • International Journal of Aeronautical and Space Sciences
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    • 제14권1호
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    • pp.85-90
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    • 2013
  • This paper presents a study on terrain referenced navigation (TRN). The extended Kalman filter (EKF) is adopted as a filter method. A Jacobian matrix of measurement equations in the EKF consists of terrain slope terms, and accurate slope estimation is essential to keep filter stability. Two slope estimation methods are proposed in this study. Both methods are based on the least-squares approach. One is planar regression searching the best plane, in the least-squares sense, representing the terrain map over the region, determined by position error covariance. It is shown that the method could provide a more accurate solution than the previously developed linear regression approach, which uses lines rather than a plane in the least-squares measure. The other proposed method is weighted planar regression. Additional weights formed by Gaussian pdf are multiplied in the planar regression, to reflect the actual pdf of the position estimate of EKF. Monte Carlo simulations are conducted, to compare the performance between the previous and two proposed methods, by analyzing the filter properties of divergence probability and convergence speed. It is expected that one of the slope estimation methods could be implemented, after determining which of the filter properties is more significant at each mission.

Hybrid Fuzzy Least Squares Support Vector Machine Regression for Crisp Input and Fuzzy Output

  • Shim, Joo-Yong;Seok, Kyung-Ha;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • 제17권2호
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    • pp.141-151
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    • 2010
  • Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

보완 가중 최소자승기법을 이용한 피동거리 추정필터 설계 (A Modified Weighted Least Squares Approach to Range Estimation Problem)

  • 황익호;나원상
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 하계학술대회 논문집 D
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    • pp.2088-2090
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    • 2003
  • A practical recursive weighted least square(WLS) solution is proposed to solve the passive ranging problem. Apart from the previous works based on the extended Kalman filter(EKF), to ensure the convergency at long-range, the proposed scheme makes use of line-of-sight(LOS) rate instead of bearing information. The influence of LOS rate measurement errors is investigated and it is asserted that the WLS estimates contain bias and scale factor errors. Together with simple compensation algorithm, the estimation errors of proposed filter can be reduced dramatically.

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Plotting positions and approximating first two moments of order statistics for Gumbel distribution: estimating quantiles of wind speed

  • Hong, H.P.;Li, S.H.
    • Wind and Structures
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    • 제19권4호
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    • pp.371-387
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    • 2014
  • Probability plotting positions are popular and used as the basis for distribution fitting and for inspecting the quality of the fit because of its simplicity. The plotting positions that lead to excellent approximation to the mean of the order statistics should be used if the objective of the fitting is to estimate quantiles. Since the mean depends on the sample size and is not amenable for simple to use closed form solution, many plotting positions have been presented in the literature, including a new plotting position that is derived based on the weighted least-squares method. In this study, the accuracy of using the new plotting position to fit the Gumbel distribution for estimating quantiles is assessed. Also, plotting positions derived by fitting the mean of the order statistics for all ranks is proposed, and an approximation to the covariance of the order statistics for the Gumbel (and Weibull) variate is given. Relative bias and root-mean-square-error of the estimated quantiles by using the proposed plotting position are shown. The use of the proposed plotting position to estimate the quantiles of annual maximum wind speed is illustrated.

EACB법에 의한 전기비저항 토모그래피 자료의 역산 (Inversion of Resistivity Tomography Data Using EACB Approach)

  • 조인기;김기주
    • 지구물리와물리탐사
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    • 제8권2호
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    • pp.129-136
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    • 2005
  • 감쇠최소자승법은 각종 물리탐사 자료에 가장 널리 사용되는 역산법이다. 일반적으로 최소자승법에서 최소화되는 목적함수는 자료오차(data misfit)와 모델제한자의 합으로 주어진다. 따라서 역산에서 자료오차와 모델제한자는 함께 중요한 역할을 담당한다. 하지만 역산에 관한 대부분의 연구는 주로 모델제한자의 설정방법과 적절한 라그랑지 곱수의 선정방법에 치중되어 왔다. 일반적으로 자료획득시 자료가 갖는 표준편차를 자료가중값의 계산에 사용하는 것이 추천되고 있지만, 실제 현장조사에서는 자료의 표준편차는 좀처럼 측정되지 않으며, 대부분의 역산에서 자료가중행렬은 어쩔 수 없이 단위행렬로 간주된다. 본 논문에서는 자료분해능행렬과 그 분산함수를 분석하여 자동적으로 계산된 자료가중행렬을 사용하는 역산법을 개발하였다. EACB법이라 명명한 이 역산법에서는 분해능이 높은 자료에는 높은 가중값을, 작은 자료에는 작은 가중값을 부여한다. 개발된 EACB 역산법을 전기비저항 토모그피법에 적용한 결과, 보다 안정적이고 분해능이 향상된 결과를 얻을 수 있었다.

PSO기법을 이용한 전력계통의 상태추정해법과 불량정보처리에 관한 연구 (A Study on Power System State Estimation and bad data detection Using PSO)

  • 유승오;정희명;박준호;이화석
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2008년도 추계학술대회 논문집 전력기술부문
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    • pp.261-263
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    • 2008
  • In power systems operation, state estimation takes an important role in security control. For the state estimation problem, the weighted least squares(WLS) method and the fast decoupled method have been widely used at present. But these algorithms have disadvantage of converging local optimal solution. In these days, a modern heuristic optimization method such as Particle Swarm Optimization(PSO), are introduced to overcome the problems of classical optimization. In this paper, we proposed particle swarm optimization (PSO) to search an optimal solution of state estimation in power systems. To demonstrate the usefulness of the proposed method, PSO algorithm was tested in the IEEE-57 bus systems. From the simulation results, we can find that the PSO algorithm is applicable for power system state estimation.

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PC 클러스터 기반 병렬 PSO 알고리즘을 이용한 전력계통의 상태추정 (Power System State Estimation Using Parallel PSO Algorithm based on PC cluster)

  • 정희명;박준호;이화석
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2008년도 제39회 하계학술대회
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    • pp.303-304
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    • 2008
  • For the state estimation problem, the weighted least squares (WLS) method and the fast decoupled method are widely used at present. However, these algorithms can converge to local optimal solutions. Recently, modern heuristic optimization methods such as Particle Swarm Optimization (PSO) have been introduced to overcome the disadvantage of the classical optimization problem. However, heuristic optimization methods based on populations require a lengthy computing time to find an optimal solution. In this paper, we used PSO to search for the optimal solution of state estimation in power systems. To overcome the shortcoming of heuristic optimization methods, we proposed parallel processing of the PSO algorithm based on the PC cluster system. the proposed approach was tested with the IEEE-118 bus systems. From the simulation results, we found that the parallel PSO based on the PC cluster system can be applicable for power system state estimation.

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병렬 PSO 알고리즘을 이용한 전력계통의 상태추정 (Power System State Estimation Using Parallel PSO Algorithm)

  • 정희명;박준호;이화석
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 제38회 하계학술대회
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    • pp.425-426
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    • 2007
  • In power systems operation, state estimation takes an important role in security control. For the state estimation problem, conventional optimization algorithm, such as weighted least squares (WLS) method, has been widely used. But these algorithms have disadvantages of converging local optimal solution. In these days, a modern heuristic optimization methods such as Particle Swarm Optimization (PSO), are introducing to overcome the problems of classical optimization. In this paper, we suggested parallel particle swarm optimization (PPSO) to search an optimal solution of state estimation in power systems. To show the usefulness of the proposed method over the conventional PSO, proposed method is applied on the IEEE-57 bus system.

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