WorldWideScience

Sample records for nonlinear least-squares problems

  1. Nonlinear Least Squares for Inverse Problems

    CERN Document Server

    Chavent, Guy

    2009-01-01

    Presents an introduction into the least squares resolution of nonlinear inverse problems. This title intends to develop a geometrical theory to analyze nonlinear least square (NLS) problems with respect to their quadratic wellposedness, that is, both wellposedness and optimizability

  2. A Note on Separable Nonlinear Least Squares Problem

    CERN Document Server

    Gharibi, Wajeb

    2011-01-01

    Separable nonlinear least squares (SNLS)problem is a special class of nonlinear least squares (NLS)problems, whose objective function is a mixture of linear and nonlinear functions. It has many applications in many different areas, especially in Operations Research and Computer Sciences. They are difficult to solve with the infinite-norm metric. In this paper, we give a short note on the separable nonlinear least squares problem, unseparated scheme for NLS, and propose an algorithm for solving mixed linear-nonlinear minimization problem, method of which results in solving a series of least squares separable problems.

  3. An Algorithm to Solve Separable Nonlinear Least Square Problem

    Directory of Open Access Journals (Sweden)

    Wajeb Gharibi

    2013-07-01

    Full Text Available Separable Nonlinear Least Squares (SNLS problem is a special class of Nonlinear Least Squares (NLS problems, whose objective function is a mixture of linear and nonlinear functions. SNLS has many applications in several areas, especially in the field of Operations Research and Computer Science. Problems related to the class of NLS are hard to resolve having infinite-norm metric. This paper gives a brief explanation about SNLS problem and offers a Lagrangian based algorithm for solving mixed linear-nonlinear minimization problem

  4. A Hybrid Method for Nonlinear Least Squares Problems

    Institute of Scientific and Technical Information of China (English)

    Zhongyi Liu; Linping Sun

    2007-01-01

    A negative curvature method is applied to nonlinear least squares problems with indefinite Hessian approximation matrices. With the special structure of the method,a new switch is proposed to form a hybrid method. Numerical experiments show that this method is feasible and effective for zero-residual,small-residual and large-residual problems.

  5. Multisplitting for linear, least squares and nonlinear problems

    Energy Technology Data Exchange (ETDEWEB)

    Renaut, R.

    1996-12-31

    In earlier work, presented at the 1994 Iterative Methods meeting, a multisplitting (MS) method of block relaxation type was utilized for the solution of the least squares problem, and nonlinear unconstrained problems. This talk will focus on recent developments of the general approach and represents joint work both with Andreas Frommer, University of Wupertal for the linear problems and with Hans Mittelmann, Arizona State University for the nonlinear problems.

  6. LEAST-SQUARES MIXED FINITE ELEMENT METHODS FOR NONLINEAR PARABOLIC PROBLEMS

    Institute of Scientific and Technical Information of China (English)

    Dan-ping Yang

    2002-01-01

    Two least-squares mixed finite element schemes are formulated to solve the initialboundary value problem of a nonlinear parabolic partial differential equation and the convergence of these schemes are analyzed.

  7. Unknown parameter's variance-covariance propagation and calculation in generalized nonlinear least squares problem

    Institute of Scientific and Technical Information of China (English)

    TAO Hua-xue; GUO Jin-yun

    2005-01-01

    The unknown parameter's variance-covariance propagation and calculation in the generalized nonlinear least squares remain to be studied now,which didn't appear in the internal and external referencing documents. The unknown parameter's variance-covariance propagation formula, considering the two-power terms, was concluded used to evaluate the accuracy of unknown parameter estimators in the generalized nonlinear least squares problem. It is a new variance-covariance formula and opens up a new way to evaluate the accuracy when processing data which have the multi-source,multi-dimensional, multi-type, multi-time-state, different accuracy and nonlinearity.

  8. Numerical solution of a nonlinear least squares problem in digital breast tomosynthesis

    Science.gov (United States)

    Landi, G.; Loli Piccolomini, E.; Nagy, J. G.

    2015-11-01

    In digital tomosynthesis imaging, multiple projections of an object are obtained along a small range of different incident angles in order to reconstruct a pseudo-3D representation (i.e., a set of 2D slices) of the object. In this paper we describe some mathematical models for polyenergetic digital breast tomosynthesis image reconstruction that explicitly takes into account various materials composing the object and the polyenergetic nature of the x-ray beam. A polyenergetic model helps to reduce beam hardening artifacts, but the disadvantage is that it requires solving a large-scale nonlinear ill-posed inverse problem. We formulate the image reconstruction process (i.e., the method to solve the ill-posed inverse problem) in a nonlinear least squares framework, and use a Levenberg-Marquardt scheme to solve it. Some implementation details are discussed, and numerical experiments are provided to illustrate the performance of the methods.

  9. On the roles of minimization and linearization in least-squares finite element models of nonlinear boundary-value problems

    Science.gov (United States)

    Payette, G. S.; Reddy, J. N.

    2011-05-01

    In this paper we examine the roles of minimization and linearization in the least-squares finite element formulations of nonlinear boundary-values problems. The least-squares principle is based upon the minimization of the least-squares functional constructed via the sum of the squares of appropriate norms of the residuals of the partial differential equations (in the present case we consider L2 norms). Since the least-squares method is independent of the discretization procedure and the solution scheme, the least-squares principle suggests that minimization should be performed prior to linearization, where linearization is employed in the context of either the Picard or Newton iterative solution procedures. However, in the least-squares finite element analysis of nonlinear boundary-value problems, it has become common practice in the literature to exchange the sequence of application of the minimization and linearization operations. The main purpose of this study is to provide a detailed assessment on how the finite element solution is affected when the order of application of these operators is interchanged. The assessment is performed mathematically, through an examination of the variational setting for the least-squares formulation of an abstract nonlinear boundary-value problem, and also computationally, through the numerical simulation of the least-squares finite element solutions of both a nonlinear form of the Poisson equation and also the incompressible Navier-Stokes equations. The assessment suggests that although the least-squares principle indicates that minimization should be performed prior to linearization, such an approach is often impractical and not necessary.

  10. Adaptive Wavelet Methods for Linear and Nonlinear Least-Squares Problems

    NARCIS (Netherlands)

    Stevenson, R.

    2014-01-01

    The adaptive wavelet Galerkin method for solving linear, elliptic operator equations introduced by Cohen et al. (Math Comp 70:27-75, 2001) is extended to nonlinear equations and is shown to converge with optimal rates without coarsening. Moreover, when an appropriate scheme is available for the appr

  11. A Genetic Algorithm Approach to Nonlinear Least Squares Estimation

    Science.gov (United States)

    Olinsky, Alan D.; Quinn, John T.; Mangiameli, Paul M.; Chen, Shaw K.

    2004-01-01

    A common type of problem encountered in mathematics is optimizing nonlinear functions. Many popular algorithms that are currently available for finding nonlinear least squares estimators, a special class of nonlinear problems, are sometimes inadequate. They might not converge to an optimal value, or if they do, it could be to a local rather than…

  12. A NEW SOLUTION MODEL OF NONLINEAR DYNAMIC LEAST SQUARE ADJUSTMENT

    Institute of Scientific and Technical Information of China (English)

    陶华学; 郭金运

    2000-01-01

    The nonlinear least square adjustment is a head object studied in technology fields. The paper studies on the non-derivative solution to the nonlinear dynamic least square adjustment and puts forward a new algorithm model and its solution model. The method has little calculation load and is simple. This opens up a theoretical method to solve the linear dynamic least square adjustment.

  13. Steady and transient least square solvers for thermal problems

    Science.gov (United States)

    Padovan, Joe

    1987-01-01

    This paper develops a hierarchical least square solution algorithm for highly nonlinear heat transfer problems. The methodology's capability is such that both steady and transient implicit formulations can be handled. This includes problems arising from highly nonlinear heat transfer systems modeled by either finite-element or finite-difference schemes. The overall procedure developed enables localized updating, iteration, and convergence checking as well as constraint application. The localized updating can be performed at a variety of hierarchical levels, i.e., degree of freedom, substructural, material-nonlinear groups, and/or boundary groups. The choice of such partitions can be made via energy partitioning or nonlinearity levels as well as by user selection. Overall, this leads to extremely robust computational characteristics. To demonstrate the methodology, problems are drawn from nonlinear heat conduction. These are used to quantify the robust capabilities of the hierarchical least square scheme.

  14. Kernel Partial Least Squares for Nonlinear Regression and Discrimination

    Science.gov (United States)

    Rosipal, Roman; Clancy, Daniel (Technical Monitor)

    2002-01-01

    This paper summarizes recent results on applying the method of partial least squares (PLS) in a reproducing kernel Hilbert space (RKHS). A previously proposed kernel PLS regression model was proven to be competitive with other regularized regression methods in RKHS. The family of nonlinear kernel-based PLS models is extended by considering the kernel PLS method for discrimination. Theoretical and experimental results on a two-class discrimination problem indicate usefulness of the method.

  15. A Modified Quasi- Newton Method for Nonlinear Least Squares Problems%非线性最小二乘问题的修正拟牛顿法

    Institute of Scientific and Technical Information of China (English)

    吴淦洲

    2011-01-01

    A modified quasi - Newton method for nonlinear least squares problems is proposed. By using non - monotone line search technique and structured quasi - Newton method, we establish a modified quasi - Newton method for nonlinear least squares problems, and the global convergence of the algorithm is proved.%给出了求解非线性最小二乘的修正拟牛顿方法。该方法结合了非单调搜索技术和结构化拟牛顿法的思想,提出了一种新的求解非线性最小二乘的修正拟牛顿法,并证明了该方法的全局收敛性。

  16. Simplified neural networks for solving linear least squares and total least squares problems in real time.

    Science.gov (United States)

    Cichocki, A; Unbehauen, R

    1994-01-01

    In this paper a new class of simplified low-cost analog artificial neural networks with on chip adaptive learning algorithms are proposed for solving linear systems of algebraic equations in real time. The proposed learning algorithms for linear least squares (LS), total least squares (TLS) and data least squares (DLS) problems can be considered as modifications and extensions of well known algorithms: the row-action projection-Kaczmarz algorithm and/or the LMS (Adaline) Widrow-Hoff algorithms. The algorithms can be applied to any problem which can be formulated as a linear regression problem. The correctness and high performance of the proposed neural networks are illustrated by extensive computer simulation results.

  17. Simple procedures for imposing constraints for nonlinear least squares optimization

    Energy Technology Data Exchange (ETDEWEB)

    Carvalho, R. [Petrobras, Rio de Janeiro (Brazil); Thompson, L.G.; Redner, R.; Reynolds, A.C. [Univ. of Tulsa, OK (United States)

    1995-12-31

    Nonlinear regression method (least squares, least absolute value, etc.) have gained acceptance as practical technology for analyzing well-test pressure data. Even for relatively simple problems, however, commonly used algorithms sometimes converge to nonfeasible parameter estimates (e.g., negative permeabilities) resulting in a failure of the method. The primary objective of this work is to present a new method for imaging the objective function across all boundaries imposed to satisfy physical constraints on the parameters. The algorithm is extremely simple and reliable. The method uses an equivalent unconstrained objective function to impose the physical constraints required in the original problem. Thus, it can be used with standard unconstrained least squares software without reprogramming and provides a viable alternative to penalty functions for imposing constraints when estimating well and reservoir parameters from pressure transient data. In this work, the authors also present two methods of implementing the penalty function approach for imposing parameter constraints in a general unconstrained least squares algorithm. Based on their experience, the new imaging method always converges to a feasible solution in less time than the penalty function methods.

  18. Least Square Methods for Solving Systems of Inequalities with Application to an Assignment Problem

    Science.gov (United States)

    1992-11-01

    problem using continuous methods and (2) solving systems of inequalities (and equalities) in a least square sense. The specific assignment problem has...linear equations, in a least square sense are developed. Common algorithmic approaches to solve nonlinear least square problems are adapted to solve

  19. Resolution of an inverse heat conduction problem with a nonlinear least square method in the Hankel space. Application to photothermal infrared thermography

    Science.gov (United States)

    Legaie, D.; Pron, H.; Bissieux, C.

    2008-11-01

    Integral transforms (Laplace, Fourier, Hankel) are widely used to solve the heat diffusion equation. Moreover, it often appears relevant to realize the estimation of thermophysical properties in the transformed space. Here, an analytical model has been developed, leading to a well-posed inverse problem of parameter identification. Two black coatings, a thin black paint layer and an amorphous carbon film, were studied by photothermal infrared thermography. A Hankel transform has been applied on both thermal model and data and the estimation of thermal diffusivity has been achieved in the Hankel space. The inverse problem is formulated as a non-linear least square problem and a Gauss-Newton algorithm is used for the parameter identification.

  20. Robust Homography Estimation Based on Nonlinear Least Squares Optimization

    Directory of Open Access Journals (Sweden)

    Wei Mou

    2014-01-01

    Full Text Available The homography between image pairs is normally estimated by minimizing a suitable cost function given 2D keypoint correspondences. The correspondences are typically established using descriptor distance of keypoints. However, the correspondences are often incorrect due to ambiguous descriptors which can introduce errors into following homography computing step. There have been numerous attempts to filter out these erroneous correspondences, but it is unlikely to always achieve perfect matching. To deal with this problem, we propose a nonlinear least squares optimization approach to compute homography such that false matches have no or little effect on computed homography. Unlike normal homography computation algorithms, our method formulates not only the keypoints’ geometric relationship but also their descriptor similarity into cost function. Moreover, the cost function is parametrized in such a way that incorrect correspondences can be simultaneously identified while the homography is computed. Experiments show that the proposed approach can perform well even with the presence of a large number of outliers.

  1. Solution of a Complex Least Squares Problem with Constrained Phase.

    Science.gov (United States)

    Bydder, Mark

    2010-12-30

    The least squares solution of a complex linear equation is in general a complex vector with independent real and imaginary parts. In certain applications in magnetic resonance imaging, a solution is desired such that each element has the same phase. A direct method for obtaining the least squares solution to the phase constrained problem is described.

  2. Parameter Estimation of Jelinski-Moranda Model Based on Weighted Nonlinear Least Squares and Heteroscedasticity

    OpenAIRE

    Liu, Jingwei; Liu, Yi; Xu, Meizhi

    2015-01-01

    Parameter estimation method of Jelinski-Moranda (JM) model based on weighted nonlinear least squares (WNLS) is proposed. The formulae of resolving the parameter WNLS estimation (WNLSE) are derived, and the empirical weight function and heteroscedasticity problem are discussed. The effects of optimization parameter estimation selection based on maximum likelihood estimation (MLE) method, least squares estimation (LSE) method and weighted nonlinear least squares estimation (WNLSE) method are al...

  3. A Newton Algorithm for Multivariate Total Least Squares Problems

    Directory of Open Access Journals (Sweden)

    WANG Leyang

    2016-04-01

    Full Text Available In order to improve calculation efficiency of parameter estimation, an algorithm for multivariate weighted total least squares adjustment based on Newton method is derived. The relationship between the solution of this algorithm and that of multivariate weighted total least squares adjustment based on Lagrange multipliers method is analyzed. According to propagation of cofactor, 16 computational formulae of cofactor matrices of multivariate total least squares adjustment are also listed. The new algorithm could solve adjustment problems containing correlation between observation matrix and coefficient matrix. And it can also deal with their stochastic elements and deterministic elements with only one cofactor matrix. The results illustrate that the Newton algorithm for multivariate total least squares problems could be practiced and have higher convergence rate.

  4. Regularization Techniques for Linear Least-Squares Problems

    KAUST Repository

    Suliman, Mohamed

    2016-04-01

    Linear estimation is a fundamental branch of signal processing that deals with estimating the values of parameters from a corrupted measured data. Throughout the years, several optimization criteria have been used to achieve this task. The most astonishing attempt among theses is the linear least-squares. Although this criterion enjoyed a wide popularity in many areas due to its attractive properties, it appeared to suffer from some shortcomings. Alternative optimization criteria, as a result, have been proposed. These new criteria allowed, in one way or another, the incorporation of further prior information to the desired problem. Among theses alternative criteria is the regularized least-squares (RLS). In this thesis, we propose two new algorithms to find the regularization parameter for linear least-squares problems. In the constrained perturbation regularization algorithm (COPRA) for random matrices and COPRA for linear discrete ill-posed problems, an artificial perturbation matrix with a bounded norm is forced into the model matrix. This perturbation is introduced to enhance the singular value structure of the matrix. As a result, the new modified model is expected to provide a better stabilize substantial solution when used to estimate the original signal through minimizing the worst-case residual error function. Unlike many other regularization algorithms that go in search of minimizing the estimated data error, the two new proposed algorithms are developed mainly to select the artifcial perturbation bound and the regularization parameter in a way that approximately minimizes the mean-squared error (MSE) between the original signal and its estimate under various conditions. The first proposed COPRA method is developed mainly to estimate the regularization parameter when the measurement matrix is complex Gaussian, with centered unit variance (standard), and independent and identically distributed (i.i.d.) entries. Furthermore, the second proposed COPRA

  5. Solving method of generalized nonlinear dynamic least squares for data processing in building of digital mine

    Institute of Scientific and Technical Information of China (English)

    TAO Hua-xue (陶华学); GUO Jin-yun (郭金运)

    2003-01-01

    Data are very important to build the digital mine. Data come from many sources, have different types and temporal states. Relations between one class of data and the other one, or between data and unknown parameters are more nonlinear. The unknown parameters are non-random or random, among which the random parameters often dynamically vary with time. Therefore it is not accurate and reliable to process the data in building the digital mine with the classical least squares method or the method of the common nonlinear least squares. So a generalized nonlinear dynamic least squares method to process data in building the digital mine is put forward. In the meantime, the corresponding mathematical model is also given. The generalized nonlinear least squares problem is more complex than the common nonlinear least squares problem and its solution is more difficultly obtained because the dimensions of data and parameters in the former are bigger. So a new solution model and the method are put forward to solve the generalized nonlinear dynamic least squares problem. In fact, the problem can be converted to two sub-problems, each of which has a single variable. That is to say, a complex problem can be separated and then solved. So the dimension of unknown parameters can be reduced to its half, which simplifies the original high dimensional equations. The method lessens the calculating load and opens up a new way to process the data in building the digital mine, which have more sources, different types and more temporal states.

  6. SUBSPACE SEARCH METHOD FOR A CLASS OF LEAST SQUARES PROBLEM

    Institute of Scientific and Technical Information of China (English)

    Zi-Luan Wei

    2000-01-01

    A subspace search method for solving a class of least squares problem is pre sented in the paper. The original problem is divided into many independent sub problems, and a search direction is obtained by solving each of the subproblems, as well as a new iterative point is determined by choosing a suitable steplength such that the value of residual norm is decreasing. The convergence result is also given. The numerical test is also shown for a special problem,

  7. An iterative approach to a constrained least squares problem

    Directory of Open Access Journals (Sweden)

    Simeon Reich

    2003-01-01

    In the case where the set of the constraints is the nonempty intersection of a finite collection of closed convex subsets of H, an iterative algorithm is designed. The resulting sequence is shown to converge strongly to the unique solution of the regularized problem. The net of the solutions to the regularized problems strongly converges to the minimum norm solution of the least squares problem if its solution set is nonempty.

  8. MODIFIED LEAST SQUARE METHOD ON COMPUTING DIRICHLET PROBLEMS

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    The singularity theory of dynamical systems is linked to the numerical computation of boundary value problems of differential equations. It turns out to be a modified least square method for a calculation of variational problem defined on Ck(Ω), in which the base functions are polynomials and the computation of problems is transferred to compute the coefficients of the base functions. The theoretical treatment and some simple examples are provided for understanding the modification procedure of the metho...

  9. Nonlinear multifunctional sensor signal reconstruction based on least squares support vector machines and total least squares algorithm

    Institute of Scientific and Technical Information of China (English)

    Xin LIU; Guo WEI; Jin-wei SUN; Dan LIU

    2009-01-01

    Least squares support vector machines (LS-SVMs) are modified support vector machines (SVMs) that involve equality constraints and work with a least squares cost function, which simplifies the optimization procedure. In this paper, a novel training algorithm based on total least squares (TLS) for an LS-SVM is presented and applied to muhifunctional sensor signal reconstruction. For three different nonlinearities of a multi functional sensor model, the reconstruction accuracies of input signals are 0.001 36%, 0.03184% and 0.504 80%, respectively. The experimental results demonstrate the higher reliability and accuracy of the proposed method for multi functional sensor signal reconstruction than the original LS-SVM training algorithm, and verify the feasibility and stability of the proposed method.

  10. CONDITION NUMBER FOR WEIGHTED LINEAR LEAST SQUARES PROBLEM

    Institute of Scientific and Technical Information of China (English)

    Yimin Wei; Huaian Diao; Sanzheng Qiao

    2007-01-01

    In this paper,we investigate the condition numbers for the generalized matrix inversion and the rank deficient linear least squares problem:minx ||Ax-b||2,where A is an m-by-n (m≥n)rank deficient matrix.We first derive an explicit expression for the condition number in the weighted Frobenius norm || [AT,βb]||F of the data A and b,where T is a positive diagonal matrix and β is a positive scalar.We then discuss the sensitivity of the standard 2-norm condition numbers for the generalized matrix inversion and rank deficient least squares and establish relations between the condition numbers and their condition numbers called level-2 condition numbers.

  11. ON THE COMPARISION OF THE TOTAL LEAST SQUARES AND THE LEAST SQUARES PROBLEMS%TLS和LS问题的比较

    Institute of Scientific and Technical Information of China (English)

    刘永辉; 魏木生

    2003-01-01

    There are a number of articles discussing the total least squares(TLS) and the least squares(LS) problems.M.Wei(M.Wei, Mathematica Numerica Sinica 20(3)(1998),267-278) proposed a new orthogonal projection method to improve existing perturbation bounds of the TLS and LS problems.In this paper,wecontinue to improve existing bounds of differences between the squared residuals,the weighted squared residuals and the minimum norm correction matrices of the TLS and LS problems.

  12. Nonlinear least-squares data fitting in Excel spreadsheets.

    Science.gov (United States)

    Kemmer, Gerdi; Keller, Sandro

    2010-02-01

    We describe an intuitive and rapid procedure for analyzing experimental data by nonlinear least-squares fitting (NLSF) in the most widely used spreadsheet program. Experimental data in x/y form and data calculated from a regression equation are inputted and plotted in a Microsoft Excel worksheet, and the sum of squared residuals is computed and minimized using the Solver add-in to obtain the set of parameter values that best describes the experimental data. The confidence of best-fit values is then visualized and assessed in a generally applicable and easily comprehensible way. Every user familiar with the most basic functions of Excel will be able to implement this protocol, without previous experience in data fitting or programming and without additional costs for specialist software. The application of this tool is exemplified using the well-known Michaelis-Menten equation characterizing simple enzyme kinetics. Only slight modifications are required to adapt the protocol to virtually any other kind of dataset or regression equation. The entire protocol takes approximately 1 h.

  13. Non-linear Least Squares Fitting in IDL with MPFIT

    CERN Document Server

    Markwardt, Craig B

    2009-01-01

    MPFIT is a port to IDL of the non-linear least squares fitting program MINPACK-1. MPFIT inherits the robustness of the original FORTRAN version of MINPACK-1, but is optimized for performance and convenience in IDL. In addition to the main fitting engine, MPFIT, several specialized functions are provided to fit 1-D curves and 2-D images; 1-D and 2-D peaks; and interactive fitting from the IDL command line. Several constraints can be applied to model parameters, including fixed constraints, simple bounding constraints, and "tying" the value to another parameter. Several data weighting methods are allowed, and the parameter covariance matrix is computed. Extensive diagnostic capabilities are available during the fit, via a call-back subroutine, and after the fit is complete. Several different forms of documentation are provided, including a tutorial, reference pages, and frequently asked questions. The package has been translated to C and Python as well. The full IDL and C packages can be found at http://purl.co...

  14. A stochastic total least squares solution of adaptive filtering problem.

    Science.gov (United States)

    Javed, Shazia; Ahmad, Noor Atinah

    2014-01-01

    An efficient and computationally linear algorithm is derived for total least squares solution of adaptive filtering problem, when both input and output signals are contaminated by noise. The proposed total least mean squares (TLMS) algorithm is designed by recursively computing an optimal solution of adaptive TLS problem by minimizing instantaneous value of weighted cost function. Convergence analysis of the algorithm is given to show the global convergence of the proposed algorithm, provided that the stepsize parameter is appropriately chosen. The TLMS algorithm is computationally simpler than the other TLS algorithms and demonstrates a better performance as compared with the least mean square (LMS) and normalized least mean square (NLMS) algorithms. It provides minimum mean square deviation by exhibiting better convergence in misalignment for unknown system identification under noisy inputs.

  15. DIRECT ITERATIVE METHODS FOR RANK DEFICIENT GENERALIZED LEAST SQUARES PROBLEMS

    Institute of Scientific and Technical Information of China (English)

    Jin-yun Yuan; Xiao-qing Jin

    2000-01-01

    The generalized least squares (LS) problem appears in many application areas. Here W is an m × m symmetric positive definite matrix and A is an m × n matrix with m≥n. Since the problem has many solutions in rank deficient case, some special preconditioned techniques are adapted to obtain the minimum 2-norm solution. A block SOR method and the preconditioned conjugate gradient (PCG) method are proposed here. Convergence and optimal relaxation parameter for the block SOR method are studied. An error bound for the PCG method is given. The comparison of these methods is investigated. Some remarks on the implementation of the methods and the operation cost are given as well.

  16. Frequency domain analysis and synthesis of lumped parameter systems using nonlinear least squares techniques

    Science.gov (United States)

    Hays, J. R.

    1969-01-01

    Lumped parametric system models are simplified and computationally advantageous in the frequency domain of linear systems. Nonlinear least squares computer program finds the least square best estimate for any number of parameters in an arbitrarily complicated model.

  17. Least Squares Adjustment: Linear and Nonlinear Weighted Regression Analysis

    DEFF Research Database (Denmark)

    Nielsen, Allan Aasbjerg

    2007-01-01

    This note primarily describes the mathematics of least squares regression analysis as it is often used in geodesy including land surveying and satellite positioning applications. In these fields regression is often termed adjustment. The note also contains a couple of typical land surveying...... and satellite positioning application examples. In these application areas we are typically interested in the parameters in the model typically 2- or 3-D positions and not in predictive modelling which is often the main concern in other regression analysis applications. Adjustment is often used to obtain...

  18. On derivative estimation and the solution of least squares problems

    Science.gov (United States)

    Belward, John A.; Turner, Ian W.; Ilic, Milos

    2008-12-01

    Surface interpolation finds application in many aspects of science and technology. Two specific areas of interest are surface reconstruction techniques for plant architecture and approximating cell face fluxes in the finite volume discretisation strategy for solving partial differential equations numerically. An important requirement of both applications is accurate local gradient estimation. In surface reconstruction this gradient information is used to increase the accuracy of the local interpolant, while in the finite volume framework accurate gradient information is essential to ensure second order spatial accuracy of the discretisation. In this work two different least squares strategies for approximating these local gradients are investigated and the errors associated with each analysed. It is shown that although the two strategies appear different, they produce the same least squares error. Some carefully chosen case studies are used to elucidate this finding.

  19. Separating iterative solution model of generalized nonlinear dynamic least squares for data processing in building of digital earth

    Institute of Scientific and Technical Information of China (English)

    陶华学; 郭金运

    2003-01-01

    Data coming from different sources have different types and temporal states. Relations between one type of data and another ones, or between data and unknown parameters are almost nonlinear. It is not accurate and reliable to process the data in building the digital earth with the classical least squares method or the method of the common nonlinear least squares. So a generalized nonlinear dynamic least squares method was put forward to process data in building the digital earth. A separating solution model and the iterative calculation method were used to solve the generalized nonlinear dynamic least squares problem. In fact, a complex problem can be separated and then solved by converting to two sub-problems, each of which has a single variable. Therefore the dimension of unknown parameters can be reduced to its half, which simplifies the original high dimensional equations.

  20. Improvements to the Levenberg-Marquardt algorithm for nonlinear least-squares minimization

    CERN Document Server

    Transtrum, Mark K

    2012-01-01

    When minimizing a nonlinear least-squares function, the Levenberg-Marquardt algorithm can suffer from a slow convergence, particularly when it must navigate a narrow canyon en route to a best fit. On the other hand, when the least-squares function is very flat, the algorithm may easily become lost in parameter space. We introduce several improvements to the Levenberg-Marquardt algorithm in order to improve both its convergence speed and robustness to initial parameter guesses. We update the usual step to include a geodesic acceleration correction term, explore a systematic way of accepting uphill steps that may increase the residual sum of squares due to Umrigar and Nightingale, and employ the Broyden method to update the Jacobian matrix. We test these changes by comparing their performance on a number of test problems with standard implementations of the algorithm. We suggest that these two particular challenges, slow convergence and robustness to initial guesses, are complimentary problems. Schemes that imp...

  1. Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

    KAUST Repository

    Cao, Jiguo

    2012-01-01

    Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online.

  2. Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations.

    Science.gov (United States)

    Cao, Jiguo; Huang, Jianhua Z; Wu, Hulin

    2012-01-01

    Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online.

  3. Nonlinear Least Squares Methods for Joint DOA and Pitch Estimation

    DEFF Research Database (Denmark)

    Jensen, Jesper Rindom; Christensen, Mads Græsbøll; Jensen, Søren Holdt

    2013-01-01

    In this paper, we consider the problem of joint direction-of-arrival (DOA) and fundamental frequency estimation. Joint estimation enables robust estimation of these parameters in multi-source scenarios where separate estimators may fail. First, we derive the exact and asymptotic Cram\\'{e}r-Rao...... estimation. Moreover, simulations on real-life data indicate that the NLS and aNLS methods are applicable even when reverberation is present and the noise is not white Gaussian....

  4. 求解非线性最小二乘问题的实用型方法%PRACTICAL METHOD FOR SOLVING NONLINEAR LEAST SQUARE PROBLEM

    Institute of Scientific and Technical Information of China (English)

    薛毅; 杨中华

    2000-01-01

    The practical method is proposed in this paper, which is based on theiterative method for solving linear system of equations. The normalequations are solved directly by the algorithm and a minimum normsolution can be obtained when coefficient matrix of normal equation issingular, so that the sequence generated by the algorithm may beconvergent. The numerical examples illustrate the algorithm is veryefficient for singular problem or ill-condition problem.

  5. Function Based Nonlinear Least Squares and Application to Jelinski--Moranda Software Reliability Model

    CERN Document Server

    Liu, Jingwei

    2011-01-01

    A function based nonlinear least squares estimation (FNLSE) method is proposed and investigated in parameter estimation of Jelinski-Moranda software reliability model. FNLSE extends the potential fitting functions of traditional least squares estimation (LSE), and takes the logarithm transformed nonlinear least squares estimation (LogLSE) as a special case. A novel power transformation function based nonlinear least squares estimation (powLSE) is proposed and applied to the parameter estimation of Jelinski-Moranda model. Solved with Newton-Raphson method, Both LogLSE and powLSE of Jelinski-Moranda models are applied to the mean time between failures (MTBF) predications on six standard software failure time data sets. The experimental results demonstrate the effectiveness of powLSE with optimal power index compared to the classical least--squares estimation (LSE), maximum likelihood estimation (MLE) and LogLSE in terms of recursively relative error (RE) index and Braun statistic index.

  6. CHEBYSHEV WEIGHTED NORM LEAST-SQUARES SPECTRAL METHODS FOR THE ELLIPTIC PROBLEM

    Institute of Scientific and Technical Information of China (English)

    Sang Dong Kim; Byeong Chun Shin

    2006-01-01

    We develop and analyze a first-order system least-squares spectral method for the second-order elliptic boundary value problem with variable coefficients. We first analyze the Chebyshev weighted norm least-squares functional defined by the sum of the L2w-and H-1w,- norm of the residual equations and then we replace the negative norm by the discrete negative norm and analyze the discrete Chebyshev weighted least-squares method. The spectral convergence is derived for the proposed method. We also present various numerical experiments. The Legendre weighted least-squares method can be easily developed by following this paper.

  7. Acceleration Control in Nonlinear Vibrating Systems based on Damped Least Squares

    CERN Document Server

    Pilipchuk, V N

    2011-01-01

    A discrete time control algorithm using the damped least squares is introduced for acceleration and energy exchange controls in nonlinear vibrating systems. It is shown that the damping constant of least squares and sampling time step of the controller must be inversely related to insure that vanishing the time step has little effect on the results. The algorithm is illustrated on two linearly coupled Duffing oscillators near the 1:1 internal resonance. In particular, it is shown that varying the dissipation ratio of one of the two oscillators can significantly suppress the nonlinear beat phenomenon.

  8. Constrained hierarchical least square nonlinear equation solvers. [for indefinite stiffness and large structural deformations

    Science.gov (United States)

    Padovan, J.; Lackney, J.

    1986-01-01

    The current paper develops a constrained hierarchical least square nonlinear equation solver. The procedure can handle the response behavior of systems which possess indefinite tangent stiffness characteristics. Due to the generality of the scheme, this can be achieved at various hierarchical application levels. For instance, in the case of finite element simulations, various combinations of either degree of freedom, nodal, elemental, substructural, and global level iterations are possible. Overall, this enables a solution methodology which is highly stable and storage efficient. To demonstrate the capability of the constrained hierarchical least square methodology, benchmarking examples are presented which treat structure exhibiting highly nonlinear pre- and postbuckling behavior wherein several indefinite stiffness transitions occur.

  9. An Effective Hybrid Artificial Bee Colony Algorithm for Nonnegative Linear Least Squares Problems

    Directory of Open Access Journals (Sweden)

    Xiangyu Kong

    2014-07-01

    Full Text Available An effective hybrid artificial bee colony algorithm is proposed in this paper for nonnegative linear least squares problems. To further improve the performance of algorithm, orthogonal initialization method is employed to generate the initial swarm. Furthermore, to balance the exploration and exploitation abilities, a new search mechanism is designed. The performance of this algorithm is verified by using 27 benchmark functions and 5 nonnegative linear least squares test problems. And the comparison analyses are given between the proposed algorithm and other swarm intelligence algorithms. Numerical results demonstrate that the proposed algorithm displays a high performance compared with other algorithms for global optimization problems and nonnegative linear least squares problems.

  10. Nonlinear least square estimation using difference quotient instead of derivative containing different classes of measurements

    Institute of Scientific and Technical Information of China (English)

    陶华学; 郭金运

    2002-01-01

    Using difference quotient instead of derivative, the paper presents the solution method and procedure of the nonlinear least square estimation containing different classes of measurements. In the meantime, the paper shows several practical cases, which indicate the method is very valid and reliable.

  11. Computational Experience with Confidence Regions and Confidence Intervals for Nonlinear Least Squares.

    Science.gov (United States)

    1985-05-01

    first generated the errors and response variables. The errors, i, were produced using the Marsaglia and Tsang pseudo-normal ran- dom number algorithm...34Asymptotic properties of non-linear least squares estimators," The Annals of Mathematical Statistici, 40(2), pp. 633-643. Marsaglia , G., Tsang, W

  12. Adjoint sensitivity in PDE constrained least squares problems as a multiphysics problem

    NARCIS (Netherlands)

    Lahaye, D.; Mulckhuyse, W.F.W.

    2012-01-01

    Purpose - The purpose of this paper is to provide a framework for the implementation of an adjoint sensitivity formulation for least-squares partial differential equations constrained optimization problems exploiting a multiphysics finite elements package. The estimation of the diffusion coefficient

  13. ON STABLE PERTURBATIONS OF THE STIFFLY WEIGHTED PSEUDOINVERSE AND WEIGHTED LEAST SQUARES PROBLEM

    Institute of Scientific and Technical Information of China (English)

    Mu-sheng Wei

    2005-01-01

    In this paper we study perturbations of the stiffly weighted pseudoinverse (W1/2 A)+W1/2 and the related stiffly weighted least squares problem, where both the matrices A and W are given with W positive diagonal and severely stiff. We show that the perturbations to the stiffly weighted pseudoinverse and the related stiffly weighted least squares problem are stable, if and only if the perturbed matrices (^)A = A+δA satisfy several row rank preserving conditions.

  14. SUPERCONVERGENCE OF LEAST-SQUARES MIXED FINITE ELEMENTS FOR ELLIPTIC PROBLEMS ON TRIANGULATION

    Institute of Scientific and Technical Information of China (English)

    陈艳萍; 杨菊娥

    2003-01-01

    In this paper,we present the least-squares mixed finite element method and investigate superconvergence phenomena for the second order elliptic boundary-value problems over triangulations.On the basis of the L2-projection and some mixed finite element projections,we obtain the superconvergence result of least-squares mixed finite element solutions.This error estimate indicates an accuracy of O(h3/2)if the lowest order Raviart-Thomas elements are employed.

  15. A Least-Squares Solution to Nonlinear Steady-State Multi-Dimensional IHCP

    Institute of Scientific and Technical Information of China (English)

    1996-01-01

    In this paper,the least-squares method is used to solve the Inverse Heat Conduction Probles(IHCP) to determine the space-wise variation of the unknown boundary condition on the inner surface of a helically coied tube with fluid flow inside,electrical heating and insulation outside.The sensitivity coefficient is analyzed to give a rational distribution of the thermocouples.The results demonstrate that the method effectively extracts information about the unknown boundary condition for the heat conduction problem from the experimental measurements.The results also show that the least-squares method conerges very quickly.

  16. Discussion About Nonlinear Time Series Prediction Using Least Squares Support Vector Machine

    Institute of Scientific and Technical Information of China (English)

    XU Rui-Rui; BIAN Guo-Xing; GAO Chen-Feng; CHEN Tian-Lun

    2005-01-01

    The least squares support vector machine (LS-SVM) is used to study the nonlinear time series prediction.First, the parameter γ and multi-step prediction capabilities of the LS-SVM network are discussed. Then we employ clustering method in the model to prune the number of the support values. The learning rate and the capabilities of filtering noise for LS-SVM are all greatly improved.

  17. Robust On-Line Fault Diagnosis for Nonlinear Difference-Algebraic Systems Using Least Squares Estimate

    Institute of Scientific and Technical Information of China (English)

    2002-01-01

    A new robust on-line fault diagnosis method based on least squares estimate for nonlinear difference-algebraic systems (DAS) with uncertainties is proposed. Based on the known nominal model of the DAS, this method firstly constructs an auxiliary system consisting of a difference equation and an algebraic equation, then, based on the relationship between the state deviation and the faults in the difference equation and the relationship between the algebraic variable deviation and the faults in algebraic equation, it identifies the faults on-line through least squares estimate. This method can not only detect, isolate and identify faults for DAS, but also give the upper bound of the error of fault identification. The simulation results indicate that it can give satisfactory diagnostic results for both abrupt and incipient faults.

  18. LEAST-SQUARES MIXED FINITE ELEMENT METHOD FOR SADDLE-POINT PROBLEM

    Institute of Scientific and Technical Information of China (English)

    Lie-heng Wang; Huo-yuan Duan

    2000-01-01

    In this paper, a least-squares mixed finite element method for the solution of the primal saddle-point problem is developed. It is proved that the approximate problem is consistent ellipticity in the conforming finite element spaces with only the discrete BB-condition needed for a smaller auxiliary problem. The abstract error estimate is derived.

  19. A New Neural Network for Solving a Class of Constrained Least Square Problems

    Institute of Scientific and Technical Information of China (English)

    YE Dazhen; XIA Youshen; WU Xinyu

    2001-01-01

    A new neural network for solvinga class of constrained least square problems is pre-sented. The network is shown to be completely stableand globally convergent to the exact solutions to theconstrained least square problem. In contrast to theneural network proposed in the Ref.[1], our new neu-ral network has the following advantages in two ma-jor aspects. First, the convergent region of this newnetwork is the whole space Rn. Second, in hardwareimplementations this new network does not need theexpensive analogue multiplier for variables.

  20. An unstructured parallel least-squares spectral element solver for incompressible flow problems

    NARCIS (Netherlands)

    Nool, M.; Proot, M.M.J.

    2003-01-01

    The parallelization of the least-squares spectral element formulation of the Stokes problem has recently been discussed for incompressible flow problems on structured grids. In the present work, the extension to unstructured grids is discussed. It will be shown that, to obtain an efficient and scala

  1. How to handle colored observation noise in large least-squares problems

    NARCIS (Netherlands)

    Klees, R.; Ditmar, P.; Broersen, P.

    2003-01-01

    An approach to handling colored observation noise in large least-squares (LS) problems is presented. The handling of colored noise is reduced to the problem of solving a Toeplitz system of linear equations. The colored noise is represented as an auto regressive moving-average (ARMA) process. Stabili

  2. Nonlinear Spline Kernel-based Partial Least Squares Regression Method and Its Application

    Institute of Scientific and Technical Information of China (English)

    JIA Jin-ming; WEN Xiang-jun

    2008-01-01

    Inspired by the traditional Wold's nonlinear PLS algorithm comprises of NIPALS approach and a spline inner function model,a novel nonlinear partial least squares algorithm based on spline kernel(named SK-PLS)is proposed for nonlinear modeling in the presence of multicollinearity.Based on the iuner-product kernel spanned by the spline basis functions with infinite numher of nodes,this method firstly maps the input data into a high dimensional feature space,and then calculates a linear PLS model with reformed NIPALS procedure in the feature space and gives a unified framework of traditional PLS"kernel"algorithms in consequence.The linear PLS in the feature space corresponds to a nonlinear PLS in the original input (primal)space.The good approximating property of spline kernel function enhances the generalization ability of the novel model,and two numerical experiments are given to illustrate the feasibility of the proposed method.

  3. Calibration of Vector Magnetogram with the Nonlinear Least-squares Fitting Technique

    Institute of Scientific and Technical Information of China (English)

    Jiang-Tao Su; Hong-Qi Zhang

    2004-01-01

    To acquire Stokes profiles from observations of a simple sunspot with the Video Vector Magnetograph at Huairou Solar Observing Station(HSOS),we scanned the FeIλ5324.19 A line over the wavelength interval from 150mA redward of the line center to 150mA blueward,in steps of 10mA.With the technique of analytic inversion of Stokes profiles via nonlinear least-squares,we present the calibration coefficients for the HSOS vector magnetic magnetogram.We obtained the theoretical calibration error with linear expressions derived from the Unno-Becker equation under weak-field approximation.

  4. On-line Weighted Least Squares Kernel Method for Nonlinear Dynamic Modeling

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    Support vector machines (SVM) have been widely used in pattern recognition and have also drawn considerable interest in control areas. Based on rolling optimization method and on-line learning strategies, a novel approach based on weighted least squares support vector machines (WLS-SVM) is proposed for nonlinear dynamic modeling.The good robust property of the novel approach enhances the generalization ability of kernel method-based modeling and some experimental results are presented to illustrate the feasibility of the proposed method.

  5. Fast Combinatorial Algorithm for the Solution of Linearly Constrained Least Squares Problems

    Science.gov (United States)

    Van Benthem, Mark H.; Keenan, Michael R.

    2008-11-11

    A fast combinatorial algorithm can significantly reduce the computational burden when solving general equality and inequality constrained least squares problems with large numbers of observation vectors. The combinatorial algorithm provides a mathematically rigorous solution and operates at great speed by reorganizing the calculations to take advantage of the combinatorial nature of the problems to be solved. The combinatorial algorithm exploits the structure that exists in large-scale problems in order to minimize the number of arithmetic operations required to obtain a solution.

  6. Nonlinear decoupling controller design based on least squares support vector regression

    Institute of Scientific and Technical Information of China (English)

    WEN Xiang-jun; ZHANG Yu-nong; YAN Wei-wu; XU Xiao-ming

    2006-01-01

    Support Vector Machines (SVMs) have been widely used in pattern recognition and have also drawn considerable interest in control areas. Based on a method of least squares SVM (LS-SVM) for multivariate function estimation, a generalized inverse system is developed for the linearization and decoupling control ora general nonlinear continuous system. The approach of inverse modelling via LS-SVM and parameters optimization using the Bayesian evidence framework is discussed in detail. In this paper, complex high-order nonlinear system is decoupled into a number of pseudo-linear Single Input Single Output (SISO) subsystems with linear dynamic components. The poles of pseudo-linear subsystems can be configured to desired positions. The proposed method provides an effective alternative to the controller design of plants whose accurate mathematical model is unknown or state variables are difficult or impossible to measure. Simulation results showed the efficacy of the method.

  7. A Component Prediction Method for Flue Gas of Natural Gas Combustion Based on Nonlinear Partial Least Squares Method

    Directory of Open Access Journals (Sweden)

    Hui Cao

    2014-01-01

    Full Text Available Quantitative analysis for the flue gas of natural gas-fired generator is significant for energy conservation and emission reduction. The traditional partial least squares method may not deal with the nonlinear problems effectively. In the paper, a nonlinear partial least squares method with extended input based on radial basis function neural network (RBFNN is used for components prediction of flue gas. For the proposed method, the original independent input matrix is the input of RBFNN and the outputs of hidden layer nodes of RBFNN are the extension term of the original independent input matrix. Then, the partial least squares regression is performed on the extended input matrix and the output matrix to establish the components prediction model of flue gas. A near-infrared spectral dataset of flue gas of natural gas combustion is used for estimating the effectiveness of the proposed method compared with PLS. The experiments results show that the root-mean-square errors of prediction values of the proposed method for methane, carbon monoxide, and carbon dioxide are, respectively, reduced by 4.74%, 21.76%, and 5.32% compared to those of PLS. Hence, the proposed method has higher predictive capabilities and better robustness.

  8. A component prediction method for flue gas of natural gas combustion based on nonlinear partial least squares method.

    Science.gov (United States)

    Cao, Hui; Yan, Xingyu; Li, Yaojiang; Wang, Yanxia; Zhou, Yan; Yang, Sanchun

    2014-01-01

    Quantitative analysis for the flue gas of natural gas-fired generator is significant for energy conservation and emission reduction. The traditional partial least squares method may not deal with the nonlinear problems effectively. In the paper, a nonlinear partial least squares method with extended input based on radial basis function neural network (RBFNN) is used for components prediction of flue gas. For the proposed method, the original independent input matrix is the input of RBFNN and the outputs of hidden layer nodes of RBFNN are the extension term of the original independent input matrix. Then, the partial least squares regression is performed on the extended input matrix and the output matrix to establish the components prediction model of flue gas. A near-infrared spectral dataset of flue gas of natural gas combustion is used for estimating the effectiveness of the proposed method compared with PLS. The experiments results show that the root-mean-square errors of prediction values of the proposed method for methane, carbon monoxide, and carbon dioxide are, respectively, reduced by 4.74%, 21.76%, and 5.32% compared to those of PLS. Hence, the proposed method has higher predictive capabilities and better robustness.

  9. Solving the Axisymmetric Inverse Heat Conduction Problem by a Wavelet Dual Least Squares Method

    Directory of Open Access Journals (Sweden)

    Fu Chu-Li

    2009-01-01

    Full Text Available We consider an axisymmetric inverse heat conduction problem of determining the surface temperature from a fixed location inside a cylinder. This problem is ill-posed; the solution (if it exists does not depend continuously on the data. A special project method—dual least squares method generated by the family of Shannon wavelet is applied to formulate regularized solution. Meanwhile, an order optimal error estimate between the approximate solution and exact solution is proved.

  10. Moving Least Squares Method for a One-Dimensional Parabolic Inverse Problem

    Directory of Open Access Journals (Sweden)

    Baiyu Wang

    2014-01-01

    Full Text Available This paper investigates the numerical solution of a class of one-dimensional inverse parabolic problems using the moving least squares approximation; the inverse problem is the determination of an unknown source term depending on time. The collocation method is used for solving the equation; some numerical experiments are presented and discussed to illustrate the stability and high efficiency of the method.

  11. A NUMERICALLY STABLE BLOCK MODIFIED GRAM-SCHMIDT ALGORITHM FOR SOLVING STIFF WEIGHTED LEAST SQUARES PROBLEMS

    Institute of Scientific and Technical Information of China (English)

    Musheng Wei; Qiaohua Liu

    2007-01-01

    Recently,Wei in[18]proved that perturbed stiff weighted pseudoinverses and stiff weighted least squares problems are stable,if and only if the original and perturbed coefficient matrices A and A satisfy several row rank preservation conditions.According to these conditions,in this paper we show that in general,ordinary modified Gram-Schmidt with column pivoting is not numerically stable for solving the stiff weighted least squares problem.We then propose a row block modified Gram-Schmidt algorithm with column pivoting,and show that with appropriately chosen tolerance,this algorithm can correctly determine the numerical ranks of these row partitioned sub-matrices,and the computed QR factor R contains small roundoff error which is row stable.Several numerical experiments are also provided to compare the results of the ordinary Modified Gram-Schmidt algorithm with column pivoting and the row block Modified Gram-Schmidt algorithm with column pivoting.

  12. A Backward Stable Hyperbolic QR Factorization Method for Solving Indefinite Least Squares Problem

    Institute of Scientific and Technical Information of China (English)

    徐洪国

    2004-01-01

    We present a numerical method for solving the indefinite least squares problem. We first normalize the coefficient matrix,Then we compute the hyperbolic QR factorization of the normalized matrix. Finally we compute the solution by solving several trian-gular systems. We give the first order error analysis to show that the method is backward stable. The method is more efficient thanthe backward stable method proposed by Chandrasekaran, Gu and Sayed.

  13. A DYNAMICAL SYSTEM ALGORITHM FOR SOLVING A LEAST SQUARES PROBLEM WITH ORTHOGONALITY CONSTRAINTS

    Institute of Scientific and Technical Information of China (English)

    黄建国; 叶中行; 徐雷

    2001-01-01

    This paper introduced a dynamical system (neural networks) algorithm for solving a least squares problem with orthogonality constraints, which has wide applications in computer vision and signal processing. A rigorous analysis for the convergence and stability of the algorithm was provided. Moreover, a so called zero-extension technique was presented to keep the algorithm always convergent to the needed result for any randomly chosen initial data. Numerical experiments illustrate the effectiveness and efficiency of the algorithm.

  14. A fast iterative recursive least squares algorithm for Wiener model identification of highly nonlinear systems.

    Science.gov (United States)

    Kazemi, Mahdi; Arefi, Mohammad Mehdi

    2016-12-15

    In this paper, an online identification algorithm is presented for nonlinear systems in the presence of output colored noise. The proposed method is based on extended recursive least squares (ERLS) algorithm, where the identified system is in polynomial Wiener form. To this end, an unknown intermediate signal is estimated by using an inner iterative algorithm. The iterative recursive algorithm adaptively modifies the vector of parameters of the presented Wiener model when the system parameters vary. In addition, to increase the robustness of the proposed method against variations, a robust RLS algorithm is applied to the model. Simulation results are provided to show the effectiveness of the proposed approach. Results confirm that the proposed method has fast convergence rate with robust characteristics, which increases the efficiency of the proposed model and identification approach. For instance, the FIT criterion will be achieved 92% in CSTR process where about 400 data is used.

  15. SOM-based nonlinear least squares twin SVM via active contours for noisy image segmentation

    Science.gov (United States)

    Xie, Xiaomin; Wang, Tingting

    2017-02-01

    In this paper, a nonlinear least square twin support vector machine (NLSTSVM) with the integration of active contour model (ACM) is proposed for noisy image segmentation. Efforts have been made to seek the kernel-generated surfaces instead of hyper-planes for the pixels belonging to the foreground and background, respectively, using the kernel trick to enhance the performance. The concurrent self organizing maps (SOMs) are applied to approximate the intensity distributions in a supervised way, so as to establish the original training sets for the NLSTSVM. Further, the two sets are updated by adding the global region average intensities at each iteration. Moreover, a local variable regional term rather than edge stop function is adopted in the energy function to ameliorate the noise robustness. Experiment results demonstrate that our model holds the higher segmentation accuracy and more noise robustness.

  16. Nonlinear Least-Squares Time-Difference Estimation from Sub-Nyquist-Rate Samples

    Science.gov (United States)

    Harada, Koji; Sakai, Hideaki

    In this paper, time-difference estimation of filtered random signals passed through multipath channels is discussed. First, we reformulate the approach based on innovation-rate sampling (IRS) to fit our random signal model, then use the IRS results to drive the nonlinear least-squares (NLS) minimization algorithm. This hybrid approach (referred to as the IRS-NLS method) provides consistent estimates even for cases with sub-Nyquist sampling assuming the use of compactly-supported sampling kernels that satisfies the recently-developed nonaliasing condition in the frequency domain. Numerical simulations show that the proposed NLS-IRS method can improve performance over the straight-forward IRS method, and provides approximately the same performance as the NLS method with reduced sampling rate, even for closely-spaced time delays. This enables, given a fixed observation time, significant reduction in the required number of samples, while maintaining the same level of estimation performance.

  17. A note on the total least squares problem for coplanar points

    Energy Technology Data Exchange (ETDEWEB)

    Lee, S.L.

    1994-09-01

    The Total Least Squares (TLS) fit to the points (x{sub k}, y{sub k}), k = 1, {hor_ellipsis}, n, minimizes the sum of the squares of the perpendicular distances from the points to the line. This sum is the TLS error, and minimizing its magnitude is appropriate if x{sub k} and y{sub k} are uncertain. A priori formulas for the TLS fit and TLS error to coplanar points were originally derived by Pearson, and they are expressed in terms of the mean, standard deviation and correlation coefficient of the data. In this note, these TLS formulas are derived in a more elementary fashion. The TLS fit is obtained via the ordinary least squares problem and the algebraic properties of complex numbers. The TLS error is formulated in terms of the triangle inequality for complex numbers.

  18. SUPERCONVERGENCE OF LEAST-SQUARES MIXED FINITE ELEMENT FOR SECOND-ORDER ELLIPTIC PROBLEMS

    Institute of Scientific and Technical Information of China (English)

    Yan-ping Chen; De-hao Yu

    2003-01-01

    In this paper the least-squares mixed finite element is considered for solving secondorder elliptic problems in two dimensional domains. The primary solution u and the flux σ are approximated using finite element spaces consisting of piecewise polynomials of degree k and r respectively. Based on interpolation operators and an auxiliary projection,superconvergent Hi-error estimates of both the primary solution approximation uh and the flux approximation σh are obtained under the standard quasi-uniform assumption on finite element partition. The superconvergence indicates an accuracy of O(hr+2) for the least-squares mixed finite element approximation if Raviart-Thomas or Brezzi-DouglasFortin-Marini elements of order r are employed with optimal error estimate of O(hr+1).

  19. Regularization Paths for Least Squares Problems with Generalized $\\ell_1$ Penalties

    CERN Document Server

    Tibshirani, Ryan J

    2010-01-01

    We present a path algorithm for least squares problems with generalized $\\ell_1$ penalties. This includes as a special case the lasso and fused lasso problems. The algorithm is based on solving the (equivalent) Lagrange dual problem, an approach which offers both a computational advantage and an interesting geometric interpretation of the solution path. Using insights gathered from the dual formulation, we study degrees of freedom for the generalized problem, and develop an unbiased estimate of the degrees of freedom of the fused lasso fit. Our approach bears similarities to least angle regression (LARS), and a simple modification to our method gives the LARS procedure exactly.

  20. Identification of multivariable nonlinear systems in the presence of colored noises using iterative hierarchical least squares algorithm.

    Science.gov (United States)

    Jafari, Masoumeh; Salimifard, Maryam; Dehghani, Maryam

    2014-07-01

    This paper presents an efficient method for identification of nonlinear Multi-Input Multi-Output (MIMO) systems in the presence of colored noises. The method studies the multivariable nonlinear Hammerstein and Wiener models, in which, the nonlinear memory-less block is approximated based on arbitrary vector-based basis functions. The linear time-invariant (LTI) block is modeled by an autoregressive moving average with exogenous (ARMAX) model which can effectively describe the moving average noises as well as the autoregressive and the exogenous dynamics. According to the multivariable nature of the system, a pseudo-linear-in-the-parameter model is obtained which includes two different kinds of unknown parameters, a vector and a matrix. Therefore, the standard least squares algorithm cannot be applied directly. To overcome this problem, a Hierarchical Least Squares Iterative (HLSI) algorithm is used to simultaneously estimate the vector and the matrix of unknown parameters as well as the noises. The efficiency of the proposed identification approaches are investigated through three nonlinear MIMO case studies.

  1. Solving sparse linear least squares problems on some supercomputers by using large dense blocks

    DEFF Research Database (Denmark)

    Hansen, Per Christian; Ostromsky, T; Sameh, A;

    1997-01-01

    technique is preferable to sparse matrix technique when the matrices are not large, because the high computational speed compensates fully the disadvantages of using more arithmetic operations and more storage. For very large matrices the computations must be organized as a sequence of tasks in each...... the matrix so that dense blocks can be constructed and treated with some standard software, say LAPACK or NAG. These ideas are implemented for linear least-squares problems. The rectangular matrices (that appear in such problems) are decomposed by an orthogonal method. Results obtained on a CRAY C92A...

  2. Multigrid for the Galerkin least squares method in linear elasticity: The pure displacement problem

    Energy Technology Data Exchange (ETDEWEB)

    Yoo, Jaechil [Univ. of Wisconsin, Madison, WI (United States)

    1996-12-31

    Franca and Stenberg developed several Galerkin least squares methods for the solution of the problem of linear elasticity. That work concerned itself only with the error estimates of the method. It did not address the related problem of finding effective methods for the solution of the associated linear systems. In this work, we prove the convergence of a multigrid (W-cycle) method. This multigrid is robust in that the convergence is uniform as the parameter, v, goes to 1/2 Computational experiments are included.

  3. Online Least Squares Estimation with Self-Normalized Processes: An Application to Bandit Problems

    CERN Document Server

    Abbasi-Yadkori, Yasin; Szepesvari, Csaba

    2011-01-01

    The analysis of online least squares estimation is at the heart of many stochastic sequential decision making problems. We employ tools from the self-normalized processes to provide a simple and self-contained proof of a tail bound of a vector-valued martingale. We use the bound to construct a new tighter confidence sets for the least squares estimate. We apply the confidence sets to several online decision problems, such as the multi-armed and the linearly parametrized bandit problems. The confidence sets are potentially applicable to other problems such as sleeping bandits, generalized linear bandits, and other linear control problems. We improve the regret bound of the Upper Confidence Bound (UCB) algorithm of Auer et al. (2002) and show that its regret is with high-probability a problem dependent constant. In the case of linear bandits (Dani et al., 2008), we improve the problem dependent bound in the dimension and number of time steps. Furthermore, as opposed to the previous result, we prove that our bou...

  4. Using Perturbed QR Factorizations To Solve Linear Least-Squares Problems

    Energy Technology Data Exchange (ETDEWEB)

    Avron, Haim; Ng, Esmond G.; Toledo, Sivan

    2008-03-21

    We propose and analyze a new tool to help solve sparse linear least-squares problems min{sub x} {parallel}Ax-b{parallel}{sub 2}. Our method is based on a sparse QR factorization of a low-rank perturbation {cflx A} of A. More precisely, we show that the R factor of {cflx A} is an effective preconditioner for the least-squares problem min{sub x} {parallel}Ax-b{parallel}{sub 2}, when solved using LSQR. We propose applications for the new technique. When A is rank deficient we can add rows to ensure that the preconditioner is well-conditioned without column pivoting. When A is sparse except for a few dense rows we can drop these dense rows from A to obtain {cflx A}. Another application is solving an updated or downdated problem. If R is a good preconditioner for the original problem A, it is a good preconditioner for the updated/downdated problem {cflx A}. We can also solve what-if scenarios, where we want to find the solution if a column of the original matrix is changed/removed. We present a spectral theory that analyzes the generalized spectrum of the pencil (A*A,R*R) and analyze the applications.

  5. Application of least-squares spectral element solver methods to incompressible flow problems

    NARCIS (Netherlands)

    Proot, M.M.J.; Gerritsma, M.I.; Nool, M.

    2003-01-01

    Least-squares spectral element methods are based on two important and successful numerical methods: spectral /hp element methods and least-squares finite element methods. In this respect, least-squares spectral element methods are very powerfull since they combine the generality of finite element me

  6. Parallel Implementation of a Least-Squares Spectral Element Solver for Incomressible Flow Problems

    NARCIS (Netherlands)

    Nool, M.; Proot, M.M.J.; Sloot, P.M.A.; Kenneth Tan, C.J.; Dongarra, J.J.; Hoekstra, A.G.

    2002-01-01

    Least-squares spectral element methods are based on two important and successful numerical methods: spectral/{\\em hp} element methods and least-squares finite element methods. Least-squares methods lead to symmetric and positive definite algebraic systems which circumvent the Ladyzhenskaya-Babu\\v{s}

  7. A Weighted Least-Squares Approach to Parameter Estimation Problems Based on Binary Measurements

    OpenAIRE

    Colinet, Eric; Juillard, Jérôme

    2010-01-01

    We present a new approach to parameter estimation problems based on binary measurements, motivated by the need to add integrated low-cost self-test features to microfabricated devices. This approach is based on the use of original weighted least-squares criteria: as opposed to other existing methods, it requires no dithering signal and it does not rely on an approximation of the quantizer. In this paper, we focus on a simple choice for the weights and establish some asymptotical properties of...

  8. Computational Experiments on the Tikhonov Regularization of the Total Least Squares Problem

    Directory of Open Access Journals (Sweden)

    Maziar Salahi

    2009-06-01

    Full Text Available In this paper we consider finding meaningful solutions of ill-conditioned overdetermined linear systems Ax≈b, where A and b are both contaminated by noise. This kind of problems frequently arise in discretization of certain integral equations. One of the most popular approaches to find meaningful solutions of such systems is the so called total least squares problem. First we introduce this approach and then present three numerical algorithms to solve the resulting fractional minimization problem. In spite of the fact that the fractional minimization problem is not necessarily a convex problem, on all test problems we can get the global optimal solution. Extensive numerical experiments are reported to demonstrate the practical performance of the presented algorithms.

  9. Non-linear Least-squares Fitting in IDL with MPFIT

    Science.gov (United States)

    Markwardt, C. B.

    2009-09-01

    MPFIT is a port to IDL of the non-linear least squares fitting program MINPACK-1. MPFIT inherits the robustness of the original FORTRAN version of MINPACK-1, but is optimized for performance and convenience in IDL. In addition to the main fitting engine, MPFIT, several specialized functions are provided to fit 1-D curves and 2-D images, 1-D and 2-D peaks, and interactive fitting from the IDL command line. Several constraints can be applied to model parameters, including fixed constraints, simple bounding constraints, and ``tying'' the value to another parameter. Several data-weighting methods are allowed, and the parameter covariance matrix is computed. Extensive diagnostic capabilities are available during the fit, via a call-back subroutine, and after the fit is complete. Several different forms of documentation are provided, including a tutorial, reference pages, and frequently asked questions. The package has been translated to C and Python as well. The full IDL and C packages can be found at http://purl.com/net/mpfit.

  10. Scaled first-order methods for a class of large-scale constrained least square problems

    Science.gov (United States)

    Coli, Vanna Lisa; Ruggiero, Valeria; Zanni, Luca

    2016-10-01

    Typical applications in signal and image processing often require the numerical solution of large-scale linear least squares problems with simple constraints, related to an m × n nonnegative matrix A, m « n. When the size of A is such that the matrix is not available in memory and only the operators of the matrix-vector products involving A and AT can be computed, forward-backward methods combined with suitable accelerating techniques are very effective; in particular, the gradient projection methods can be improved by suitable step-length rules or by an extrapolation/inertial step. In this work, we propose a further acceleration technique for both schemes, based on the use of variable metrics tailored for the considered problems. The numerical effectiveness of the proposed approach is evaluated on randomly generated test problems and real data arising from a problem of fibre orientation estimation in diffusion MRI.

  11. Least-Squares Solution of Inverse Problem for Hermitian Anti-reflexive Matrices and Its Appoximation

    Institute of Scientific and Technical Information of China (English)

    Zhen Yun PENG; Yuan Bei DENG; Jin Wang LIU

    2006-01-01

    In this paper, we first consider the least-squares solution of the matrix inverse problem as follows: Find a hermitian anti-reflexive matrix corresponding to a given generalized reflection matrix J such that for given matrices X, B we have minA‖AX - B‖. The existence theorems are obtained, and a general representation of such a matrix is presented. We denote the set of such matrices by SE. Then the matrix nearness problem for the matrix inverse problem is discussed. That is: Given an arbitrary A*, find a matrix A ∈ SE which is nearest to A* in Frobenius norm. We show that the nearest matrix is unique and provide an expression for this nearest matrix.

  12. Nonlinear partial least squares with Hellinger distance for nonlinear process monitoring

    KAUST Repository

    Harrou, Fouzi

    2017-02-16

    This paper proposes an efficient data-based anomaly detection method that can be used for monitoring nonlinear processes. The proposed method merges advantages of nonlinear projection to latent structures (NLPLS) modeling and those of Hellinger distance (HD) metric to identify abnormal changes in highly correlated multivariate data. Specifically, the HD is used to quantify the dissimilarity between current NLPLS-based residual and reference probability distributions. The performances of the developed anomaly detection using NLPLS-based HD technique is illustrated using simulated plug flow reactor data.

  13. 关于TLS问题%ON THE TOTAL LEAST SQUARES PROBLEM

    Institute of Scientific and Technical Information of China (English)

    魏木生; 朱超

    2002-01-01

    The total least squares(TLS) is a method of solving an overdetermined systemof linear equations AX = B that is appropriate when there are errors in both A andB. Golub and Van Loan(G. H. Golub and C. F. Van Loan, SIAM J. Numer. Anal.17(1980), 883-893) introduced this method into the field of numerical analysis anddeveloped an algorithm based on singular value decomposition. While M. Wei(M.Wei, Numer. Math. 62(1992), 123-148) proposed a new definition for TLS problem.In this paper, we discuss the relations between the two definitions. As a result,one can see that the latter definition is a generalization of the former one.

  14. First-order system least squares for the pure traction problem in planar linear elasticity

    Energy Technology Data Exchange (ETDEWEB)

    Cai, Z.; Manteuffel, T.; McCormick, S.; Parter, S.

    1996-12-31

    This talk will develop two first-order system least squares (FOSLS) approaches for the solution of the pure traction problem in planar linear elasticity. Both are two-stage algorithms that first solve for the gradients of displacement, then for the displacement itself. One approach, which uses L{sup 2} norms to define the FOSLS functional, is shown under certain H{sup 2} regularity assumptions to admit optimal H{sup 1}-like performance for standard finite element discretization and standard multigrid solution methods that is uniform in the Poisson ratio for all variables. The second approach, which is based on H{sup -1} norms, is shown under general assumptions to admit optimal uniform performance for displacement flux in an L{sup 2} norm and for displacement in an H{sup 1} norm. These methods do not degrade as other methods generally do when the material properties approach the incompressible limit.

  15. A Nonlinear Galerkin/Petrov-Least Squares Mixed Element Method for the Stationary Navier-Stokes Equation

    Institute of Scientific and Technical Information of China (English)

    罗振东; 朱江; 王会军

    2002-01-01

    A nonlinear Galerkin/ Petrov- least squares mixed element (NGPLSME) method for the stationary Navier-Stokes equations is presented and analyzed. The scheme is that Petrov-least squares forms of residuals are added to the nonlinear Galerkin mixed element method so that it is stable for any combination of discrete velocity and pressure spaces without requiring the Babuska-Brezzi stability condition. The existence, uniqueness and convergence ( at optimal rate ) of the NGPLSME solution is proved in the case of sufficient viscosity ( or small data).

  16. Efficient non-linear model reduction via a least-squares Petrov-Galerkin projection and compressive tensor approximations

    KAUST Repository

    Carlberg, Kevin

    2010-10-28

    A Petrov-Galerkin projection method is proposed for reducing the dimension of a discrete non-linear static or dynamic computational model in view of enabling its processing in real time. The right reduced-order basis is chosen to be invariant and is constructed using the Proper Orthogonal Decomposition method. The left reduced-order basis is selected to minimize the two-norm of the residual arising at each Newton iteration. Thus, this basis is iteration-dependent, enables capturing of non-linearities, and leads to the globally convergent Gauss-Newton method. To avoid the significant computational cost of assembling the reduced-order operators, the residual and action of the Jacobian on the right reduced-order basis are each approximated by the product of an invariant, large-scale matrix, and an iteration-dependent, smaller one. The invariant matrix is computed using a data compression procedure that meets proposed consistency requirements. The iteration-dependent matrix is computed to enable the least-squares reconstruction of some entries of the approximated quantities. The results obtained for the solution of a turbulent flow problem and several non-linear structural dynamics problems highlight the merit of the proposed consistency requirements. They also demonstrate the potential of this method to significantly reduce the computational cost associated with high-dimensional non-linear models while retaining their accuracy. © 2010 John Wiley & Sons, Ltd.

  17. Lmfit: Non-Linear Least-Square Minimization and Curve-Fitting for Python

    Science.gov (United States)

    Newville, Matthew; Stensitzki, Till; Allen, Daniel B.; Rawlik, Michal; Ingargiola, Antonino; Nelson, Andrew

    2016-06-01

    Lmfit provides a high-level interface to non-linear optimization and curve fitting problems for Python. Lmfit builds on and extends many of the optimization algorithm of scipy.optimize, especially the Levenberg-Marquardt method from optimize.leastsq. Its enhancements to optimization and data fitting problems include using Parameter objects instead of plain floats as variables, the ability to easily change fitting algorithms, and improved estimation of confidence intervals and curve-fitting with the Model class. Lmfit includes many pre-built models for common lineshapes.

  18. Identification of Nonlinear Spatiotemporal Dynamical Systems With Nonuniform Observations Using Reproducing-Kernel-Based Integral Least Square Regulation.

    Science.gov (United States)

    Ning, Hanwen; Qing, Guangyan; Jing, Xingjian

    2016-11-01

    The identification of nonlinear spatiotemporal dynamical systems given by partial differential equations has attracted a lot of attention in the past decades. Several methods, such as searching principle-based algorithms, partially linear kernel methods, and coupled lattice methods, have been developed to address the identification problems. However, most existing methods have some restrictions on sampling processes in that the sampling intervals should usually be very small and uniformly distributed in spatiotemporal domains. These are actually not applicable for some practical applications. In this paper, to tackle this issue, a novel kernel-based learning algorithm named integral least square regularization regression (ILSRR) is proposed, which can be used to effectively achieve accurate derivative estimation for nonlinear functions in the time domain. With this technique, a discretization method named inverse meshless collocation is then developed to realize the dimensional reduction of the system to be identified. Thereafter, with this novel inverse meshless collocation model, the ILSRR, and a multiple-kernel-based learning algorithm, a multistep identification method is systematically proposed to address the identification problem of spatiotemporal systems with pointwise nonuniform observations. Numerical studies for benchmark systems with necessary discussions are presented to illustrate the effectiveness and the advantages of the proposed method.

  19. Robust parallel iterative solvers for linear and least-squares problems, Final Technical Report

    Energy Technology Data Exchange (ETDEWEB)

    Saad, Yousef

    2014-01-16

    The primary goal of this project is to study and develop robust iterative methods for solving linear systems of equations and least squares systems. The focus of the Minnesota team is on algorithms development, robustness issues, and on tests and validation of the methods on realistic problems. 1. The project begun with an investigation on how to practically update a preconditioner obtained from an ILU-type factorization, when the coefficient matrix changes. 2. We investigated strategies to improve robustness in parallel preconditioners in a specific case of a PDE with discontinuous coefficients. 3. We explored ways to adapt standard preconditioners for solving linear systems arising from the Helmholtz equation. These are often difficult linear systems to solve by iterative methods. 4. We have also worked on purely theoretical issues related to the analysis of Krylov subspace methods for linear systems. 5. We developed an effective strategy for performing ILU factorizations for the case when the matrix is highly indefinite. The strategy uses shifting in some optimal way. The method was extended to the solution of Helmholtz equations by using complex shifts, yielding very good results in many cases. 6. We addressed the difficult problem of preconditioning sparse systems of equations on GPUs. 7. A by-product of the above work is a software package consisting of an iterative solver library for GPUs based on CUDA. This was made publicly available. It was the first such library that offers complete iterative solvers for GPUs. 8. We considered another form of ILU which blends coarsening techniques from Multigrid with algebraic multilevel methods. 9. We have released a new version on our parallel solver - called pARMS [new version is version 3]. As part of this we have tested the code in complex settings - including the solution of Maxwell and Helmholtz equations and for a problem of crystal growth.10. As an application of polynomial preconditioning we considered the

  20. New recursive-least-squares algorithms for nonlinear active control of sound and vibration using neural networks.

    Science.gov (United States)

    Bouchard, M

    2001-01-01

    In recent years, a few articles describing the use of neural networks for nonlinear active control of sound and vibration were published. Using a control structure with two multilayer feedforward neural networks (one as a nonlinear controller and one as a nonlinear plant model), steepest descent algorithms based on two distinct gradient approaches were introduced for the training of the controller network. The two gradient approaches were sometimes called the filtered-x approach and the adjoint approach. Some recursive-least-squares algorithms were also introduced, using the adjoint approach. In this paper, an heuristic procedure is introduced for the development of recursive-least-squares algorithms based on the filtered-x and the adjoint gradient approaches. This leads to the development of new recursive-least-squares algorithms for the training of the controller neural network in the two networks structure. These new algorithms produce a better convergence performance than previously published algorithms. Differences in the performance of algorithms using the filtered-x and the adjoint gradient approaches are discussed in the paper. The computational load of the algorithms discussed in the paper is evaluated for multichannel systems of nonlinear active control. Simulation results are presented to compare the convergence performance of the algorithms, showing the convergence gain provided by the new algorithms.

  1. Evaluation of a direct 4D reconstruction method using generalised linear least squares for estimating nonlinear micro-parametric maps.

    Science.gov (United States)

    Angelis, Georgios I; Matthews, Julian C; Kotasidis, Fotis A; Markiewicz, Pawel J; Lionheart, William R; Reader, Andrew J

    2014-11-01

    Estimation of nonlinear micro-parameters is a computationally demanding and fairly challenging process, since it involves the use of rather slow iterative nonlinear fitting algorithms and it often results in very noisy voxel-wise parametric maps. Direct reconstruction algorithms can provide parametric maps with reduced variance, but usually the overall reconstruction is impractically time consuming with common nonlinear fitting algorithms. In this work we employed a recently proposed direct parametric image reconstruction algorithm to estimate the parametric maps of all micro-parameters of a two-tissue compartment model, used to describe the kinetics of [[Formula: see text]F]FDG. The algorithm decouples the tomographic and the kinetic modelling problems, allowing the use of previously developed post-reconstruction methods, such as the generalised linear least squares (GLLS) algorithm. Results on both clinical and simulated data showed that the proposed direct reconstruction method provides considerable quantitative and qualitative improvements for all micro-parameters compared to the conventional post-reconstruction fitting method. Additionally, region-wise comparison of all parametric maps against the well-established filtered back projection followed by post-reconstruction non-linear fitting, as well as the direct Patlak method, showed substantial quantitative agreement in all regions. The proposed direct parametric reconstruction algorithm is a promising approach towards the estimation of all individual microparameters of any compartment model. In addition, due to the linearised nature of the GLLS algorithm, the fitting step can be very efficiently implemented and, therefore, it does not considerably affect the overall reconstruction time.

  2. A QR DECOMPOSITION BASED SOLVER FOR THE LEAST SQUARES PROBLEMS FROM THE MINIMAL RESIDUAL METHOD FOR THE SYLVESTER EQUATION

    Institute of Scientific and Technical Information of China (English)

    Zhongxiao Jia; Yuquan Sun

    2007-01-01

    Based on the generalized minimal residual(GMRES)principle,Hu and Reichel proposed a minimal residual algorithm for the Sylvester equation.The algorithm requires the solution of a structured least squares problem.They form the normal equations of the least squares problem and then solve it by a direct solver,so it is susceptible to instability.In this paper,by exploiting the special structure of the least squares problem and working on the problem directly,a numerically stable QR decomposition based algorithm is presented for the problem.The new algorithm is more stable than the normal equations algorithm of Hu and Reichel.Numerical experiments are reported to confirm the superior stability of the new algorithm.

  3. Current identification in vacuum circuit breakers as a least squares problem*

    Directory of Open Access Journals (Sweden)

    Ghezzi Luca

    2013-01-01

    Full Text Available In this work, a magnetostatic inverse problem is solved, in order to reconstruct the electric current distribution inside high voltage, vacuum circuit breakers from measurements of the outside magnetic field. The (rectangular final algebraic linear system is solved in the least square sense, by involving a regularized singular value decomposition of the system matrix. An approximated distribution of the electric current is thus returned, without the theoretical problem which is encountered with optical methods of matching light to temperature and finally to current density. The feasibility is justified from the computational point of view as the (industrial goal is to evaluate whether, or to what extent in terms of accuracy, a given experimental set-up (number and noise level of sensors is adequate to work as a “magnetic camera” for a given circuit breaker. Dans cet article, on résout un problème inverse magnétostatique pour déterminer la distribution du courant électrique dans le vide d’un disjoncteur à haute tension à partir des mesures du champ magnétique extérieur. Le système algébrique (rectangulaire final est résolu au sens des moindres carrés en faisant appel à une décomposition en valeurs singulières regularisée de la matrice du système. On obtient ainsi une approximation de la distribution du courant électrique sans le problème théorique propre des méthodes optiques qui est celui de relier la lumière à la température et donc à la densité du courant. La faisabilité est justifiée d’un point de vue numérique car le but (industriel est d’évaluer si, ou à quelle précision, un dispositif expérimental donné (nombre et seuil limite de bruit des senseurs peut travailler comme une “caméra magnétique” pour un certain disjoncteur.

  4. First-order system least-squares for second-order elliptic problems with discontinuous coefficients: Further results

    Energy Technology Data Exchange (ETDEWEB)

    Bloechle, B.; Manteuffel, T.; McCormick, S.; Starke, G.

    1996-12-31

    Many physical phenomena are modeled as scalar second-order elliptic boundary value problems with discontinuous coefficients. The first-order system least-squares (FOSLS) methodology is an alternative to standard mixed finite element methods for such problems. The occurrence of singularities at interface corners and cross-points requires that care be taken when implementing the least-squares finite element method in the FOSLS context. We introduce two methods of handling the challenges resulting from singularities. The first method is based on a weighted least-squares functional and results in non-conforming finite elements. The second method is based on the use of singular basis functions and results in conforming finite elements. We also share numerical results comparing the two approaches.

  5. Fitting of dihedral terms in classical force fields as an analytic linear least-squares problem.

    Science.gov (United States)

    Hopkins, Chad W; Roitberg, Adrian E

    2014-07-28

    The derivation and optimization of most energy terms in modern force fields are aided by automated computational tools. It is therefore important to have algorithms to rapidly and precisely train large numbers of interconnected parameters to allow investigators to make better decisions about the content of molecular models. In particular, the traditional approach to deriving dihedral parameters has been a least-squares fit to target conformational energies through variational optimization strategies. We present a computational approach for simultaneously fitting force field dihedral amplitudes and phase constants which is analytic within the scope of the data set. This approach completes the optimal molecular mechanics representation of a quantum mechanical potential energy surface in a single linear least-squares fit by recasting the dihedral potential into a linear function in the parameters. We compare the resulting method to a genetic algorithm in terms of computational time and quality of fit for two simple molecules. As suggested in previous studies, arbitrary dihedral phases are only necessary when modeling chiral molecules, which include more than half of drugs currently in use, so we also examined a dihedral parametrization case for the drug amoxicillin and one of its stereoisomers where the target dihedral includes a chiral center. Asymmetric dihedral phases are needed in these types of cases to properly represent the quantum mechanical energy surface and to differentiate between stereoisomers about the chiral center.

  6. Perturbation Analysis of Structured Least Squares Problems and Its Application in Calibration of Interest Rate Term Structure

    Institute of Scientific and Technical Information of China (English)

    Chen Zhao; Weiguo Gao; Jungong Xue

    2007-01-01

    A structured perturbation analysis of the least squares problem is considered in this paper. The new error bound proves to be sharper than that for general perturbations. We apply the new error bound to study sensitivity of changing the knots for curve fitting of interest rate term structure by cubic spline. Numerical experiments are given to illustrate the sharpness of this bound.

  7. A parallel, state-of-the-art, least-squares spectral element solver for incompressible flow problems

    NARCIS (Netherlands)

    Nool, M.; Proot, M.M.J.

    2003-01-01

    The paper deals with the efficient parallelization of least-squares spectral element methods for incompressible flows. The parallelization of this sort of problems requires two different strategies. On the one hand, the spectral element discretization benefits from an element-by-element paralleli

  8. Least-Squares, Continuous Sensitivity Analysis for Nonlinear Fluid-Structure Interaction

    Science.gov (United States)

    2009-08-20

    Lecture notes in mathematics ; 606, Springer-Verlag, Berlin ; New York, 1977, pp. 362. [56] Gel’fand, I.M., Fomin, S.V., and Silverman, R.A...computational fluid dynamics and electromagnetics, Scientific computation, Springer, Berlin ; New York, 1998. [70] Karniadakis, G., and Sherwin, S.J...Aeroelasticity,” Journal of Aircraft, Vol. 40, No. 6, 2003, pp. 1066-1092. [78] Lucia , D.J., “The SensorCraft Configurations: A Non-Linear

  9. Grid Size Selection for Nonlinear Least-Squares Optimization in Spectral Estimation and Array Processing

    DEFF Research Database (Denmark)

    Nielsen, Jesper Kjær; Jensen, Tobias Lindstrøm; Jensen, Jesper Rindom;

    2016-01-01

    time. Additionally, we show via three common examples how the grid size depends on parameters such as the number of data points or the number of sensors in DOA estimation. We also demonstrate that the computation time can potentially be lowered by several orders of magnitude by combining a coarse grid......In many spectral estimation and array processing problems, the process of finding estimates of model parameters often involves the optimisation of a cost function containing multiple peaks and dips. Such non-convex problems are hard to solve using traditional optimisation algorithms developed...

  10. A SUCCESSIVE LEAST SQUARES METHOD FOR STRUCTURED TOTAL LEAST SQUARES

    Institute of Scientific and Technical Information of China (English)

    Plamen Y. Yalamov; Jin-yun Yuan

    2003-01-01

    A new method for Total Least Squares (TLS) problems is presented. It differs from previous approaches and is based on the solution of successive Least Squares problems.The method is quite suitable for Structured TLS (STLS) problems. We study mostly the case of Toeplitz matrices in this paper. The numerical tests illustrate that the method converges to the solution fast for Toeplitz STLS problems. Since the method is designed for general TLS problems, other structured problems can be treated similarly.

  11. Proximal Alternating Direction Method with Relaxed Proximal Parameters for the Least Squares Covariance Adjustment Problem

    Directory of Open Access Journals (Sweden)

    Minghua Xu

    2014-01-01

    Full Text Available We consider the problem of seeking a symmetric positive semidefinite matrix in a closed convex set to approximate a given matrix. This problem may arise in several areas of numerical linear algebra or come from finance industry or statistics and thus has many applications. For solving this class of matrix optimization problems, many methods have been proposed in the literature. The proximal alternating direction method is one of those methods which can be easily applied to solve these matrix optimization problems. Generally, the proximal parameters of the proximal alternating direction method are greater than zero. In this paper, we conclude that the restriction on the proximal parameters can be relaxed for solving this kind of matrix optimization problems. Numerical experiments also show that the proximal alternating direction method with the relaxed proximal parameters is convergent and generally has a better performance than the classical proximal alternating direction method.

  12. An Efficient Exact Algorithm for the ’Least Squares Image Registration Problem

    Science.gov (United States)

    1989-05-01

    Zika -i TECHNICAL REPORT SOL ,J-5 May 1989 DTI.C , SELECTE ’" JUN 0 619891 F• • Department of Operations Research Stanford University Stanford, CA...the two-dimensional image registration problem. If X is a two-dimensional vector , then let x = zI + iz2 = [1xI4,9,. be the corresponding complex number...product. Therefore (x, y) = x c y for complex numbers, (z, y) = zry for real k-dimensional vectors , and if A and B are real n x k matrices, then let

  13. Accurate Least-Squares P$_N$ Scaling based on Problem Optical Thickness for solving Neutron Transport Problems

    CERN Document Server

    Zheng, Weixiong

    2016-01-01

    In this paper, we present an accurate and robust scaling operator based on material optical thickness (OT) for the least-squares spherical harmonics (LSP$_N$) method for solving neutron transport problems. LSP$_N$ without proper scaling is known to be erroneous in highly scattering medium, if the optical thickness of the material is large. A previously presented scaling developed by Manteuffel, et al.\\ does improve the accuracy of LSP$_N$, in problems where the material is optically thick. With the method, however, essentially no scaling is applied in optically thin materials, which can lead to an erroneous solution with presence of highly scattering medium. Another scaling approach, called the reciprocal-removal (RR) scaled LSP$_N$, which is equivalent to the self-adjoint angular flux (SAAF) equation, has numerical issues in highly-scattering materials due to a singular weighting. We propose a scaling based on optical thickness that improves the solution in optically thick media while avoiding the singularit...

  14. Least Squares Data Fitting with Applications

    DEFF Research Database (Denmark)

    Hansen, Per Christian; Pereyra, Víctor; Scherer, Godela

    predictively. The main concern of Least Squares Data Fitting with Applications is how to do this on a computer with efficient and robust computational methods for linear and nonlinear relationships. The presentation also establishes a link between the statistical setting and the computational issues...... with problems of linear and nonlinear least squares fitting will find this book invaluable as a hands-on guide, with accessible text and carefully explained problems. Included are • an overview of computational methods together with their properties and advantages • topics from statistical regression analysis......As one of the classical statistical regression techniques, and often the first to be taught to new students, least squares fitting can be a very effective tool in data analysis. Given measured data, we establish a relationship between independent and dependent variables so that we can use the data...

  15. Least Squares Data Fitting with Applications

    DEFF Research Database (Denmark)

    Hansen, Per Christian; Pereyra, Víctor; Scherer, Godela

    As one of the classical statistical regression techniques, and often the first to be taught to new students, least squares fitting can be a very effective tool in data analysis. Given measured data, we establish a relationship between independent and dependent variables so that we can use the data...... predictively. The main concern of Least Squares Data Fitting with Applications is how to do this on a computer with efficient and robust computational methods for linear and nonlinear relationships. The presentation also establishes a link between the statistical setting and the computational issues...... with problems of linear and nonlinear least squares fitting will find this book invaluable as a hands-on guide, with accessible text and carefully explained problems. Included are • an overview of computational methods together with their properties and advantages • topics from statistical regression analysis...

  16. Quantitative Evaluation of Cross-Peak Volumes in Multidimensional Spectra by Nonlinear-Least-Squares Curve Fitting

    Science.gov (United States)

    Sze, K. H.; Barsukov, I. L.; Roberts, G. C. K.

    A procedure for quantitative evaluation of cross-peak volumes in spectra of any order of dimensions is described; this is based on a generalized algorithm for combining appropriate one-dimensional integrals obtained by nonlinear-least-squares curve-fitting techniques. This procedure is embodied in a program, NDVOL, which has three modes of operation: a fully automatic mode, a manual mode for interactive selection of fitting parameters, and a fast reintegration mode. The procedures used in the NDVOL program to obtain accurate volumes for overlapping cross peaks are illustrated using various simulated overlapping cross-peak patterns. The precision and accuracy of the estimates of cross-peak volumes obtained by application of the program to these simulated cross peaks and to a back-calculated 2D NOESY spectrum of dihydrofolate reductase are presented. Examples are shown of the use of the program with real 2D and 3D data. It is shown that the program is able to provide excellent estimates of volume even for seriously overlapping cross peaks with minimal intervention by the user.

  17. Penalized linear regression for discrete ill-posed problems: A hybrid least-squares and mean-squared error approach

    KAUST Repository

    Suliman, Mohamed

    2016-12-19

    This paper proposes a new approach to find the regularization parameter for linear least-squares discrete ill-posed problems. In the proposed approach, an artificial perturbation matrix with a bounded norm is forced into the discrete ill-posed model matrix. This perturbation is introduced to enhance the singular-value (SV) structure of the matrix and hence to provide a better solution. The proposed approach is derived to select the regularization parameter in a way that minimizes the mean-squared error (MSE) of the estimator. Numerical results demonstrate that the proposed approach outperforms a set of benchmark methods in most cases when applied to different scenarios of discrete ill-posed problems. Jointly, the proposed approach enjoys the lowest run-time and offers the highest level of robustness amongst all the tested methods.

  18. 基于核PLS方法的非线性过程在线监控%Online nonlinear process monitoring using kernel partial least squares

    Institute of Scientific and Technical Information of China (English)

    胡益; 王丽; 马贺贺; 侍洪波

    2011-01-01

    针对过程监控数据的非线性特点,提出了一种基于核偏最小二乘(KPLS)的监控方法.KPLS方法是将原始输入数据通过核函数映射到高维特征空间,然后在高维特征空间再进行偏最小二乘(PLS)运算.与线性PIS相比,KPLS方法能充分利用样本空间信息,建立起输入输出变量之间的非线性关系.与其他非线性PLS方法不同,KPLS方法只需要进行线性运算,从而避免非线性优化问题.在对过程进行监控时,首先采用KPLS方法建立模型,得到得分向量,然后计算出T2和SPE统计量及其相应的控制限.Tennessee Eastman (TE)模型上的仿真研究结果表明,所提方法比线性PLS方法具有更好的过程监控性能.%To handle the nonlinear problem for process monitoring, a new technique based on kernel partial least squares (KPLS) is developed. KPLS is an improved partial least squares (PLS) method, and its main idea is to first map the input space into a high-dimensional feature space via a nonlinear kernel function and then to use the standard PLS in that feature space. Compared to linear PLS, KPLS can make full use of the sample space information, and effectively capture the nonlinear relationship between input variables and output variables. Different from other nonlinear PLS, KPLS requires only linear algebra and does not involve any nonlinear optimization. For process data, firstly KPLS was used to derive regression model and got the score vectors, and then two statistics, T2 and SPE, and corresponding control limits were calculated. A case study of the Tennessee-Eastman (TE) process illustrated that the proposed approach showed superior process monitoring performance compared to linear PLS.

  19. Bayesian least squares deconvolution

    Science.gov (United States)

    Asensio Ramos, A.; Petit, P.

    2015-11-01

    Aims: We develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods: We consider LSD under the Bayesian framework and we introduce a flexible Gaussian process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results: We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available.

  20. Bayesian least squares deconvolution

    CERN Document Server

    Ramos, A Asensio

    2015-01-01

    Aims. To develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods. We consider LSD under the Bayesian framework and we introduce a flexible Gaussian Process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results. We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available.

  1. A generalization of the analytical least-squares solution to the 3D symmetric Helmert coordinate transformation problem with an approximate error analysis

    Science.gov (United States)

    Chang, Guobin; Xu, Tianhe; Wang, Qianxin; Zhang, Shubi; Chen, Guoliang

    2017-05-01

    The symmetric Helmert transformation model is widely used in geospatial science and engineering. Using an analytical least-squares solution to the problem, a simple and approximate error analysis is developed. This error analysis follows the Pope procedure solving nonlinear problems, but no iteration is needed here. It is simple because it is not based on the direct and cumbersome error analysis of every single process involved in the analytical solution. It is approximate because it is valid only in the first-order approximation sense, or in other words, the error analysis is performed approximately on the tangent hyperplane at the estimates instead of the original nonlinear manifold of the observables. Though simple and approximate, this error analysis's consistency is not sacrificed as can be validated by Monte Carlo experiments. So the practically important variance-covariance matrix, as a consistent accuracy measure of the parameter estimate, is provided by the developed error analysis. Further, the developed theory can be easily generalized to other cases with more general assumptions about the measurement errors.

  2. Technical Note: Review of methods for linear least-squares fitting of data and application to atmospheric chemistry problems

    Directory of Open Access Journals (Sweden)

    C. A. Cantrell

    2008-04-01

    Full Text Available The representation of data, whether geophysical observations, numerical model output or laboratory results, by a best fit straight line is a routine practice in the geosciences and other fields. While the literature is full of detailed analyses of procedures for fitting straight lines to values with uncertainties, a surprising number of scientists blindly use the standard least squares method, such as found on calculators and in spreadsheet programs, that assumes no uncertainties in the x values. Here, the available procedures for estimating the best fit straight line to data, including those applicable to situations for uncertainties present in both the x and y variables, are reviewed. Representative methods that are presented in the literature for bivariate weighted fits are compared using several sample data sets, and guidance is presented as to when the somewhat more involved iterative methods are required, or when the standard least-squares procedure would be expected to be satisfactory. A spreadsheet-based template is made available that employs one method for bivariate fitting.

  3. Technical Note: Review of methods for linear least-squares fitting of data and application to atmospheric chemistry problems

    Directory of Open Access Journals (Sweden)

    C. A. Cantrell

    2008-09-01

    Full Text Available The representation of data, whether geophysical observations, numerical model output or laboratory results, by a best fit straight line is a routine practice in the geosciences and other fields. While the literature is full of detailed analyses of procedures for fitting straight lines to values with uncertainties, a surprising number of scientists blindly use the standard least-squares method, such as found on calculators and in spreadsheet programs, that assumes no uncertainties in the x values. Here, the available procedures for estimating the best fit straight line to data, including those applicable to situations for uncertainties present in both the x and y variables, are reviewed. Representative methods that are presented in the literature for bivariate weighted fits are compared using several sample data sets, and guidance is presented as to when the somewhat more involved iterative methods are required, or when the standard least-squares procedure would be expected to be satisfactory. A spreadsheet-based template is made available that employs one method for bivariate fitting.

  4. [Spectral quantitative analysis by nonlinear partial least squares based on neural network internal model for flue gas of thermal power plant].

    Science.gov (United States)

    Cao, Hui; Li, Yao-Jiang; Zhou, Yan; Wang, Yan-Xia

    2014-11-01

    To deal with nonlinear characteristics of spectra data for the thermal power plant flue, a nonlinear partial least square (PLS) analysis method with internal model based on neural network is adopted in the paper. The latent variables of the independent variables and the dependent variables are extracted by PLS regression firstly, and then they are used as the inputs and outputs of neural network respectively to build the nonlinear internal model by train process. For spectra data of flue gases of the thermal power plant, PLS, the nonlinear PLS with the internal model of back propagation neural network (BP-NPLS), the non-linear PLS with the internal model of radial basis function neural network (RBF-NPLS) and the nonlinear PLS with the internal model of adaptive fuzzy inference system (ANFIS-NPLS) are compared. The root mean square error of prediction (RMSEP) of sulfur dioxide of BP-NPLS, RBF-NPLS and ANFIS-NPLS are reduced by 16.96%, 16.60% and 19.55% than that of PLS, respectively. The RMSEP of nitric oxide of BP-NPLS, RBF-NPLS and ANFIS-NPLS are reduced by 8.60%, 8.47% and 10.09% than that of PLS, respectively. The RMSEP of nitrogen dioxide of BP-NPLS, RBF-NPLS and ANFIS-NPLS are reduced by 2.11%, 3.91% and 3.97% than that of PLS, respectively. Experimental results show that the nonlinear PLS is more suitable for the quantitative analysis of glue gas than PLS. Moreover, by using neural network function which can realize high approximation of nonlinear characteristics, the nonlinear partial least squares method with internal model mentioned in this paper have well predictive capabilities and robustness, and could deal with the limitations of nonlinear partial least squares method with other internal model such as polynomial and spline functions themselves under a certain extent. ANFIS-NPLS has the best performance with the internal model of adaptive fuzzy inference system having ability to learn more and reduce the residuals effectively. Hence, ANFIS-NPLS is an

  5. Tikhonov Regularization and Total Least Squares

    DEFF Research Database (Denmark)

    Golub, G. H.; Hansen, Per Christian; O'Leary, D. P.

    2000-01-01

    formulation involves a least squares problem, can be recast in a total least squares formulation suited for problems in which both the coefficient matrix and the right-hand side are known only approximately. We analyze the regularizing properties of this method and demonstrate by a numerical example that...

  6. Partial least squares methods: partial least squares correlation and partial least square regression.

    Science.gov (United States)

    Abdi, Hervé; Williams, Lynne J

    2013-01-01

    Partial least square (PLS) methods (also sometimes called projection to latent structures) relate the information present in two data tables that collect measurements on the same set of observations. PLS methods proceed by deriving latent variables which are (optimal) linear combinations of the variables of a data table. When the goal is to find the shared information between two tables, the approach is equivalent to a correlation problem and the technique is then called partial least square correlation (PLSC) (also sometimes called PLS-SVD). In this case there are two sets of latent variables (one set per table), and these latent variables are required to have maximal covariance. When the goal is to predict one data table the other one, the technique is then called partial least square regression. In this case there is one set of latent variables (derived from the predictor table) and these latent variables are required to give the best possible prediction. In this paper we present and illustrate PLSC and PLSR and show how these descriptive multivariate analysis techniques can be extended to deal with inferential questions by using cross-validation techniques such as the bootstrap and permutation tests.

  7. On Variant Strategies To Solve The Magnitude Least Squares Optimization Problem In Parallel Transmission Pulse Design And Under Strict SAR And Power Constraints

    CERN Document Server

    Hoyos-Iruarrizaga, Andres; Massire, Aurélien; Amadon, Alexis; Boulant, Nicolas

    2013-01-01

    Parallel transmission has been a very promising candidate technology to mitigate the inevitable radio-frequency field inhomogeneity in magnetic resonance imaging (MRI) at ultra-high field (UHF). For the first few years, pulse design utilizing this technique was expressed as a least squares problem with crude power regularizations aimed at controlling the specific absorption rate (SAR), hence the patient safety. This approach being suboptimal for many applications sensitive mostly to the magnitude of the spin excitation, and not its phase, the magnitude least squares (MLS) problem then was first formulated in 2007. Despite its importance and the availability of other powerful numerical optimization methods, this problem yet has been faced exclusively by the pulse designer with the so-called variable exchange method. In this paper, we investigate other strategies and incorporate directly the strict SAR and hardware constraints. Different schemes such as sequential quadratic programming (SQP), interior point (I-...

  8. Developing a local least-squares support vector machines-based neuro-fuzzy model for nonlinear and chaotic time series prediction.

    Science.gov (United States)

    Miranian, A; Abdollahzade, M

    2013-02-01

    Local modeling approaches, owing to their ability to model different operating regimes of nonlinear systems and processes by independent local models, seem appealing for modeling, identification, and prediction applications. In this paper, we propose a local neuro-fuzzy (LNF) approach based on the least-squares support vector machines (LSSVMs). The proposed LNF approach employs LSSVMs, which are powerful in modeling and predicting time series, as local models and uses hierarchical binary tree (HBT) learning algorithm for fast and efficient estimation of its parameters. The HBT algorithm heuristically partitions the input space into smaller subdomains by axis-orthogonal splits. In each partitioning, the validity functions automatically form a unity partition and therefore normalization side effects, e.g., reactivation, are prevented. Integration of LSSVMs into the LNF network as local models, along with the HBT learning algorithm, yield a high-performance approach for modeling and prediction of complex nonlinear time series. The proposed approach is applied to modeling and predictions of different nonlinear and chaotic real-world and hand-designed systems and time series. Analysis of the prediction results and comparisons with recent and old studies demonstrate the promising performance of the proposed LNF approach with the HBT learning algorithm for modeling and prediction of nonlinear and chaotic systems and time series.

  9. Hierarchical Cluster-based Partial Least Squares Regression (HC-PLSR is an efficient tool for metamodelling of nonlinear dynamic models

    Directory of Open Access Journals (Sweden)

    Omholt Stig W

    2011-06-01

    Full Text Available Abstract Background Deterministic dynamic models of complex biological systems contain a large number of parameters and state variables, related through nonlinear differential equations with various types of feedback. A metamodel of such a dynamic model is a statistical approximation model that maps variation in parameters and initial conditions (inputs to variation in features of the trajectories of the state variables (outputs throughout the entire biologically relevant input space. A sufficiently accurate mapping can be exploited both instrumentally and epistemically. Multivariate regression methodology is a commonly used approach for emulating dynamic models. However, when the input-output relations are highly nonlinear or non-monotone, a standard linear regression approach is prone to give suboptimal results. We therefore hypothesised that a more accurate mapping can be obtained by locally linear or locally polynomial regression. We present here a new method for local regression modelling, Hierarchical Cluster-based PLS regression (HC-PLSR, where fuzzy C-means clustering is used to separate the data set into parts according to the structure of the response surface. We compare the metamodelling performance of HC-PLSR with polynomial partial least squares regression (PLSR and ordinary least squares (OLS regression on various systems: six different gene regulatory network models with various types of feedback, a deterministic mathematical model of the mammalian circadian clock and a model of the mouse ventricular myocyte function. Results Our results indicate that multivariate regression is well suited for emulating dynamic models in systems biology. The hierarchical approach turned out to be superior to both polynomial PLSR and OLS regression in all three test cases. The advantage, in terms of explained variance and prediction accuracy, was largest in systems with highly nonlinear functional relationships and in systems with positive feedback

  10. A nonlinearized multivariate dominant factor-based partial least squares (PLS) model for coal analysis by using laser-induced breakdown spectroscopy.

    Science.gov (United States)

    Feng, Jie; Wang, Zhe; Li, Lizhi; Li, Zheng; Ni, Weidou

    2013-03-01

    A nonlinearized multivariate dominant factor-based partial least-squares (PLS) model was applied to coal elemental concentration measurement. For C concentration determination in bituminous coal, the intensities of multiple characteristic lines of the main elements in coal were applied to construct a comprehensive dominant factor that would provide main concentration results. A secondary PLS thereafter applied would further correct the model results by using the entire spectral information. In the dominant factor extraction, nonlinear transformation of line intensities (based on physical mechanisms) was embedded in the linear PLS to describe nonlinear self-absorption and inter-element interference more effectively and accurately. According to the empirical expression of self-absorption and Taylor expansion, nonlinear transformations of atomic and ionic line intensities of C were utilized to model self-absorption. Then, the line intensities of other elements, O and N, were taken into account for inter-element interference, considering the possible recombination of C with O and N particles. The specialty of coal analysis by using laser-induced breakdown spectroscopy (LIBS) was also discussed and considered in the multivariate dominant factor construction. The proposed model achieved a much better prediction performance than conventional PLS. Compared with our previous, already improved dominant factor-based PLS model, the present PLS model obtained the same calibration quality while decreasing the root mean square error of prediction (RMSEP) from 4.47 to 3.77%. Furthermore, with the leave-one-out cross-validation and L-curve methods, which avoid the overfitting issue in determining the number of principal components instead of minimum RMSEP criteria, the present PLS model also showed better performance for different splits of calibration and prediction samples, proving the robustness of the present PLS model.

  11. AKLSQF - LEAST SQUARES CURVE FITTING

    Science.gov (United States)

    Kantak, A. V.

    1994-01-01

    The Least Squares Curve Fitting program, AKLSQF, computes the polynomial which will least square fit uniformly spaced data easily and efficiently. The program allows the user to specify the tolerable least squares error in the fitting or allows the user to specify the polynomial degree. In both cases AKLSQF returns the polynomial and the actual least squares fit error incurred in the operation. The data may be supplied to the routine either by direct keyboard entry or via a file. AKLSQF produces the least squares polynomial in two steps. First, the data points are least squares fitted using the orthogonal factorial polynomials. The result is then reduced to a regular polynomial using Sterling numbers of the first kind. If an error tolerance is specified, the program starts with a polynomial of degree 1 and computes the least squares fit error. The degree of the polynomial used for fitting is then increased successively until the error criterion specified by the user is met. At every step the polynomial as well as the least squares fitting error is printed to the screen. In general, the program can produce a curve fitting up to a 100 degree polynomial. All computations in the program are carried out under Double Precision format for real numbers and under long integer format for integers to provide the maximum accuracy possible. AKLSQF was written for an IBM PC X/AT or compatible using Microsoft's Quick Basic compiler. It has been implemented under DOS 3.2.1 using 23K of RAM. AKLSQF was developed in 1989.

  12. Non-linear partial least square regression increases the estimation accuracy of grass nitrogen and phosphorus using in situ hyperspectral and environmental data

    Science.gov (United States)

    Ramoelo, A.; Skidmore, A. K.; Cho, M. A.; Mathieu, R.; Heitkönig, I. M. A.; Dudeni-Tlhone, N.; Schlerf, M.; Prins, H. H. T.

    2013-08-01

    Grass nitrogen (N) and phosphorus (P) concentrations are direct indicators of rangeland quality and provide imperative information for sound management of wildlife and livestock. It is challenging to estimate grass N and P concentrations using remote sensing in the savanna ecosystems. These areas are diverse and heterogeneous in soil and plant moisture, soil nutrients, grazing pressures, and human activities. The objective of the study is to test the performance of non-linear partial least squares regression (PLSR) for predicting grass N and P concentrations through integrating in situ hyperspectral remote sensing and environmental variables (climatic, edaphic and topographic). Data were collected along a land use gradient in the greater Kruger National Park region. The data consisted of: (i) in situ-measured hyperspectral spectra, (ii) environmental variables and measured grass N and P concentrations. The hyperspectral variables included published starch, N and protein spectral absorption features, red edge position, narrow-band indices such as simple ratio (SR) and normalized difference vegetation index (NDVI). The results of the non-linear PLSR were compared to those of conventional linear PLSR. Using non-linear PLSR, integrating in situ hyperspectral and environmental variables yielded the highest grass N and P estimation accuracy (R2 = 0.81, root mean square error (RMSE) = 0.08, and R2 = 0.80, RMSE = 0.03, respectively) as compared to using remote sensing variables only, and conventional PLSR. The study demonstrates the importance of an integrated modeling approach for estimating grass quality which is a crucial effort towards effective management and planning of protected and communal savanna ecosystems.

  13. Quasi-least squares regression

    CERN Document Server

    Shults, Justine

    2014-01-01

    Drawing on the authors' substantial expertise in modeling longitudinal and clustered data, Quasi-Least Squares Regression provides a thorough treatment of quasi-least squares (QLS) regression-a computational approach for the estimation of correlation parameters within the framework of generalized estimating equations (GEEs). The authors present a detailed evaluation of QLS methodology, demonstrating the advantages of QLS in comparison with alternative methods. They describe how QLS can be used to extend the application of the traditional GEE approach to the analysis of unequally spaced longitu

  14. Bayesian Sparse Partial Least Squares

    NARCIS (Netherlands)

    Vidaurre, D.; Gerven, M.A.J. van; Bielza, C.; Larrañaga, P.; Heskes, T.M.

    2013-01-01

    Partial least squares (PLS) is a class of methods that makes use of a set of latent or unobserved variables to model the relation between (typically) two sets of input and output variables, respectively. Several flavors, depending on how the latent variables or components are computed, have been dev

  15. 最小二乘法求解三类卫星重力梯度边值问题%Solving Three Types of Satellite Gravity Gradient Boundary Value Problems by Least-Squares

    Institute of Scientific and Technical Information of China (English)

    徐新禹; 李建成; 邹贤才; 褚永海

    2007-01-01

    The principle and method for solving three types of satellite gravity gradient boundary value problems by least-squares are discussed in detail. Also, kernel function expressions of the least-squares solution of three geodetic boundary value problems with the observations {Γzz},{Γxz,Γyz} and {Γzz -Γyy,2Γxy} are presented. From the results of recovering gravity field using simulated gravity gradient tensor data, we can draw a conclusion that satellite gravity gradient integral formulas derived from least-squares are valid and rigorous for recovering the gravity field.

  16. An Improved Approach for Estimating the Hyperparameters of the Kriging Model for High-Dimensional Problems through the Partial Least Squares Method

    Directory of Open Access Journals (Sweden)

    Mohamed Amine Bouhlel

    2016-01-01

    Full Text Available During the last years, kriging has become one of the most popular methods in computer simulation and machine learning. Kriging models have been successfully used in many engineering applications, to approximate expensive simulation models. When many input variables are used, kriging is inefficient mainly due to an exorbitant computational time required during its construction. To handle high-dimensional problems (100+, one method is recently proposed that combines kriging with the Partial Least Squares technique, the so-called KPLS model. This method has shown interesting results in terms of saving CPU time required to build model while maintaining sufficient accuracy, on both academic and industrial problems. However, KPLS has provided a poor accuracy compared to conventional kriging on multimodal functions. To handle this issue, this paper proposes adding a new step during the construction of KPLS to improve its accuracy for multimodal functions. When the exponential covariance functions are used, this step is based on simple identification between the covariance function of KPLS and kriging. The developed method is validated especially by using a multimodal academic function, known as Griewank function in the literature, and we show the gain in terms of accuracy and computer time by comparing with KPLS and kriging.

  17. Iterative methods for weighted least-squares

    Energy Technology Data Exchange (ETDEWEB)

    Bobrovnikova, E.Y.; Vavasis, S.A. [Cornell Univ., Ithaca, NY (United States)

    1996-12-31

    A weighted least-squares problem with a very ill-conditioned weight matrix arises in many applications. Because of round-off errors, the standard conjugate gradient method for solving this system does not give the correct answer even after n iterations. In this paper we propose an iterative algorithm based on a new type of reorthogonalization that converges to the solution.

  18. Application of genetic algorithm-kernel partial least square as a novel non-linear feature selection method: partitioning of drug molecules.

    Science.gov (United States)

    Noorizadeh, H; Sobhan Ardakani, S; Ahmadi, T; Mortazavi, S S; Noorizadeh, M

    2013-02-01

    Genetic algorithm (GA) and partial least squares (PLS) and kernel PLS (KPLS) techniques were used to investigate the correlation between immobilized liposome chromatography partitioning (log Ks) and descriptors for 65 drug compounds. The models were validated using leave-group-out cross validation LGO-CV. The results indicate that GA-KPLS can be used as an alternative modelling tool for quantitative structure-property relationship (QSPR) studies.

  19. Diagonal loading least squares time delay estimation

    Institute of Scientific and Technical Information of China (English)

    LI Xuan; YAN Shefeng; MA Xiaochuan

    2012-01-01

    Least squares (LS) time delay estimation is a classical and effective method. However, the performance is degraded severely in the scenario of low ratio of signal-noise (SNR) due to the instability of matrix inversing. In order to solve the problem, diagonal loading least squares (DL-LS) is proposed by adding a positive definite matrix to the inverse matrix. Furthermore, the shortcoming of fixed diagonal loading is analyzed from the point of regularization that when the tolerance of low SNR is increased, veracity is decreased. This problem is resolved by reloading. The primary estimation's reciprocal is introduced as diagonal loading and it leads to small diagonal loading at the time of arrival and larger loading at other time. Simulation and pool experiment prove the algorithm has better performance.

  20. A unified approach for least-squares surface fitting

    Institute of Scientific and Technical Information of China (English)

    ZHU; Limin; DING; Han

    2004-01-01

    This paper presents a novel approach for least-squares fitting of complex surface to measured 3D coordinate points by adjusting its location and/or shape. For a point expressed in the machine reference frame and a deformable smooth surface represented in its own model frame, a signed point-to-surface distance function is defined,and its increment with respect to the differential motion and differential deformation of the surface is derived. On this basis, localization, surface reconstruction and geometric variation characterization are formulated as a unified nonlinear least-squares problem defined on the product space SE(3)×m. By using Levenberg-Marquardt method, a sequential approximation surface fitting algorithm is developed. It has the advantages of implementational simplicity, computational efficiency and robustness. Applications confirm the validity of the proposed approach.

  1. Direct Forecasting of Subsurface Flow Response from Non-Linear Dynamic Data By Linear Least-Squares in Canonical Functional Principal Component Space.

    Science.gov (United States)

    Satija, A.; Caers, J.

    2014-12-01

    Hydrogeological forecasting problems, like many subsurface forecasting problems, often suffer from the scarcity of reliable data yet complex prior information about the underlying earth system. Assimilating and integrating this information into an earth model requires using iterative parameter space exploration techniques or Monte Carlo Markov Chain techniques. Since such an earth model needs to account for many large and small scale features of the underlying system, as the system gets larger, iterative modeling can become computationally prohibitive, in particular when the forward model would allow for only a few hundred model evaluations. In addition, most modeling methods do not include the purpose for which inverse method are built, namely, the actual forecast and usually focus only on data and model. In this study, we present a technique to extract features of the earth system informed by time-varying dynamic data (data features) and those that inform a time-varying forecasting variable (forecast features) using Functional Principal Component Analysis. Canonical Coefficient Analysis is then used to examine the relationship between these features using a linear model. When this relationship suggests that the available data informs the required forecast, a simple linear regression can be used on the linear model to directly estimate the posterior of the forecasting problem, without any iterative inversion of model parameters. This idea and method is illustrated using an example of contaminant flow in an aquifer with complex prior, large dimension and non-linear flow & transport model.

  2. A new family of stable elements for the Stokes problem based on a mixed Galerkin/least-squares finite element formulation

    Science.gov (United States)

    Franca, Leopoldo P.; Loula, Abimael F. D.; Hughes, Thomas J. R.; Miranda, Isidoro

    1989-01-01

    Adding to the classical Hellinger-Reissner formulation, a residual form of the equilibrium equation, a new Galerkin/least-squares finite element method is derived. It fits within the framework of a mixed finite element method and is stable for rather general combinations of stress and velocity interpolations, including equal-order discontinuous stress and continuous velocity interpolations which are unstable within the Galerkin approach. Error estimates are presented based on a generalization of the Babuska-Brezzi theory. Numerical results (not presented herein) have confirmed these estimates as well as the good accuracy and stability of the method.

  3. Götterdämmerung over total least squares

    Science.gov (United States)

    Malissiovas, G.; Neitzel, F.; Petrovic, S.

    2016-06-01

    The traditional way of solving non-linear least squares (LS) problems in Geodesy includes a linearization of the functional model and iterative solution of a nonlinear equation system. Direct solutions for a class of nonlinear adjustment problems have been presented by the mathematical community since the 1980s, based on total least squares (TLS) algorithms and involving the use of singular value decomposition (SVD). However, direct LS solutions for this class of problems have been developed in the past also by geodesists. In this contributionwe attempt to establish a systematic approach for direct solutions of non-linear LS problems from a "geodetic" point of view. Therefore, four non-linear adjustment problems are investigated: the fit of a straight line to given points in 2D and in 3D, the fit of a plane in 3D and the 2D symmetric similarity transformation of coordinates. For all these problems a direct LS solution is derived using the same methodology by transforming the problem to the solution of a quadratic or cubic algebraic equation. Furthermore, by applying TLS all these four problems can be transformed to solving the respective characteristic eigenvalue equations. It is demonstrated that the algebraic equations obtained in this way are identical with those resulting from the LS approach. As a by-product of this research two novel approaches are presented for the TLS solutions of fitting a straight line to 3D and the 2D similarity transformation of coordinates. The derived direct solutions of the four considered problems are illustrated on examples from the literature and also numerically compared to published iterative solutions.

  4. Efficient least-squares basket-weaving

    Science.gov (United States)

    Winkel, B.; Flöer, L.; Kraus, A.

    2012-11-01

    We report on a novel method to solve the basket-weaving problem. Basket-weaving is a technique that is used to remove scan-line patterns from single-dish radio maps. The new approach applies linear least-squares and works on gridded maps from arbitrarily sampled data, which greatly improves computational efficiency and robustness. It also allows masking of bad data, which is useful for cases where radio frequency interference is present in the data. We evaluate the algorithms using simulations and real data obtained with the Effelsberg 100-m telescope.

  5. Efficient least-squares basket-weaving

    CERN Document Server

    Winkel, B; Kraus, A

    2012-01-01

    We report on a novel method to solve the basket-weaving problem. Basket-weaving is a technique that is used to remove scan-line patterns from single-dish radio maps. The new approach applies linear least-squares and works on gridded maps from arbitrarily sampled data, which greatly improves computational efficiency and robustness. It also allows masking of bad data, which is useful for cases where radio frequency interference is present in the data. We evaluate the algorithms using simulations and real data obtained with the Effelsberg 100-m telescope.

  6. Augmented Classical Least Squares Multivariate Spectral Analysis

    Energy Technology Data Exchange (ETDEWEB)

    Haaland, David M. (Albuquerque, NM); Melgaard, David K. (Albuquerque, NM)

    2005-01-11

    A method of multivariate spectral analysis, termed augmented classical least squares (ACLS), provides an improved CLS calibration model when unmodeled sources of spectral variation are contained in a calibration sample set. The ACLS methods use information derived from component or spectral residuals during the CLS calibration to provide an improved calibration-augmented CLS model. The ACLS methods are based on CLS so that they retain the qualitative benefits of CLS, yet they have the flexibility of PLS and other hybrid techniques in that they can define a prediction model even with unmodeled sources of spectral variation that are not explicitly included in the calibration model. The unmodeled sources of spectral variation may be unknown constituents, constituents with unknown concentrations, nonlinear responses, non-uniform and correlated errors, or other sources of spectral variation that are present in the calibration sample spectra. Also, since the various ACLS methods are based on CLS, they can incorporate the new prediction-augmented CLS (PACLS) method of updating the prediction model for new sources of spectral variation contained in the prediction sample set without having to return to the calibration process. The ACLS methods can also be applied to alternating least squares models. The ACLS methods can be applied to all types of multivariate data.

  7. Augmented Classical Least Squares Multivariate Spectral Analysis

    Energy Technology Data Exchange (ETDEWEB)

    Haaland, David M. (Albuquerque, NM); Melgaard, David K. (Albuquerque, NM)

    2005-07-26

    A method of multivariate spectral analysis, termed augmented classical least squares (ACLS), provides an improved CLS calibration model when unmodeled sources of spectral variation are contained in a calibration sample set. The ACLS methods use information derived from component or spectral residuals during the CLS calibration to provide an improved calibration-augmented CLS model. The ACLS methods are based on CLS so that they retain the qualitative benefits of CLS, yet they have the flexibility of PLS and other hybrid techniques in that they can define a prediction model even with unmodeled sources of spectral variation that are not explicitly included in the calibration model. The unmodeled sources of spectral variation may be unknown constituents, constituents with unknown concentrations, nonlinear responses, non-uniform and correlated errors, or other sources of spectral variation that are present in the calibration sample spectra. Also, since the various ACLS methods are based on CLS, they can incorporate the new prediction-augmented CLS (PACLS) method of updating the prediction model for new sources of spectral variation contained in the prediction sample set without having to return to the calibration process. The ACLS methods can also be applied to alternating least squares models. The ACLS methods can be applied to all types of multivariate data.

  8. An Algorithm for Positive Definite Least Square Estimation of Parameters.

    Science.gov (United States)

    1986-05-01

    This document presents an algorithm for positive definite least square estimation of parameters. This estimation problem arises from the PILOT...dynamic macro-economic model and is equivalent to an infinite convex quadratic program. It differs from ordinary least square estimations in that the

  9. Kernel-based least squares policy iteration for reinforcement learning.

    Science.gov (United States)

    Xu, Xin; Hu, Dewen; Lu, Xicheng

    2007-07-01

    In this paper, we present a kernel-based least squares policy iteration (KLSPI) algorithm for reinforcement learning (RL) in large or continuous state spaces, which can be used to realize adaptive feedback control of uncertain dynamic systems. By using KLSPI, near-optimal control policies can be obtained without much a priori knowledge on dynamic models of control plants. In KLSPI, Mercer kernels are used in the policy evaluation of a policy iteration process, where a new kernel-based least squares temporal-difference algorithm called KLSTD-Q is proposed for efficient policy evaluation. To keep the sparsity and improve the generalization ability of KLSTD-Q solutions, a kernel sparsification procedure based on approximate linear dependency (ALD) is performed. Compared to the previous works on approximate RL methods, KLSPI makes two progresses to eliminate the main difficulties of existing results. One is the better convergence and (near) optimality guarantee by using the KLSTD-Q algorithm for policy evaluation with high precision. The other is the automatic feature selection using the ALD-based kernel sparsification. Therefore, the KLSPI algorithm provides a general RL method with generalization performance and convergence guarantee for large-scale Markov decision problems (MDPs). Experimental results on a typical RL task for a stochastic chain problem demonstrate that KLSPI can consistently achieve better learning efficiency and policy quality than the previous least squares policy iteration (LSPI) algorithm. Furthermore, the KLSPI method was also evaluated on two nonlinear feedback control problems, including a ship heading control problem and the swing up control of a double-link underactuated pendulum called acrobot. Simulation results illustrate that the proposed method can optimize controller performance using little a priori information of uncertain dynamic systems. It is also demonstrated that KLSPI can be applied to online learning control by incorporating

  10. Constrained total least squares algorithm for passive location based on bearing-only measurements

    Institute of Scientific and Technical Information of China (English)

    WANG Ding; ZHANG Li; WU Ying

    2007-01-01

    The constrained total least squares algorithm for the passive location is presented based on the bearing-only measurements in this paper. By this algorithm the non-linear measurement equations are firstly transformed into linear equations and the effect of the measurement noise on the linear equation coefficients is analyzed,therefore the problem of the passive location can be considered as the problem of constrained total least squares, then the problem is changed into the optimized question without restraint which can be solved by the Newton algorithm, and finally the analysis of the location accuracy is given. The simulation results prove that the new algorithm is effective and practicable.

  11. 解不定最小二乘问题的双曲QR分解方法%A Backward Stable Hyperbolic QR Factorization Method for Solving Indefinite Least Squares Problem

    Institute of Scientific and Technical Information of China (English)

    徐洪国

    2004-01-01

    We present a numerical method for solving the indefinite least squares problem. We first normalize the coefficient matrix.Then we compute the hyperbolic QR factorization of the normalized matrix. Finally we compute the solution by solving several triangular systems. We give the first order error analysis to show that the method is backward stable. The method is more efficient than the backward stable method proposed by Chandrasekaran, Gu and Sayed.

  12. Collinearity in Least-Squares Analysis

    Science.gov (United States)

    de Levie, Robert

    2012-01-01

    How useful are the standard deviations per se, and how reliable are results derived from several least-squares coefficients and their associated standard deviations? When the output parameters obtained from a least-squares analysis are mutually independent, as is often assumed, they are reliable estimators of imprecision and so are the functions…

  13. A novel extended kernel recursive least squares algorithm.

    Science.gov (United States)

    Zhu, Pingping; Chen, Badong; Príncipe, José C

    2012-08-01

    In this paper, a novel extended kernel recursive least squares algorithm is proposed combining the kernel recursive least squares algorithm and the Kalman filter or its extensions to estimate or predict signals. Unlike the extended kernel recursive least squares (Ex-KRLS) algorithm proposed by Liu, the state model of our algorithm is still constructed in the original state space and the hidden state is estimated using the Kalman filter. The measurement model used in hidden state estimation is learned by the kernel recursive least squares algorithm (KRLS) in reproducing kernel Hilbert space (RKHS). The novel algorithm has more flexible state and noise models. We apply this algorithm to vehicle tracking and the nonlinear Rayleigh fading channel tracking, and compare the tracking performances with other existing algorithms.

  14. A Linear-correction Least-squares Approach for Geolocation Using FDOA Measurements Only

    Institute of Scientific and Technical Information of China (English)

    LI Jinzhou; GUO Fucheng; JIANG Wenli

    2012-01-01

    A linear-correction least-squares(LCLS) estimation procedure is proposed for geolocation using frequency difference of arrival(FDOA) measurements only.We first analyze the measurements of FDOA,and further derive the Cramér-Rao lower bound(CRLB) of geolocation using FDOA measurements.For the localization model is a nonlinear least squares(LS) estimator with a nonlinear constrained,a linearizing method is used to convert the model to a linear least squares estimator with a nonlinear constrained.The Gauss-Newton iteration method is developed to conquer the source localization problem.From the analysis of solving Lagrange multiplier,the algorithm is a generalization of linear-correction least squares estimation procedure under the condition of geolocation using FDOA measurements only.The algorithm is compared with common least squares estimation.Comparisons of their estimation accuracy and the CRLB are made,and the proposed method attains the CRLB.Simulation resuits are included to corroborate the theoretical development.

  15. 双反对称矩阵反问题的最小二乘解%LEAST-SQUARE SOLUTIONS OF INVERSE PROBLEMS FOR ANTI-BISYMMETRIC MATRICES

    Institute of Scientific and Technical Information of China (English)

    盛炎平; 谢冬秀

    2002-01-01

    A = (aij) ∈ Rn×n is called anti-bisymmetric matrix if aij=-aij,aij =-an-j+1,,n-i+1,i ,j=1,2,… ,n. We denoted the set of all n × n anti-bisymmetric ma-trices by ABSRin×n. In this paper, we discuss the following two problems:Problem I: Given X,B∈Rn×n, find A∈ABSRn×n such that ‖ AX-B ‖=mix, where ‖‖ is the Frobenius norm.Problem I: Given X,B∈Rn×n, find A∈ABSRn×n such that ‖ A* -A ‖ =inf ‖ A* -A‖ , where SE is the solution set of Problem I .A∈SEFor problem I , the general form of SE has been given. For problem I , theexpression of the solution has been provided.

  16. Experiments on Coordinate Transformation based on Least Squares and Total Least Squares Methods

    Science.gov (United States)

    Tunalioglu, Nursu; Mustafa Durdag, Utkan; Hasan Dogan, Ali; Erdogan, Bahattin; Ocalan, Taylan

    2016-04-01

    Coordinate transformation is an important problem in geodesy discipline. Variations in stochastic and functional models in transformation problem cause different estimation results. Least-squares (LS) method is generally implemented to solve this problem. LS method accepts only one epoch coordinate data group erroneous in stochastic model. However, all the data in transformation problem are erroneous. In contrast to the traditional LS method, the Total Least Squares (TLS) method takes into account the errors in all the variables in the transformation. It is so-called errors-invariables (EIV) model. In the last decades, TLS method has been implemented to solve transformation problem. In this context, it is important to determine which method is more accurate. In this study, LS and TLS methods have been implemented on different 2D and 3D geodetic networks with different simulation scenarios. The first results show that the translation parameters are affected more than rotation and scale parameters. Although TLS method considers the errors for two coordinate the estimated parameters for both methods are different from simulated values.

  17. Elastic least-squares reverse time migration

    KAUST Repository

    Feng, Zongcai

    2017-03-08

    We use elastic least-squares reverse time migration (LSRTM) to invert for the reflectivity images of P- and S-wave impedances. Elastic LSRTMsolves the linearized elastic-wave equations for forward modeling and the adjoint equations for backpropagating the residual wavefield at each iteration. Numerical tests on synthetic data and field data reveal the advantages of elastic LSRTM over elastic reverse time migration (RTM) and acoustic LSRTM. For our examples, the elastic LSRTM images have better resolution and amplitude balancing, fewer artifacts, and less crosstalk compared with the elastic RTM images. The images are also better focused and have better reflector continuity for steeply dipping events compared to the acoustic LSRTM images. Similar to conventional leastsquares migration, elastic LSRTM also requires an accurate estimation of the P- and S-wave migration velocity models. However, the problem remains that, when there are moderate errors in the velocity model and strong multiples, LSRTMwill produce migration noise stronger than that seen in the RTM images.

  18. Partial update least-square adaptive filtering

    CERN Document Server

    Xie, Bei

    2014-01-01

    Adaptive filters play an important role in the fields related to digital signal processing and communication, such as system identification, noise cancellation, channel equalization, and beamforming. In practical applications, the computational complexity of an adaptive filter is an important consideration. The Least Mean Square (LMS) algorithm is widely used because of its low computational complexity (O(N)) and simplicity in implementation. The least squares algorithms, such as Recursive Least Squares (RLS), Conjugate Gradient (CG), and Euclidean Direction Search (EDS), can converge faster a

  19. A unifying theoretical and algorithmic framework for least squares methods of estimation in diffusion tensor imaging.

    Science.gov (United States)

    Koay, Cheng Guan; Chang, Lin-Ching; Carew, John D; Pierpaoli, Carlo; Basser, Peter J

    2006-09-01

    A unifying theoretical and algorithmic framework for diffusion tensor estimation is presented. Theoretical connections among the least squares (LS) methods, (linear least squares (LLS), weighted linear least squares (WLLS), nonlinear least squares (NLS) and their constrained counterparts), are established through their respective objective functions, and higher order derivatives of these objective functions, i.e., Hessian matrices. These theoretical connections provide new insights in designing efficient algorithms for NLS and constrained NLS (CNLS) estimation. Here, we propose novel algorithms of full Newton-type for the NLS and CNLS estimations, which are evaluated with Monte Carlo simulations and compared with the commonly used Levenberg-Marquardt method. The proposed methods have a lower percent of relative error in estimating the trace and lower reduced chi2 value than those of the Levenberg-Marquardt method. These results also demonstrate that the accuracy of an estimate, particularly in a nonlinear estimation problem, is greatly affected by the Hessian matrix. In other words, the accuracy of a nonlinear estimation is algorithm-dependent. Further, this study shows that the noise variance in diffusion weighted signals is orientation dependent when signal-to-noise ratio (SNR) is low (

  20. 最小二乘法下物流配送中心选址问题研究%Study on Location Problem of Logistics Distribution Centers Based on Least Square Method

    Institute of Scientific and Technical Information of China (English)

    任路平

    2014-01-01

    In this paper, we converted the complex logistics distribution center location problem into a simple total logistics cost problem, then based on the least square principle, studied the location problem of different distribution points, obtained the logistics service allocation matrix, and at the end, through a case study demonstrated the feasibility of the method.%将复杂的物流配送中心选址问题简化为物流配送总体成本的问题进行研究,在最小二乘法原则下对不同的配送点选址问题进行分析,并求解了多个配送点选址下的物流服务分配矩阵,最后结合实际案例分析,验证了该方法的可行性。

  1. Deformation analysis with Total Least Squares

    Directory of Open Access Journals (Sweden)

    M. Acar

    2006-01-01

    Full Text Available Deformation analysis is one of the main research fields in geodesy. Deformation analysis process comprises measurement and analysis phases. Measurements can be collected using several techniques. The output of the evaluation of the measurements is mainly point positions. In the deformation analysis phase, the coordinate changes in the point positions are investigated. Several models or approaches can be employed for the analysis. One approach is based on a Helmert or similarity coordinate transformation where the displacements and the respective covariance matrix are transformed into a unique datum. Traditionally a Least Squares (LS technique is used for the transformation procedure. Another approach that could be introduced as an alternative methodology is the Total Least Squares (TLS that is considerably a new approach in geodetic applications. In this study, in order to determine point displacements, 3-D coordinate transformations based on the Helmert transformation model were carried out individually by the Least Squares (LS and the Total Least Squares (TLS, respectively. The data used in this study was collected by GPS technique in a landslide area located nearby Istanbul. The results obtained from these two approaches have been compared.

  2. Combinatorics of least-squares trees.

    Science.gov (United States)

    Mihaescu, Radu; Pachter, Lior

    2008-09-01

    A recurring theme in the least-squares approach to phylogenetics has been the discovery of elegant combinatorial formulas for the least-squares estimates of edge lengths. These formulas have proved useful for the development of efficient algorithms, and have also been important for understanding connections among popular phylogeny algorithms. For example, the selection criterion of the neighbor-joining algorithm is now understood in terms of the combinatorial formulas of Pauplin for estimating tree length. We highlight a phylogenetically desirable property that weighted least-squares methods should satisfy, and provide a complete characterization of methods that satisfy the property. The necessary and sufficient condition is a multiplicative four-point condition that the variance matrix needs to satisfy. The proof is based on the observation that the Lagrange multipliers in the proof of the Gauss-Markov theorem are tree-additive. Our results generalize and complete previous work on ordinary least squares, balanced minimum evolution, and the taxon-weighted variance model. They also provide a time-optimal algorithm for computation.

  3. Least-squares fitting Gompertz curve

    Science.gov (United States)

    Jukic, Dragan; Kralik, Gordana; Scitovski, Rudolf

    2004-08-01

    In this paper we consider the least-squares (LS) fitting of the Gompertz curve to the given nonconstant data (pi,ti,yi), i=1,...,m, m≥3. We give necessary and sufficient conditions which guarantee the existence of the LS estimate, suggest a choice of a good initial approximation and give some numerical examples.

  4. Consistent Partial Least Squares Path Modeling

    NARCIS (Netherlands)

    Dijkstra, Theo K.; Henseler, Jörg

    2015-01-01

    This paper resumes the discussion in information systems research on the use of partial least squares (PLS) path modeling and shows that the inconsistency of PLS path coefficient estimates in the case of reflective measurement can have adverse consequences for hypothesis testing. To remedy this, the

  5. Time Scale in Least Square Method

    Directory of Open Access Journals (Sweden)

    Özgür Yeniay

    2014-01-01

    Full Text Available Study of dynamic equations in time scale is a new area in mathematics. Time scale tries to build a bridge between real numbers and integers. Two derivatives in time scale have been introduced and called as delta and nabla derivative. Delta derivative concept is defined as forward direction, and nabla derivative concept is defined as backward direction. Within the scope of this study, we consider the method of obtaining parameters of regression equation of integer values through time scale. Therefore, we implemented least squares method according to derivative definition of time scale and obtained coefficients related to the model. Here, there exist two coefficients originating from forward and backward jump operators relevant to the same model, which are different from each other. Occurrence of such a situation is equal to total number of values of vertical deviation between regression equations and observation values of forward and backward jump operators divided by two. We also estimated coefficients for the model using ordinary least squares method. As a result, we made an introduction to least squares method on time scale. We think that time scale theory would be a new vision in least square especially when assumptions of linear regression are violated.

  6. Least Squares Moving-Window Spectral Analysis.

    Science.gov (United States)

    Lee, Young Jong

    2017-01-01

    Least squares regression is proposed as a moving-windows method for analysis of a series of spectra acquired as a function of external perturbation. The least squares moving-window (LSMW) method can be considered an extended form of the Savitzky-Golay differentiation for nonuniform perturbation spacing. LSMW is characterized in terms of moving-window size, perturbation spacing type, and intensity noise. Simulation results from LSMW are compared with results from other numerical differentiation methods, such as single-interval differentiation, autocorrelation moving-window, and perturbation correlation moving-window methods. It is demonstrated that this simple LSMW method can be useful for quantitative analysis of nonuniformly spaced spectral data with high frequency noise.

  7. Least-squares finite-element lattice Boltzmann method.

    Science.gov (United States)

    Li, Yusong; LeBoeuf, Eugene J; Basu, P K

    2004-06-01

    A new numerical model of the lattice Boltzmann method utilizing least-squares finite element in space and Crank-Nicolson method in time is presented. The new method is able to solve problem domains that contain complex or irregular geometric boundaries by using finite-element method's geometric flexibility and numerical stability, while employing efficient and accurate least-squares optimization. For the pure advection equation on a uniform mesh, the proposed method provides for fourth-order accuracy in space and second-order accuracy in time, with unconditional stability in the time domain. Accurate numerical results are presented through two-dimensional incompressible Poiseuille flow and Couette flow.

  8. Weighted least squares stationary approximations to linear systems.

    Science.gov (United States)

    Bierman, G. J.

    1972-01-01

    Investigation of the problem of replacing a certain time-varying linear system by a stationary one. Several quadratic criteria are proposed to aid in determining suitable candidate systems. One criterion for choosing the matrix B (in the stationary system) is initial-condition dependent, and another bounds the 'worst case' homogeneous system performance. Both of these criteria produce weighted least square fits.

  9. Meshfree First-order System Least Squares

    Institute of Scientific and Technical Information of China (English)

    Hugh R.MacMillan; Max D.Gunzburger; John V.Burkardt

    2008-01-01

    We prove convergence for a meshfree first-order system least squares (FOSLS) partition of unity finite element method (PUFEM). Essentially, by virtue of the partition of unity, local approximation gives rise to global approximation in H(div)∩ H(curl). The FOSLS formulation yields local a posteriori error estimates to guide the judicious allotment of new degrees of freedom to enrich the initial point set in a meshfree dis-cretization. Preliminary numerical results are provided and remaining challenges are discussed.

  10. Least-squares Gaussian beam migration

    Science.gov (United States)

    Yuan, Maolin; Huang, Jianping; Liao, Wenyuan; Jiang, Fuyou

    2017-02-01

    A theory of least-squares Gaussian beam migration (LSGBM) is presented to optimally estimate a subsurface reflectivity. In the iterative inversion scheme, a Gaussian beam (GB) propagator is used as the kernel of linearized forward modeling (demigration) and its adjoint (migration). Born approximation based GB demigration relies on the calculation of Green’s function by a Gaussian-beam summation for the downward and upward wavefields. The adjoint operator of GB demigration accounts for GB prestack depth migration under the cross-correlation imaging condition, where seismic traces are processed one by one for each shot. A numerical test on the point diffractors model suggests that GB demigration can successfully simulate primary scattered data, while migration (adjoint) can yield a corresponding image. The GB demigration/migration algorithms are used for the least-squares migration scheme to deblur conventional migrated images. The proposed LSGBM is illustrated with two synthetic data for a four-layer model and the Marmousi2 model. Numerical results show that LSGBM, compared to migration (adjoint) with GBs, produces images with more balanced amplitude, higher resolution and even fewer artifacts. Additionally, the LSGBM shows a robust convergence rate.

  11. Total least squares for anomalous change detection

    Energy Technology Data Exchange (ETDEWEB)

    Theiler, James P [Los Alamos National Laboratory; Matsekh, Anna M [Los Alamos National Laboratory

    2010-01-01

    A family of difference-based anomalous change detection algorithms is derived from a total least squares (TLSQ) framework. This provides an alternative to the well-known chronochrome algorithm, which is derived from ordinary least squares. In both cases, the most anomalous changes are identified with the pixels that exhibit the largest residuals with respect to the regression of the two images against each other. The family of TLSQ-based anomalous change detectors is shown to be equivalent to the subspace RX formulation for straight anomaly detection, but applied to the stacked space. However, this family is not invariant to linear coordinate transforms. On the other hand, whitened TLSQ is coordinate invariant, and furthermore it is shown to be equivalent to the optimized covariance equalization algorithm. What whitened TLSQ offers, in addition to connecting with a common language the derivations of two of the most popular anomalous change detection algorithms - chronochrome and covariance equalization - is a generalization of these algorithms with the potential for better performance.

  12. A Novel Kernel for Least Squares Support Vector Machine

    Institute of Scientific and Technical Information of China (English)

    FENG Wei; ZHAO Yong-ping; DU Zhong-hua; LI De-cai; WANG Li-feng

    2012-01-01

    Extreme learning machine(ELM) has attracted much attention in recent years due to its fast convergence and good performance.Merging both ELM and support vector machine is an important trend,thus yielding an ELM kernel.ELM kernel based methods are able to solve the nonlinear problems by inducing an explicit mapping compared with the commonly-used kernels such as Gaussian kernel.In this paper,the ELM kernel is extended to the least squares support vector regression(LSSVR),so ELM-LSSVR was proposed.ELM-LSSVR can be used to reduce the training and test time simultaneously without extra techniques such as sequential minimal optimization and pruning mechanism.Moreover,the memory space for the training and test was relieved.To confirm the efficacy and feasibility of the proposed ELM-LSSVR,the experiments are reported to demonstrate that ELM-LSSVR takes the advantage of training and test time with comparable accuracy to other algorithms.

  13. Multiples least-squares reverse time migration

    KAUST Repository

    Zhang, D. L.

    2013-01-01

    To enhance the image quality, we propose multiples least-squares reverse time migration (MLSRTM) that transforms each hydrophone into a virtual point source with a time history equal to that of the recorded data. Since each recorded trace is treated as a virtual source, knowledge of the source wavelet is not required. Numerical tests on synthetic data for the Sigsbee2B model and field data from Gulf of Mexico show that MLSRTM can improve the image quality by removing artifacts, balancing amplitudes, and suppressing crosstalk compared to standard migration of the free-surface multiples. The potential liability of this method is that multiples require several roundtrips between the reflector and the free surface, so that high frequencies in the multiples are attenuated compared to the primary reflections. This can lead to lower resolution in the migration image compared to that computed from primaries.

  14. Least square regularized regression in sum space.

    Science.gov (United States)

    Xu, Yong-Li; Chen, Di-Rong; Li, Han-Xiong; Liu, Lu

    2013-04-01

    This paper proposes a least square regularized regression algorithm in sum space of reproducing kernel Hilbert spaces (RKHSs) for nonflat function approximation, and obtains the solution of the algorithm by solving a system of linear equations. This algorithm can approximate the low- and high-frequency component of the target function with large and small scale kernels, respectively. The convergence and learning rate are analyzed. We measure the complexity of the sum space by its covering number and demonstrate that the covering number can be bounded by the product of the covering numbers of basic RKHSs. For sum space of RKHSs with Gaussian kernels, by choosing appropriate parameters, we tradeoff the sample error and regularization error, and obtain a polynomial learning rate, which is better than that in any single RKHS. The utility of this method is illustrated with two simulated data sets and five real-life databases.

  15. Least Squares Shadowing for Sensitivity Analysis of Turbulent Fluid Flows

    CERN Document Server

    Blonigan, Patrick; Wang, Qiqi

    2014-01-01

    Computational methods for sensitivity analysis are invaluable tools for aerodynamics research and engineering design. However, traditional sensitivity analysis methods break down when applied to long-time averaged quantities in turbulent fluid flow fields, specifically those obtained using high-fidelity turbulence simulations. This is because of a number of dynamical properties of turbulent and chaotic fluid flows, most importantly high sensitivity of the initial value problem, popularly known as the "butterfly effect". The recently developed least squares shadowing (LSS) method avoids the issues encountered by traditional sensitivity analysis methods by approximating the "shadow trajectory" in phase space, avoiding the high sensitivity of the initial value problem. The following paper discusses how the least squares problem associated with LSS is solved. Two methods are presented and are demonstrated on a simulation of homogeneous isotropic turbulence and the Kuramoto-Sivashinsky (KS) equation, a 4th order c...

  16. 一种基于最小二乘支持向量机JSP调度算法%An Algorithm Based on Least Squares Support Vector Machine for Job-shop Problem

    Institute of Scientific and Technical Information of China (English)

    李文超; 杨宏兵

    2011-01-01

    作为生产调度里面一类典型问题,Job-shop问题的求解是属于NP完全的,对于大规模Job-shop 问题的有效算法至今仍未找到.在有向图模型基础上,提出通过约束引导方式获取可行调度.提出使用最小二乘支持向量机对样本学习实现可互换工序对准确选取,以此提高调度方案质量.将求解过程中特殊算例补充到样本库进行后续训练以提高算法性能.数值仿真结果表明所提算法对于大规模Job-shop问题求解存在较好效果.%As a kind of typical problem in production scheduling, the solving of Job-shop problem belongs to NP complete and the valid algorithm hasn' t been found until now for large scale Job-shop problems. The feasible scheduling can be obtained by adding guided constraint on the basis of directed graph. A method based on least squares support vector machine is constructed to choose accurately the interchangeable operations by learning small samples to obtain the better scheduling. The performance of the algorithm presented can be improved by replenishing special problems during running as supplementary samples for the following training. The results of simulation show that the algorithm performed well for Job-shop problem.

  17. Wave-equation Q tomography and least-squares migration

    KAUST Repository

    Dutta, Gaurav

    2016-03-01

    This thesis designs new methods for Q tomography and Q-compensated prestack depth migration when the recorded seismic data suffer from strong attenuation. A motivation of this work is that the presence of gas clouds or mud channels in overburden structures leads to the distortion of amplitudes and phases in seismic waves propagating inside the earth. If the attenuation parameter Q is very strong, i.e., Q<30, ignoring the anelastic effects in imaging can lead to dimming of migration amplitudes and loss of resolution. This, in turn, adversely affects the ability to accurately predict reservoir properties below such layers. To mitigate this problem, I first develop an anelastic least-squares reverse time migration (Q-LSRTM) technique. I reformulate the conventional acoustic least-squares migration problem as a viscoacoustic linearized inversion problem. Using linearized viscoacoustic modeling and adjoint operators during the least-squares iterations, I show with numerical tests that Q-LSRTM can compensate for the amplitude loss and produce images with better balanced amplitudes than conventional migration. To estimate the background Q model that can be used for any Q-compensating migration algorithm, I then develop a wave-equation based optimization method that inverts for the subsurface Q distribution by minimizing a skeletonized misfit function ε. Here, ε is the sum of the squared differences between the observed and the predicted peak/centroid-frequency shifts of the early-arrivals. Through numerical tests on synthetic and field data, I show that noticeable improvements in the migration image quality can be obtained from Q models inverted using wave-equation Q tomography. A key feature of skeletonized inversion is that it is much less likely to get stuck in a local minimum than a standard waveform inversion method. Finally, I develop a preconditioning technique for least-squares migration using a directional Gabor-based preconditioning approach for isotropic

  18. Multisource Least-squares Reverse Time Migration

    KAUST Repository

    Dai, Wei

    2012-12-01

    Least-squares migration has been shown to be able to produce high quality migration images, but its computational cost is considered to be too high for practical imaging. In this dissertation, a multisource least-squares reverse time migration algorithm (LSRTM) is proposed to increase by up to 10 times the computational efficiency by utilizing the blended sources processing technique. There are three main chapters in this dissertation. In Chapter 2, the multisource LSRTM algorithm is implemented with random time-shift and random source polarity encoding functions. Numerical tests on the 2D HESS VTI data show that the multisource LSRTM algorithm suppresses migration artifacts, balances the amplitudes, improves image resolution, and reduces crosstalk noise associated with the blended shot gathers. For this example, multisource LSRTM is about three times faster than the conventional RTM method. For the 3D example of the SEG/EAGE salt model, with comparable computational cost, multisource LSRTM produces images with more accurate amplitudes, better spatial resolution, and fewer migration artifacts compared to conventional RTM. The empirical results suggest that the multisource LSRTM can produce more accurate reflectivity images than conventional RTM does with similar or less computational cost. The caveat is that LSRTM image is sensitive to large errors in the migration velocity model. In Chapter 3, the multisource LSRTM algorithm is implemented with frequency selection encoding strategy and applied to marine streamer data, for which traditional random encoding functions are not applicable. The frequency-selection encoding functions are delta functions in the frequency domain, so that all the encoded shots have unique non-overlapping frequency content. Therefore, the receivers can distinguish the wavefield from each shot according to the frequencies. With the frequency-selection encoding method, the computational efficiency of LSRTM is increased so that its cost is

  19. Multilevel first-order system least squares for PDEs

    Energy Technology Data Exchange (ETDEWEB)

    McCormick, S.

    1994-12-31

    The purpose of this talk is to analyze the least-squares finite element method for second-order convection-diffusion equations written as a first-order system. In general, standard Galerkin finite element methods applied to non-self-adjoint elliptic equations with significant convection terms exhibit a variety of deficiencies, including oscillations or nonmonotonicity of the solution and poor approximation of its derivatives, A variety of stabilization techniques, such as up-winding, Petrov-Galerkin, and stream-line diffusion approximations, have been introduced to eliminate these and other drawbacks of standard Galerkin methods. Yet, although significant progress has been made, convection-diffusion problems remain among the more difficult problems to solve numerically. The first-order system least-squares approach promises to overcome these deficiencies. This talk develops ellipticity estimates and discretization error bounds for elliptic equations (with lower order terms) that are reformulated as a least-squares problem for an equivalent first-order system. The main results are the proofs of ellipticity and optimal convergence of multiplicative and additive solvers of the discrete systems.

  20. Solving linear inequalities in a least squares sense

    Energy Technology Data Exchange (ETDEWEB)

    Bramley, R.; Winnicka, B. [Indiana Univ., Bloomington, IN (United States)

    1994-12-31

    Let A {element_of} {Re}{sup mxn} be an arbitrary real matrix, and let b {element_of} {Re}{sup m} a given vector. A familiar problem in computational linear algebra is to solve the system Ax = b in a least squares sense; that is, to find an x* minimizing {parallel}Ax {minus} b{parallel}, where {parallel} {center_dot} {parallel} refers to the vector two-norm. Such an x* solves the normal equations A{sup T}(Ax {minus} b) = 0, and the optimal residual r* = b {minus} Ax* is unique (although x* need not be). The least squares problem is usually interpreted as corresponding to multiple observations, represented by the rows of A and b, on a vector of data x. The observations may be inconsistent, and in this case a solution is sought that minimizes the norm of the residuals. A less familiar problem to numerical linear algebraists is the solution of systems of linear inequalities Ax {le} b in a least squares sense, but the motivation is similar: if a set of observations places upper or lower bounds on linear combinations of variables, the authors want to find x* minimizing {parallel} (Ax {minus} b){sub +} {parallel}, where the i{sup th} component of the vector v{sub +} is the maximum of zero and the i{sup th} component of v.

  1. Skeletonized Least Squares Wave Equation Migration

    KAUST Repository

    Zhan, Ge

    2010-10-17

    The theory for skeletonized least squares wave equation migration (LSM) is presented. The key idea is, for an assumed velocity model, the source‐side Green\\'s function and the geophone‐side Green\\'s function are computed by a numerical solution of the wave equation. Only the early‐arrivals of these Green\\'s functions are saved and skeletonized to form the migration Green\\'s function (MGF) by convolution. Then the migration image is obtained by a dot product between the recorded shot gathers and the MGF for every trial image point. The key to an efficient implementation of iterative LSM is that at each conjugate gradient iteration, the MGF is reused and no new finitedifference (FD) simulations are needed to get the updated migration image. It is believed that this procedure combined with phase‐encoded multi‐source technology will allow for the efficient computation of wave equation LSM images in less time than that of conventional reverse time migration (RTM).

  2. Application of neural network model coupling with the partial least-squares method for forecasting watre yield of mine

    Institute of Scientific and Technical Information of China (English)

    CHEN Nan-xiang; CAO Lian-hai; HUANG Qiang

    2005-01-01

    Scientific forecasting water yield of mine is of great significance to the safety production of mine and the colligated using of water resources. The paper established the forecasting model for water yield of mine, combining neural network with the partial least square method. Dealt with independent variables by the partial least square method, it can not only solve the relationship between independent variables but also reduce the input dimensions in neural network model, and then use the neural network which can solve the non-linear problem better. The result of an example shows that the prediction has higher precision in forecasting and fitting.

  3. Moving least-squares corrections for smoothed particle hydrodynamics

    Directory of Open Access Journals (Sweden)

    Ciro Del Negro

    2011-12-01

    Full Text Available First-order moving least-squares are typically used in conjunction with smoothed particle hydrodynamics in the form of post-processing filters for density fields, to smooth out noise that develops in most applications of smoothed particle hydrodynamics. We show how an approach based on higher-order moving least-squares can be used to correct some of the main limitations in gradient and second-order derivative computation in classic smoothed particle hydrodynamics formulations. With a small increase in computational cost, we manage to achieve smooth density distributions without the need for post-processing and with higher accuracy in the computation of the viscous term of the Navier–Stokes equations, thereby reducing the formation of spurious shockwaves or other streaming effects in the evolution of fluid flow. Numerical tests on a classic two-dimensional dam-break problem confirm the improvement of the new approach.

  4. A Generalized Autocovariance Least-Squares Method for Kalman Filter Tuning

    DEFF Research Database (Denmark)

    Åkesson, Bernt Magnus; Jørgensen, John Bagterp; Poulsen, Niels Kjølstad

    2008-01-01

    of the state estimates. There is a linear relationship between covariances and autocovariance. Therefore, the covariance estimation problem can be stated as a least-squares problem, which can be solved as a symmetric semidefinite least-squares problem. This problem is convex and can be solved efficiently...

  5. MULTI-RESOLUTION LEAST SQUARES SUPPORT VECTOR MACHINES

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    The Least Squares Support Vector Machines (LS-SVM) is an improvement to the SVM.Combined the LS-SVM with the Multi-Resolution Analysis (MRA), this letter proposes the Multi-resolution LS-SVM (MLS-SVM). The proposed algorithm has the same theoretical framework as MRA but with better approximation ability. At a fixed scale MLS-SVM is a classical LS-SVM, but MLS-SVM can gradually approximate the target function at different scales. In experiments, the MLS-SVM is used for nonlinear system identification, and achieves better identification accuracy.

  6. Neural Network Inverse Adaptive Controller Based on Davidon Least Square

    Institute of Scientific and Technical Information of China (English)

    2000-01-01

    General neural network inverse adaptive controller haa two flaws: the first is the slow convergence speed; the second is the invalidation to the non-minimum phase system.These defects limit the scope in which the neural network inverse adaptive controller is used.We employ Davidon least squares in training the multi-layer feedforward neural network used in approximating the inverse model of plant to expedite the convergence,and then through constructing the pseudo-plant,a neural network inverse adaptive controller is put forward which is still effective to the nonlinear non-minimum phase system.The simulation results show the validity of this scheme.

  7. Optimization of absorption placement using geometrical acoustic models and least squares.

    Science.gov (United States)

    Saksela, Kai; Botts, Jonathan; Savioja, Lauri

    2015-04-01

    Given a geometrical model of a space, the problem of optimally placing absorption in a space to match a desired impulse response is in general nonlinear. This has led some to use costly optimization procedures. This letter reformulates absorption assignment as a constrained linear least-squares problem. Regularized solutions result in direct distribution of absorption in the room and can accommodate multiple frequency bands, multiple sources and receivers, and constraints on geometrical placement of absorption. The method is demonstrated using a beam tracing model, resulting in the optimal absorption placement on the walls and ceiling of a classroom.

  8. Temperature prediction control based on least squares support vector machines

    Institute of Scientific and Technical Information of China (English)

    Bin LIU; Hongye SU; Weihua HUANG; Jian CHU

    2004-01-01

    A prediction control algorithm is presented based on least squares support vector machines (LS-SVM) model for a class of complex systems with strong nonlinearity.The nonlinear off-line model of the controlled plant is built by LS-SVM with radial basis function (RBF) kernel.In the process of system running,the off-line model is linearized at each sampling instant,and the generalized prediction control (GPC) algorithm is employed to implement the prediction control for the controlled plant.The obtained algorithm is applied to a boiler temperature control system with complicated nonlinearity and large time delay.The results of the experiment verify the effectiveness and merit of the algorithm.

  9. Integer least-squares theory for the GNSS compass

    Science.gov (United States)

    Teunissen, P. J. G.

    2010-07-01

    Global navigation satellite system (GNSS) carrier phase integer ambiguity resolution is the key to high-precision positioning and attitude determination. In this contribution, we develop new integer least-squares (ILS) theory for the GNSS compass model, together with efficient integer search strategies. It extends current unconstrained ILS theory to the nonlinearly constrained case, an extension that is particularly suited for precise attitude determination. As opposed to current practice, our method does proper justice to the a priori given information. The nonlinear baseline constraint is fully integrated into the ambiguity objective function, thereby receiving a proper weighting in its minimization and providing guidance for the integer search. Different search strategies are developed to compute exact and approximate solutions of the nonlinear constrained ILS problem. Their applicability depends on the strength of the GNSS model and on the length of the baseline. Two of the presented search strategies, a global and a local one, are based on the use of an ellipsoidal search space. This has the advantage that standard methods can be applied. The global ellipsoidal search strategy is applicable to GNSS models of sufficient strength, while the local ellipsoidal search strategy is applicable to models for which the baseline lengths are not too small. We also develop search strategies for the most challenging case, namely when the curvature of the non-ellipsoidal ambiguity search space needs to be taken into account. Two such strategies are presented, an approximate one and a rigorous, somewhat more complex, one. The approximate one is applicable when the fixed baseline variance matrix is close to diagonal. Both methods make use of a search and shrink strategy. The rigorous solution is efficiently obtained by means of a search and shrink strategy that uses non-quadratic, but easy-to-evaluate, bounding functions of the ambiguity objective function. The theory

  10. Michaelis-Menten kinetics, the operator-repressor system, and least squares approaches.

    Science.gov (United States)

    Hadeler, Karl Peter

    2013-01-01

    The Michaelis-Menten (MM) function is a fractional linear function depending on two positive parameters. These can be estimated by nonlinear or linear least squares methods. The non-linear methods, based directly on the defect of the MM function, can fail and not produce any minimizer. The linear methods always produce a unique minimizer which, however, may not be positive. Here we give sufficient conditions on the data such that the nonlinear problem has at least one positive minimizer and also conditions for the minimizer of the linear problem to be positive. We discuss in detail the models and equilibrium relations of a classical operator-repressor system, and we extend our approach to the MM problem with leakage and to reversible MM kinetics. The arrangement of the sufficient conditions exhibits the important role of data that have a concavity property (chemically feasible data).

  11. A least-squares computational ``tool kit``. Nuclear data and measurements series

    Energy Technology Data Exchange (ETDEWEB)

    Smith, D.L.

    1993-04-01

    The information assembled in this report is intended to offer a useful computational ``tool kit`` to individuals who are interested in a variety of practical applications for the least-squares method of parameter estimation. The fundamental principles of Bayesian analysis are outlined first and these are applied to development of both the simple and the generalized least-squares conditions. Formal solutions that satisfy these conditions are given subsequently. Their application to both linear and non-linear problems is described in detail. Numerical procedures required to implement these formal solutions are discussed and two utility computer algorithms are offered for this purpose (codes LSIOD and GLSIOD written in FORTRAN). Some simple, easily understood examples are included to illustrate the use of these algorithms. Several related topics are then addressed, including the generation of covariance matrices, the role of iteration in applications of least-squares procedures, the effects of numerical precision and an approach that can be pursued in developing data analysis packages that are directed toward special applications.

  12. Generalized total least squares prediction algorithm for universal 3D similarity transformation

    Science.gov (United States)

    Wang, Bin; Li, Jiancheng; Liu, Chao; Yu, Jie

    2017-02-01

    Three-dimensional (3D) similarity datum transformation is extensively applied to transform coordinates from GNSS-based datum to a local coordinate system. Recently, some total least squares (TLS) algorithms have been successfully developed to solve the universal 3D similarity transformation problem (probably with big rotation angles and an arbitrary scale ratio). However, their procedures of the parameter estimation and new point (non-common point) transformation were implemented separately, and the statistical correlation which often exists between the common and new points in the original coordinate system was not considered. In this contribution, a generalized total least squares prediction (GTLSP) algorithm, which implements the parameter estimation and new point transformation synthetically, is proposed. All of the random errors in the original and target coordinates, and their variance-covariance information will be considered. The 3D transformation model in this case is abstracted as a kind of generalized errors-in-variables (EIV) model and the equation for new point transformation is incorporated into the functional model as well. Then the iterative solution is derived based on the Gauss-Newton approach of nonlinear least squares. The performance of GTLSP algorithm is verified in terms of a simulated experiment, and the results show that GTLSP algorithm can improve the statistical accuracy of the transformed coordinates compared with the existing TLS algorithms for 3D similarity transformation.

  13. Spectral feature matching based on partial least squares

    Institute of Scientific and Technical Information of China (English)

    Weidong Yan; Zheng Tian; Lulu Pan; Mingtao Ding

    2009-01-01

    We investigate the spectral approaches to the problem of point pattern matching, and present a spectral feature descriptors based on partial least square (PLS). Given keypoints of two images, we define the position similarity matrices respectively, and extract the spectral features from the matrices by PLS, which indicate geometric distribution and inner relationships of the keypoints. Then the keypoints matching is done by bipartite graph matching. The experiments on both synthetic and real-world data corroborate the robustness and invariance of the algorithm.

  14. Least squares weighted twin support vector machines with local information

    Institute of Scientific and Technical Information of China (English)

    花小朋; 徐森; 李先锋

    2015-01-01

    A least squares version of the recently proposed weighted twin support vector machine with local information (WLTSVM) for binary classification is formulated. This formulation leads to an extremely simple and fast algorithm, called least squares weighted twin support vector machine with local information (LSWLTSVM), for generating binary classifiers based on two non-parallel hyperplanes. Two modified primal problems of WLTSVM are attempted to solve, instead of two dual problems usually solved. The solution of the two modified problems reduces to solving just two systems of linear equations as opposed to solving two quadratic programming problems along with two systems of linear equations in WLTSVM. Moreover, two extra modifications were proposed in LSWLTSVM to improve the generalization capability. One is that a hot kernel function, not the simple-minded definition in WLTSVM, is used to define the weight matrix of adjacency graph, which ensures that the underlying similarity information between any pair of data points in the same class can be fully reflected. The other is that the weight for each point in the contrary class is considered in constructing equality constraints, which makes LSWLTSVM less sensitive to noise points than WLTSVM. Experimental results indicate that LSWLTSVM has comparable classification accuracy to that of WLTSVM but with remarkably less computational time.

  15. Making the most out of the least (squares migration)

    KAUST Repository

    Dutta, Gaurav

    2014-08-05

    Standard migration images can suffer from migration artifacts due to 1) poor source-receiver sampling, 2) weak amplitudes caused by geometric spreading, 3) attenuation, 4) defocusing, 5) poor resolution due to limited source-receiver aperture, and 6) ringiness caused by a ringy source wavelet. To partly remedy these problems, least-squares migration (LSM), also known as linearized seismic inversion or migration deconvolution (MD), proposes to linearly invert seismic data for the reflectivity distribution. If the migration velocity model is sufficiently accurate, then LSM can mitigate many of the above problems and lead to a more resolved migration image, sometimes with twice the spatial resolution. However, there are two problems with LSM: the cost can be an order of magnitude more than standard migration and the quality of the LSM image is no better than the standard image for velocity errors of 5% or more. We now show how to get the most from least-squares migration by reducing the cost and velocity sensitivity of LSM.

  16. Least-Squares Mirrorsymmetric Solution for Matrix Equations (AX=B, XC=D)

    Institute of Scientific and Technical Information of China (English)

    Fanliang Li; Xiyan Hu; Lei Zhang

    2006-01-01

    In this paper, least-squares mirrorsymmetric solution for matrix equations (AX =B, XC=D) and its optimal approximation is considered. With special expression of mirrorsymmetric matrices, a general representation of solution for the least-squares problem is obtained. In addition, the optimal approximate solution and some algorithms to obtain the optimal approximation are provided.

  17. Making the most out of least-squares migration

    KAUST Repository

    Huang, Yunsong

    2014-09-01

    Standard migration images can suffer from (1) migration artifacts caused by an undersampled acquisition geometry, (2) poor resolution resulting from a limited recording aperture, (3) ringing artifacts caused by ripples in the source wavelet, and (4) weak amplitudes resulting from geometric spreading, attenuation, and defocusing. These problems can be remedied in part by least-squares migration (LSM), also known as linearized seismic inversion or migration deconvolution (MD), which aims to linearly invert seismic data for the reflectivity distribution. Given a sufficiently accurate migration velocity model, LSM can mitigate many of the above problems and can produce more resolved migration images, sometimes with more than twice the spatial resolution of standard migration. However, LSM faces two challenges: The computational cost can be an order of magnitude higher than that of standard migration, and the resulting image quality can fail to improve for migration velocity errors of about 5% or more. It is possible to obtain the most from least-squares migration by reducing the cost and velocity sensitivity of LSM.

  18. Kernel-Based Least Squares Temporal Difference With Gradient Correction.

    Science.gov (United States)

    Song, Tianheng; Li, Dazi; Cao, Liulin; Hirasawa, Kotaro

    2016-04-01

    A least squares temporal difference with gradient correction (LS-TDC) algorithm and its kernel-based version kernel-based LS-TDC (KLS-TDC) are proposed as policy evaluation algorithms for reinforcement learning (RL). LS-TDC is derived from the TDC algorithm. Attributed to TDC derived by minimizing the mean-square projected Bellman error, LS-TDC has better convergence performance. The least squares technique is used to omit the size-step tuning of the original TDC and enhance robustness. For KLS-TDC, since the kernel method is used, feature vectors can be selected automatically. The approximate linear dependence analysis is performed to realize kernel sparsification. In addition, a policy iteration strategy motivated by KLS-TDC is constructed to solve control learning problems. The convergence and parameter sensitivities of both LS-TDC and KLS-TDC are tested through on-policy learning, off-policy learning, and control learning problems. Experimental results, as compared with a series of corresponding RL algorithms, demonstrate that both LS-TDC and KLS-TDC have better approximation and convergence performance, higher efficiency for sample usage, smaller burden of parameter tuning, and less sensitivity to parameters.

  19. Regularization algorithms based on total least squares

    DEFF Research Database (Denmark)

    Hansen, Per Christian; O'Leary, Dianne P.

    1996-01-01

    Discretizations of inverse problems lead to systems of linear equations with a highly ill-conditioned coefficient matrix, and in order to compute stable solutions to these systems it is necessary to apply regularization methods. Classical regularization methods, such as Tikhonov's method or trunc...

  20. Simultaneous least squares fitter based on the Langrange multiplier method

    CERN Document Server

    Guan, Yinghui; Zheng, Yangheng; Zhu, Yong-Sheng

    2013-01-01

    We developed a least squares fitter used for extracting expected physics parameters from the correlated experimental data in high energy physics. This fitter considers the correlations among the observables and handles the nonlinearity using linearization during the $\\chi^2$ minimization. This method can naturally be extended to the analysis with external inputs. By incorporating with Langrange multipliers, the fitter includes constraints among the measured observables and the parameters of interest. We applied this fitter to the study of the $D^{0}-\\bar{D}^{0}$ mixing parameters as the test-bed based on MC simulation. The test results show that the fitter gives unbiased estimators with correct uncertainties and the approach is credible.

  1. Regularization by truncated total least squares

    DEFF Research Database (Denmark)

    Hansen, Per Christian; Fierro, R.D; Golub, G.H

    1997-01-01

    in the piecewise parabolic method. The scheme takes into account all the discontinuities in ideal MHD and is in a strict conservation form. The scheme is applied to numerical examples, which include shock-tube problems in ideal MHD and various interactions between strong MHD shocks. All the waves involved....... It is shown that the scheme offers the principle advantages of a high-order Godunov-type scheme: robust operation in the presence of very strong waves, thin shock fronts, and thin contact and slip surface discontinuities.; An approximate method for solving the Riemann problem is needed to construct Godunov...... schemes for relativistic hydrodynamical equations. Such an approximate Riemann solver is presented in this paper which treats all waves emanating from an initial discontinuity as themselves discontinuous. Therefore, jump conditions for shocks are approximately used for rarefaction waves. The solver...

  2. Partial Least Squares tutorial for analyzing neuroimaging data

    Directory of Open Access Journals (Sweden)

    Patricia Van Roon

    2014-09-01

    Full Text Available Partial least squares (PLS has become a respected and meaningful soft modeling analysis technique that can be applied to very large datasets where the number of factors or variables is greater than the number of observations. Current biometric studies (e.g., eye movements, EKG, body movements, EEG are often of this nature. PLS eliminates the multiple linear regression issues of over-fitting data by finding a few underlying or latent variables (factors that account for most of the variation in the data. In real-world applications, where linear models do not always apply, PLS can model the non-linear relationship well. This tutorial introduces two PLS methods, PLS Correlation (PLSC and PLS Regression (PLSR and their applications in data analysis which are illustrated with neuroimaging examples. Both methods provide straightforward and comprehensible techniques for determining and modeling relationships between two multivariate data blocks by finding latent variables that best describes the relationships. In the examples, the PLSC will analyze the relationship between neuroimaging data such as Event-Related Potential (ERP amplitude averages from different locations on the scalp with their corresponding behavioural data. Using the same data, the PLSR will be used to model the relationship between neuroimaging and behavioural data. This model will be able to predict future behaviour solely from available neuroimaging data. To find latent variables, Singular Value Decomposition (SVD for PLSC and Non-linear Iterative PArtial Least Squares (NIPALS for PLSR are implemented in this tutorial. SVD decomposes the large data block into three manageable matrices containing a diagonal set of singular values, as well as left and right singular vectors. For PLSR, NIPALS algorithms are used because it provides amore precise estimation of the latent variables. Mathematica notebooks are provided for each PLS method with clearly labeled sections and subsections. The

  3. On the stability and accuracy of least squares approximations

    CERN Document Server

    Cohen, Albert; Leviatan, Dany

    2011-01-01

    We consider the problem of reconstructing an unknown function $f$ on a domain $X$ from samples of $f$ at $n$ randomly chosen points with respect to a given measure $\\rho_X$. Given a sequence of linear spaces $(V_m)_{m>0}$ with ${\\rm dim}(V_m)=m\\leq n$, we study the least squares approximations from the spaces $V_m$. It is well known that such approximations can be inaccurate when $m$ is too close to $n$, even when the samples are noiseless. Our main result provides a criterion on $m$ that describes the needed amount of regularization to ensure that the least squares method is stable and that its accuracy, measured in $L^2(X,\\rho_X)$, is comparable to the best approximation error of $f$ by elements from $V_m$. We illustrate this criterion for various approximation schemes, such as trigonometric polynomials, with $\\rho_X$ being the uniform measure, and algebraic polynomials, with $\\rho_X$ being either the uniform or Chebyshev measure. For such examples we also prove similar stability results using deterministic...

  4. Orthogonal least squares learning algorithm for radial basis function networks

    Energy Technology Data Exchange (ETDEWEB)

    Chen, S.; Cowan, C.F.N.; Grant, P.M. (Dept. of Electrical Engineering, Univ. of Edinburgh, Mayfield Road, Edinburgh EH9 3JL, Scotland (GB))

    1991-03-01

    The radial basis function network offers a viable alternative to the two-layer neural network in many applications of signal processing. A common learning algorithm for radial basis function networks is based on first choosing randomly some data points as radial basis function centers and then using singular value decomposition to solve for the weights of the network. Such a procedure has several drawbacks and, in particular, an arbitrary selection of centers is clearly unsatisfactory. The paper proposes an alternative learning procedure based on the orthogonal least squares method. The procedure choose radial basis function centers one by one in a rational way until an adequate network has been constructed. The algorithm has the property that each selected center maximizes the increment to the explained variance or energy of the desired output and does not suffer numerical ill-conditioning problems. The orthogonal least squares learning strategy provides a simple and efficient means for fitting radial basis function networks, and this is illustrated using examples taken from two different signal processing applications.

  5. Orthogonal least squares learning algorithm for radial basis function networks.

    Science.gov (United States)

    Chen, S; Cowan, C N; Grant, P M

    1991-01-01

    The radial basis function network offers a viable alternative to the two-layer neural network in many applications of signal processing. A common learning algorithm for radial basis function networks is based on first choosing randomly some data points as radial basis function centers and then using singular-value decomposition to solve for the weights of the network. Such a procedure has several drawbacks, and, in particular, an arbitrary selection of centers is clearly unsatisfactory. The authors propose an alternative learning procedure based on the orthogonal least-squares method. The procedure chooses radial basis function centers one by one in a rational way until an adequate network has been constructed. In the algorithm, each selected center maximizes the increment to the explained variance or energy of the desired output and does not suffer numerical ill-conditioning problems. The orthogonal least-squares learning strategy provides a simple and efficient means for fitting radial basis function networks. This is illustrated using examples taken from two different signal processing applications.

  6. Least Square Approximation by Linear Combinations of Multi(Poles).

    Science.gov (United States)

    1983-04-01

    ID-R134 069 LEAST SQUARE APPROXIMATION BY LINEAR COMBINATIONS OF i/i MULTI(POLES). 1U OHIO STATE UNIV COLUMBUS DEPT OF GEODETIC SCIENCE AND SURVEY...TR-83-0 117 LEAST SQUARE APPROXIMATION BY LINEAR COMBINATIONS OF (MULTI)POLES WILLI FREEDEN DEPARTMENT OF GEODETIC SCIENCE AND SURVEYING THE OHIO...Subtitle) S. TYPE OF REPORT & PERIOD COVERED LEAST SQUARE APPROXIMATION BY LINEAR Scientific Report No. 3 COMBINATIONS OF (MULTI)POLES 6. PERFORMING ORG

  7. Least-Squares Seismic Inversion with Stochastic Conjugate Gradient Method

    Institute of Scientific and Technical Information of China (English)

    Wei Huang; Hua-Wei Zhou

    2015-01-01

    With the development of computational power, there has been an increased focus on data-fitting related seismic inversion techniques for high fidelity seismic velocity model and image, such as full-waveform inversion and least squares migration. However, though more advanced than conventional methods, these data fitting methods can be very expensive in terms of computational cost. Recently, various techniques to optimize these data-fitting seismic inversion problems have been implemented to cater for the industrial need for much improved efficiency. In this study, we propose a general stochastic conjugate gradient method for these data-fitting related inverse problems. We first prescribe the basic theory of our method and then give synthetic examples. Our numerical experiments illustrate the potential of this method for large-size seismic inversion application.

  8. Least-squares methods involving the H{sup -1} inner product

    Energy Technology Data Exchange (ETDEWEB)

    Pasciak, J.

    1996-12-31

    Least-squares methods are being shown to be an effective technique for the solution of elliptic boundary value problems. However, the methods differ depending on the norms in which they are formulated. For certain problems, it is much more natural to consider least-squares functionals involving the H{sup -1} norm. Such norms give rise to improved convergence estimates and better approximation to problems with low regularity solutions. In addition, fewer new variables need to be added and less stringent boundary conditions need to be imposed. In this talk, I will describe some recent developments involving least-squares methods utilizing the H{sup -1} inner product.

  9. The least-square method in complex number domain

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    The classical least-square method was extended from the real number into the complex number domain, which is called the complex least-square method. The mathematical derivation and its applications show that the complex least-square method is different from one that the real number and the imaginary number are separately calculated with the classical least-square, by which the actual leastsquare estimation cannot be obtained in practice. Applications of this new method to an arbitrarily given series and to the precipitation in rainy season at 160 meteorological stations in China mainland show advantages of this method over other conventional statistical models.

  10. A least squares finite element scheme for transonic flow around harmonically oscillating airfoils

    Science.gov (United States)

    Cox, C. L.; Fix, G. J.; Gunzburger, M. D.

    1983-01-01

    The present investigation shows that a finite element scheme with a weighted least squares variational principle is applicable to the problem of transonic flow around a harmonically oscillating airfoil. For the flat plate case, numerical results compare favorably with the exact solution. The obtained numerical results for the transonic problem, for which an exact solution is not known, have the characteristics of known experimental results. It is demonstrated that the performance of the employed numerical method is independent of equation type (elliptic or hyperbolic) and frequency. The weighted least squares principle allows the appropriate modeling of singularities, which such a modeling of singularities is not possible with normal least squares.

  11. Least-squares based iterative multipath super-resolution technique

    CERN Document Server

    Nam, Wooseok

    2011-01-01

    In this paper, we study the problem of multipath channel estimation for direct sequence spread spectrum signals. To resolve multipath components arriving within a short interval, we propose a new algorithm called the least-squares based iterative multipath super-resolution (LIMS). Compared to conventional super-resolution techniques, such as the multiple signal classification (MUSIC) and the estimation of signal parameters via rotation invariance techniques (ESPRIT), our algorithm has several appealing features. In particular, even in critical situations where the conventional super-resolution techniques are not very powerful due to limited data or the correlation between path coefficients, the LIMS algorithm can produce successful results. In addition, due to its iterative nature, the LIMS algorithm is suitable for recursive multipath tracking, whereas the conventional super-resolution techniques may not be. Through numerical simulations, we show that the LIMS algorithm can resolve the first arrival path amo...

  12. Least squares deconvolution of the stellar intensity and polarization spectra

    CERN Document Server

    Kochukhov, O; Piskunov, N

    2010-01-01

    Least squares deconvolution (LSD) is a powerful method of extracting high-precision average line profiles from the stellar intensity and polarization spectra. Despite its common usage, the LSD method is poorly documented and has never been tested using realistic synthetic spectra. In this study we revisit the key assumptions of the LSD technique, clarify its numerical implementation, discuss possible improvements and give recommendations how to make LSD results understandable and reproducible. We also address the problem of interpretation of the moments and shapes of the LSD profiles in terms of physical parameters. We have developed an improved, multiprofile version of LSD and have extended the deconvolution procedure to linear polarization analysis taking into account anomalous Zeeman splitting of spectral lines. This code is applied to the theoretical Stokes parameter spectra. We test various methods of interpreting the mean profiles, investigating how coarse approximations of the multiline technique trans...

  13. note: The least square nucleolus is a general nucleolus

    OpenAIRE

    Elisenda Molina; Juan Tejada

    2000-01-01

    This short note proves that the least square nucleolus (Ruiz et al. (1996)) and the lexicographical solution (Sakawa and Nishizaki (1994)) select the same imputation in each game with nonempty imputation set. As a consequence the least square nucleolus is a general nucleolus (Maschler et al. (1992)).

  14. Abnormal behavior of the least squares estimate of multiple regression

    Institute of Scientific and Technical Information of China (English)

    陈希孺; 安鸿志

    1997-01-01

    An example is given to reveal the abnormal behavior of the least squares estimate of multiple regression. It is shown that the least squares estimate of the multiple linear regression may be "improved in the sense of weak consistency when nuisance parameters are introduced into the model. A discussion on the implications of this finding is given.

  15. Using Weighted Least Squares Regression for Obtaining Langmuir Sorption Constants

    Science.gov (United States)

    One of the most commonly used models for describing phosphorus (P) sorption to soils is the Langmuir model. To obtain model parameters, the Langmuir model is fit to measured sorption data using least squares regression. Least squares regression is based on several assumptions including normally dist...

  16. Recursive least squares method of regression coefficients estimation as a special case of Kalman filter

    Science.gov (United States)

    Borodachev, S. M.

    2016-06-01

    The simple derivation of recursive least squares (RLS) method equations is given as special case of Kalman filter estimation of a constant system state under changing observation conditions. A numerical example illustrates application of RLS to multicollinearity problem.

  17. Enhanced least squares Monte Carlo method for real-time decision optimizations for evolving natural hazards

    DEFF Research Database (Denmark)

    Anders, Annett; Nishijima, Kazuyoshi

    The present paper aims at enhancing a solution approach proposed by Anders & Nishijima (2011) to real-time decision problems in civil engineering. The approach takes basis in the Least Squares Monte Carlo method (LSM) originally proposed by Longstaff & Schwartz (2001) for computing American option...... the improvement of the computational efficiency is to “best utilize” the least squares method; i.e. least squares method is applied for estimating the expected utility for terminal decisions, conditional on realizations of underlying random phenomena at respective times in a parametric way. The implementation...

  18. Multilevel solvers of first-order system least-squares for Stokes equations

    Energy Technology Data Exchange (ETDEWEB)

    Lai, Chen-Yao G. [National Chung Cheng Univ., Chia-Yi (Taiwan, Province of China)

    1996-12-31

    Recently, The use of first-order system least squares principle for the approximate solution of Stokes problems has been extensively studied by Cai, Manteuffel, and McCormick. In this paper, we study multilevel solvers of first-order system least-squares method for the generalized Stokes equations based on the velocity-vorticity-pressure formulation in three dimensions. The least-squares functionals is defined to be the sum of the L{sup 2}-norms of the residuals, which is weighted appropriately by the Reynolds number. We develop convergence analysis for additive and multiplicative multilevel methods applied to the resulting discrete equations.

  19. Nonlinear least squares estimation based on multiple genetic algorithms%基于多群体遗传算法的非线性最小二乘估计

    Institute of Scientific and Technical Information of China (English)

    刘德玲; 马志强

    2011-01-01

    Conventional Newton-like algorithms, widely used for parameter estimation of nonlinear models,are sensitive to initial values while simple genetic algorithms are liable to fall into local optimization. This paper proposes a multiple genetic algorithm. It searches the solution with several genetic algorithms and can adjust the parameter domain dynamically according to the optimum solution found by each genetic algorithm with several iterations, for which it can avoid running into local optimization,increase the performance and liability that the solution found is the global optimum solution. Experimental results show that the proposed algorithm is an effective approach of parameter estimations of nonlinear systems.%由于非线性模型参数估计理论广泛使用的传统牛顿类算法对初值的敏感性,以及简单遗传算法易陷入局部最优的问题,提出了一种多群体遗传算法,它采用多个群体执行遗传算法搜索解,并且能根据各个群体在较少迭代次数中找到的最优解动态调整参数域,提高了遗传算法的性能及搜索到的解是全局最优解的可靠性.实验结果表明:新的算法是一种有效的非线性系统模型参数估计方法.

  20. Parsimonious extreme learning machine using recursive orthogonal least squares.

    Science.gov (United States)

    Wang, Ning; Er, Meng Joo; Han, Min

    2014-10-01

    Novel constructive and destructive parsimonious extreme learning machines (CP- and DP-ELM) are proposed in this paper. By virtue of the proposed ELMs, parsimonious structure and excellent generalization of multiinput-multioutput single hidden-layer feedforward networks (SLFNs) are obtained. The proposed ELMs are developed by innovative decomposition of the recursive orthogonal least squares procedure into sequential partial orthogonalization (SPO). The salient features of the proposed approaches are as follows: 1) Initial hidden nodes are randomly generated by the ELM methodology and recursively orthogonalized into an upper triangular matrix with dramatic reduction in matrix size; 2) the constructive SPO in the CP-ELM focuses on the partial matrix with the subcolumn of the selected regressor including nonzeros as the first column while the destructive SPO in the DP-ELM operates on the partial matrix including elements determined by the removed regressor; 3) termination criteria for CP- and DP-ELM are simplified by the additional residual error reduction method; and 4) the output weights of the SLFN need not be solved in the model selection procedure and is derived from the final upper triangular equation by backward substitution. Both single- and multi-output real-world regression data sets are used to verify the effectiveness and superiority of the CP- and DP-ELM in terms of parsimonious architecture and generalization accuracy. Innovative applications to nonlinear time-series modeling demonstrate superior identification results.

  1. Multiple concurrent recursive least squares identification with application to on-line spacecraft mass-property identification

    Science.gov (United States)

    Wilson, Edward (Inventor)

    2006-01-01

    The present invention is a method for identifying unknown parameters in a system having a set of governing equations describing its behavior that cannot be put into regression form with the unknown parameters linearly represented. In this method, the vector of unknown parameters is segmented into a plurality of groups where each individual group of unknown parameters may be isolated linearly by manipulation of said equations. Multiple concurrent and independent recursive least squares identification of each said group run, treating other unknown parameters appearing in their regression equation as if they were known perfectly, with said values provided by recursive least squares estimation from the other groups, thereby enabling the use of fast, compact, efficient linear algorithms to solve problems that would otherwise require nonlinear solution approaches. This invention is presented with application to identification of mass and thruster properties for a thruster-controlled spacecraft.

  2. Global Convergence of Adaptive Generalized Predictive Controller Based on Least Squares Algorithm

    Institute of Scientific and Technical Information of China (English)

    张兴会; 陈增强; 袁著祉

    2003-01-01

    Some papers on stochastic adaptive control schemes have established convergence algorithm using a leastsquares parameters. With the popular application of GPC, global convergence has become a key problem in automatic control theory. However, now global convergence of GPC has not been established for algorithms in computing a least squares iteration. A generalized model of adaptive generalized predictive control is presented. The global convergebce is also given on the basis of estimating the parameters of GPC by least squares algorithm.

  3. Visualizing Least-Square Lines of Best Fit.

    Science.gov (United States)

    Engebretsen, Arne

    1997-01-01

    Presents strategies that utilize graphing calculators and computer software to help students understand the concept of minimizing the squared residuals to find the line of best fit. Includes directions for least-squares drawings using a variety of technologies. (DDR)

  4. Performance Evaluation of the Ordinary Least Square (OLS) and ...

    African Journals Online (AJOL)

    Nana Kwasi Peprah

    Keywords: Differential Global Positioning, System, Total Least Square, Ordinary ... observation equations where only the observations are considered as ..... Dreiseitl, S., and Ohno-Machado, L. (2002), “Logistic Regression and Artificial Neural.

  5. Generalized Penalized Least Squares and Its Statistical Characteristics

    Institute of Scientific and Technical Information of China (English)

    DING Shijun; TAO Benzao

    2006-01-01

    The solution properties of semiparametric model are analyzed, especially that penalized least squares for semiparametric model will be invalid when the matrix BTPB is ill-posed or singular. According to the principle of ridge estimate for linear parametric model, generalized penalized least squares for semiparametric model are put forward, and some formulae and statistical properties of estimates are derived. Finally according to simulation examples some helpful conclusions are drawn.

  6. An application of least squares fit mapping to clinical classification.

    OpenAIRE

    Yang, Y.; Chute, C. G.

    1992-01-01

    This paper describes a unique approach, "Least Square Fit Mapping," to clinical data classification. We use large collections of human-assigned text-to-category matches as training sets to compute the correlations between physicians' terms and canonical concepts. A Linear Least Squares Fit (LLSF) technique is employed to obtain a mapping function which optimally fits the known matches given in a training set and probabilistically captures the unknown matches for arbitrary texts. We tested our...

  7. Recursive least squares background prediction of univariate syndromic surveillance data

    OpenAIRE

    Burkom Howard; Najmi Amir-Homayoon

    2009-01-01

    Abstract Background Surveillance of univariate syndromic data as a means of potential indicator of developing public health conditions has been used extensively. This paper aims to improve the performance of detecting outbreaks by using a background forecasting algorithm based on the adaptive recursive least squares method combined with a novel treatment of the Day of the Week effect. Methods Previous work by the first author has suggested that univariate recursive least squares analysis of s...

  8. A Generalized Autocovariance Least-Squares Method for Covariance Estimation

    DEFF Research Database (Denmark)

    Åkesson, Bernt Magnus; Jørgensen, John Bagterp; Poulsen, Niels Kjølstad;

    2007-01-01

    A generalization of the autocovariance least- squares method for estimating noise covariances is presented. The method can estimate mutually correlated system and sensor noise and can be used with both the predicting and the filtering form of the Kalman filter.......A generalization of the autocovariance least- squares method for estimating noise covariances is presented. The method can estimate mutually correlated system and sensor noise and can be used with both the predicting and the filtering form of the Kalman filter....

  9. Natural gradient-based recursive least-squares algorithm for adaptive blind source separation

    Institute of Scientific and Technical Information of China (English)

    ZHU Xiaolong; ZHANG Xianda; YE Jimin

    2004-01-01

    This paper focuses on the problem of adaptive blind source separation (BSS).First, a recursive least-squares (RLS) whitening algorithm is proposed. By combining it with a natural gradient-based RLS algorithm for nonlinear principle component analysis (PCA), and using reasonable approximations, a novel RLS algorithm which can achieve BSS without additional pre-whitening of the observed mixtures is obtained. Analyses of the equilibrium points show that both of the RLS whitening algorithm and the natural gradient-based RLS algorithm for BSS have the desired convergence properties. It is also proved that the combined new RLS algorithm for BSS is equivariant and has the property of keeping the separating matrix from becoming singular. Finally, the effectiveness of the proposed algorithm is verified by extensive simulation results.

  10. Partial least squares modeling and genetic algorithm optimization in quantitative structure-activity relationships.

    Science.gov (United States)

    Hasegawa, K; Funatsu, K

    2000-01-01

    Quantitative structure-activity relationship (QSAR) studies based on chemometric techniques are reviewed. Partial least squares (PLS) is introduced as a novel robust method to replace classical methods such as multiple linear regression (MLR). Advantages of PLS compared to MLR are illustrated with typical applications. Genetic algorithm (GA) is a novel optimization technique which can be used as a search engine in variable selection. A novel hybrid approach comprising GA and PLS for variable selection developed in our group (GAPLS) is described. The more advanced method for comparative molecular field analysis (CoMFA) modeling called GA-based region selection (GARGS) is described as well. Applications of GAPLS and GARGS to QSAR and 3D-QSAR problems are shown with some representative examples. GA can be hybridized with nonlinear modeling methods such as artificial neural networks (ANN) for providing useful tools in chemometric and QSAR.

  11. Iterative least-squares solvers for the Navier-Stokes equations

    Energy Technology Data Exchange (ETDEWEB)

    Bochev, P. [Univ. of Texas, Arlington, TX (United States)

    1996-12-31

    In the recent years finite element methods of least-squares type have attracted considerable attention from both mathematicians and engineers. This interest has been motivated, to a large extent, by several valuable analytic and computational properties of least-squares variational principles. In particular, finite element methods based on such principles circumvent Ladyzhenskaya-Babuska-Brezzi condition and lead to symmetric and positive definite algebraic systems. Thus, it is not surprising that numerical solution of fluid flow problems has been among the most promising and successful applications of least-squares methods. In this context least-squares methods offer significant theoretical and practical advantages in the algorithmic design, which makes resulting methods suitable, among other things, for large-scale numerical simulations.

  12. Robust regularized least-squares beamforming approach to signal estimation

    KAUST Repository

    Suliman, Mohamed

    2017-05-12

    In this paper, we address the problem of robust adaptive beamforming of signals received by a linear array. The challenge associated with the beamforming problem is twofold. Firstly, the process requires the inversion of the usually ill-conditioned covariance matrix of the received signals. Secondly, the steering vector pertaining to the direction of arrival of the signal of interest is not known precisely. To tackle these two challenges, the standard capon beamformer is manipulated to a form where the beamformer output is obtained as a scaled version of the inner product of two vectors. The two vectors are linearly related to the steering vector and the received signal snapshot, respectively. The linear operator, in both cases, is the square root of the covariance matrix. A regularized least-squares (RLS) approach is proposed to estimate these two vectors and to provide robustness without exploiting prior information. Simulation results show that the RLS beamformer using the proposed regularization algorithm outperforms state-of-the-art beamforming algorithms, as well as another RLS beamformers using a standard regularization approaches.

  13. Harmonic estimation in a power system using a novel hybrid Least Squares-Adaline algorithm

    Energy Technology Data Exchange (ETDEWEB)

    Joorabian, M.; Mortazavi, S.S.; Khayyami, A.A. [Electrical Engineering Department, Shahid Chamran University, Ahwaz, 61355 (Iran)

    2009-01-15

    Nowadays many algorithms have been proposed for harmonic estimation in a power system. Most of them deal with this estimation as a totally nonlinear problem. Consequently, these methods either converge slowly, like GA algorithm [U. Qidwai, M. Bettayeb, GA based nonlinear harmonic estimation, IEEE Trans. Power Delivery (December) 1998], or need accurate parameter adjustment to track dynamic and abrupt changes of harmonics amplitudes, like adaptive Kalman filter (KF) [Steven Liu, An adaptive Kalman filter for dynamic estimation of harmonic signals, in: 8th International Conference On Harmonics and Quality of Power, ICHQP'98, Athens, Greece, October 14-16, 1998]. In this paper a novel hybrid approach, based on the decomposition of the problem into a linear and a nonlinear problem, is proposed. A linear estimator, i.e., Least Squares (LS), which is simple, fast and does not need any parameter tuning to follow harmonics amplitude changes, is used for amplitude estimation and an adaptive linear combiner called 'Adaline', which is very fast and very simple is used to estimate phases of harmonics. An improvement in convergence and processing time is achieved using this algorithm. Moreover, better performance in online tracking of dynamic and abrupt changes of signals is the result of applying this method. (author)

  14. A Bayesian least squares support vector machines based framework for fault diagnosis and failure prognosis

    Science.gov (United States)

    Khawaja, Taimoor Saleem

    and any abnormal or novel data during real-time operation. The results of the scheme are interpreted as a posterior probability of health (1 - probability of fault). As shown through two case studies in Chapter 3, the scheme is well suited for diagnosing imminent faults in dynamical non-linear systems. Finally, the failure prognosis scheme is based on an incremental weighted Bayesian LS-SVR machine. It is particularly suited for online deployment given the incremental nature of the algorithm and the quick optimization problem solved in the LS-SVR algorithm. By way of kernelization and a Gaussian Mixture Modeling (GMM) scheme, the algorithm can estimate "possibly" non-Gaussian posterior distributions for complex non-linear systems. An efficient regression scheme associated with the more rigorous core algorithm allows for long-term predictions, fault growth estimation with confidence bounds and remaining useful life (RUL) estimation after a fault is detected. The leading contributions of this thesis are (a) the development of a novel Bayesian Anomaly Detector for efficient and reliable Fault Detection and Identification (FDI) based on Least Squares Support Vector Machines, (b) the development of a data-driven real-time architecture for long-term Failure Prognosis using Least Squares Support Vector Machines, (c) Uncertainty representation and management using Bayesian Inference for posterior distribution estimation and hyper-parameter tuning, and finally (d) the statistical characterization of the performance of diagnosis and prognosis algorithms in order to relate the efficiency and reliability of the proposed schemes.

  15. BER analysis of regularized least squares for BPSK recovery

    KAUST Repository

    Ben Atitallah, Ismail

    2017-06-20

    This paper investigates the problem of recovering an n-dimensional BPSK signal x0 ∈ {−1, 1}n from m-dimensional measurement vector y = Ax+z, where A and z are assumed to be Gaussian with iid entries. We consider two variants of decoders based on the regularized least squares followed by hard-thresholding: the case where the convex relaxation is from {−1, 1}n to ℝn and the box constrained case where the relaxation is to [−1, 1]n. For both cases, we derive an exact expression of the bit error probability when n and m grow simultaneously large at a fixed ratio. For the box constrained case, we show that there exists a critical value of the SNR, above which the optimal regularizer is zero. On the other side, the regularization can further improve the performance of the box relaxation at low to moderate SNR regimes. We also prove that the optimal regularizer in the bit error rate sense for the unboxed case is nothing but the MMSE detector.

  16. Efficient sparse kernel feature extraction based on partial least squares.

    Science.gov (United States)

    Dhanjal, Charanpal; Gunn, Steve R; Shawe-Taylor, John

    2009-08-01

    The presence of irrelevant features in training data is a significant obstacle for many machine learning tasks. One approach to this problem is to extract appropriate features and, often, one selects a feature extraction method based on the inference algorithm. Here, we formalize a general framework for feature extraction, based on Partial Least Squares, in which one can select a user-defined criterion to compute projection directions. The framework draws together a number of existing results and provides additional insights into several popular feature extraction methods. Two new sparse kernel feature extraction methods are derived under the framework, called Sparse Maximal Alignment (SMA) and Sparse Maximal Covariance (SMC), respectively. Key advantages of these approaches include simple implementation and a training time which scales linearly in the number of examples. Furthermore, one can project a new test example using only k kernel evaluations, where k is the output dimensionality. Computational results on several real-world data sets show that SMA and SMC extract features which are as predictive as those found using other popular feature extraction methods. Additionally, on large text retrieval and face detection data sets, they produce features which match the performance of the original ones in conjunction with a Support Vector Machine.

  17. PREDIKSI WAKTU KETAHANAN HIDUP DENGAN METODE PARTIAL LEAST SQUARE

    Directory of Open Access Journals (Sweden)

    PANDE PUTU BUDI KUSUMA

    2013-03-01

    Full Text Available Coronary heart disease is caused due to an accumulation of fat on the inside walls of blood vessels of the heart (coronary arteries. The factors that had led to the occurrence of coronary heart disease is dominated by unhealthy lifestyle of patients, and the survival times of different patients. This research objective is to predict the survival time of patients with coronary heart disease by taking into account the explanatory variables were analyzed by the method of Partial Least Square (PLS.  PLS method is used to resolve the multiple regression analysis when the specific problems of multicollinearity and microarray data. The purpose of the PLS method is to predict the explanatory variables with multiple response variables so as to produce a more accurate predictive value.  The results of this research showed that the prediction of survival for the three samples of patients with coronary heart disease had an average of 13 days, with a RMSEP value (error value was 1.526 which means that the results of this study are not much different from the predicted results in the field of medicine. This is consistent with the fact that the medical field suggests that the average survival for patients with coronary heart disease by 13 days.

  18. Conditional least squares estimation in nonstationary nonlinear stochastic regression models

    CERN Document Server

    Jacob, Christine

    2010-01-01

    Let $\\{Z_n\\}$ be a real nonstationary stochastic process such that $E(Z_n|{\\mathcaligr F}_{n-1})\\stackrel{\\mathrm{a.s.}}{<}\\infty$ and $E(Z^2_n|{\\mathcaligr F}_{n-1})\\stackrel{\\mathrm{a.s.}}{<}\\infty$, where $\\{{\\mathcaligr F}_n\\}$ is an increasing sequence of $\\sigma$-algebras. Assuming that $E(Z_n|{\\mathcaligr F}_{n-1})=g_n(\\theta_0,\

  19. Bootstrapping Nonlinear Least Squares Estimates in the Kalman Filter Model.

    Science.gov (United States)

    1986-01-01

    Bias Bootstrapa 3.933 x 103 0.651 x 103 -0.166 x 10-- b b Newton - Rapshon 1.380 x 10- 0.479 x 10- 10_c 0_ c , e -.., Emperical 3.605 x 10 -0.026 x 10...most cases, parameter estimation for the KF model has been accomplished by maximum likelihood techniques involving the use of scoring or Newton ...is well behaved, the Newton -Raphson and scoring procedures enjoy quadratic convergence in the neighborhood of the maximum and one has a ready-made

  20. Application of the Polynomial-Based Least Squares and Total Least Squares Models for the Attenuated Total Reflection Fourier Transform Infrared Spectra of Binary Mixtures of Hydroxyl Compounds.

    Science.gov (United States)

    Shan, Peng; Peng, Silong; Zhao, Yuhui; Tang, Liang

    2016-03-01

    An analysis of binary mixtures of hydroxyl compound by Attenuated Total Reflection Fourier transform infrared spectroscopy (ATR FT-IR) and classical least squares (CLS) yield large model error due to the presence of unmodeled components such as H-bonded components. To accommodate these spectral variations, polynomial-based least squares (LSP) and polynomial-based total least squares (TLSP) are proposed to capture the nonlinear absorbance-concentration relationship. LSP is based on assuming that only absorbance noise exists; while TLSP takes both absorbance noise and concentration noise into consideration. In addition, based on different solving strategy, two optimization algorithms (limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm and Levenberg-Marquardt (LM) algorithm) are combined with TLSP and then two different TLSP versions (termed as TLSP-LBFGS and TLSP-LM) are formed. The optimum order of each nonlinear model is determined by cross-validation. Comparison and analyses of the four models are made from two aspects: absorbance prediction and concentration prediction. The results for water-ethanol solution and ethanol-ethyl lactate solution show that LSP, TLSP-LBFGS, and TLSP-LM can, for both absorbance prediction and concentration prediction, obtain smaller root mean square error of prediction than CLS. Additionally, they can also greatly enhance the accuracy of estimated pure component spectra. However, from the view of concentration prediction, the Wilcoxon signed rank test shows that there is no statistically significant difference between each nonlinear model and CLS.

  1. Performance analysis of the Least-Squares estimator in Astrometry

    CERN Document Server

    Lobos, Rodrigo A; Mendez, Rene A; Orchard, Marcos

    2015-01-01

    We characterize the performance of the widely-used least-squares estimator in astrometry in terms of a comparison with the Cramer-Rao lower variance bound. In this inference context the performance of the least-squares estimator does not offer a closed-form expression, but a new result is presented (Theorem 1) where both the bias and the mean-square-error of the least-squares estimator are bounded and approximated analytically, in the latter case in terms of a nominal value and an interval around it. From the predicted nominal value we analyze how efficient is the least-squares estimator in comparison with the minimum variance Cramer-Rao bound. Based on our results, we show that, for the high signal-to-noise ratio regime, the performance of the least-squares estimator is significantly poorer than the Cramer-Rao bound, and we characterize this gap analytically. On the positive side, we show that for the challenging low signal-to-noise regime (attributed to either a weak astronomical signal or a noise-dominated...

  2. [The net analyte preprocessing combined with radial basis partial least squares regression applied in noninvasive measurement of blood glucose].

    Science.gov (United States)

    Li, Qing-Bo; Huang, Zheng-Wei

    2014-02-01

    In order to improve the prediction accuracy of quantitative analysis model in the near-infrared spectroscopy of blood glucose, this paper, by combining net analyte preprocessing (NAP) algorithm and radial basis functions partial least squares (RBFPLS) regression, builds a nonlinear model building method which is suitable for glucose measurement of human, named as NAP-RBFPLS. First, NAP is used to pre-process the near-infrared spectroscopy of blood glucose, in order to effectively extract the information which only relates to glucose signal from the original near-infrared spectra, so that it could effectively weaken the occasional correlation problems of the glucose changes and the interference factors which are caused by the absorption of water, albumin, hemoglobin, fat and other components of the blood in human body, the change of temperature of human body, the drift of measuring instruments, the changes of measuring environment, and the changes of measuring conditions; and then a nonlinear quantitative analysis model is built with the near-infrared spectroscopy data after NAP, in order to solve the nonlinear relationship between glucose concentrations and near-infrared spectroscopy which is caused by body strong scattering. In this paper, the new method is compared with other three quantitative analysis models building on partial least squares (PLS), net analyte preprocessing partial least squares (NAP-PLS) and RBFPLS respectively. At last, the experimental results show that the nonlinear calibration model, developed by combining NAP algorithm and RBFPLS regression, which was put forward in this paper, greatly improves the prediction accuracy of prediction sets, and what has been proved in this paper is that the nonlinear model building method will produce practical applications for the research of non-invasive detection techniques on human glucose concentrations.

  3. Simulation of Foam Divot Weight on External Tank Utilizing Least Squares and Neural Network Methods

    Science.gov (United States)

    Chamis, Christos C.; Coroneos, Rula M.

    2007-01-01

    Simulation of divot weight in the insulating foam, associated with the external tank of the U.S. space shuttle, has been evaluated using least squares and neural network concepts. The simulation required models based on fundamental considerations that can be used to predict under what conditions voids form, the size of the voids, and subsequent divot ejection mechanisms. The quadratic neural networks were found to be satisfactory for the simulation of foam divot weight in various tests associated with the external tank. Both linear least squares method and the nonlinear neural network predicted identical results.

  4. Distributed Recursive Least-Squares: Stability and Performance Analysis

    CERN Document Server

    Mateos, Gonzalo

    2011-01-01

    The recursive least-squares (RLS) algorithm has well-documented merits for reducing complexity and storage requirements, when it comes to online estimation of stationary signals as well as for tracking slowly-varying nonstationary processes. In this paper, a distributed recursive least-squares (D-RLS) algorithm is developed for cooperative estimation using ad hoc wireless sensor networks. Distributed iterations are obtained by minimizing a separable reformulation of the exponentially-weighted least-squares cost, using the alternating-minimization algorithm. Sensors carry out reduced-complexity tasks locally, and exchange messages with one-hop neighbors to consent on the network-wide estimates adaptively. A steady-state mean-square error (MSE) performance analysis of D-RLS is conducted, by studying a stochastically-driven `averaged' system that approximates the D-RLS dynamics asymptotically in time. For sensor observations that are linearly related to the time-invariant parameter vector sought, the simplifying...

  5. Meshless Least-Squares Method for Solving the Steady-State Heat Conduction Equation

    Institute of Scientific and Technical Information of China (English)

    LIU Yan; ZHANG Xiong; LU Mingwan

    2005-01-01

    The meshless weighted least-squares (MWLS) method is a pure meshless method that combines the moving least-squares approximation scheme and least-square discretization. Previous studies of the MWLS method for elastostatics and wave propagation problems have shown that the MWLS method possesses several advantages, such as high accuracy, high convergence rate, good stability, and high computational efficiency. In this paper, the MWLS method is extended to heat conduction problems. The MWLS computational parameters are chosen based on a thorough numerical study of 1-dimensional problems. Several 2-dimensional examples show that the MWLS method is much faster than the element free Galerkin method (EFGM), while the accuracy of the MWLS method is close to, or even better than the EFGM. These numerical results demonstrate that the MWLS method has good potential for numerical analyses of heat transfer problems.

  6. A note on the limitations of lattice least squares

    Science.gov (United States)

    Gillis, J. T.; Gustafson, C. L.; Mcgraw, G. A.

    1988-01-01

    This paper quantifies the known limitation of lattice least squares to ARX models in terms of the dynamic properties of the system being modeled. This allows determination of the applicability of lattice least squares in a given situation. The central result is that an equivalent ARX model exists for an ARMAX system if and only if the ARMAX system has no transmission zeros from the noise port to the output port. The technique used to prove this fact is a construction using the matrix fractional description of the system. The final section presents two computational examples.

  7. Multi-source least-squares migration of marine data

    KAUST Repository

    Wang, Xin

    2012-11-04

    Kirchhoff based multi-source least-squares migration (MSLSM) is applied to marine streamer data. To suppress the crosstalk noise from the excitation of multiple sources, a dynamic encoding function (including both time-shifts and polarity changes) is applied to the receiver side traces. Results show that the MSLSM images are of better quality than the standard Kirchhoff migration and reverse time migration images; moreover, the migration artifacts are reduced and image resolution is significantly improved. The computational cost of MSLSM is about the same as conventional least-squares migration, but its IO cost is significantly decreased.

  8. Sparse least-squares reverse time migration using seislets

    KAUST Repository

    Dutta, Gaurav

    2015-08-19

    We propose sparse least-squares reverse time migration (LSRTM) using seislets as a basis for the reflectivity distribution. This basis is used along with a dip-constrained preconditioner that emphasizes image updates only along prominent dips during the iterations. These dips can be estimated from the standard migration image or from the gradient using plane-wave destruction filters or structural tensors. Numerical tests on synthetic datasets demonstrate the benefits of this method for mitigation of aliasing artifacts and crosstalk noise in multisource least-squares migration.

  9. HERMITE SCATTERED DATA FITTING BY THE PENALIZED LEAST SQUARES METHOD

    Institute of Scientific and Technical Information of China (English)

    Tianhe Zhou; Danfu Han

    2009-01-01

    Given a set of scattered data with derivative values. If the data is noisy or there is an extremely large number of data, we use an extension of the penalized least squares method of von Golitschek and Schumaker[Serdica, 18 (2002), pp.1001-1020]to fit the data. We show that the extension of the penalized least squares method produces a unique spline to fit the data. Also we give the error bound for the extension method. Some numerical examples are presented to demonstrate the effectiveness of the proposed method.

  10. Least-squares variance component estimation: theory and GPS applications

    OpenAIRE

    Amiri-Simkooei, A.

    2007-01-01

    In this thesis we study the method of least-squares variance component estimation (LS-VCE) and elaborate on theoretical and practical aspects of the method. We show that LS-VCE is a simple, flexible, and attractive VCE-method. The LS-VCE method is simple because it is based on the well-known principle of least-squares. With this method the estimation of the (co)variance components is based on a linear model of observation equations. The method is flexible since it works with a user-defined we...

  11. Nonparametric Least Squares Estimation of a Multivariate Convex Regression Function

    CERN Document Server

    Seijo, Emilio

    2010-01-01

    This paper deals with the consistency of the least squares estimator of a convex regression function when the predictor is multidimensional. We characterize and discuss the computation of such an estimator via the solution of certain quadratic and linear programs. Mild sufficient conditions for the consistency of this estimator and its subdifferentials in fixed and stochastic design regression settings are provided. We also consider a regression function which is known to be convex and componentwise nonincreasing and discuss the characterization, computation and consistency of its least squares estimator.

  12. The structured total least squares algorithm research for passive location based on angle information

    Institute of Scientific and Technical Information of China (English)

    WANG Ding; ZHANG Li; WU Ying

    2009-01-01

    Based on the constrained total least squares (CTLS) passive location algorithm with bearing-only measurements, in this paper, the same passive location problem is transformed into the structured total least squares (STLS) problem. The solution of the STLS problem for passive location can be obtained using the inverse iteration method. It also expatiates that both the STLS algorithm and the CTLS algorithm have the same location mean squares error under certain condition. Finally, the article presents a kind of location and tracking algorithm for moving target by combining STLS location algorithm with Kalman filter (KF). The efficiency and superiority of the proposed algorithms can be confirmed by computer simulation results.

  13. The Jackknife Interval Estimation of Parametersin Partial Least Squares Regression Modelfor Poverty Data Analysis

    Directory of Open Access Journals (Sweden)

    Pudji Ismartini

    2010-08-01

    Full Text Available One of the major problem facing the data modelling at social area is multicollinearity. Multicollinearity can have significant impact on the quality and stability of the fitted regression model. Common classical regression technique by using Least Squares estimate is highly sensitive to multicollinearity problem. In such a problem area, Partial Least Squares Regression (PLSR is a useful and flexible tool for statistical model building; however, PLSR can only yields point estimations. This paper will construct the interval estimations for PLSR regression parameters by implementing Jackknife technique to poverty data. A SAS macro programme is developed to obtain the Jackknife interval estimator for PLSR.

  14. Topology testing of phylogenies using least squares methods

    Directory of Open Access Journals (Sweden)

    Wróbel Borys

    2006-12-01

    Full Text Available Abstract Background The least squares (LS method for constructing confidence sets of trees is closely related to LS tree building methods, in which the goodness of fit of the distances measured on the tree (patristic distances to the observed distances between taxa is the criterion used for selecting the best topology. The generalized LS (GLS method for topology testing is often frustrated by the computational difficulties in calculating the covariance matrix and its inverse, which in practice requires approximations. The weighted LS (WLS allows for a more efficient albeit approximate calculation of the test statistic by ignoring the covariances between the distances. Results The goal of this paper is to assess the applicability of the LS approach for constructing confidence sets of trees. We show that the approximations inherent to the WLS method did not affect negatively the accuracy and reliability of the test both in the analysis of biological sequences and DNA-DNA hybridization data (for which character-based testing methods cannot be used. On the other hand, we report several problems for the GLS method, at least for the available implementation. For many data sets of biological sequences, the GLS statistic could not be calculated. For some data sets for which it could, the GLS method included all the possible trees in the confidence set despite a strong phylogenetic signal in the data. Finally, contrary to WLS, for simulated sequences GLS showed undercoverage (frequent non-inclusion of the true tree in the confidence set. Conclusion The WLS method provides a computationally efficient approximation to the GLS useful especially in exploratory analyses of confidence sets of trees, when assessing the phylogenetic signal in the data, and when other methods are not available.

  15. Consistency of System Identification by Global Total Least Squares

    NARCIS (Netherlands)

    C. Heij (Christiaan); W. Scherrer

    1996-01-01

    textabstractGlobal total least squares (GTLS) is a method for the identification of linear systems where no distinction between input and output variables is required. This method has been developed within the deterministic behavioural approach to systems. In this paper we analyse statistical proper

  16. Consistency of global total least squares in stochastic system identification

    NARCIS (Netherlands)

    C. Heij (Christiaan); W. Scherrer

    1995-01-01

    textabstractGlobal total least squares has been introduced as a method for the identification of deterministic system behaviours. We analyse this method within a stochastic framework, where the observed data are generated by a stationary stochastic process. Conditions are formulated so that the meth

  17. Integer least-squares theory for the GNSS compass

    NARCIS (Netherlands)

    Teunissen, P.J.G.

    2010-01-01

    Global navigation satellite system (GNSS) carrier phase integer ambiguity resolution is the key to highprecision positioning and attitude determination. In this contribution, we develop new integer least-squares (ILS) theory for the GNSS compass model, together with efficient integer search strategi

  18. Risk and Management Control: A Partial Least Square Modelling Approach

    DEFF Research Database (Denmark)

    Nielsen, Steen; Pontoppidan, Iens Christian

    and interrelations between risk and areas within management accounting. The idea is that management accounting should be able to conduct a valid feed forward but also predictions for decision making including risk. This study reports the test of a theoretical model using partial least squares (PLS) on survey data...

  19. SELECTION OF REFERENCE PLANE BY THE LEAST SQUARES FITTING METHODS

    Directory of Open Access Journals (Sweden)

    Przemysław Podulka

    2016-06-01

    For least squares polynomial fittings it was found that applied method for cylinder liners gave usually better robustness for scratches, valleys and dimples occurrence. For piston skirt surfaces better edge-filtering results were obtained. It was also recommended to analyse the Sk parameters for proper selection of reference plane in surface topography measurements.

  20. Fuzzy modeling of friction by bacterial and least square optimization

    Science.gov (United States)

    Jastrzebski, Marcin

    2006-03-01

    In this paper a new method of tuning parameters of Sugeno fuzzy models is presented. Because modeled phenomenon is discontinuous, new type of consequent function was introduced. Described algorithm (BA+LSQ) combines bacterial algorithm (BA) for tuning parameters of membership functions and least square method (LSQ) for parameters of consequent functions.

  1. Plane-wave Least-squares Reverse Time Migration

    KAUST Repository

    Dai, Wei

    2012-11-04

    Least-squares reverse time migration is formulated with a new parameterization, where the migration image of each shot is updated separately and a prestack image is produced with common image gathers. The advantage is that it can offer stable convergence for least-squares migration even when the migration velocity is not completely accurate. To significantly reduce computation cost, linear phase shift encoding is applied to hundreds of shot gathers to produce dozens of planes waves. A regularization term which penalizes the image difference between nearby angles are used to keep the prestack image consistent through all the angles. Numerical tests on a marine dataset is performed to illustrate the advantages of least-squares reverse time migration in the plane-wave domain. Through iterations of least-squares migration, the migration artifacts are reduced and the image resolution is improved. Empirical results suggest that the LSRTM in plane wave domain is an efficient method to improve the image quality and produce common image gathers.

  2. A least squares estimation method for the linear learning model

    NARCIS (Netherlands)

    B. Wierenga (Berend)

    1978-01-01

    textabstractThe author presents a new method for estimating the parameters of the linear learning model. The procedure, essentially a least squares method, is easy to carry out and avoids certain difficulties of earlier estimation procedures. Applications to three different data sets are reported, a

  3. An Orthogonal Least Squares Based Approach to FIR Designs

    Institute of Scientific and Technical Information of China (English)

    Xiao-Feng Wu; Zi-Qiang Lang; Stephen A Billings

    2005-01-01

    This paper is concerned with the application of forward Orthogonal Least Squares (OLS) algorithm to the design of Finite Impulse Response (FIR) filters. The focus of this study is a new FIR filter design procedure and to compare this with traditional methods known as the fir2() routine provided by MATLAB.

  4. ON A FAMILY OF MULTIVARIATE LEAST-SQUARES ORTHOGONAL POLYNOMIALS

    Institute of Scientific and Technical Information of China (English)

    郑成德; 王仁宏

    2003-01-01

    In this paper the new notion of multivariate least-squares orthogonal poly-nomials from the rectangular form is introduced. Their existence and uniqueness isstudied and some methods for their recursive computation are given. As an applica-is constructed.

  5. On the Routh approximation technique and least squares errors

    Science.gov (United States)

    Aburdene, M. F.; Singh, R.-N. P.

    1979-01-01

    A new method for calculating the coefficients of the numerator polynomial of the direct Routh approximation method (DRAM) using the least square error criterion is formulated. The necessary conditions have been obtained in terms of algebraic equations. The method is useful for low frequency as well as high frequency reduced-order models.

  6. Optimization of sequential decisions by least squares Monte Carlo method

    DEFF Research Database (Denmark)

    Nishijima, Kazuyoshi; Anders, Annett

    change adaptation measures, and evacuation of people and assets in the face of an emerging natural hazard event. Focusing on the last example, an efficient solution scheme is proposed by Anders and Nishijima (2011). The proposed solution scheme takes basis in the least squares Monte Carlo method, which...

  7. Least-squares variance component estimation: theory and GPS applications

    NARCIS (Netherlands)

    Amiri-Simkooei, A.

    2007-01-01

    In this thesis we study the method of least-squares variance component estimation (LS-VCE) and elaborate on theoretical and practical aspects of the method. We show that LS-VCE is a simple, flexible, and attractive VCE-method. The LS-VCE method is simple because it is based on the well-known

  8. Integer least-squares theory for the GNSS compass

    NARCIS (Netherlands)

    Teunissen, P.J.G.

    2010-01-01

    Global navigation satellite system (GNSS) carrier phase integer ambiguity resolution is the key to highprecision positioning and attitude determination. In this contribution, we develop new integer least-squares (ILS) theory for the GNSS compass model, together with efficient integer search

  9. Algorithms for unweighted least-squares factor analysis

    NARCIS (Netherlands)

    Krijnen, WP

    Estimation of the factor model by unweighted least squares (ULS) is distribution free, yields consistent estimates, and is computationally fast if the Minimum Residuals (MinRes) algorithm is employed, MinRes algorithms produce a converging sequence of monotonically decreasing ULS function values.

  10. Fast Dating Using Least-Squares Criteria and Algorithms.

    Science.gov (United States)

    To, Thu-Hien; Jung, Matthieu; Lycett, Samantha; Gascuel, Olivier

    2016-01-01

    Phylogenies provide a useful way to understand the evolutionary history of genetic samples, and data sets with more than a thousand taxa are becoming increasingly common, notably with viruses (e.g., human immunodeficiency virus (HIV)). Dating ancestral events is one of the first, essential goals with such data. However, current sophisticated probabilistic approaches struggle to handle data sets of this size. Here, we present very fast dating algorithms, based on a Gaussian model closely related to the Langley-Fitch molecular-clock model. We show that this model is robust to uncorrelated violations of the molecular clock. Our algorithms apply to serial data, where the tips of the tree have been sampled through times. They estimate the substitution rate and the dates of all ancestral nodes. When the input tree is unrooted, they can provide an estimate for the root position, thus representing a new, practical alternative to the standard rooting methods (e.g., midpoint). Our algorithms exploit the tree (recursive) structure of the problem at hand, and the close relationships between least-squares and linear algebra. We distinguish between an unconstrained setting and the case where the temporal precedence constraint (i.e., an ancestral node must be older that its daughter nodes) is accounted for. With rooted trees, the former is solved using linear algebra in linear computing time (i.e., proportional to the number of taxa), while the resolution of the latter, constrained setting, is based on an active-set method that runs in nearly linear time. With unrooted trees the computing time becomes (nearly) quadratic (i.e., proportional to the square of the number of taxa). In all cases, very large input trees (>10,000 taxa) can easily be processed and transformed into time-scaled trees. We compare these algorithms to standard methods (root-to-tip, r8s version of Langley-Fitch method, and BEAST). Using simulated data, we show that their estimation accuracy is similar to that

  11. The possibilities of least-squares migration of internally scattered seismic energy

    KAUST Repository

    Aldawood, Ali

    2015-05-26

    Approximate images of the earth’s subsurface structures are usually obtained by migrating surface seismic data. Least-squares migration, under the single-scattering assumption, is used as an iterative linearized inversion scheme to suppress migration artifacts, deconvolve the source signature, mitigate the acquisition fingerprint, and enhance the spatial resolution of migrated images. The problem with least-squares migration of primaries, however, is that it may not be able to enhance events that are mainly illuminated by internal multiples, such as vertical and nearly vertical faults or salt flanks. To alleviate this problem, we adopted a linearized inversion framework to migrate internally scattered energy. We apply the least-squares migration of first-order internal multiples to image subsurface vertical fault planes. Tests on synthetic data demonstrated the ability of the proposed method to resolve vertical fault planes, which are poorly illuminated by the least-squares migration of primaries only. The proposed scheme is robust in the presence of white Gaussian observational noise and in the case of imaging the fault planes using inaccurate migration velocities. Our results suggested that the proposed least-squares imaging, under the double-scattering assumption, still retrieved the vertical fault planes when imaging the scattered data despite a slight defocusing of these events due to the presence of noise or velocity errors.

  12. ALGEBRAIC OPERATION OF SPECIAL MATRICES RELATED TO METHOD OF LEAST SQUARES

    Institute of Scientific and Technical Information of China (English)

    XuFuhua

    2003-01-01

    The follwing situation in using the method of least squares to solve problems often occurs.After m experiments completed and a solution of least squares obtained,the(m+1)-th experiment is made further in order to improve the results.A method of algebraic operation of special matrices involed in the problem is given is this paper for obtaining a new solution for the m+1 experiments based upon the old solution for the primary m experiments .This method is valid for more general matrices.

  13. Anisotropy minimization via least squares method for transformation optics.

    Science.gov (United States)

    Junqueira, Mateus A F C; Gabrielli, Lucas H; Spadoti, Danilo H

    2014-07-28

    In this work the least squares method is used to reduce anisotropy in transformation optics technique. To apply the least squares method a power series is added on the coordinate transformation functions. The series coefficients were calculated to reduce the deviations in Cauchy-Riemann equations, which, when satisfied, result in both conformal transformations and isotropic media. We also present a mathematical treatment for the special case of transformation optics to design waveguides. To demonstrate the proposed technique a waveguide with a 30° of bend and with a 50% of increase in its output width was designed. The results show that our technique is simultaneously straightforward to be implement and effective in reducing the anisotropy of the transformation for an extremely low value close to zero.

  14. Linearized least-square imaging of internally scattered data

    KAUST Repository

    Aldawood, Ali

    2014-01-01

    Internal multiples deteriorate the quality of the migrated image obtained conventionally by imaging single scattering energy. However, imaging internal multiples properly has the potential to enhance the migrated image because they illuminate zones in the subsurface that are poorly illuminated by single-scattering energy such as nearly vertical faults. Standard migration of these multiples provide subsurface reflectivity distributions with low spatial resolution and migration artifacts due to the limited recording aperture, coarse sources and receivers sampling, and the band-limited nature of the source wavelet. Hence, we apply a linearized least-square inversion scheme to mitigate the effect of the migration artifacts, enhance the spatial resolution, and provide more accurate amplitude information when imaging internal multiples. Application to synthetic data demonstrated the effectiveness of the proposed inversion in imaging a reflector that is poorly illuminated by single-scattering energy. The least-square inversion of doublescattered data helped delineate that reflector with minimal acquisition fingerprint.

  15. Source allocation by least-squares hydrocarbon fingerprint matching

    Energy Technology Data Exchange (ETDEWEB)

    William A. Burns; Stephen M. Mudge; A. Edward Bence; Paul D. Boehm; John S. Brown; David S. Page; Keith R. Parker [W.A. Burns Consulting Services LLC, Houston, TX (United States)

    2006-11-01

    There has been much controversy regarding the origins of the natural polycyclic aromatic hydrocarbon (PAH) and chemical biomarker background in Prince William Sound (PWS), Alaska, site of the 1989 Exxon Valdez oil spill. Different authors have attributed the sources to various proportions of coal, natural seep oil, shales, and stream sediments. The different probable bioavailabilities of hydrocarbons from these various sources can affect environmental damage assessments from the spill. This study compares two different approaches to source apportionment with the same data (136 PAHs and biomarkers) and investigate whether increasing the number of coal source samples from one to six increases coal attributions. The constrained least-squares (CLS) source allocation method that fits concentrations meets geologic and chemical constraints better than partial least-squares (PLS) which predicts variance. The field data set was expanded to include coal samples reported by others, and CLS fits confirm earlier findings of low coal contributions to PWS. 15 refs., 5 figs.

  16. Sensitivity analysis on chaotic dynamical system by Non-Intrusive Least Square Shadowing (NILSS)

    CERN Document Server

    Ni, Angxiu

    2016-01-01

    This paper develops the tangent Non-Intrusive Least Square Shadowing (NILSS) method, which computes sensitivity for chaotic dynamical systems. In NILSS, a tangent solution is represented as a linear combination of a inhomogeneous tangent solution and some homogeneous tangent solutions. Then we solve a least square problem under this new representation. As a result, this new variant is easier to implement with existing solvers. For chaotic systems with large degrees of freedom but low dimensional attractors, NILSS has low computation cost. NILSS is applied to two chaotic PDE systems: the Lorenz 63 system, and a CFD simulation of a backward-facing step. The results show that NILSS computes the correct derivative with a lower cost than the conventional Least Square Shadowing method and the conventional finite difference method.

  17. Estimasi Model Seemingly Unrelated Regression (SUR dengan Metode Generalized Least Square (GLS

    Directory of Open Access Journals (Sweden)

    Ade Widyaningsih

    2014-06-01

    Full Text Available Regression analysis is a statistical tool that is used to determine the relationship between two or more quantitative variables so that one variable can be predicted from the other variables. A method that can used to obtain a good estimation in the regression analysis is ordinary least squares method. The least squares method is used to estimate the parameters of one or more regression but relationships among the errors in the response of other estimators are not allowed. One way to overcome this problem is Seemingly Unrelated Regression model (SUR in which parameters are estimated using Generalized Least Square (GLS. In this study, the author applies SUR model using GLS method on world gasoline demand data. The author obtains that SUR using GLS is better than OLS because SUR produce smaller errors than the OLS.

  18. Iterative weighted partial spline least squares estimation in semiparametric modeling of longitudinal data

    Institute of Scientific and Technical Information of China (English)

    孙孝前; 尤进红

    2003-01-01

    In this paper we consider the estimating problem of a semiparametric regression modelling whenthe data are longitudinal. An iterative weighted partial spline least squares estimator (IWPSLSE) for the para-metric component is proposed which is more efficient than the weighted partial spline least squares estimator(WPSLSE) with weights constructed by using the within-group partial spline least squares residuals in the senseof asymptotic variance. The asymptotic normality of this IWPSLSE is established. An adaptive procedure ispresented which ensures that the iterative process stops after a finite number of iterations and produces anestimator asymptotically equivalent to the best estimator that can be obtained by using the iterative proce-dure. These results are generalizations of those in heteroscedastic linear model to the case of semiparametric regression.

  19. Error Estimate and Adaptive Refinement in Mixed Discrete Least Squares Meshless Method

    Directory of Open Access Journals (Sweden)

    J. Amani

    2014-01-01

    Full Text Available The node moving and multistage node enrichment adaptive refinement procedures are extended in mixed discrete least squares meshless (MDLSM method for efficient analysis of elasticity problems. In the formulation of MDLSM method, mixed formulation is accepted to avoid second-order differentiation of shape functions and to obtain displacements and stresses simultaneously. In the refinement procedures, a robust error estimator based on the value of the least square residuals functional of the governing differential equations and its boundaries at nodal points is used which is inherently available from the MDLSM formulation and can efficiently identify the zones with higher numerical errors. The results are compared with the refinement procedures in the irreducible formulation of discrete least squares meshless (DLSM method and show the accuracy and efficiency of the proposed procedures. Also, the comparison of the error norms and convergence rate show the fidelity of the proposed adaptive refinement procedures in the MDLSM method.

  20. Parallel Nonnegative Least Squares Solvers for Model Order Reduction

    Science.gov (United States)

    2016-03-01

    not for the PQN method. For the latter method the size of the active set is controlled to promote sparse solutions. This is described in Section 3.2.1...or any other aspect of this collection of information, including suggestions for reducing the burden, to Department of Defense, Washington...21005-5066 primary author’s email: <james.p.collins106.civ@mail.mil>. Parallel nonnegative least squares (NNLS) solvers are developed specifically for

  1. Least-Square Prediction for Backward Adaptive Video Coding

    OpenAIRE

    2006-01-01

    Almost all existing approaches towards video coding exploit the temporal redundancy by block-matching-based motion estimation and compensation. Regardless of its popularity, block matching still reflects an ad hoc understanding of the relationship between motion and intensity uncertainty models. In this paper, we present a novel backward adaptive approach, named "least-square prediction" (LSP), and demonstrate its potential in video coding. Motivated by the duality between edge contour in im...

  2. Online least-squares policy iteration for reinforcement learning control

    OpenAIRE

    2010-01-01

    Reinforcement learning is a promising paradigm for learning optimal control. We consider policy iteration (PI) algorithms for reinforcement learning, which iteratively evaluate and improve control policies. State-of-the-art, least-squares techniques for policy evaluation are sample-efficient and have relaxed convergence requirements. However, they are typically used in offline PI, whereas a central goal of reinforcement learning is to develop online algorithms. Therefore, we propose an online...

  3. Penalized Weighted Least Squares for Outlier Detection and Robust Regression

    OpenAIRE

    Gao, Xiaoli; Fang, Yixin

    2016-01-01

    To conduct regression analysis for data contaminated with outliers, many approaches have been proposed for simultaneous outlier detection and robust regression, so is the approach proposed in this manuscript. This new approach is called "penalized weighted least squares" (PWLS). By assigning each observation an individual weight and incorporating a lasso-type penalty on the log-transformation of the weight vector, the PWLS is able to perform outlier detection and robust regression simultaneou...

  4. Least Squares Polynomial Chaos Expansion: A Review of Sampling Strategies

    OpenAIRE

    Hadigol, Mohammad; Doostan, Alireza

    2017-01-01

    As non-institutive polynomial chaos expansion (PCE) techniques have gained growing popularity among researchers, we here provide a comprehensive review of major sampling strategies for the least squares based PCE. Traditional sampling methods, such as Monte Carlo, Latin hypercube, quasi-Monte Carlo, optimal design of experiments (ODE), Gaussian quadratures, as well as more recent techniques, such as coherence-optimal and randomized quadratures are discussed. We also propose a hybrid sampling ...

  5. Polarization demultiplexing by recursive least squares constant modulus algorithm based on QR decomposition

    Science.gov (United States)

    Ling, Zhao; Yeling, Wang; Guijun, Hu; Yunpeng, Cui; Jian, Shi; Li, Li

    2013-07-01

    Recursive least squares constant modulus algorithm based on QR decomposition (QR-RLS-CMA) is first proposed as the polarization demultiplexing method. We compare its performance with the stochastic gradient descent constant modulus algorithm (SGD-CMA) and the recursive least squares constant modulus algorithm (RLS-CMA) in a polarization-division-multiplexing system with coherent detection. It is demonstrated that QR-RLS-CMA is an efficient demultiplexing algorithm which can avoid the problem of step-length choice in SGD-CMA. Meanwhile, it also has better symbol error rate (SER) performance and more stable convergence property.

  6. AN ASSESSMENT OF THE MESHLESS WEIGHTED LEAST-SQUARE METHOD

    Institute of Scientific and Technical Information of China (English)

    PanXiaofei; SzeKimYim; ZhangXiong

    2004-01-01

    The meshless weighted least-square (MWLS) method was developed based on the weighted least-square method. The method possesses several advantages, such as high accuracy, high stability and high efficiency. Moreover, the coefficient matrix obtained is symmetric and semipositive definite. In this paper, the method is further examined critically. The effects of several parameters on the results of MWLS are investigated systematically by using a cantilever beam and an infinite plate with a central circular hole. The numerical results are compared with those obtained by using the collocation-based meshless method (CBMM) and Galerkin-based meshless method (GBMM). The investigated parameters include the type of approximations, the type of weight functions, the number of neighbors of an evaluation point, as well as the manner in which the neighbors of an evaluation point are determined. This study shows that the displacement accuracy and convergence rate obtained by MWLS is comparable to that of the GBMM while the stress accuracy and convergence rate yielded by MWLS is even higher than that of GBMM. Furthermore, MWLS is much more efficient than GBMM. This study also shows that the instability of CBMM is mainly due to the neglect of the equilibrium residuals at boundary nodes. In MWLS, the residuals of all the governing equations are minimized in a weighted least-square sense.

  7. Multi-source least-squares reverse time migration

    KAUST Repository

    Dai, Wei

    2012-06-15

    Least-squares migration has been shown to improve image quality compared to the conventional migration method, but its computational cost is often too high to be practical. In this paper, we develop two numerical schemes to implement least-squares migration with the reverse time migration method and the blended source processing technique to increase computation efficiency. By iterative migration of supergathers, which consist in a sum of many phase-encoded shots, the image quality is enhanced and the crosstalk noise associated with the encoded shots is reduced. Numerical tests on 2D HESS VTI data show that the multisource least-squares reverse time migration (LSRTM) algorithm suppresses migration artefacts, balances the amplitudes, improves image resolution and reduces crosstalk noise associated with the blended shot gathers. For this example, the multisource LSRTM is about three times faster than the conventional RTM method. For the 3D example of the SEG/EAGE salt model, with a comparable computational cost, multisource LSRTM produces images with more accurate amplitudes, better spatial resolution and fewer migration artefacts compared to conventional RTM. The empirical results suggest that multisource LSRTM can produce more accurate reflectivity images than conventional RTM does with a similar or less computational cost. The caveat is that the LSRTM image is sensitive to large errors in the migration velocity model. © 2012 European Association of Geoscientists & Engineers.

  8. APPLICATION OF PARTIAL LEAST SQUARES REGRESSION FOR AUDIO-VISUAL SPEECH PROCESSING AND MODELING

    Directory of Open Access Journals (Sweden)

    A. L. Oleinik

    2015-09-01

    Full Text Available Subject of Research. The paper deals with the problem of lip region image reconstruction from speech signal by means of Partial Least Squares regression. Such problems arise in connection with development of audio-visual speech processing methods. Audio-visual speech consists of acoustic and visual components (called modalities. Applications of audio-visual speech processing methods include joint modeling of voice and lips’ movement dynamics, synchronization of audio and video streams, emotion recognition, liveness detection. Method. Partial Least Squares regression was applied to solve the posed problem. This method extracts components of initial data with high covariance. These components are used to build regression model. Advantage of this approach lies in the possibility of achieving two goals: identification of latent interrelations between initial data components (e.g. speech signal and lip region image and approximation of initial data component as a function of another one. Main Results. Experimental research on reconstruction of lip region images from speech signal was carried out on VidTIMIT audio-visual speech database. Results of the experiment showed that Partial Least Squares regression is capable of solving reconstruction problem. Practical Significance. Obtained findings give the possibility to assert that Partial Least Squares regression is successfully applicable for solution of vast variety of audio-visual speech processing problems: from synchronization of audio and video streams to liveness detection.

  9. Least-squares spectral element method applied to the Euler equations

    NARCIS (Netherlands)

    Gerritsma, M.I.; Bas, R. van der; De Maerschalck, B.; Koren, B.; Deconinck, H.

    2008-01-01

    This paper describes the application of the least-squares spectral element method to compressible flow problems. Special attention is paid to the imposition of the weak boundary conditions along curved walls and the influence of the time step on the position and resolution of shocks. The method is d

  10. A comparison of least-squares and Bayesian minimum risk edge parameter estimation

    NARCIS (Netherlands)

    Mulder, Nanno J.; Abkar, Ali A.

    1999-01-01

    The problem considered here is to compare two methods for finding a common boundary between two objects with two unknown geometric parameters, such as edge position and edge orientation. We compare two model-based approaches: the least squares and the minimum Bayesian risk method. An expression is d

  11. Least-Squares Approaches for the Time-Dependent Maxwell Equations

    Energy Technology Data Exchange (ETDEWEB)

    Zhiquiang, C; Jones, J

    2001-12-01

    When the author was at CASC in LLNL during the period between July and December of last year, he was working on two research topics: (1) least-squares approaches for elasticity and Maxwell equations and (2) high-accuracy approximations for non-smooth problems.

  12. Combined genetic algorithm optimization and regularized orthogonal least squares learning for radial basis function networks.

    Science.gov (United States)

    Chen, S; Wu, Y; Luk, B L

    1999-01-01

    The paper presents a two-level learning method for radial basis function (RBF) networks. A regularized orthogonal least squares (ROLS) algorithm is employed at the lower level to construct RBF networks while the two key learning parameters, the regularization parameter and the RBF width, are optimized using a genetic algorithm (GA) at the upper level. Nonlinear time series modeling and prediction is used as an example to demonstrate the effectiveness of this hierarchical learning approach.

  13. Image denoising using least squares wavelet support vector machines

    Institute of Scientific and Technical Information of China (English)

    Guoping Zeng; Ruizhen Zhao

    2007-01-01

    We propose a new method for image denoising combining wavelet transform and support vector machines (SVMs). A new image filter operator based on the least squares wavelet support vector machines (LSWSVMs) is presented. Noisy image can be denoised through this filter operator and wavelet thresholding technique. Experimental results show that the proposed method is better than the existing SVM regression with the Gaussian radial basis function (RBF) and polynomial RBF. Meanwhile, it can achieve better performance than other traditional methods such as the average filter and median filter.

  14. Positive Scattering Cross Sections using Constrained Least Squares

    Energy Technology Data Exchange (ETDEWEB)

    Dahl, J.A.; Ganapol, B.D.; Morel, J.E.

    1999-09-27

    A method which creates a positive Legendre expansion from truncated Legendre cross section libraries is presented. The cross section moments of order two and greater are modified by a constrained least squares algorithm, subject to the constraints that the zeroth and first moments remain constant, and that the standard discrete ordinate scattering matrix is positive. A method using the maximum entropy representation of the cross section which reduces the error of these modified moments is also presented. These methods are implemented in PARTISN, and numerical results from a transport calculation using highly anisotropic scattering cross sections with the exponential discontinuous spatial scheme is presented.

  15. Least square estimation of phase, frequency and PDEV

    CERN Document Server

    Danielson, Magnus; Rubiola, Enrico

    2016-01-01

    The Omega-preprocessing was introduced to improve phase noise rejection by using a least square algorithm. The associated variance is the PVAR which is more efficient than MVAR to separate the different noise types. However, unlike AVAR and MVAR, the decimation of PVAR estimates for multi-tau analysis is not possible if each counter measurement is a single scalar. This paper gives a decimation rule based on two scalars, the processing blocks, for each measurement. For the Omega-preprocessing, this implies the definition of an output standard as well as hardware requirements for performing high-speed computations of the blocks.

  16. Classification using least squares support vector machine for reliability analysis

    Institute of Scientific and Technical Information of China (English)

    Zhi-wei GUO; Guang-chen BAI

    2009-01-01

    In order to improve the efficiency of the support vector machine (SVM) for classification to deal with a large amount of samples,the least squares support vector machine (LSSVM) for classification methods is introduced into the reliability analysis.To reduce the computational cost,the solution of the SVM is transformed from a quadratic programming to a group of linear equations.The numerical results indicate that the reliability method based on the LSSVM for classification has higher accuracy and requires less computational cost than the SVM method.

  17. Handbook of Partial Least Squares Concepts, Methods and Applications

    CERN Document Server

    Vinzi, Vincenzo Esposito; Henseler, Jörg

    2010-01-01

    This handbook provides a comprehensive overview of Partial Least Squares (PLS) methods with specific reference to their use in marketing and with a discussion of the directions of current research and perspectives. It covers the broad area of PLS methods, from regression to structural equation modeling applications, software and interpretation of results. The handbook serves both as an introduction for those without prior knowledge of PLS and as a comprehensive reference for researchers and practitioners interested in the most recent advances in PLS methodology.

  18. Superresolution of 3-D computational integral imaging based on moving least square method.

    Science.gov (United States)

    Kim, Hyein; Lee, Sukho; Ryu, Taekyung; Yoon, Jungho

    2014-11-17

    In this paper, we propose an edge directive moving least square (ED-MLS) based superresolution method for computational integral imaging reconstruction(CIIR). Due to the low resolution of the elemental images and the alignment error of the microlenses, it is not easy to obtain an accurate registration result in integral imaging, which makes it difficult to apply superresolution to the CIIR application. To overcome this problem, we propose the edge directive moving least square (ED-MLS) based superresolution method which utilizes the properties of the moving least square. The proposed ED-MLS based superresolution takes the direction of the edge into account in the moving least square reconstruction to deal with the abrupt brightness changes in the edge regions, and is less sensitive to the registration error. Furthermore, we propose a framework which shows how the data have to be collected for the superresolution problem in the CIIR application. Experimental results verify that the resolution of the elemental images is enhanced, and that a high resolution reconstructed 3-D image can be obtained with the proposed method.

  19. Least-Squares Solutions of the Equation AX = B Over Anti-Hermitian Generalized Hamiltonian Matrices

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    Upon using the denotative theorem of anti-Hermitian generalized Hamiltonian matrices, we solve effectively the least-squares problem min ‖AX - B‖ over anti-Hermitian generalized Hamiltonian matrices. We derive some necessary and sufficient conditions for solvability of the problem and an expression for general solution of the matrix equation AX = B. In addition, we also obtain the expression for the solution of a relevant optimal approximate problem.

  20. Least squares adjustment of large-scale geodetic networks by orthogonal decomposition

    Energy Technology Data Exchange (ETDEWEB)

    George, J.A.; Golub, G.H.; Heath, M.T.; Plemmons, R.J.

    1981-11-01

    This article reviews some recent developments in the solution of large sparse least squares problems typical of those arising in geodetic adjustment problems. The new methods are distinguished by their use of orthogonal transformations which tend to improve numerical accuracy over the conventional approach based on the use of the normal equations. The adaptation of these new schemes to allow for the use of auxiliary storage and their extension to rank deficient problems are also described.

  1. A weighted least-squares method for parameter estimation in structured models

    OpenAIRE

    Galrinho, Miguel; Rojas, Cristian R.; Hjalmarsson, Håkan

    2014-01-01

    Parameter estimation in structured models is generally considered a difficult problem. For example, the prediction error method (PEM) typically gives a non-convex optimization problem, while it is difficult to incorporate structural information in subspace identification. In this contribution, we revisit the idea of iteratively using the weighted least-squares method to cope with the problem of non-convex optimization. The method is, essentially, a three-step method. First, a high order least...

  2. A Karhunen-Loève least-squares technique for optimization of geometry of a blunt body in supersonic flow

    Science.gov (United States)

    Brooks, Gregory P.; Powers, Joseph M.

    2004-03-01

    A novel Karhunen-Loève (KL) least-squares model for the supersonic flow of an inviscid, calorically perfect ideal gas about an axisymmetric blunt body employing shock-fitting is developed; the KL least-squares model is used to accurately select an optimal configuration which minimizes drag. Accuracy and efficiency of the KL method is compared to a pseudospectral method employing global Lagrange interpolating polynomials. KL modes are derived from pseudospectral solutions at Mach 3.5 from a uniform sampling of the design space and subsequently employed as the trial functions for a least-squares method of weighted residuals. Results are presented showing the high accuracy of the method with less than 10 KL modes. Close agreement is found between the optimal geometry found using the KL model to that found from the pseudospectral solver. Not including the cost of sampling the design space and building the KL model, the KL least-squares method requires less than half the central processing unit time as the pseudospectral method to achieve the same level of accuracy. A decrease in computational cost of several orders of magnitude as reported in the literature when comparing the KL method against discrete solvers is shown not to hold for the current problem. The efficiency is lost because the nature of the nonlinearity renders a priori evaluation of certain necessary integrals impossible, requiring as a consequence many costly reevaluations of the integrals.

  3. Plane-wave least-squares reverse-time migration

    KAUST Repository

    Dai, Wei

    2013-06-03

    A plane-wave least-squares reverse-time migration (LSRTM) is formulated with a new parameterization, where the migration image of each shot gather is updated separately and an ensemble of prestack images is produced along with common image gathers. The merits of plane-wave prestack LSRTM are the following: (1) plane-wave prestack LSRTM can sometimes offer stable convergence even when the migration velocity has bulk errors of up to 5%; (2) to significantly reduce computation cost, linear phase-shift encoding is applied to hundreds of shot gathers to produce dozens of plane waves. Unlike phase-shift encoding with random time shifts applied to each shot gather, plane-wave encoding can be effectively applied to data with a marine streamer geometry. (3) Plane-wave prestack LSRTM can provide higher-quality images than standard reverse-time migration. Numerical tests on the Marmousi2 model and a marine field data set are performed to illustrate the benefits of plane-wave LSRTM. Empirical results show that LSRTM in the plane-wave domain, compared to standard reversetime migration, produces images efficiently with fewer artifacts and better spatial resolution. Moreover, the prestack image ensemble accommodates more unknowns to makes it more robust than conventional least-squares migration in the presence of migration velocity errors. © 2013 Society of Exploration Geophysicists.

  4. Point pattern matching based on kernel partial least squares

    Institute of Scientific and Technical Information of China (English)

    Weidong Yan; Zheng Tian; Lulu Pan; Jinhuan Wen

    2011-01-01

    @@ Point pattern matching is an essential step in many image processing applications. This letter investigates the spectral approaches of point pattern matching, and presents a spectral feature matching algorithm based on kernel partial least squares (KPLS). Given the feature points of two images, we define position similarity matrices for the reference and sensed images, and extract the pattern vectors from the matrices using KPLS, which indicate the geometric distribution and the inner relationships of the feature points.Feature points matching are done using the bipartite graph matching method. Experiments conducted on both synthetic and real-world data demonstrate the robustness and invariance of the algorithm.%Point pattern matching is an essential step in many image processing applications. This letter investigates the spectral approaches of point pattern matching, and presents a spectral feature matching algorithm based on kernel partial least squares (KPLS). Given the feature points of two images, we define position similarity matrices for the reference and sensed images, and extract the pattern vectors from the matrices using KPLS, which indicate the geometric distribution and the inner relationships of the feature points.Feature points matching are done using the bipartite graph matching method. Experiments conducted on both synthetic and real-world data demonstrate the robustness and invariance of the algorithm.

  5. Hybrid partial least squares and neural network approach for short-term electrical load forecasting

    Institute of Scientific and Technical Information of China (English)

    Shukang YANG; Ming LU; Huifeng XUE

    2008-01-01

    Intelligent systems and methods such as the neural network (NN) are usually used in electric power systems for short-term electrical load forecasting. However, a vast amount of electrical load data is often redundant, and linearly or nonlinearly correlated with each other. Highly correlated input data can result in erroneous prediction results given out by an NN model. Besides this, the determination of the topological structure of an NN model has always been a problem for designers. This paper presents a new artificial intelligence hybrid procedure for next day electric load forecasting based on partial least squares (PLS) and NN. PLS is used for the compression of data input space, and helps to determine the structure of the NN model. The hybrid PLS-NN model can be used to predict hourly electric load on weekdays and weekends. The advantage of this methodology is that the hybrid model can provide faster convergence and more precise prediction results in comparison with abductive networks algorithm. Extensive testing on the electrical load data of the Puget power utility in the USA confirms the validity of the proposed approach.

  6. Multi-classification algorithm and its realization based on least square support vector machine algorithm

    Institute of Scientific and Technical Information of China (English)

    Fan Youping; Chen Yunping; Sun Wansheng; Li Yu

    2005-01-01

    As a new type of learning machine developed on the basis of statistics learning theory, support vector machine (SVM) plays an important role in knowledge discovering and knowledge updating by constructing non-linear optimal classifier. However, realizing SVM requires resolving quadratic programming under constraints of inequality, which results in calculation difficulty while learning samples gets larger. Besides, standard SVM is incapable of tackling multi-classification. To overcome the bottleneck of populating SVM, with training algorithm presented, the problem of quadratic programming is converted into that of resolving a linear system of equations composed of a group of equation constraints by adopting the least square SVM(LS-SVM) and introducing a modifying variable which can change inequality constraints into equation constraints, which simplifies the calculation. With regard to multi-classification, an LS-SVM applicable in multi-classification is deduced. Finally, efficiency of the algorithm is checked by using universal Circle in square and two-spirals to measure the performance of the classifier.

  7. A Coupled Finite Difference and Moving Least Squares Simulation of Violent Breaking Wave Impact

    DEFF Research Database (Denmark)

    Lindberg, Ole; Bingham, Harry B.; Engsig-Karup, Allan Peter

    2012-01-01

    Two model for simulation of free surface flow is presented. The first model is a finite difference based potential flow model with non-linear kinematic and dynamic free surface boundary conditions. The second model is a weighted least squares based incompressible and inviscid flow model. A special...... feature of this model is a generalized finite point set method which is applied to the solution of the Poisson equation on an unstructured point distribution. The presented finite point set method is generalized to arbitrary order of approximation. The two models are applied to simulation of steep...... and overturning wave impacts on a vertical breakwater. Wave groups with five different wave heights are propagated from offshore to the vicinity of the breakwater, where the waves are steep, but still smooth and non-overturning. These waves are used as initial condition for the weighted least squares based...

  8. Least-squares reverse time migration of multiples

    KAUST Repository

    Zhang, Dongliang

    2013-12-06

    The theory of least-squares reverse time migration of multiples (RTMM) is presented. In this method, least squares migration (LSM) is used to image free-surface multiples where the recorded traces are used as the time histories of the virtual sources at the hydrophones and the surface-related multiples are the observed data. For a single source, the entire free-surface becomes an extended virtual source where the downgoing free-surface multiples more fully illuminate the subsurface compared to the primaries. Since each recorded trace is treated as the time history of a virtual source, knowledge of the source wavelet is not required and the ringy time series for each source is automatically deconvolved. If the multiples can be perfectly separated from the primaries, numerical tests on synthetic data for the Sigsbee2B and Marmousi2 models show that least-squares reverse time migration of multiples (LSRTMM) can significantly improve the image quality compared to RTMM or standard reverse time migration (RTM) of primaries. However, if there is imperfect separation and the multiples are strongly interfering with the primaries then LSRTMM images show no significant advantage over the primary migration images. In some cases, they can be of worse quality. Applying LSRTMM to Gulf of Mexico data shows higher signal-to-noise imaging of the salt bottom and top compared to standard RTM images. This is likely attributed to the fact that the target body is just below the sea bed so that the deep water multiples do not have strong interference with the primaries. Migrating a sparsely sampled version of the Marmousi2 ocean bottom seismic data shows that LSM of primaries and LSRTMM provides significantly better imaging than standard RTM. A potential liability of LSRTMM is that multiples require several round trips between the reflector and the free surface, so that high frequencies in the multiples suffer greater attenuation compared to the primary reflections. This can lead to lower

  9. Seismic time-lapse imaging using Interferometric least-squares migration

    KAUST Repository

    Sinha, Mrinal

    2016-09-06

    One of the problems with 4D surveys is that the environmental conditions change over time so that the experiment is insufficiently repeatable. To mitigate this problem, we propose the use of interferometric least-squares migration (ILSM) to estimate the migration image for the baseline and monitor surveys. Here, a known reflector is used as the reference reflector for ILSM. Results with synthetic and field data show that ILSM can eliminate artifacts caused by non-repeatability in time-lapse surveys.

  10. Local validation of EU-DEM using Least Squares Collocation

    Science.gov (United States)

    Ampatzidis, Dimitrios; Mouratidis, Antonios; Gruber, Christian; Kampouris, Vassilios

    2016-04-01

    In the present study we are dealing with the evaluation of the European Digital Elevation Model (EU-DEM) in a limited area, covering few kilometers. We compare EU-DEM derived vertical information against orthometric heights obtained by classical trigonometric leveling for an area located in Northern Greece. We apply several statistical tests and we initially fit a surface model, in order to quantify the existing biases and outliers. Finally, we implement a methodology for orthometric heights prognosis, using the Least Squares Collocation for the remaining residuals of the first step (after the fitted surface application). Our results, taking into account cross validation points, reveal a local consistency between EU-DEM and official heights, which is better than 1.4 meters.

  11. ADAPTIVE FUSION ALGORITHMS BASED ON WEIGHTED LEAST SQUARE METHOD

    Institute of Scientific and Technical Information of China (English)

    SONG Kaichen; NIE Xili

    2006-01-01

    Weighted fusion algorithms, which can be applied in the area of multi-sensor data fusion,are advanced based on weighted least square method. A weighted fusion algorithm, in which the relationship between weight coefficients and measurement noise is established, is proposed by giving attention to the correlation of measurement noise. Then a simplified weighted fusion algorithm is deduced on the assumption that measurement noise is uncorrelated. In addition, an algorithm, which can adjust the weight coefficients in the simplified algorithm by making estimations of measurement noise from measurements, is presented. It is proved by emulation and experiment that the precision performance of the multi-sensor system based on these algorithms is better than that of the multi-sensor system based on other algorithms.

  12. Partial Least Squares Structural Equation Modeling with R

    Directory of Open Access Journals (Sweden)

    Hamdollah Ravand

    2016-09-01

    Full Text Available Structural equation modeling (SEM has become widespread in educational and psychological research. Its flexibility in addressing complex theoretical models and the proper treatment of measurement error has made it the model of choice for many researchers in the social sciences. Nevertheless, the model imposes some daunting assumptions and restrictions (e.g. normality and relatively large sample sizes that could discourage practitioners from applying the model. Partial least squares SEM (PLS-SEM is a nonparametric technique which makes no distributional assumptions and can be estimated with small sample sizes. In this paper a general introduction to PLS-SEM is given and is compared with conventional SEM. Next, step by step procedures, along with R functions, are presented to estimate the model. A data set is analyzed and the outputs are interpreted

  13. Regularized plane-wave least-squares Kirchhoff migration

    KAUST Repository

    Wang, Xin

    2013-09-22

    A Kirchhoff least-squares migration (LSM) is developed in the prestack plane-wave domain to increase the quality of migration images. A regularization term is included that accounts for mispositioning of reflectors due to errors in the velocity model. Both synthetic and field results show that: 1) LSM with a reflectivity model common for all the plane-wave gathers provides the best image when the migration velocity model is accurate, but it is more sensitive to the velocity errors, 2) the regularized plane-wave LSM is more robust in the presence of velocity errors, and 3) LSM achieves both computational and IO saving by plane-wave encoding compared to shot-domain LSM for the models tested.

  14. Partial least squares regression in the social sciences

    Directory of Open Access Journals (Sweden)

    Megan L. Sawatsky

    2015-06-01

    Full Text Available Partial least square regression (PLSR is a statistical modeling technique that extracts latent factors to explain both predictor and response variation. PLSR is particularly useful as a data exploration technique because it is highly flexible (e.g., there are few assumptions, variables can be highly collinear. While gaining importance across a diverse number of fields, its application in the social sciences has been limited. Here, we provide a brief introduction to PLSR, directed towards a novice audience with limited exposure to the technique; demonstrate its utility as an alternative to more classic approaches (multiple linear regression, principal component regression; and apply the technique to a hypothetical dataset using JMP statistical software (with references to SAS software.

  15. Least-squares reverse time migration with radon preconditioning

    KAUST Repository

    Dutta, Gaurav

    2016-09-06

    We present a least-squares reverse time migration (LSRTM) method using Radon preconditioning to regularize noisy or severely undersampled data. A high resolution local radon transform is used as a change of basis for the reflectivity and sparseness constraints are applied to the inverted reflectivity in the transform domain. This reflects the prior that for each location of the subsurface the number of geological dips is limited. The forward and the adjoint mapping of the reflectivity to the local Radon domain and back are done through 3D Fourier-based discrete Radon transform operators. The sparseness is enforced by applying weights to the Radon domain components which either vary with the amplitudes of the local dips or are thresholded at given quantiles. Numerical tests on synthetic and field data validate the effectiveness of the proposed approach in producing images with improved SNR and reduced aliasing artifacts when compared with standard RTM or LSRTM.

  16. Cognitive assessment in mathematics with the least squares distance method.

    Science.gov (United States)

    Ma, Lin; Çetin, Emre; Green, Kathy E

    2012-01-01

    This study investigated the validation of comprehensive cognitive attributes of an eighth-grade mathematics test using the least squares distance method and compared performance on attributes by gender and region. A sample of 5,000 students was randomly selected from the data of the 2005 Turkish national mathematics assessment of eighth-grade students. Twenty-five math items were assessed for presence or absence of 20 cognitive attributes (content, cognitive processes, and skill). Four attributes were found to be misspecified or nonpredictive. However, results demonstrated the validity of cognitive attributes in terms of the revised set of 17 attributes. The girls had similar performance on the attributes as the boys. The students from the two eastern regions significantly underperformed on the most attributes.

  17. A Galerkin least squares approach to viscoelastic flow.

    Energy Technology Data Exchange (ETDEWEB)

    Rao, Rekha R. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Schunk, Peter Randall [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2015-10-01

    A Galerkin/least-squares stabilization technique is applied to a discrete Elastic Viscous Stress Splitting formulation of for viscoelastic flow. From this, a possible viscoelastic stabilization method is proposed. This method is tested with the flow of an Oldroyd-B fluid past a rigid cylinder, where it is found to produce inaccurate drag coefficients. Furthermore, it fails for relatively low Weissenberg number indicating it is not suited for use as a general algorithm. In addition, a decoupled approach is used as a way separating the constitutive equation from the rest of the system. A Pressure Poisson equation is used when the velocity and pressure are sought to be decoupled, but this fails to produce a solution when inflow/outflow boundaries are considered. However, a coupled pressure-velocity equation with a decoupled constitutive equation is successful for the flow past a rigid cylinder and seems to be suitable as a general-use algorithm.

  18. RNA structural motif recognition based on least-squares distance.

    Science.gov (United States)

    Shen, Ying; Wong, Hau-San; Zhang, Shaohong; Zhang, Lin

    2013-09-01

    RNA structural motifs are recurrent structural elements occurring in RNA molecules. RNA structural motif recognition aims to find RNA substructures that are similar to a query motif, and it is important for RNA structure analysis and RNA function prediction. In view of this, we propose a new method known as RNA Structural Motif Recognition based on Least-Squares distance (LS-RSMR) to effectively recognize RNA structural motifs. A test set consisting of five types of RNA structural motifs occurring in Escherichia coli ribosomal RNA is compiled by us. Experiments are conducted for recognizing these five types of motifs. The experimental results fully reveal the superiority of the proposed LS-RSMR compared with four other state-of-the-art methods.

  19. semPLS: Structural Equation Modeling Using Partial Least Squares

    Directory of Open Access Journals (Sweden)

    Armin Monecke

    2012-05-01

    Full Text Available Structural equation models (SEM are very popular in many disciplines. The partial least squares (PLS approach to SEM offers an alternative to covariance-based SEM, which is especially suited for situations when data is not normally distributed. PLS path modelling is referred to as soft-modeling-technique with minimum demands regarding mea- surement scales, sample sizes and residual distributions. The semPLS package provides the capability to estimate PLS path models within the R programming environment. Different setups for the estimation of factor scores can be used. Furthermore it contains modular methods for computation of bootstrap confidence intervals, model parameters and several quality indices. Various plot functions help to evaluate the model. The well known mobile phone dataset from marketing research is used to demonstrate the features of the package.

  20. Estimating Military Aircraft Cost Using Least Squares Support Vector Machines

    Institute of Scientific and Technical Information of China (English)

    ZHU Jia-yuan; ZHANG Xi-bin; ZHANG Heng-xi; REN Bo

    2004-01-01

    A multi-layer adaptive optimizing parameters algorithm is developed for improving least squares support vector machines(LS-SVM),and a military aircraft life-cycle-cost(LCC)intelligent estimation model is proposed based on the improved LS-SVM.The intelligent cost estimation process is divided into three steps in the model.In the first step,a cost-drive-factor needs to be selected,which is significant for cost estimation.In the second step,military aircraft training samples within costs and cost-drive-factor set are obtained by the LS-SVM.Then the model can be used for new type aircraft cost estimation.Chinese military aircraft costs are estimated in the paper.The results show that the estimated costs by the new model are closer to the true costs than that of the traditionally used methods.

  1. Improved linear least squares estimation using bounded data uncertainty

    KAUST Repository

    Ballal, Tarig

    2015-04-01

    This paper addresses the problemof linear least squares (LS) estimation of a vector x from linearly related observations. In spite of being unbiased, the original LS estimator suffers from high mean squared error, especially at low signal-to-noise ratios. The mean squared error (MSE) of the LS estimator can be improved by introducing some form of regularization based on certain constraints. We propose an improved LS (ILS) estimator that approximately minimizes the MSE, without imposing any constraints. To achieve this, we allow for perturbation in the measurement matrix. Then we utilize a bounded data uncertainty (BDU) framework to derive a simple iterative procedure to estimate the regularization parameter. Numerical results demonstrate that the proposed BDU-ILS estimator is superior to the original LS estimator, and it converges to the best linear estimator, the linear-minimum-mean-squared error estimator (LMMSE), when the elements of x are statistically white.

  2. Risk and Management Control: A Partial Least Square Modelling Approach

    DEFF Research Database (Denmark)

    Nielsen, Steen; Pontoppidan, Iens Christian

    and interrelations between risk and areas within management accounting. The idea is that management accounting should be able to conduct a valid feed forward but also predictions for decision making including risk. This study reports the test of a theoretical model using partial least squares (PLS) on survey data...... and a external attitude dimension. The results have important implications for both management control research and for the management control systems design for the way accountants consider the element of risk in their different tasks, both operational and strategic. Specifically, it seems that different risk......Risk and economic theory goes many year back (e.g. to Keynes & Knight 1921) and risk/uncertainty belong to one of the explanations for the existence of the firm (Coarse, 1937). The present financial crisis going on in the past years have re-accentuated risk and the need of coherence...

  3. Mass and Momentum Conservation of the Least-Squares Spectral Collocation Method for the Time-Dependent Stokes Equations

    Science.gov (United States)

    Kattelans, Thorsten; Heinrichs, Wilhelm

    2009-09-01

    For Stokes problems least-squares schemes have the big advantage that they require no stabilization and equal order interpolation can be used. The disadvantage of Least-Squares Finite Element Method (LSFEM) and of Least-Squares Spectral Element Method (LSSEM) is that they perform poorly with respect to conservation of mass for internal flow problems, where the LSSEM compensates this by a superior conservation of momentum. In the literature it has been shown that Least-Squares Spectral Collocation Method (LSSCM) leads to superior conservation of mass and momentum for the steady Stokes. Here, we extend the study to the time-dependent Stokes equations for an internal flow problem, where the domain is decomposed into different elements using the transfinite mapping of Gordon and Hall. Minimizing the influence of round-off errors we use QR decomposition for solving the resulting overdetermined algebraic systems instead of forming normal equations.

  4. 多输入多输出非线性系统的最小二乘支持向量机广义逆控制%Least squares support vector machines generalized inverse control for a class of multi-input and multi-output nonlinear systems

    Institute of Scientific and Technical Information of China (English)

    刘国海; 张懿; 魏海峰; 赵文祥

    2012-01-01

    针对神经网络逆控制存在的不足,对一类模型未知且某些状态量较难测得的多输入多输出(MIMO)非线性系统,在状态软测量函数存在的前提下,提出一种最小二乘支持向量机(LSSVM)广义逆辨识控制策略.通过广义逆将原被控系统转化为伪线性复合系统,并可使其极点任意配置,采用LSSVM代替神经网络拟合广义逆系统中的静态非线性映射.将系统的状态量辨识与LSSVM逆模型辨识结合,通过LSSVM训练拟合同时实现软测量功能.最后以双电机变频调速系统为对象,采用该控制策略进行仿真研究,结果验证了本文算法的有效性.%Considering the deficiency of neural network inverse control method,for a class of multi-input and multioutput(MIMO) nonlinear systems with unknown model,when soft-sensing functions for immeasurable states are available,we propose a new identification and control strategy based on the generalized inverse control of least squares support vector machines(LSSVM).The generalized inverse converts the controlled nonlinear system into a pseudo linear system with expected pole placement.In place of the neural network,LSSVM is employed to fit the static nonlinear mapping of the generalized inverse system.The identification of state variables is combined with the identification of LSSVM inverse model.Meanwhile,the soft-sensing is implemented through LSSVM training and fitting.Simulation is performed on a two-motor variable-frequency speed-regulating system.Results show that the proposed control strategy is feasible and efficient.

  5. Least Squares Ranking on Graphs, Hodge Laplacians, Time Optimality, and Iterative Methods

    CERN Document Server

    Hirani, Anil N; Watts, Seth

    2010-01-01

    Given a set of alternatives to be ranked and some pairwise comparison values, ranking can be posed as a least squares computation on a graph. This was first used by Leake for ranking football teams. The residual can be further analyzed to find inconsistencies in the given data, and this leads to a second least squares problem. This whole process was formulated recently by Jiang et al. as a Hodge decomposition of the edge values. Recently, Koutis et al., showed that linear systems involving symmetric diagonally dominant (SDD) matrices can be solved in time approaching optimality. By using Hodge 0-Laplacian and 2-Laplacian, we give various results on when the normal equations for ranking are SDD and when iterative Krylov methods should be used. We also give iteration bounds for conjugate gradient method for these problems.

  6. Local classification: Locally weighted-partial least squares-discriminant analysis (LW-PLS-DA).

    Science.gov (United States)

    Bevilacqua, Marta; Marini, Federico

    2014-08-01

    The possibility of devising a simple, flexible and accurate non-linear classification method, by extending the locally weighted partial least squares (LW-PLS) approach to the cases where the algorithm is used in a discriminant way (partial least squares discriminant analysis, PLS-DA), is presented. In particular, to assess which category an unknown sample belongs to, the proposed algorithm operates by identifying which training objects are most similar to the one to be predicted and building a PLS-DA model using these calibration samples only. Moreover, the influence of the selected training samples on the local model can be further modulated by adopting a not uniform distance-based weighting scheme which allows the farthest calibration objects to have less impact than the closest ones. The performances of the proposed locally weighted-partial least squares-discriminant analysis (LW-PLS-DA) algorithm have been tested on three simulated data sets characterized by a varying degree of non-linearity: in all cases, a classification accuracy higher than 99% on external validation samples was achieved. Moreover, when also applied to a real data set (classification of rice varieties), characterized by a high extent of non-linearity, the proposed method provided an average correct classification rate of about 93% on the test set. By the preliminary results, showed in this paper, the performances of the proposed LW-PLS-DA approach have proved to be comparable and in some cases better than those obtained by other non-linear methods (k nearest neighbors, kernel-PLS-DA and, in the case of rice, counterpropagation neural networks).

  7. Learning rates of least-square regularized regression with polynomial kernels

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    This paper presents learning rates for the least-square regularized regression algorithms with polynomial kernels. The target is the error analysis for the regression problem in learning theory. A regularization scheme is given, which yields sharp learning rates. The rates depend on the dimension of polynomial space and polynomial reproducing kernel Hilbert space measured by covering numbers. Meanwhile, we also establish the direct approximation theorem by Bernstein-Durrmeyer operators in Lρ2X with Borel probability measure.

  8. Least-Squares Neutron Spectral Adjustment with STAYSL PNNL

    Directory of Open Access Journals (Sweden)

    Greenwood L.R.

    2016-01-01

    Full Text Available The STAYSL PNNL computer code, a descendant of the STAY'SL code [1], performs neutron spectral adjustment of a starting neutron spectrum, applying a least squares method to determine adjustments based on saturated activation rates, neutron cross sections from evaluated nuclear data libraries, and all associated covariances. STAYSL PNNL is provided as part of a comprehensive suite of programs [2], where additional tools in the suite are used for assembling a set of nuclear data libraries and determining all required corrections to the measured data to determine saturated activation rates. Neutron cross section and covariance data are taken from the International Reactor Dosimetry File (IRDF-2002 [3], which was sponsored by the International Atomic Energy Agency (IAEA, though work is planned to update to data from the IAEA's International Reactor Dosimetry and Fusion File (IRDFF [4]. The nuclear data and associated covariances are extracted from IRDF-2002 using the third-party NJOY99 computer code [5]. The NJpp translation code converts the extracted data into a library data array format suitable for use as input to STAYSL PNNL. The software suite also includes three utilities to calculate corrections to measured activation rates. Neutron self-shielding corrections are calculated as a function of neutron energy with the SHIELD code and are applied to the group cross sections prior to spectral adjustment, thus making the corrections independent of the neutron spectrum. The SigPhi Calculator is a Microsoft Excel spreadsheet used for calculating saturated activation rates from raw gamma activities by applying corrections for gamma self-absorption, neutron burn-up, and the irradiation history. Gamma self-absorption and neutron burn-up corrections are calculated (iteratively in the case of the burn-up within the SigPhi Calculator spreadsheet. The irradiation history corrections are calculated using the BCF computer code and are inserted into the

  9. Least-Squares Neutron Spectral Adjustment with STAYSL PNNL

    Science.gov (United States)

    Greenwood, L. R.; Johnson, C. D.

    2016-02-01

    The STAYSL PNNL computer code, a descendant of the STAY'SL code [1], performs neutron spectral adjustment of a starting neutron spectrum, applying a least squares method to determine adjustments based on saturated activation rates, neutron cross sections from evaluated nuclear data libraries, and all associated covariances. STAYSL PNNL is provided as part of a comprehensive suite of programs [2], where additional tools in the suite are used for assembling a set of nuclear data libraries and determining all required corrections to the measured data to determine saturated activation rates. Neutron cross section and covariance data are taken from the International Reactor Dosimetry File (IRDF-2002) [3], which was sponsored by the International Atomic Energy Agency (IAEA), though work is planned to update to data from the IAEA's International Reactor Dosimetry and Fusion File (IRDFF) [4]. The nuclear data and associated covariances are extracted from IRDF-2002 using the third-party NJOY99 computer code [5]. The NJpp translation code converts the extracted data into a library data array format suitable for use as input to STAYSL PNNL. The software suite also includes three utilities to calculate corrections to measured activation rates. Neutron self-shielding corrections are calculated as a function of neutron energy with the SHIELD code and are applied to the group cross sections prior to spectral adjustment, thus making the corrections independent of the neutron spectrum. The SigPhi Calculator is a Microsoft Excel spreadsheet used for calculating saturated activation rates from raw gamma activities by applying corrections for gamma self-absorption, neutron burn-up, and the irradiation history. Gamma self-absorption and neutron burn-up corrections are calculated (iteratively in the case of the burn-up) within the SigPhi Calculator spreadsheet. The irradiation history corrections are calculated using the BCF computer code and are inserted into the SigPhi Calculator

  10. Least-squares joint imaging of multiples and primaries

    Science.gov (United States)

    Brown, Morgan Parker

    Current exploration geophysics practice still regards multiple reflections as noise, although multiples often contain considerable information about the earth's angle-dependent reflectivity that primary reflections do not. To exploit this information, multiples and primaries must be combined in a domain in which they are comparable, such as in the prestack image domain. However, unless the multiples and primaries have been pre-separated from the data, crosstalk leakage between multiple and primary images will significantly degrade any gains in the signal fidelity, geologic interpretability, and signal-to-noise ratio of the combined image. I present a global linear least-squares algorithm, denoted LSJIMP (Least-squares Joint Imaging of Multiples and Primaries), which separates multiples from primaries while simultaneously combining their information. The novelty of the method lies in the three model regularization operators which discriminate between crosstalk and signal and extend information between multiple and primary images. The LSJIMP method exploits the hitherto ignored redundancy between primaries and multiples in the data. While many different types of multiple imaging operators are well-suited for use with the LSJIMP method, in this thesis I utilize an efficient prestack time imaging strategy for multiples which sacrifices accuracy in a complex earth for computational speed and convenience. I derive a variant of the normal moveout (NMO) equation for multiples, called HEMNO, which can image "split" pegleg multiples which arise from a moderately heterogeneous earth. I also derive a series of prestack amplitude compensation operators which when combined with HEMNO, transform pegleg multiples into events are directly comparable---kinematically and in terms of amplitudes---to the primary reflection. I test my implementation of LSJIMP on two datasets from the deepwater Gulf of Mexico. The first, a 2-D line in the Mississippi Canyon region, exhibits a variety of

  11. Recursive least squares background prediction of univariate syndromic surveillance data

    Directory of Open Access Journals (Sweden)

    Burkom Howard

    2009-01-01

    Full Text Available Abstract Background Surveillance of univariate syndromic data as a means of potential indicator of developing public health conditions has been used extensively. This paper aims to improve the performance of detecting outbreaks by using a background forecasting algorithm based on the adaptive recursive least squares method combined with a novel treatment of the Day of the Week effect. Methods Previous work by the first author has suggested that univariate recursive least squares analysis of syndromic data can be used to characterize the background upon which a prediction and detection component of a biosurvellance system may be built. An adaptive implementation is used to deal with data non-stationarity. In this paper we develop and implement the RLS method for background estimation of univariate data. The distinctly dissimilar distribution of data for different days of the week, however, can affect filter implementations adversely, and so a novel procedure based on linear transformations of the sorted values of the daily counts is introduced. Seven-days ahead daily predicted counts are used as background estimates. A signal injection procedure is used to examine the integrated algorithm's ability to detect synthetic anomalies in real syndromic time series. We compare the method to a baseline CDC forecasting algorithm known as the W2 method. Results We present detection results in the form of Receiver Operating Characteristic curve values for four different injected signal to noise ratios using 16 sets of syndromic data. We find improvements in the false alarm probabilities when compared to the baseline W2 background forecasts. Conclusion The current paper introduces a prediction approach for city-level biosurveillance data streams such as time series of outpatient clinic visits and sales of over-the-counter remedies. This approach uses RLS filters modified by a correction for the weekly patterns often seen in these data series, and a threshold

  12. Wavelet Neural Networks for Adaptive Equalization by Using the Orthogonal Least Square Algorithm

    Institute of Scientific and Technical Information of China (English)

    JIANG Minghu(江铭虎); DENG Beixing(邓北星); Georges Gielen

    2004-01-01

    Equalizers are widely used in digital communication systems for corrupted or time varying channels. To overcome performance decline for noisy and nonlinear channels, many kinds of neural network models have been used in nonlinear equalization. In this paper, we propose a new nonlinear channel equalization, which is structured by wavelet neural networks. The orthogonal least square algorithm is applied to update the weighting matrix of wavelet networks to form a more compact wavelet basis unit, thus obtaining good equalization performance. The experimental results show that performance of the proposed equalizer based on wavelet networks can significantly improve the neural modeling accuracy and outperform conventional neural network equalization in signal to noise ratio and channel non-linearity.

  13. Least-Squares Data Adjustment with Rank-Deficient Data Covariance Matrices

    Energy Technology Data Exchange (ETDEWEB)

    Williams, J.G. [The University of Arizona, Tucson, AZ 85721-0119 (United States)

    2011-07-01

    A derivation of the linear least-squares adjustment formulae is required that avoids the assumption that the covariance matrix of prior parameters can be inverted. Possible proofs are of several kinds, including: (i) extension of standard results for the linear regression formulae, and (ii) minimization by differentiation of a quadratic form of the deviations in parameters and responses. In this paper, the least-squares adjustment equations are derived in both these ways, while explicitly assuming that the covariance matrix of prior parameters is singular. It will be proved that the solutions are unique and that, contrary to statements that have appeared in the literature, the least-squares adjustment problem is not ill-posed. No modification is required to the adjustment formulae that have been used in the past in the case of a singular covariance matrix for the priors. In conclusion: The linear least-squares adjustment formula that has been used in the past is valid in the case of a singular covariance matrix for the covariance matrix of prior parameters. Furthermore, it provides a unique solution. Statements in the literature, to the effect that the problem is ill-posed are wrong. No regularization of the problem is required. This has been proved in the present paper by two methods, while explicitly assuming that the covariance matrix of prior parameters is singular: i) extension of standard results for the linear regression formulae, and (ii) minimization by differentiation of a quadratic form of the deviations in parameters and responses. No modification is needed to the adjustment formulae that have been used in the past. (author)

  14. Neither fixed nor random: weighted least squares meta-regression.

    Science.gov (United States)

    Stanley, T D; Doucouliagos, Hristos

    2016-06-20

    Our study revisits and challenges two core conventional meta-regression estimators: the prevalent use of 'mixed-effects' or random-effects meta-regression analysis and the correction of standard errors that defines fixed-effects meta-regression analysis (FE-MRA). We show how and explain why an unrestricted weighted least squares MRA (WLS-MRA) estimator is superior to conventional random-effects (or mixed-effects) meta-regression when there is publication (or small-sample) bias that is as good as FE-MRA in all cases and better than fixed effects in most practical applications. Simulations and statistical theory show that WLS-MRA provides satisfactory estimates of meta-regression coefficients that are practically equivalent to mixed effects or random effects when there is no publication bias. When there is publication selection bias, WLS-MRA always has smaller bias than mixed effects or random effects. In practical applications, an unrestricted WLS meta-regression is likely to give practically equivalent or superior estimates to fixed-effects, random-effects, and mixed-effects meta-regression approaches. However, random-effects meta-regression remains viable and perhaps somewhat preferable if selection for statistical significance (publication bias) can be ruled out and when random, additive normal heterogeneity is known to directly affect the 'true' regression coefficient. Copyright © 2016 John Wiley & Sons, Ltd.

  15. Improving the gradient in least-squares reverse time migration

    Science.gov (United States)

    Liu, Qiancheng

    2016-04-01

    Least-squares reverse time migration (LSRTM) is a linearized inversion technique used for estimating high-wavenumber reflectivity. However, due to the redundant overlay of the band-limited source wavelet, the gradient based on the cross-correlated imaging principle suffers from a loss of wavenumber information. We first prepare the residuals between observed and demigrated data by deconvolving with the amplitude spectrum of the source wavelet, and then migrate the preprocessed residuals by using the cross-correlation imaging principle. In this way, a gradient that preserves the spectral signature of data residuals is obtained. The computational cost of source-wavelet removal is negligible compared to that of wavefield simulation. The two-dimensional Marmousi model containing complex geology structures is considered to test our scheme. Numerical examples show that our improved gradient in LSRTM has a better convergence behavior and promises inverted results of higher resolution. Finally, we attempt to update the background velocity with our inverted velocity perturbations to approach the true velocity.

  16. HASM-AD Algorithm Based on the Sequential Least Squares

    Institute of Scientific and Technical Information of China (English)

    WANG Shihai; YUE Tianxiang

    2010-01-01

    The HASM (high accuracy surface modeling) technique is based on the fundamental theory of surfaces, which has been proved to improve the interpolation accuracy in surface fitting. However, the integral iterative solution in previous studies resulted in high temporal complexity in computation and huge memory usage so that it became difficult to put the technique into application,especially for large-scale datasets. In the study, an innovative model (HASM-AD) is developed according to the sequential least squares on the basis of data adjustment theory. Sequential division is adopted in the technique, so that linear equations can be divided into groups to be processed in sequence with the temporal complexity reduced greatly in computation. The experiment indicates that the HASM-AD technique surpasses the traditional spatial interpolation methods in accuracy. Also, the cross-validation result proves the same conclusion for the spatial interpolation of soil PH property with the data sampled in Jiangxi province. Moreover, it is demonstrated in the study that the HASM-AD technique significantly reduces the computational complexity and lessens memory usage in computation.

  17. 3D plane-wave least-squares Kirchhoff migration

    KAUST Repository

    Wang, Xin

    2014-08-05

    A three dimensional least-squares Kirchhoff migration (LSM) is developed in the prestack plane-wave domain to increase the quality of migration images and the computational efficiency. Due to the limitation of current 3D marine acquisition geometries, a cylindrical-wave encoding is adopted for the narrow azimuth streamer data. To account for the mispositioning of reflectors due to errors in the velocity model, a regularized LSM is devised so that each plane-wave or cylindrical-wave gather gives rise to an individual migration image, and a regularization term is included to encourage the similarities between the migration images of similar encoding schemes. Both synthetic and field results show that: 1) plane-wave or cylindrical-wave encoding LSM can achieve both computational and IO saving, compared to shot-domain LSM, however, plane-wave LSM is still about 5 times more expensive than plane-wave migration; 2) the regularized LSM is more robust compared to LSM with one reflectivity model common for all the plane-wave or cylindrical-wave gathers.

  18. Suppressing Anomalous Localized Waffle Behavior in Least Squares Wavefront Reconstructors

    Energy Technology Data Exchange (ETDEWEB)

    Gavel, D

    2002-10-08

    A major difficulty with wavefront slope sensors is their insensitivity to certain phase aberration patterns, the classic example being the waffle pattern in the Fried sampling geometry. As the number of degrees of freedom in AO systems grows larger, the possibility of troublesome waffle-like behavior over localized portions of the aperture is becoming evident. Reconstructor matrices have associated with them, either explicitly or implicitly, an orthogonal mode space over which they operate, called the singular mode space. If not properly preconditioned, the reconstructor's mode set can consist almost entirely of modes that each have some localized waffle-like behavior. In this paper we analyze the behavior of least-squares reconstructors with regard to their mode spaces. We introduce a new technique that is successful in producing a mode space that segregates the waffle-like behavior into a few ''high order'' modes, which can then be projected out of the reconstructor matrix. This technique can be adapted so as to remove any specific modes that are undesirable in the final reconstructor (such as piston, tip, and tilt for example) as well as suppress (the more nebulously defined) localized waffle behavior.

  19. Prediction of solubility parameters using partial least square regression.

    Science.gov (United States)

    Tantishaiyakul, Vimon; Worakul, Nimit; Wongpoowarak, Wibul

    2006-11-15

    The total solubility parameter (delta) values were effectively predicted by using computed molecular descriptors and multivariate partial least squares (PLS) statistics. The molecular descriptors in the derived models included heat of formation, dipole moment, molar refractivity, solvent-accessible surface area (SA), surface-bounded molecular volume (SV), unsaturated index (Ui), and hydrophilic index (Hy). The values of these descriptors were computed by the use of HyperChem 7.5, QSPR Properties module in HyperChem 7.5, and Dragon Web version. The other two descriptors, hydrogen bonding donor (HD), and hydrogen bond-forming ability (HB) were also included in the models. The final reduced model of the whole data set had R(2) of 0.853, Q(2) of 0.813, root mean squared error from the cross-validation of the training set (RMSEcv(tr)) of 2.096 and RMSE of calibration (RMSE(tr)) of 1.857. No outlier was observed from this data set of 51 diverse compounds. Additionally, the predictive power of the developed model was comparable to the well recognized systems of Hansen, van Krevelen and Hoftyzer, and Hoy.

  20. River flow time series using least squares support vector machines

    Science.gov (United States)

    Samsudin, R.; Saad, P.; Shabri, A.

    2011-06-01

    This paper proposes a novel hybrid forecasting model known as GLSSVM, which combines the group method of data handling (GMDH) and the least squares support vector machine (LSSVM). The GMDH is used to determine the useful input variables which work as the time series forecasting for the LSSVM model. Monthly river flow data from two stations, the Selangor and Bernam rivers in Selangor state of Peninsular Malaysia were taken into consideration in the development of this hybrid model. The performance of this model was compared with the conventional artificial neural network (ANN) models, Autoregressive Integrated Moving Average (ARIMA), GMDH and LSSVM models using the long term observations of monthly river flow discharge. The root mean square error (RMSE) and coefficient of correlation (R) are used to evaluate the models' performances. In both cases, the new hybrid model has been found to provide more accurate flow forecasts compared to the other models. The results of the comparison indicate that the new hybrid model is a useful tool and a promising new method for river flow forecasting.

  1. Least-squares fit of a linear combination of functions

    Directory of Open Access Journals (Sweden)

    Niraj Upadhyay

    2013-12-01

    Full Text Available We propose that given a data-set $S=\\{(x_i,y_i/i=1,2,{\\dots}n\\}$ and real-valued functions $\\{f_\\alpha(x/\\alpha=1,2,{\\dots}m\\},$ the least-squares fit vector $A=\\{a_\\alpha\\}$ for $y=\\sum_\\alpha a_{\\alpha}f_\\alpha(x$ is $A = (F^TF^{-1}F^TY$ where $[F_{i\\alpha}]=[f_\\alpha(x_i].$ We test this formalism by deriving the algebraic expressions of the regression coefficients in $y = ax + b$ and in $y = ax^2 + bx + c.$ As a practical application, we successfully arrive at the coefficients in the semi-empirical mass formula of nuclear physics. The formalism is {\\it generic} - it has the potential of being applicable to any {\\it type} of $\\{x_i\\}$ as long as there exist appropriate $\\{f_\\alpha\\}.$ The method can be exploited with a CAS or an object-oriented language and is excellently suitable for parallel-processing.

  2. A pruning method for the recursive least squared algorithm.

    Science.gov (United States)

    Leung, C S; Wong, K W; Sum, P F; Chan, L W

    2001-03-01

    The recursive least squared (RLS) algorithm is an effective online training method for neural networks. However, its conjunctions with weight decay and pruning have not been well studied. This paper elucidates how generalization ability can be improved by selecting an appropriate initial value of the error covariance matrix in the RLS algorithm. Moreover, how the pruning of neural networks can be benefited by using the final value of the error covariance matrix will also be investigated. Our study found that the RLS algorithm is implicitly a weight decay method, where the weight decay effect is controlled by the initial value of the error covariance matrix; and that the inverse of the error covariance matrix is approximately equal to the Hessian matrix of the network being trained. We propose that neural networks are first trained by the RLS algorithm and then some unimportant weights are removed based on the approximate Hessian matrix. Simulation results show that our approach is an effective training and pruning method for neural networks.

  3. Non-parametric and least squares Langley plot methods

    Directory of Open Access Journals (Sweden)

    P. W. Kiedron

    2015-04-01

    Full Text Available Langley plots are used to calibrate sun radiometers primarily for the measurement of the aerosol component of the atmosphere that attenuates (scatters and absorbs incoming direct solar radiation. In principle, the calibration of a sun radiometer is a straightforward application of the Bouguer–Lambert–Beer law V=V>/i>0e−τ ·m, where a plot of ln (V voltage vs. m air mass yields a straight line with intercept ln (V0. This ln (V0 subsequently can be used to solve for τ for any measurement of V and calculation of m. This calibration works well on some high mountain sites, but the application of the Langley plot calibration technique is more complicated at other, more interesting, locales. This paper is concerned with ferreting out calibrations at difficult sites and examining and comparing a number of conventional and non-conventional methods for obtaining successful Langley plots. The eleven techniques discussed indicate that both least squares and various non-parametric techniques produce satisfactory calibrations with no significant differences among them when the time series of ln (V0's are smoothed and interpolated with median and mean moving window filters.

  4. ON THE SINGULARITY OF LEAST SQUARES ESTIMATOR FOR MEAN-REVERTING Α-STABLE MOTIONS

    Institute of Scientific and Technical Information of China (English)

    Hu Yaozhong; Long Hongwei

    2009-01-01

    We study the problem of parameter estimation for mean-reverting α-stable motion, dXt= (a0- θ0Xt)dt + dZt, observed at discrete time instants.A least squares estimator is obtained and its asymptotics is discussed in the singular case (a0, θ0)=(0,0).If a0=0, then the mean-reverting α-stable motion becomes Ornstein-Uhlenbeck process and is studied in [7] in the ergodie case θ0 > 0.For the Ornstein-Uhlenbeck process, asymptoties of the least squares estimators for the singular case (θ0 = 0) and for ergodic case (θ0 > 0) are completely different.

  5. A least-squares approach to fully constrained linear spectral mixture analysis using linear inequality constraints

    Science.gov (United States)

    Sun, Zhibin; Chang, Chein-I.; Ren, Hsuan; D"Amico, Francis M.; Jensen, James O.

    2003-12-01

    Fully constrained linear spectral mixture analysis (FCLSMA) has been used for material quantification in remotely sensed imagery. In order to implement FCLSMA, two constraints are imposed on abundance fractions, referred to as Abundance Sum-to-one Constraint (ASC) and Abundance Nonnegativity Constraint (ANC). While the ASC is linear equality constraint, the ANC is a linear inequality constraint. A direct approach to imposing the ASC and ANC has been recently investigated and is called fully constrained least-squares (FCLS) method. Since there is no analytical solution resulting from the ANC, a modified fully constrained least-squares method (MFCLS) which replaces the ANC with an Absolute Abundance Sum-to-one Constraint (AASC) was proposed to convert a set of inequality constraints to a quality constraint. The results produced by these two approaches have been shown to be very close. In this paper, we take an oopposite approach to the MFCLS method, called least-squares with linear inequality constraints (LSLIC) method which also solves FCLSMA, but replaces the ASC with two linear inequalities. The proposed LSLIC transforms the FCLSMA to a linear distance programming problem which can be solved easily by a numerical algorithm. In order to demonstrate its utility in solving FCLSMA, the LSLIC method is compared to the FCLS and MFCLS methods. The experimental results show that these three methods perform very similarly with only subtle differences resulting from their problem formations.

  6. Application of the Marquardt least-squares method to the estimation of pulse function parameters

    Science.gov (United States)

    Lundengârd, Karl; Rančić, Milica; Javor, Vesna; Silvestrov, Sergei

    2014-12-01

    Application of the Marquardt least-squares method (MLSM) to the estimation of non-linear parameters of functions used for representing various lightning current waveshapes is presented in this paper. Parameters are determined for the Pulse, Heidler's and DEXP function representing the first positive, first and subsequent negative stroke currents as given in IEC 62305-1 Standard Ed.2, and also for some other fast- and slow-decaying lightning current waveshapes. The results prove the ability of the MLSM to be used for the estimation of parameters of the functions important in lightning discharge modeling.

  7. Partial least squares prediction of the first hyperpolarizabilities of donor-acceptor polyenic derivatives

    Science.gov (United States)

    Machado, A. E. de A.; da Gama, A. A. de S.; de Barros Neto, B.

    2011-09-01

    A partial least squares regression analysis of a large set of donor-acceptor organic molecules was performed to predict the magnitude of their static first hyperpolarizabilities ( β's). Polyenes, phenylpolyenes and biphenylpolyenes with augmented chain lengths displayed large β values, in agreement with the available experimental data. The regressors used were the HOMO-LUMO energy gap, the ground-state dipole moment, the HOMO energy AM1 values and the number of π-electrons. The regression equation predicts quite well the static β values for the molecules investigated and can be used to model new organic-based materials with enhanced nonlinear responses.

  8. Least-squares reverse time migration in elastic media

    Science.gov (United States)

    Ren, Zhiming; Liu, Yang; Sen, Mrinal K.

    2017-02-01

    Elastic reverse time migration (RTM) can yield accurate subsurface information (e.g. PP and PS reflectivity) by imaging the multicomponent seismic data. However, the existing RTM methods are still insufficient to provide satisfactory results because of the finite recording aperture, limited bandwidth and imperfect illumination. Besides, the P- and S-wave separation and the polarity reversal correction are indispensable in conventional elastic RTM. Here, we propose an iterative elastic least-squares RTM (LSRTM) method, in which the imaging accuracy is improved gradually with iteration. We first use the Born approximation to formulate the elastic de-migration operator, and employ the Lagrange multiplier method to derive the adjoint equations and gradients with respect to reflectivity. Then, an efficient inversion workflow (only four forward computations needed in each iteration) is introduced to update the reflectivity. Synthetic and field data examples reveal that the proposed LSRTM method can obtain higher-quality images than the conventional elastic RTM. We also analyse the influence of model parametrizations and misfit functions in elastic LSRTM. We observe that Lamé parameters, velocity and impedance parametrizations have similar and plausible migration results when the structures of different models are correlated. For an uncorrelated subsurface model, velocity and impedance parametrizations produce fewer artefacts caused by parameter crosstalk than the Lamé coefficient parametrization. Correlation- and convolution-type misfit functions are effective when amplitude errors are involved and the source wavelet is unknown, respectively. Finally, we discuss the dependence of elastic LSRTM on migration velocities and its antinoise ability. Imaging results determine that the new elastic LSRTM method performs well as long as the low-frequency components of migration velocities are correct. The quality of images of elastic LSRTM degrades with increasing noise.

  9. Least squares in calibration: dealing with uncertainty in x.

    Science.gov (United States)

    Tellinghuisen, Joel

    2010-08-01

    The least-squares (LS) analysis of data with error in x and y is generally thought to yield best results when carried out by minimizing the "total variance" (TV), defined as the sum of the properly weighted squared residuals in x and y. Alternative "effective variance" (EV) methods project the uncertainty in x into an effective contribution to that in y, and though easier to employ are considered to be less reliable. In the case of a linear response function with both sigma(x) and sigma(y) constant, the EV solutions are identically those from ordinary LS; and Monte Carlo (MC) simulations reveal that they can actually yield smaller root-mean-square errors than the TV method. Furthermore, the biases can be predicted from theory based on inverse regression--x upon y when x is error-free and y is uncertain--which yields a bias factor proportional to the ratio sigma(x)(2)/sigma(xm)(2) of the random-error variance in x to the model variance. The MC simulations confirm that the biases are essentially independent of the error in y, hence correctable. With such bias corrections, the better performance of the EV method in estimating the parameters translates into better performance in estimating the unknown (x(0)) from measurements (y(0)) of its response. The predictability of the EV parameter biases extends also to heteroscedastic y data as long as sigma(x) remains constant, but the estimation of x(0) is not as good in this case. When both x and y are heteroscedastic, there is no known way to predict the biases. However, the MC simulations suggest that for proportional error in x, a geometric x-structure leads to small bias and comparable performance for the EV and TV methods.

  10. The moving-least-squares-particle hydrodynamics method (MLSPH)

    Energy Technology Data Exchange (ETDEWEB)

    Dilts, G. [Los Alamos National Lab., NM (United States)

    1997-12-31

    An enhancement of the smooth-particle hydrodynamics (SPH) method has been developed using the moving-least-squares (MLS) interpolants of Lancaster and Salkauskas which simultaneously relieves the method of several well-known undesirable behaviors, including spurious boundary effects, inaccurate strain and rotation rates, pressure spikes at impact boundaries, and the infamous tension instability. The classical SPH method is derived in a novel manner by means of a Galerkin approximation applied to the Lagrangian equations of motion for continua using as basis functions the SPH kernel function multiplied by the particle volume. This derivation is then modified by simply substituting the MLS interpolants for the SPH Galerkin basis, taking care to redefine the particle volume and mass appropriately. The familiar SPH kernel approximation is now equivalent to a colocation-Galerkin method. Both classical conservative and recent non-conservative formulations of SPH can be derived and emulated. The non-conservative forms can be made conservative by adding terms that are zero within the approximation at the expense of boundary-value considerations. The familiar Monaghan viscosity is used. Test calculations of uniformly expanding fluids, the Swegle example, spinning solid disks, impacting bars, and spherically symmetric flow illustrate the superiority of the technique over SPH. In all cases it is seen that the marvelous ability of the MLS interpolants to add up correctly everywhere civilizes the noisy, unpredictable nature of SPH. Being a relatively minor perturbation of the SPH method, it is easily retrofitted into existing SPH codes. On the down side, computational expense at this point is significant, the Monaghan viscosity undoes the contribution of the MLS interpolants, and one-point quadrature (colocation) is not accurate enough. Solutions to these difficulties are being pursued vigorously.

  11. Constrained Balancing of Two Industrial Rotor Systems: Least Squares and Min-Max Approaches

    Directory of Open Access Journals (Sweden)

    Bin Huang

    2009-01-01

    Full Text Available Rotor vibrations caused by rotor mass unbalance distributions are a major source of maintenance problems in high-speed rotating machinery. Minimizing this vibration by balancing under practical constraints is quite important to industry. This paper considers balancing of two large industrial rotor systems by constrained least squares and min-max balancing methods. In current industrial practice, the weighted least squares method has been utilized to minimize rotor vibrations for many years. One of its disadvantages is that it cannot guarantee that the maximum value of vibration is below a specified value. To achieve better balancing performance, the min-max balancing method utilizing the Second Order Cone Programming (SOCP with the maximum correction weight constraint, the maximum residual response constraint as well as the weight splitting constraint has been utilized for effective balancing. The min-max balancing method can guarantee a maximum residual vibration value below an optimum value and is shown by simulation to significantly outperform the weighted least squares method.

  12. A least square extrapolation method for improving solution accuracy of PDE computations

    CERN Document Server

    Garbey, M

    2003-01-01

    Richardson extrapolation (RE) is based on a very simple and elegant mathematical idea that has been successful in several areas of numerical analysis such as quadrature or time integration of ODEs. In theory, RE can be used also on PDE approximations when the convergence order of a discrete solution is clearly known. But in practice, the order of a numerical method often depends on space location and is not accurately satisfied on different levels of grids used in the extrapolation formula. We propose in this paper a more robust and numerically efficient method based on the idea of finding automatically the order of a method as the solution of a least square minimization problem on the residual. We introduce a two-level and three-level least square extrapolation method that works on nonmatching embedded grid solutions via spline interpolation. Our least square extrapolation method is a post-processing of data produced by existing PDE codes, that is easy to implement and can be a better tool than RE for code v...

  13. Preprocessing in Matlab Inconsistent Linear System for a Meaningful Least Squares Solution

    Science.gov (United States)

    Sen, Symal K.; Shaykhian, Gholam Ali

    2011-01-01

    Mathematical models of many physical/statistical problems are systems of linear equations Due to measurement and possible human errors/mistakes in modeling/data, as well as due to certain assumptions to reduce complexity, inconsistency (contradiction) is injected into the model, viz. the linear system. While any inconsistent system irrespective of the degree of inconsistency has always a least-squares solution, one needs to check whether an equation is too much inconsistent or, equivalently too much contradictory. Such an equation will affect/distort the least-squares solution to such an extent that renders it unacceptable/unfit to be used in a real-world application. We propose an algorithm which (i) prunes numerically redundant linear equations from the system as these do not add any new information to the model, (ii) detects contradictory linear equations along with their degree of contradiction (inconsistency index), (iii) removes those equations presumed to be too contradictory, and then (iv) obtain the . minimum norm least-squares solution of the acceptably inconsistent reduced linear system. The algorithm presented in Matlab reduces the computational and storage complexities and also improves the accuracy of the solution. It also provides the necessary warning about the existence of too much contradiction in the model. In addition, we suggest a thorough relook into the mathematical modeling to determine the reason why unacceptable contradiction has occurred thus prompting us to make necessary corrections/modifications to the models - both mathematical and, if necessary, physical.

  14. Integrated application of uniform design and least-squares support vector machines to transfection optimization

    Directory of Open Access Journals (Sweden)

    Pan Jin-Shui

    2009-05-01

    Full Text Available Abstract Background Transfection in mammalian cells based on liposome presents great challenge for biological professionals. To protect themselves from exogenous insults, mammalian cells tend to manifest poor transfection efficiency. In order to gain high efficiency, we have to optimize several conditions of transfection, such as amount of liposome, amount of plasmid, and cell density at transfection. However, this process may be time-consuming and energy-consuming. Fortunately, several mathematical methods, developed in the past decades, may facilitate the resolution of this issue. This study investigates the possibility of optimizing transfection efficiency by using a method referred to as least-squares support vector machine, which requires only a few experiments and maintains fairly high accuracy. Results A protocol consists of 15 experiments was performed according to the principle of uniform design. In this protocol, amount of liposome, amount of plasmid, and the number of seeded cells 24 h before transfection were set as independent variables and transfection efficiency was set as dependent variable. A model was deduced from independent variables and their respective dependent variable. Another protocol made up by 10 experiments was performed to test the accuracy of the model. The model manifested a high accuracy. Compared to traditional method, the integrated application of uniform design and least-squares support vector machine greatly reduced the number of required experiments. What's more, higher transfection efficiency was achieved. Conclusion The integrated application of uniform design and least-squares support vector machine is a simple technique for obtaining high transfection efficiency. Using this novel method, the number of required experiments would be greatly cut down while higher efficiency would be gained. Least-squares support vector machine may be applicable to many other problems that need to be optimized.

  15. Analyzing industrial energy use through ordinary least squares regression models

    Science.gov (United States)

    Golden, Allyson Katherine

    Extensive research has been performed using regression analysis and calibrated simulations to create baseline energy consumption models for residential buildings and commercial institutions. However, few attempts have been made to discuss the applicability of these methodologies to establish baseline energy consumption models for industrial manufacturing facilities. In the few studies of industrial facilities, the presented linear change-point and degree-day regression analyses illustrate ideal cases. It follows that there is a need in the established literature to discuss the methodologies and to determine their applicability for establishing baseline energy consumption models of industrial manufacturing facilities. The thesis determines the effectiveness of simple inverse linear statistical regression models when establishing baseline energy consumption models for industrial manufacturing facilities. Ordinary least squares change-point and degree-day regression methods are used to create baseline energy consumption models for nine different case studies of industrial manufacturing facilities located in the southeastern United States. The influence of ambient dry-bulb temperature and production on total facility energy consumption is observed. The energy consumption behavior of industrial manufacturing facilities is only sometimes sufficiently explained by temperature, production, or a combination of the two variables. This thesis also provides methods for generating baseline energy models that are straightforward and accessible to anyone in the industrial manufacturing community. The methods outlined in this thesis may be easily replicated by anyone that possesses basic spreadsheet software and general knowledge of the relationship between energy consumption and weather, production, or other influential variables. With the help of simple inverse linear regression models, industrial manufacturing facilities may better understand their energy consumption and

  16. Reconciling alternate methods for the determination of charge distributions: A probabilistic approach to high-dimensional least-squares approximations

    CERN Document Server

    Champagnat, Nicolas; Faou, Erwan

    2010-01-01

    We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic potential. The method is mathematically extended to general least-squares problems and provides an alternative approximation method in cases where the original least-squares problem is computationally not tractable, either because of its ill-posedness or its high-dimensionality. The solution is approximated employing a Monte Carlo method that takes the average of a random variable defined as the solutions of random small least-squares problems drawn as subsystems of the original problem. The conditions that ensure convergence and consistency of the method are discussed, along with an analysis of the computational cost in specific instances.

  17. Stable least-squares matching for oblique images using bound constrained optimization and a robust loss function

    Science.gov (United States)

    Hu, Han; Ding, Yulin; Zhu, Qing; Wu, Bo; Xie, Linfu; Chen, Min

    2016-08-01

    Least-squares matching is a standard procedure in photogrammetric applications for obtaining sub-pixel accuracies of image correspondences. However, least-squares matching has also been criticized for its instability, which is primarily reflected by the requests for the initial correspondence and favorable image quality. In image matching between oblique images, due to the blur, illumination differences and other effects, the image attributes of different views are notably different, which results in a more severe convergence problem. Aiming at improving the convergence rate and robustness of least-squares matching of oblique images, we incorporated prior geometric knowledge in the optimization process, which is reflected as the bounded constraints on the optimizing parameters that constrain the search for a solution to a reasonable region. Furthermore, to be resilient to outliers, we substituted the square loss with a robust loss function. To solve the composite problem, we reformulated the least-squares matching problem as a bound constrained optimization problem, which can be solved with bounds constrained Levenberg-Marquardt solver. Experimental results consisting of images from two different penta-view oblique camera systems confirmed that the proposed method shows guaranteed final convergences in various scenarios compared to the approximately 20-50% convergence rate of classical least-squares matching.

  18. FOSLS (first-order systems least squares): An overivew

    Energy Technology Data Exchange (ETDEWEB)

    Manteuffel, T.A. [Univ. of Colorado, Boulder, CO (United States)

    1996-12-31

    The process of modeling a physical system involves creating a mathematical model, forming a discrete approximation, and solving the resulting linear or nonlinear system. The mathematical model may take many forms. The particular form chosen may greatly influence the ease and accuracy with which it may be discretized as well as the properties of the resulting linear or nonlinear system. If a model is chosen incorrectly it may yield linear systems with undesirable properties such as nonsymmetry or indefiniteness. On the other hand, if the model is designed with the discretization process and numerical solution in mind, it may be possible to avoid these undesirable properties.

  19. Novel temperature modeling and compensation method for bias of ring laser gyroscope based on least-squares support vector machine

    Institute of Scientific and Technical Information of China (English)

    Xudong Yu; Yu Wang; Guo Wei; Pengfei Zhang; Xingwu Long

    2011-01-01

    Bias of ring-laser-gyroscope (RLG) changes with temperature in a nonlinear way. This is an important restraining factor for improving the accuracy of RLG. Considering the limitations of least-squares regression and neural network, we propose a new method of temperature compensation of RLG bias-building function regression model using least-squares support vector machine (LS-SVM). Static and dynamic temperature experiments of RLG bias are carried out to validate the effectiveness of the proposed method. Moreover,the traditional least-squares regression method is compared with the LS-SVM-based method. The results show the maximum error of RLG bias drops by almost two orders of magnitude after static temperature compensation, while bias stability of RLG improves by one order of magnitude after dynamic temperature compensation. Thus, the proposed method reduces the influence of temperature variation on the bias of the RLG effectively and improves the accuracy of the gyro scope considerably.%@@ Bias of ring-laser-gyroscope (RLG) changes with temperature in a nonlinear way.This is an important restraining factor for improving the accuracy of RLG.Considering the limitations of least-squares regression and neural network, we propose a new method of temperature compensation of RLG bias-building function regression model using least-squares support vector machine (LS-SVM).Static and dynamic temperature experiments of RLG bias are carried out to validate the effectiveness of the proposed method.Moreover,the traditional least-squares regression method is compared with the LS-SVM-based method.

  20. Nonmonotone Spectral Gradient Method for l_1-regularized Least Squares

    Directory of Open Access Journals (Sweden)

    Wanyou Cheng

    2016-08-01

    Full Text Available In the paper, we investigate a linear constraint optimization reformulation to a more general form of the l_1 regularization problem and give some good properties of it. We first show that the equivalence between the linear constraint optimization problem and the l_1 regularization problem. Second, the KKT point of the linear constraint problem always exists since the constraints are linear; we show that the half constraints must be active at any KKT point. In addition, we show that the KKT points of the linear constraint problem are the same as the stationary points of the l_1 regularization problem. Based on the linear constraint optimization problem, we propose a nonomotone spectral gradient method and establish its global convergence. Numerical experiments with compressive sense problems show that our approach is competitive with several known methods for standard l_2-l_1 problem.

  1. Thrust estimator design based on least squares support vector regression machine

    Institute of Scientific and Technical Information of China (English)

    ZHAO Yong-ping; SUN Jian-guo

    2010-01-01

    In order to realize direct thrust control instead of traditional sensor-based control for nero-engines,it is indispensable to design a thrust estimator with high accuracy,so a scheme for thrust estimator design based on the least square support vector regression machine is proposed to solve this problem.Furthermore,numerical simulations confirm the effectiveness of our presented scheme.During the process of estimator design,a wrap per criterion that can not only reduce the computational complexity but also enhance the generalization performance is proposed to select variables as input variables for estimator.

  2. SPARSE REPRESENTATIONS WITH DATA FIDELITY TERM VIA AN ITERATIVELY REWEIGHTED LEAST SQUARES ALGORITHM

    Energy Technology Data Exchange (ETDEWEB)

    WOHLBERG, BRENDT [Los Alamos National Laboratory; RODRIGUEZ, PAUL [Los Alamos National Laboratory

    2007-01-08

    Basis Pursuit and Basis Pursuit Denoising, well established techniques for computing sparse representations, minimize an {ell}{sup 2} data fidelity term subject to an {ell}{sup 1} sparsity constraint or regularization term on the solution by mapping the problem to a linear or quadratic program. Basis Pursuit Denoising with an {ell}{sup 1} data fidelity term has recently been proposed, also implemented via a mapping to a linear program. They introduce an alternative approach via an iteratively Reweighted Least Squares algorithm, providing greater flexibility in the choice of data fidelity term norm, and computational advantages in certain circumstances.

  3. Speed control of induction motor using fuzzy recursive least squares technique

    Directory of Open Access Journals (Sweden)

    Santiago Sánchez

    2008-12-01

    Full Text Available A simple adaptive controller design is presented in this paper, the control system uses the adaptive fuzzy logic, sliding modes and is trained with the recursive least squares technique. The problem of parameter variation is solved with the adaptive controller; the use of an internal PI regulator produces that the speed control of the induction motor be achieved by the stator currents instead the input voltage. The rotor-flux oriented coordinated system model is used to develop and test the control system.

  4. Useful and little-known applications of the Least Square Method and some consequences of covariances

    Science.gov (United States)

    Helene, Otaviano; Mariano, Leandro; Guimarães-Filho, Zwinglio

    2016-10-01

    Covariances are as important as variances when dealing with experimental data and they must be considered in fitting procedures and adjustments in order to preserve the statistical properties of the adjusted quantities. In this paper, we apply the Least Square Method in matrix form to several simple problems in order to evaluate the consequences of covariances in the fitting procedure. Among the examples, we demonstrate how a measurement of a physical quantity can change the adopted value of all other covariant quantities and how a new single point (x , y) improves the parameters of a previously adjusted straight-line.

  5. Linear least squares compartmental-model-independent parameter identification in PET.

    Science.gov (United States)

    Thie, J A; Smith, G T; Hubner, K F

    1997-02-01

    A simplified approach involving linear-regression straight-line parameter fitting of dynamic scan data is developed for both specific and nonspecific models. Where compartmental-model topologies apply, the measured activity may be expressed in terms of: its integrals, plasma activity and plasma integrals--all in a linear expression with macroparameters as coefficients. Multiple linear regression, as in spreadsheet software, determines parameters for best data fits. Positron emission tomography (PET)-acquired gray-matter images in a dynamic scan are analyzed: both by this method and by traditional iterative nonlinear least squares. Both patient and simulated data were used. Regression and traditional methods are in expected agreement. Monte-Carlo simulations evaluate parameter standard deviations, due to data noise, and much smaller noise-induced biases. Unique straight-line graphical displays permit visualizing data influences on various macroparameters as changes in slopes. Advantages of regression fitting are: simplicity, speed, ease of implementation in spreadsheet software, avoiding risks of convergence failures or false solutions in iterative least squares, and providing various visualizations of the uptake process by straight line graphical displays. Multiparameter model-independent analyses on lesser understood systems is also made possible.

  6. [NIR spectroscopy based on least square support vector machines for quality prediction of tomato juice].

    Science.gov (United States)

    Huang, Kang; Wang, Hui-jun; Xu, Hui-rong; Wang, Jian-ping; Ying, Yi-bin

    2009-04-01

    The application of least square support vector machines (LS-SVM) regression method based on statistics study theory to the analysis with near infrared (NIR) spectra of tomato juice was introduced in the present paper. In this method, LS-SVM was used for establishing model of spectral analysis, and was applied to predict the sugar contents (SC) and available acid (VA) in tomato juice samples. NIR transmission spectra of tomato juice were measured in the spectral range of 800-2,500 nm using InGaAs detector. The radial basis function (RBF) was adopted as a kernel function of LS-SVM. Sixty seven tomato juice samples were used as calibration set, and thirty three samples were used as validation set. The results of the method for sugar contents (SC) and available acid (VA) prediction were: a high correlation coefficient of 0.9903 and 0.9675, and a low root mean square error of prediction (RMSEP) of 0.0056 degree Brix and 0.0245, respectively. And compared to PLS and PCR methods, the performance of the LSSVM method was better. The results indicated that it was possible to built statistic models to quantify some common components in tomato juice using near-infrared (NIR) spectroscopy and least square support vector machines (LS-SVM) regression method as a nonlinear multivariate calibration procedure, and LS-SVM could be a rapid and accurate method for juice components determination based on NIR spectra.

  7. Iterative least square phase-measuring method that tolerates extended finite bandwidth illumination.

    Science.gov (United States)

    Munteanu, Florin; Schmit, Joanna

    2009-02-20

    Iterative least square phase-measuring techniques address the phase-shifting interferometry issue of sensitivity to vibrations and scanner nonlinearity. In these techniques the wavefront phase and phase steps are determined simultaneously from a single set of phase-shifted fringe frames where the phase shift does not need to have a nominal value or be a priori precisely known. This method is commonly used in laser interferometers in which the contrast of fringes is constant between frames and across the field. We present step-by-step modifications to the basic iterative least square method. These modifications allow for vibration insensitive measurements in an interferometric system in which fringe contrast varies across a single frame, as well as from frame to frame, due to the limited bandwidth light source and the nonzero numerical aperture of the objective. We demonstrate the efficiency of the new algorithm with experimental data, and we analyze theoretically the degree of contrast variation that this new algorithm can tolerate.

  8. Novel passive localization algorithm based on double side matrix-restricted total least squares

    Institute of Scientific and Technical Information of China (English)

    Xu Zheng; Qu Changwen; Wang Changhai

    2013-01-01

    In order to solve the bearings-only passive localization problem in the presence of erroneous observer position,a novel algorithm based on double side matrix-restricted total least squares (DSMRTLS) is proposed.First,the aforementioned passive localization problem is transferred to the DSMRTLS problem by deriving a multiplicative structure for both the observation matrix and the observation vector.Second,the corresponding optimization problem of the DSMRTLS problem without constraint is derived,which can be approximated as the generalized Rayleigh quotient minimization problem.Then,the localization solution which is globally optimal and asymptotically unbiased can be got by generalized eigenvalue decomposition.Simulation results verify the rationality of the approximation and the good performance of the proposed algorithm compared with several typical algorithms.

  9. Normalization Ridge Regression in Practice I: Comparisons Between Ordinary Least Squares, Ridge Regression and Normalization Ridge Regression.

    Science.gov (United States)

    Bulcock, J. W.

    The problem of model estimation when the data are collinear was examined. Though the ridge regression (RR) outperforms ordinary least squares (OLS) regression in the presence of acute multicollinearity, it is not a problem free technique for reducing the variance of the estimates. It is a stochastic procedure when it should be nonstochastic and it…

  10. Moving least squares simulation of free surface flows

    DEFF Research Database (Denmark)

    Felter, C. L.; Walther, Jens Honore; Henriksen, Christian

    2014-01-01

    derivatives and a Runge–Kutta method for the time derivatives. The computational frame is Lagrangian, which means that the computational nodes are convected with the flow. The method proposed here is benchmarked using the standard lid driven cavity problem, a rotating free surface problem, and the simulation...

  11. Arrhenius time-scaled least squares: a simple, robust approach to accelerated stability data analysis for bioproducts.

    Science.gov (United States)

    Rauk, Adam P; Guo, Kevin; Hu, Yanling; Cahya, Suntara; Weiss, William F

    2014-08-01

    Defining a suitable product presentation with an acceptable stability profile over its intended shelf-life is one of the principal challenges in bioproduct development. Accelerated stability studies are routinely used as a tool to better understand long-term stability. Data analysis often employs an overall mass action kinetics description for the degradation and the Arrhenius relationship to capture the temperature dependence of the observed rate constant. To improve predictive accuracy and precision, the current work proposes a least-squares estimation approach with a single nonlinear covariate and uses a polynomial to describe the change in a product attribute with respect to time. The approach, which will be referred to as Arrhenius time-scaled (ATS) least squares, enables accurate, precise predictions to be achieved for degradation profiles commonly encountered during bioproduct development. A Monte Carlo study is conducted to compare the proposed approach with the common method of least-squares estimation on the logarithmic form of the Arrhenius equation and nonlinear estimation of a first-order model. The ATS least squares method accommodates a range of degradation profiles, provides a simple and intuitive approach for data presentation, and can be implemented with ease. © 2014 Wiley Periodicals, Inc. and the American Pharmacists Association.

  12. Least Squares Temporal Difference Actor-Critic Methods with Applications to Robot Motion Control

    CERN Document Server

    Estanjini, Reza Moazzez; Lahijanian, Morteza; Wang, Jing; Belta, Calin A; Paschalidis, Ioannis Ch

    2011-01-01

    We consider the problem of finding a control policy for a Markov Decision Process (MDP) to maximize the probability of reaching some states while avoiding some other states. This problem is motivated by applications in robotics, where such problems naturally arise when probabilistic models of robot motion are required to satisfy temporal logic task specifications. We transform this problem into a Stochastic Shortest Path (SSP) problem and develop a new approximate dynamic programming algorithm to solve it. This algorithm is of the actor-critic type and uses a least-square temporal difference learning method. It operates on sample paths of the system and optimizes the policy within a pre-specified class parameterized by a parsimonious set of parameters. We show its convergence to a policy corresponding to a stationary point in the parameters' space. Simulation results confirm the effectiveness of the proposed solution.

  13. A Barzilai-Borwein $l_1$-Regularized Least Squares Algorithm for Compressed Sensing

    CERN Document Server

    Broughton, R; Renaud, P; Tappenden, R

    2009-01-01

    Problems in signal processing and medical imaging often lead to calculating sparse solutions to under-determined linear systems. Methodologies for solving this problem are presented as background to the method used in this work where the problem is reformulated as an unconstrained convex optimization problem. The least squares approach is modified by an $l_1$-regularization term. A sparse solution is sought using a Barzilai-Borwein type projection algorithm with an adaptive step length. New insight into the choice of step length is provided through a study of the special structure of the underlying problem. Numerical experiments are conducted and results given, comparing this algorithm with a number of other current algorithms.

  14. Online Least Squares One-Class Support Vector Machines-Based Abnormal Visual Event Detection

    Directory of Open Access Journals (Sweden)

    Tian Wang

    2013-12-01

    Full Text Available The abnormal event detection problem is an important subject in real-time video surveillance. In this paper, we propose a novel online one-class classification algorithm, online least squares one-class support vector machine (online LS-OC-SVM, combined with its sparsified version (sparse online LS-OC-SVM. LS-OC-SVM extracts a hyperplane as an optimal description of training objects in a regularized least squares sense. The online LS-OC-SVM learns a training set with a limited number of samples to provide a basic normal model, then updates the model through remaining data. In the sparse online scheme, the model complexity is controlled by the coherence criterion. The online LS-OC-SVM is adopted to handle the abnormal event detection problem. Each frame of the video is characterized by the covariance matrix descriptor encoding the moving information, then is classified into a normal or an abnormal frame. Experiments are conducted, on a two-dimensional synthetic distribution dataset and a benchmark video surveillance dataset, to demonstrate the promising results of the proposed online LS-OC-SVM method.

  15. A Coupled Finite Difference and Moving Least Squares Simulation of Violent Breaking Wave Impact

    DEFF Research Database (Denmark)

    Lindberg, Ole; Bingham, Harry B.; Engsig-Karup, Allan Peter

    2012-01-01

    incompressible and inviscid model and the wave impacts on the vertical breakwater are simulated in this model. The resulting maximum pressures and forces on the breakwater are relatively high when compared with other studies and this is due to the incompressible nature of the present model.......Two model for simulation of free surface flow is presented. The first model is a finite difference based potential flow model with non-linear kinematic and dynamic free surface boundary conditions. The second model is a weighted least squares based incompressible and inviscid flow model. A special...... feature of this model is a generalized finite point set method which is applied to the solution of the Poisson equation on an unstructured point distribution. The presented finite point set method is generalized to arbitrary order of approximation. The two models are applied to simulation of steep...

  16. Robust GRAPPA reconstruction using sparse multi-kernel learning with least squares support vector regression.

    Science.gov (United States)

    Xu, Lin; Feng, Yanqiu; Liu, Xiaoyun; Kang, Lili; Chen, Wufan

    2014-01-01

    Accuracy of interpolation coefficients fitting to the auto-calibrating signal data is crucial for k-space-based parallel reconstruction. Both conventional generalized autocalibrating partially parallel acquisitions (GRAPPA) reconstruction that utilizes linear interpolation function and nonlinear GRAPPA (NLGRAPPA) reconstruction with polynomial kernel function are sensitive to interpolation window and often cannot consistently produce good results for overall acceleration factors. In this study, sparse multi-kernel learning is conducted within the framework of least squares support vector regression to fit interpolation coefficients as well as to reconstruct images robustly under different subsampling patterns and coil datasets. The kernel combination weights and interpolation coefficients are adaptively determined by efficient semi-infinite linear programming techniques. Experimental results on phantom and in vivo data indicate that the proposed method can automatically achieve an optimized compromise between noise suppression and residual artifacts for various sampling schemes. Compared with NLGRAPPA, our method is significantly less sensitive to the interpolation window and kernel parameters.

  17. Baseline configuration for GNSS attitude determination with an analytical least-squares solution

    Science.gov (United States)

    Chang, Guobin; Xu, Tianhe; Wang, Qianxin

    2016-12-01

    The GNSS attitude determination using carrier phase measurements with 4 antennas is studied on condition that the integer ambiguities have been resolved. The solution to the nonlinear least-squares is often obtained iteratively, however an analytical solution can exist for specific baseline configurations. The main aim of this work is to design this class of configurations. Both single and double difference measurements are treated which refer to the dedicated and non-dedicated receivers respectively. More realistic error models are employed in which the correlations between different measurements are given full consideration. The desired configurations are worked out. The configurations are rotation and scale equivariant and can be applied to both the dedicated and non-dedicated receivers. For these configurations, the analytical and optimal solution for the attitude is also given together with its error variance-covariance matrix.

  18. [Measurement of nonuniform temperature and concentration distribution by absorption spectroscopy based on least-square fitting].

    Science.gov (United States)

    Song, Jun-Ling; Hong, Yan-Ji; Wang, Guang-Yu; Pan, Hu

    2013-08-01

    The measurement of nonuniform temperature and concentration distributions was investigated based on tunable diode laser absorption spectroscopy technology. Through direct scanning multiple absorption lines of H2O, two zones for temperature and concentration distribution were achieved by solving nonlinear equations by least-square fitting from numerical and experimental studies. The numerical results show that the calculated temperature and concentration have relative errors of 8.3% and 7.6% compared to the model, respectively. The calculating accuracy can be improved by increasing the number of absorption lines and reduction in unknown numbers. Compared with the thermocouple readings, the high and low temperatures have relative errors of 13.8% and 3.5% respectively. The numerical results are in agreement with the experimental results.

  19. Application of Recursive Least Square Algorithm on Estimation of Vehicle Sideslip Angle and Road Friction

    Directory of Open Access Journals (Sweden)

    Nenggen Ding

    2010-01-01

    Full Text Available A recursive least square (RLS algorithm for estimation of vehicle sideslip angle and road friction coefficient is proposed. The algorithm uses the information from sensors onboard vehicle and control inputs from the control logic and is intended to provide the essential information for active safety systems such as active steering, direct yaw moment control, or their combination. Based on a simple two-degree-of-freedom (DOF vehicle model, the algorithm minimizes the squared errors between estimated lateral acceleration and yaw acceleration of the vehicle and their measured values. The algorithm also utilizes available control inputs such as active steering angle and wheel brake torques. The proposed algorithm is evaluated using an 8-DOF full vehicle simulation model including all essential nonlinearities and an integrated active front steering and direct yaw moment control on dry and slippery roads.

  20. The Recovery of Weak Impulsive Signals Based on Stochastic Resonance and Moving Least Squares Fitting

    Directory of Open Access Journals (Sweden)

    Kuosheng Jiang

    2014-07-01

    Full Text Available In this paper a stochastic resonance (SR-based method for recovering weak impulsive signals is developed for quantitative diagnosis of faults in rotating machinery. It was shown in theory that weak impulsive signals follow the mechanism of SR, but the SR produces a nonlinear distortion of the shape of the impulsive signal. To eliminate the distortion a moving least squares fitting method is introduced to reconstruct the signal from the output of the SR process. This proposed method is verified by comparing its detection results with that of a morphological filter based on both simulated and experimental signals. The experimental results show that the background noise is suppressed effectively and the key features of impulsive signals are reconstructed with a good degree of accuracy, which leads to an accurate diagnosis of faults in roller bearings in a run-to failure test.

  1. Comparative artificial neural network and partial least squares models for analysis of Metronidazole, Diloxanide, Spiramycin and Cliquinol in pharmaceutical preparations.

    Science.gov (United States)

    Elkhoudary, Mahmoud M; Abdel Salam, Randa A; Hadad, Ghada M

    2014-09-15

    Metronidazole (MNZ) is a widely used antibacterial and amoebicide drug. Therefore, it is important to develop a rapid and specific analytical method for the determination of MNZ in mixture with Spiramycin (SPY), Diloxanide (DIX) and Cliquinol (CLQ) in pharmaceutical preparations. This work describes simple, sensitive and reliable six multivariate calibration methods, namely linear and nonlinear artificial neural networks preceded by genetic algorithm (GA-ANN) and principle component analysis (PCA-ANN) as well as partial least squares (PLS) either alone or preceded by genetic algorithm (GA-PLS) for UV spectrophotometric determination of MNZ, SPY, DIX and CLQ in pharmaceutical preparations with no interference of pharmaceutical additives. The results manifest the problem of nonlinearity and how models like ANN can handle it. Analytical performance of these methods was statistically validated with respect to linearity, accuracy, precision and specificity. The developed methods indicate the ability of the previously mentioned multivariate calibration models to handle and solve UV spectra of the four components' mixtures using easy and widely used UV spectrophotometer.

  2. New predictive control algorithms based on Least Squares Support Vector Machines

    Institute of Scientific and Technical Information of China (English)

    LIU Bin; SU Hong-ye; CHU Jian

    2005-01-01

    Used for industrial process with different degree of nonlinearity, the two predictive control algorithms presented in this paper are based on Least Squares Support Vector Machines (LS-SVM) model. For the weakly nonlinear system, the system model is built by using LS-SVM with linear kernel function, and then the obtained linear LS-SVM model is transformed into linear input-output relation of the controlled system. However, for the strongly nonlinear system, the off-line model of the controlled system is built by using LS-SVM with Radial Basis Function (RBF) kernel. The obtained nonlinear LS-SVM model is linearized at each sampling instant of system running, after which the on-line linear input-output model of the system is built. Based on the obtained linear input-output model, the Generalized Predictive Control (GPC) algorithm is employed to implement predictive control for the controlled plant in both algorithms. The simulation results after the presented algorithms were implemented in two different industrial processes model; respectively revealed the effectiveness and merit of both algorithms.

  3. Online Identification of Multivariable Discrete Time Delay Systems Using a Recursive Least Square Algorithm

    Directory of Open Access Journals (Sweden)

    Saïda Bedoui

    2013-01-01

    Full Text Available This paper addresses the problem of simultaneous identification of linear discrete time delay multivariable systems. This problem involves both the estimation of the time delays and the dynamic parameters matrices. In fact, we suggest a new formulation of this problem allowing defining the time delay and the dynamic parameters in the same estimated vector and building the corresponding observation vector. Then, we use this formulation to propose a new method to identify the time delays and the parameters of these systems using the least square approach. Convergence conditions and statistics properties of the proposed method are also developed. Simulation results are presented to illustrate the performance of the proposed method. An application of the developed approach to compact disc player arm is also suggested in order to validate simulation results.

  4. On-line least squares support vector machine algorithm in gas prediction

    Institute of Scientific and Technical Information of China (English)

    ZHAO Xiao-hu; WANG Gang; ZHAO Ke-ke; TAN De-jian

    2009-01-01

    Traditional coal mine safety prediction methods are off-line and do not have dynamic prediction functions. The Support Vector Machine (SVM) is a new machine learning algorithm that has excellent properties. The least squares support vector machine (LS-SVM) algorithm is an improved algorithm of SVM. But the common LS-SVM algorithm, used directly in safety predictions, has some problems. We have first studied gas prediction problems and the basic theory of LS-SVM. Given these problems, we have investigated the affect of the time factor about safety prediction and present an on-line prediction algorithm, based on LS-SVM. Finally, given our observed data, we used the on-line algorithm to predict gas emissions and used other related algorithm to com- pare its performance. The simulation results have verified the validity of the new algorithm.

  5. Least Squares Approach to the Alignment of the Generic High Precision Tracking System

    CERN Document Server

    Brückman de Renstrom, P

    2005-01-01

    A least squares method to solve a generic alignment problem of high granularity tracking system is presented. The formalism takes advantage of the assumption that the derived corrections are small and consequently uses the first order linear expansion throughout. The algorithm consists of analytical linear expansion allowing for multiple nested fits. E.g. imposing a common vertex for groups of particle tracks is of particular interest. We present a consistent and complete recipe to impose constraints on any set of either implicit or explicit parameters. The baseline solution to the alignment problem is equivalent to the one described in [1]. The latter was derived using purely algebraic methods to reduce the initial large system of linear equations arising from separate fits of tracks and alignment parameters. The method presented here benefits from wider range of applications including problems with implicit vertex fit, physics constraints on track parameters, use of external information to constrain the geo...

  6. Dimension reduction for p53 protein recognition by using incremental partial least squares.

    Science.gov (United States)

    Zeng, Xue-Qiang; Li, Guo-Zheng

    2014-06-01

    As an important tumor suppressor protein, reactivating mutated p53 was found in many kinds of human cancers and that restoring active p53 would lead to tumor regression. In recent years, more and more data extracted from biophysical simulations, which makes the modelling of mutant p53 transcriptional activity suffering from the problems of huge amount of instances and high feature dimension. Incremental feature extraction is effective to facilitate analysis of large-scale data. However, most current incremental feature extraction methods are not suitable for processing big data with high feature dimension. Partial Least Squares (PLS) has been demonstrated to be an effective dimension reduction technique for classification. In this paper, we design a highly efficient and powerful algorithm named Incremental Partial Least Squares (IPLS), which conducts a two-stage extraction process. In the first stage, the PLS target function is adapted to be incremental with updating historical mean to extract the leading projection direction. In the last stage, the other projection directions are calculated through equivalence between the PLS vectors and the Krylov sequence. We compare IPLS with some state-of-the-arts incremental feature extraction methods like Incremental Principal Component Analysis, Incremental Maximum Margin Criterion and Incremental Inter-class Scatter on real p53 proteins data. Empirical results show IPLS performs better than other methods in terms of balanced classification accuracy.

  7. Gravity Search Algorithm hybridized Recursive Least Square method for power system harmonic estimation

    Directory of Open Access Journals (Sweden)

    Santosh Kumar Singh

    2017-06-01

    Full Text Available This paper presents a new hybrid method based on Gravity Search Algorithm (GSA and Recursive Least Square (RLS, known as GSA-RLS, to solve the harmonic estimation problems in the case of time varying power signals in presence of different noises. GSA is based on the Newton’s law of gravity and mass interactions. In the proposed method, the searcher agents are a collection of masses that interact with each other using Newton’s laws of gravity and motion. The basic GSA algorithm strategy is combined with RLS algorithm sequentially in an adaptive way to update the unknown parameters (weights of the harmonic signal. Simulation and practical validation are made with the experimentation of the proposed algorithm with real time data obtained from a heavy paper industry. A comparative performance of the proposed algorithm is evaluated with other recently reported algorithms like, Differential Evolution (DE, Particle Swarm Optimization (PSO, Bacteria Foraging Optimization (BFO, Fuzzy-BFO (F-BFO hybridized with Least Square (LS and BFO hybridized with RLS algorithm, which reveals that the proposed GSA-RLS algorithm is the best in terms of accuracy, convergence and computational time.

  8. Two-Stage Orthogonal Least Squares Methods for Neural Network Construction.

    Science.gov (United States)

    Zhang, Long; Li, Kang; Bai, Er-Wei; Irwin, George W

    2015-08-01

    A number of neural networks can be formulated as the linear-in-the-parameters models. Training such networks can be transformed to a model selection problem where a compact model is selected from all the candidates using subset selection algorithms. Forward selection methods are popular fast subset selection approaches. However, they may only produce suboptimal models and can be trapped into a local minimum. More recently, a two-stage fast recursive algorithm (TSFRA) combining forward selection and backward model refinement has been proposed to improve the compactness and generalization performance of the model. This paper proposes unified two-stage orthogonal least squares methods instead of the fast recursive-based methods. In contrast to the TSFRA, this paper derives a new simplified relationship between the forward and the backward stages to avoid repetitive computations using the inherent orthogonal properties of the least squares methods. Furthermore, a new term exchanging scheme for backward model refinement is introduced to reduce computational demand. Finally, given the error reduction ratio criterion, effective and efficient forward and backward subset selection procedures are proposed. Extensive examples are presented to demonstrate the improved model compactness constructed by the proposed technique in comparison with some popular methods.

  9. Discrete least squares polynomial approximation with random evaluations - application to PDEs with Random parameters

    KAUST Repository

    Nobile, Fabio

    2015-01-07

    We consider a general problem F(u, y) = 0 where u is the unknown solution, possibly Hilbert space valued, and y a set of uncertain parameters. We specifically address the situation in which the parameterto-solution map u(y) is smooth, however y could be very high (or even infinite) dimensional. In particular, we are interested in cases in which F is a differential operator, u a Hilbert space valued function and y a distributed, space and/or time varying, random field. We aim at reconstructing the parameter-to-solution map u(y) from random noise-free or noisy observations in random points by discrete least squares on polynomial spaces. The noise-free case is relevant whenever the technique is used to construct metamodels, based on polynomial expansions, for the output of computer experiments. In the case of PDEs with random parameters, the metamodel is then used to approximate statistics of the output quantity. We discuss the stability of discrete least squares on random points show convergence estimates both in expectation and probability. We also present possible strategies to select, either a-priori or by adaptive algorithms, sequences of approximating polynomial spaces that allow to reduce, and in some cases break, the curse of dimensionality

  10. Radio astronomical image formation using constrained least squares and Krylov subspaces

    Science.gov (United States)

    Mouri Sardarabadi, Ahmad; Leshem, Amir; van der Veen, Alle-Jan

    2016-04-01

    Aims: Image formation for radio astronomy can be defined as estimating the spatial intensity distribution of celestial sources throughout the sky, given an array of antennas. One of the challenges with image formation is that the problem becomes ill-posed as the number of pixels becomes large. The introduction of constraints that incorporate a priori knowledge is crucial. Methods: In this paper we show that in addition to non-negativity, the magnitude of each pixel in an image is also bounded from above. Indeed, the classical "dirty image" is an upper bound, but a much tighter upper bound can be formed from the data using array processing techniques. This formulates image formation as a least squares optimization problem with inequality constraints. We propose to solve this constrained least squares problem using active set techniques, and the steps needed to implement it are described. It is shown that the least squares part of the problem can be efficiently implemented with Krylov-subspace-based techniques. We also propose a method for correcting for the possible mismatch between source positions and the pixel grid. This correction improves both the detection of sources and their estimated intensities. The performance of these algorithms is evaluated using simulations. Results: Based on parametric modeling of the astronomical data, a new imaging algorithm based on convex optimization, active sets, and Krylov-subspace-based solvers is presented. The relation between the proposed algorithm and sequential source removing techniques is explained, and it gives a better mathematical framework for analyzing existing algorithms. We show that by using the structure of the algorithm, an efficient implementation that allows massive parallelism and storage reduction is feasible. Simulations are used to compare the new algorithm to classical CLEAN. Results illustrate that for a discrete point model, the proposed algorithm is capable of detecting the correct number of sources

  11. NEGATIVE NORM LEAST-SQUARES METHODS FOR THE INCOMPRESSIBLE MAGNETOHYDRODYNAMIC EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Gao Shaoqin; Duan Huoyuan

    2008-01-01

    The purpose of this article is to develop and analyze least-squares approxi-mations for the incompressible magnetohydrodynamic equations. The major advantage of the least-squares finite element method is that it is not subjected to the so-called Ladyzhenskaya-Babuska-Brezzi (LBB) condition. The authors employ least-squares func-tionals which involve a discrete inner product which is related to the inner product in H-1(Ω).

  12. Least-Squares Based and Gradient Based Iterative Parameter Estimation Algorithms for a Class of Linear-in-Parameters Multiple-Input Single-Output Output Error Systems

    Directory of Open Access Journals (Sweden)

    Cheng Wang

    2014-01-01

    Full Text Available The identification of a class of linear-in-parameters multiple-input single-output systems is considered. By using the iterative search, a least-squares based iterative algorithm and a gradient based iterative algorithm are proposed. A nonlinear example is used to verify the effectiveness of the algorithms, and the simulation results show that the least-squares based iterative algorithm can produce more accurate parameter estimates than the gradient based iterative algorithm.

  13. The Helmholtz equation least squares method for reconstructing and predicting acoustic radiation

    CERN Document Server

    Wu, Sean F

    2015-01-01

    This book gives a comprehensive introduction to the Helmholtz Equation Least Squares (HELS) method and its use in diagnosing noise and vibration problems. In contrast to the traditional NAH technologies, the HELS method does not seek an exact solution to the acoustic field produced by an arbitrarily shaped structure. Rather, it attempts to obtain the best approximation of an acoustic field through the expansion of certain basis functions. Therefore, it significantly simplifies the complexities of the reconstruction process, yet still enables one to acquire an understanding of the root causes of different noise and vibration problems that involve arbitrarily shaped surfaces in non-free space using far fewer measurement points than either Fourier acoustics or BEM based NAH. The examples given in this book illustrate that the HELS method may potentially become a practical and versatile tool for engineers to tackle a variety of complex noise and vibration issues in engineering applications.

  14. Influence and interaction indexes for pseudo-Boolean functions: a unified least squares approach

    CERN Document Server

    Marichal, Jean-Luc

    2012-01-01

    The Banzhaf power and interaction indexes for a pseudo-Boolean function (or a cooperative game) appear naturally as leading coefficients in the standard least squares approximation of the function by a pseudo-Boolean function of a specified degree. We first observe that this property still holds if we consider approximations by pseudo-Boolean functions depending only on specified variables. We then show that the Banzhaf influence index can also be obtained from the latter approximation problem. Considering certain weighted versions of this approximation problem, we introduce a class of weighted Banzhaf influence indexes, analyze their most important properties, and point out similarities between the weighted Banzhaf influence index and the corresponding weighted Banzhaf interaction index.

  15. From least squares to multilevel modeling: A graphical introduction to Bayesian inference

    Science.gov (United States)

    Loredo, Thomas J.

    2016-01-01

    This tutorial presentation will introduce some of the key ideas and techniques involved in applying Bayesian methods to problems in astrostatistics. The focus will be on the big picture: understanding the foundations (interpreting probability, Bayes's theorem, the law of total probability and marginalization), making connections to traditional methods (propagation of errors, least squares, chi-squared, maximum likelihood, Monte Carlo simulation), and highlighting problems where a Bayesian approach can be particularly powerful (Poisson processes, density estimation and curve fitting with measurement error). The "graphical" component of the title reflects an emphasis on pictorial representations of some of the math, but also on the use of graphical models (multilevel or hierarchical models) for analyzing complex data. Code for some examples from the talk will be available to participants, in Python and in the Stan probabilistic programming language.

  16. Sparsity-Cognizant Total Least-Squares for Perturbed Compressive Sampling

    CERN Document Server

    Zhu, Hao; Giannakis, Georgios B

    2010-01-01

    Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However, existing TLS approaches do not account for sparsity possibly present in the unknown vector of regression coefficients. On the other hand, sparsity is the key attribute exploited by modern compressive sampling and variable selection approaches to linear regression, which include noise in the data, but do not account for perturbations in the regression matrix. The present paper fills this gap by formulating and solving TLS optimization problems under sparsity constraints. Near-optimum and reduced-complexity suboptimum sparse (S-) TLS algorithms are developed to address the perturbed compressive sampling (and the related dictionary learning) challenge, when there is a mismatch between the true and adopted bases over which the unknown vector is sparse. The novel S-TLS schemes also all...

  17. Research on Application of Regression Least Squares Support Vector Machine on Performance Prediction of Hydraulic Excavator

    Directory of Open Access Journals (Sweden)

    Zhan-bo Chen

    2014-01-01

    Full Text Available In order to improve the performance prediction accuracy of hydraulic excavator, the regression least squares support vector machine is applied. First, the mathematical model of the regression least squares support vector machine is studied, and then the algorithm of the regression least squares support vector machine is designed. Finally, the performance prediction simulation of hydraulic excavator based on regression least squares support vector machine is carried out, and simulation results show that this method can predict the performance changing rules of hydraulic excavator correctly.

  18. Partial least-squares: Theoretical issues and engineering applications in signal processing

    Directory of Open Access Journals (Sweden)

    Fredric M. Ham

    1996-01-01

    Full Text Available In this paper we present partial least-squares (PLS, which is a statistical modeling method used extensively in analytical chemistry for quantitatively analyzing spectroscopic data. Comparisons are made between classical least-squares (CLS and PLS to show how PLS can be used in certain engineering signal processing applications. Moreover, it is shown that in certain situations when there exists a linear relationship between the independent and dependent variables, PLS can yield better predictive performance than CLS when it is not desirable to use all of the empirical data to develop a calibration model used for prediction. Specifically, because PLS is a factor analysis method, optimal selection of the number of PLS factors can result in a calibration model whose predictive performance is considerably better than CLS. That is, factor analysis (rank reduction allows only those features of the data that are associated with information of interest to be retained for development of the calibration model, and the remaining data associated with noise are discarded. It is shown that PLS can yield physical insight into the system from which empirical data has been collected. Also, when there exists a non-linear cause-and-effect relationship between the independent and dependent variables, the PLS calibration model can yield prediction errors that are much less than those for CLS. Three PLS application examples are given and the results are compared to CLS. In one example, a method is presented using PLS for parametric system identification. Using PLS for system identification allows simultaneous estimation of the system dimension and the system parameter vector associated with a minimal realization of the system.

  19. Damped Least-Square Method Based on Chaos Anti-Control for Solving Forward Displacement of General 6-6-Type Parallel Mechanism

    Directory of Open Access Journals (Sweden)

    Youxin Luo

    2013-04-01

    Full Text Available Machine tools based on a Stewart platform are considered the machine tools of the 21st century. Difficult problems exist in the design philosophy, of which forward displacement analysis is the most fundamental. Its mathematical model is a kind of strongly nonlinear multivariable equation set with unique characteristics and a high level of difficulty. Different variable numbers and different solving speeds can be obtained through using different methods to establish the model of forward displacement analysis. The damped least-square method based on chaos anti-control for solving displacement analysis of the general 6-6-type parallel mechanism was built up through the rotation transformation matrix R, translation vector P and the constraint conditions of the rod length. The Euler equations describing the rotational dynamics of a rigid body with principle axes at the centre of mass were converted to a chaotic system by using chaos anti-control, and chaotic sequences were produced using the chaos system. Combining the characteristics of the chaotic sequence with the damped least-square method, all real solutions of forward displacement in nonlinear equations were found. A numerical example shows that the new method has some interesting features, such as fast convergence and the capability of acquiring all real solutions, and comparisons with other methods prove its effectiveness and validity.

  20. A least-squares finite element method for 3D incompressible Navier-Stokes equations

    Science.gov (United States)

    Jiang, Bo-Nan; Lin, T. L.; Hou, Lin-Jun; Povinelli, Louis A.

    1993-01-01

    The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations, and results in symmetric, positive definite algebraic system. An additional compatibility equation, i.e., the divergence of vorticity vector should be zero, is included to make the first-order system elliptic. The Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. The flow in a half of 3D cubic cavity is calculated at Re = 100, 400, and 1,000 with 50 x 52 x 25 trilinear elements. The Taylor-Gortler-like vortices are observed at Re = 1,000.

  1. PEMODELAN TINGKAT PENGHUNIAN KAMAR HOTEL DI KENDARI DENGAN TRANSFORMASI WAVELET KONTINU DAN PARTIAL LEAST SQUARES

    Directory of Open Access Journals (Sweden)

    Margaretha Ohyver

    2014-12-01

    Full Text Available Multicollinearity and outliers are the common problems when estimating regression model. Multicollinearitiy occurs when there are high correlations among predictor variables, leading to difficulties in separating the effects of each independent variable on the response variable. While, if outliers are present in the data to be analyzed, then the assumption of normality in the regression will be violated and the results of the analysis may be incorrect or misleading. Both of these cases occurred in the data on room occupancy rate of hotels in Kendari. The purpose of this study is to find a model for the data that is free of multicollinearity and outliers and to determine the factors that affect the level of room occupancy hotels in Kendari. The method used is Continuous Wavelet Transformation and Partial Least Squares. The result of this research is a regression model that is free of multicollinearity and a pattern of data that resolved the present of outliers.

  2. Comparison of SIRT and SQS for Regularized Weighted Least Squares Image Reconstruction.

    Science.gov (United States)

    Gregor, Jens; Fessler, Jeffrey A

    2015-03-01

    Tomographic image reconstruction is often formulated as a regularized weighted least squares (RWLS) problem optimized by iterative algorithms that are either inherently algebraic or derived from a statistical point of view. This paper compares a modified version of SIRT (Simultaneous Iterative Reconstruction Technique), which is of the former type, with a version of SQS (Separable Quadratic Surrogates), which is of the latter type. We show that the two algorithms minimize the same criterion function using similar forms of preconditioned gradient descent. We present near-optimal relaxation for both based on eigenvalue bounds and include a heuristic extension for use with ordered subsets. We provide empirical evidence that SIRT and SQS converge at the same rate for all intents and purposes. For context, we compare their performance with an implementation of preconditioned conjugate gradient. The illustrative application is X-ray CT of luggage for aviation security.

  3. Prediction of chaotic systems with multidimensional recurrent least squares support vector machines

    Institute of Scientific and Technical Information of China (English)

    Sun Jian-Cheng; Zhou Ya-Tong; Luo Jian-Guo

    2006-01-01

    In this paper, we propose a multidimensional version of recurrent least squares support vector machines (MDRLSSVM) to solve the problem about the prediction of chaotic system. To acquire better prediction performance, the high-dimensional space, which provides more information on the system than the scalar time series, is first reconstructed utilizing Takens's embedding theorem. Then the MDRLS-SVM instead of traditional RLS-SVM is used in the highdimensional space, and the prediction performance can be improved from the point of view of reconstructed embedding phase space. In addition, the MDRLS-SVM algorithm is analysed in the context of noise, and we also find that the MDRLS-SVM has lower sensitivity to noise than the RLS-SVM.

  4. Continuity constrained least-squares interpolation for SFO suppression in immersed boundary methods

    Science.gov (United States)

    Martins, Diogo M. C.; Albuquerque, Duarte M. S.; Pereira, José C. F.

    2017-05-01

    A new immersed boundary interpolation for discrete forcing methods is presented. The method decreases spurious oscillations in the pressure field and consequently in the body force calculations which are a common issue in several immersed boundary methods. The method applies a continuity constraint in the least-squares interpolation, and guarantees that adjacent interpolation polynomials are continuous between each other. This approach strictly enforces continuity in the flow reconstruction domain, reducing time discontinuities caused by the boundary conditions applied at the immersed boundary. Several moving body problems test cases are simulated, including a three dimensional one, to demonstrate the new method's capability of computing stable pressure fields, even for coarse grids and small CFL numbers, which are known to increase the pressure oscillations.

  5. Correlation technique and least square support vector machine combine for frequency domain based ECG beat classification.

    Science.gov (United States)

    Dutta, Saibal; Chatterjee, Amitava; Munshi, Sugata

    2010-12-01

    The present work proposes the development of an automated medical diagnostic tool that can classify ECG beats. This is considered an important problem as accurate, timely detection of cardiac arrhythmia can help to provide proper medical attention to cure/reduce the ailment. The proposed scheme utilizes a cross-correlation based approach where the cross-spectral density information in frequency domain is used to extract suitable features. A least square support vector machine (LS-SVM) classifier is developed utilizing the features so that the ECG beats are classified into three categories: normal beats, PVC beats and other beats. This three-class classification scheme is developed utilizing a small training dataset and tested with an enormous testing dataset to show the generalization capability of the scheme. The scheme, when employed for 40 files in the MIT/BIH arrhythmia database, could produce high classification accuracy in the range 95.51-96.12% and could outperform several competing algorithms.

  6. Modelling of chaotic systems based on modified weighted recurrent least squares support vector machines

    Institute of Scientific and Technical Information of China (English)

    Sun Jian-Cheng; Zhang Tai-Yi; Liu Feng

    2004-01-01

    Positive Lyapunov exponents cause the errors in modelling of the chaotic time series to grow exponentially. In this paper, we propose the modified version of the support vector machines (SVM) to deal with this problem. Based on recurrent least squares support vector machines (RLS-SVM), we introduce a weighted term to the cost function to compensate the prediction errors resulting from the positive global Lyapunov exponents. To demonstrate the effectiveness of our algorithm, we use the power spectrum and dynamic invariants involving the Lyapunov exponents and the correlation dimension as criterions, and then apply our method to the Santa Fe competition time series. The simulation results shows that the proposed method can capture the dynamics of the chaotic time series effectively.

  7. Distributed weighted least-squares estimation with fast convergence for large-scale systems.

    Science.gov (United States)

    Marelli, Damián Edgardo; Fu, Minyue

    2015-01-01

    In this paper we study a distributed weighted least-squares estimation problem for a large-scale system consisting of a network of interconnected sub-systems. Each sub-system is concerned with a subset of the unknown parameters and has a measurement linear in the unknown parameters with additive noise. The distributed estimation task is for each sub-system to compute the globally optimal estimate of its own parameters using its own measurement and information shared with the network through neighborhood communication. We first provide a fully distributed iterative algorithm to asymptotically compute the global optimal estimate. The convergence rate of the algorithm will be maximized using a scaling parameter and a preconditioning method. This algorithm works for a general network. For a network without loops, we also provide a different iterative algorithm to compute the global optimal estimate which converges in a finite number of steps. We include numerical experiments to illustrate the performances of the proposed methods.

  8. Least Squares Estimate of the Initial Phases in STFT based Speech Enhancement

    DEFF Research Database (Denmark)

    Nørholm, Sidsel Marie; Krawczyk-Becker, Martin; Gerkmann, Timo;

    2015-01-01

    In this paper, we consider single-channel speech enhancement in the short time Fourier transform (STFT) domain. We suggest to improve an STFT phase estimate by estimating the initial phases. The method is based on the harmonic model and a model for the phase evolution over time. The initial phases...... are estimated by setting up a least squares problem between the noisy phase and the model for phase evolution. Simulations on synthetic and speech signals show a decreased error on the phase when an estimate of the initial phase is included compared to using the noisy phase as an initialisation. The error...... on the phase is decreased at input SNRs from -10 to 10 dB. Reconstructing the signal using the clean amplitude, the mean squared error is decreased and the PESQ score is increased....

  9. Two regularizers for recursive least squared algorithms in feedforward multilayered neural networks.

    Science.gov (United States)

    Leung, C S; Tsoi, A C; Chan, L W

    2001-01-01

    Recursive least squares (RLS)-based algorithms are a class of fast online training algorithms for feedforward multilayered neural networks (FMNNs). Though the standard RLS algorithm has an implicit weight decay term in its energy function, the weight decay effect decreases linearly as the number of learning epochs increases, thus rendering a diminishing weight decay effect as training progresses. In this paper, we derive two modified RLS algorithms to tackle this problem. In the first algorithm, namely, the true weight decay RLS (TWDRLS) algorithm, we consider a modified energy function whereby the weight decay effect remains constant, irrespective of the number of learning epochs. The second version, the input perturbation RLS (IPRLS) algorithm, is derived by requiring robustness in its prediction performance to input perturbations. Simulation results show that both algorithms improve the generalization capability of the trained network.

  10. An Adaptive Recursive Least Square Algorithm for Feed Forward Neural Network and Its Application

    Science.gov (United States)

    Qing, Xi-Hong; Xu, Jun-Yi; Guo, Fen-Hong; Feng, Ai-Mu; Nin, Wei; Tao, Hua-Xue

    In high dimension data fitting, it is difficult task to insert new training samples and remove old-fashioned samples for feed forward neural network (FFNN). This paper, therefore, studies dynamical learning algorithms with adaptive recursive regression (AR) and presents an advanced adaptive recursive (AAR) least square algorithm. This algorithm can efficiently handle new samples inserting and old samples removing. This AAR algorithm is applied to train FFNN and makes FFNN be capable of simultaneously implementing three processes of new samples dynamical learning, old-fashioned samples removing and neural network (NN) synchronization computing. It efficiently solves the problem of dynamically training of FFNN. This FFNN algorithm is carried out to compute residual oil distribution.

  11. STUDY ON PARAMETERS FOR TOPOLOGICAL VARIABLES FIELD INTERPOLATED BY MOVING LEAST SQUARE APPROXIMATION

    Institute of Scientific and Technical Information of China (English)

    Kal Long; Zhengxing Zuo; Rehan H.Zuberi

    2009-01-01

    This paper presents a new approach to the structural topology optimization of con-tinuum structures. Material-point independent variables are presented to illustrate the existence condition, or inexistence of the material points and their vicinity instead of elements or nodes in popular topology optimization methods. Topological variables field is constructed by moving least square approximation which is used as a shape function in the meshless method. Combined with finite element analyses, not only checkerboard patterns and mesh-dependence phenomena are overcome by this continuous and smooth topological variables field, but also the locations and numbers of topological variables can be arbitrary. Parameters including the number of quadrature points, scaling parameter, weight function and so on upon optimum topological configurations are discussed. Two classic topology optimization problems are solved successfully by the pro-posed method. The method is found robust and no numerical instabilities are found with proper parameters.

  12. Least-Square Collaborative Beamforming Linear Array for Steering Capability in Green Wireless Sensor Networks

    Institute of Scientific and Technical Information of China (English)

    NikNoordini NikAbdMalik; Mazlina Esa; Nurul Mu’azzah Abdul Latiff

    2016-01-01

    Abstract-This paper presents a collaborative beamforming (CB) technique to organize the sensor node’s location in a linear array for green wireless sensor network (WSN) applications. In this method, only selected clusters and active CB nodes are needed each time to perform CB in WSNs. The proposed least-square linear array (LSLA) manages to select nodes to perform as a linear antenna array (LAA), which is similar to and as outstanding as the conventional uniform linear array (ULA). The LSLA technique is also able to solve positioning error problems that exist in the random nodes deployment. The beampattern fluctuations have been analyzed due to the random positions of sensor nodes. Performances in terms of normalized power gains are given. It is demonstrated by a simulation that the proposed technique gives similar performances to the conventional ULA and at the same time exhibits lower complexity.

  13. A Least Square Finite Element Technique for Transonic Flow with Shock,

    Science.gov (United States)

    1977-08-22

    dimensional form. A least square finite element technique was used with a linearly interpolating polynomial to reduce the governing equation to a...partial differential equations by a system of ordinary differential equations. Using the least square finite element technique a computer program was

  14. Speckle evolution with multiple steps of least-squares phase removal

    CSIR Research Space (South Africa)

    Chen, M

    2011-08-01

    Full Text Available The authors study numerically the evolution of speckle fields due to the annihilation of optical vortices after the least-squares phase has been removed. A process with multiple steps of least-squares phase removal is carried out to minimize both...

  15. A Simple Introduction to Moving Least Squares and Local Regression Estimation

    Energy Technology Data Exchange (ETDEWEB)

    Garimella, Rao Veerabhadra [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2017-06-22

    In this brief note, a highly simpli ed introduction to esimating functions over a set of particles is presented. The note starts from Global Least Squares tting, going on to Moving Least Squares estimation (MLS) and nally, Local Regression Estimation (LRE).

  16. Soft sensor modelling by time difference, recursive partial least squares and adaptive model updating

    Science.gov (United States)

    Fu, Y.; Yang, W.; Xu, O.; Zhou, L.; Wang, J.

    2017-04-01

    To investigate time-variant and nonlinear characteristics in industrial processes, a soft sensor modelling method based on time difference, moving-window recursive partial least square (PLS) and adaptive model updating is proposed. In this method, time difference values of input and output variables are used as training samples to construct the model, which can reduce the effects of the nonlinear characteristic on modelling accuracy and retain the advantages of recursive PLS algorithm. To solve the high updating frequency of the model, a confidence value is introduced, which can be updated adaptively according to the results of the model performance assessment. Once the confidence value is updated, the model can be updated. The proposed method has been used to predict the 4-carboxy-benz-aldehyde (CBA) content in the purified terephthalic acid (PTA) oxidation reaction process. The results show that the proposed soft sensor modelling method can reduce computation effectively, improve prediction accuracy by making use of process information and reflect the process characteristics accurately.

  17. Improved prediction of drug-target interactions using regularized least squares integrating with kernel fusion technique

    Energy Technology Data Exchange (ETDEWEB)

    Hao, Ming; Wang, Yanli, E-mail: ywang@ncbi.nlm.nih.gov; Bryant, Stephen H., E-mail: bryant@ncbi.nlm.nih.gov

    2016-02-25

    Identification of drug-target interactions (DTI) is a central task in drug discovery processes. In this work, a simple but effective regularized least squares integrating with nonlinear kernel fusion (RLS-KF) algorithm is proposed to perform DTI predictions. Using benchmark DTI datasets, our proposed algorithm achieves the state-of-the-art results with area under precision–recall curve (AUPR) of 0.915, 0.925, 0.853 and 0.909 for enzymes, ion channels (IC), G protein-coupled receptors (GPCR) and nuclear receptors (NR) based on 10 fold cross-validation. The performance can further be improved by using a recalculated kernel matrix, especially for the small set of nuclear receptors with AUPR of 0.945. Importantly, most of the top ranked interaction predictions can be validated by experimental data reported in the literature, bioassay results in the PubChem BioAssay database, as well as other previous studies. Our analysis suggests that the proposed RLS-KF is helpful for studying DTI, drug repositioning as well as polypharmacology, and may help to accelerate drug discovery by identifying novel drug targets. - Graphical abstract: Flowchart of the proposed RLS-KF algorithm for drug-target interaction predictions. - Highlights: • A nonlinear kernel fusion algorithm is proposed to perform drug-target interaction predictions. • Performance can further be improved by using the recalculated kernel. • Top predictions can be validated by experimental data.

  18. Identification of the Hammerstein model of a PEMFC stack based on least squares support vector machines

    Energy Technology Data Exchange (ETDEWEB)

    Li, Chun-Hua; Zhu, Xin-Jian; Cao, Guang-Yi; Sui, Sheng; Hu, Ming-Ruo [Fuel Cell Research Institute, Shanghai Jiao Tong University, 800 Dongchuan Road, Shanghai 200240 (China)

    2008-01-03

    This paper reports a Hammerstein modeling study of a proton exchange membrane fuel cell (PEMFC) stack using least squares support vector machines (LS-SVM). PEMFC is a complex nonlinear, multi-input and multi-output (MIMO) system that is hard to model by traditional methodologies. Due to the generalization performance of LS-SVM being independent of the dimensionality of the input data and the particularly simple structure of the Hammerstein model, a MIMO SVM-ARX (linear autoregression model with exogenous input) Hammerstein model is used to represent the PEMFC stack in this paper. The linear model parameters and the static nonlinearity can be obtained simultaneously by solving a set of linear equations followed by the singular value decomposition (SVD). The simulation tests demonstrate the obtained SVM-ARX Hammerstein model can efficiently approximate the dynamic behavior of a PEMFC stack. Furthermore, based on the proposed SVM-ARX Hammerstein model, valid control strategy studies such as predictive control, robust control can be developed. (author)

  19. Partial least squares prediction of the first hyperpolarizabilities of donor-acceptor polyenic derivatives

    Energy Technology Data Exchange (ETDEWEB)

    Machado, A.E. de A, E-mail: aeam@rpd.ufmg.br [Laboratorio de Quimica Computacional e Modelagem Molecular (LQC-MM), Departamento de Quimica, ICEx, Universidade Federal de Minas Gerais (UFMG), Campus Universitario, Pampulha, Belo Horizonte, MG 31270-90 (Brazil); Departamento de Quimica Fundamental, Universidade Federal de Pernambuco, Recife, PE 50740-540 (Brazil); Gama, A.A. de S da; Barros Neto, B. de [Departamento de Quimica Fundamental, Universidade Federal de Pernambuco, Recife, PE 50740-540 (Brazil)

    2011-09-22

    Graphical abstract: PLS regression equations predicts quite well static {beta} values for a large set of donor-acceptor organic molecules, in close agreement with the available experimental data. Display Omitted Highlights: {yields} PLS regression predicts static {beta} values of 35 push-pull organic molecules. {yields} PLS equations show correlation of {beta} with structural-electronic parameters. {yields} PLS regression selects best components of push-bridge-pull nonlinear compounds. {yields} PLS analyses can be routinely used to select novel second-order materials. - Abstract: A partial least squares regression analysis of a large set of donor-acceptor organic molecules was performed to predict the magnitude of their static first hyperpolarizabilities ({beta}'s). Polyenes, phenylpolyenes and biphenylpolyenes with augmented chain lengths displayed large {beta} values, in agreement with the available experimental data. The regressors used were the HOMO-LUMO energy gap, the ground-state dipole moment, the HOMO energy AM1 values and the number of {pi}-electrons. The regression equation predicts quite well the static {beta} values for the molecules investigated and can be used to model new organic-based materials with enhanced nonlinear responses.

  20. Calculation of stratum surface principal curvature based on a moving least square method

    Institute of Scientific and Technical Information of China (English)

    LI Guo-qing; MENG Zhao-ping; MA Feng-shan; ZHAO Hai-jun; DING De-min; LIU Qin; WANG Cheng

    2008-01-01

    With the east section of the Changji sag Zhunger Basin as a case study, both a principal curvature method and a moving least square method are elaborated. The moving least square method is introduced, for the first time, to fit a stratum surface. The results show that, using the same-degree base function, compared with a traditional least square method, the moving least square method can produce lower fitting errors, the fitting surface can describe the morphological characteristics of stratum surfaces more accurately and the principal curvature values vary within a wide range and may be more suitable for the prediction of the distribu-tion of structural fractures. The moving least square method could be useful in curved surface fitting and stratum curvature analysis.

  1. Signs of divided differences yield least squares data fitting with constrained monotonicity or convexity

    Science.gov (United States)

    Demetriou, I. C.

    2002-09-01

    Methods are presented for least squares data smoothing by using the signs of divided differences of the smoothed values. Professor M.J.D. Powell initiated the subject in the early 1980s and since then, theory, algorithms and FORTRAN software make it applicable to several disciplines in various ways. Let us consider n data measurements of a univariate function which have been altered by random errors. Then it is usual for the divided differences of the measurements to show sign alterations, which are probably due to data errors. We make the least sum of squares change to the measurements, by requiring the sequence of divided differences of order m to have at most q sign changes for some prescribed integer q. The positions of the sign changes are integer variables of the optimization calculation, which implies a combinatorial problem whose solution can require about O(nq) quadratic programming calculations in n variables and n-m constraints. Suitable methods have been developed for the following cases. It has been found that a dynamic programming procedure can calculate the global minimum for the important cases of piecewise monotonicity m=1,q[greater-or-equal, slanted]1 and piecewise convexity/concavity m=2,q[greater-or-equal, slanted]1 of the smoothed values. The complexity of the procedure in the case of m=1 is O(n2+qn log2 n) computer operations, while it is reduced to only O(n) when q=0 (monotonicity) and q=1 (increasing/decreasing monotonicity). The case m=2,q[greater-or-equal, slanted]1 requires O(qn2) computer operations and n2 quadratic programming calculations, which is reduced to one and n-2 quadratic programming calculations when m=2,q=0, i.e. convexity, and m=2,q=1, i.e. convexity/concavity, respectively. Unfortunately, the technique that receives this efficiency cannot generalize for the highly nonlinear case m[greater-or-equal, slanted]3,q[greater-or-equal, slanted]2. However, the case m[greater-or-equal, slanted]3,q=0 is solved by a special strictly

  2. A Monte Carlo Library Least Square approach in the Neutron Inelastic-scattering and Thermal-capture Analysis (NISTA) process in bulk coal samples

    Science.gov (United States)

    Reyhancan, Iskender Atilla; Ebrahimi, Alborz; Çolak, Üner; Erduran, M. Nizamettin; Angin, Nergis

    2017-01-01

    A new Monte-Carlo Library Least Square (MCLLS) approach for treating non-linear radiation analysis problem in Neutron Inelastic-scattering and Thermal-capture Analysis (NISTA) was developed. 14 MeV neutrons were produced by a neutron generator via the 3H (2H , n) 4He reaction. The prompt gamma ray spectra from bulk samples of seven different materials were measured by a Bismuth Germanate (BGO) gamma detection system. Polyethylene was used as neutron moderator along with iron and lead as neutron and gamma ray shielding, respectively. The gamma detection system was equipped with a list mode data acquisition system which streams spectroscopy data directly to the computer, event-by-event. A GEANT4 simulation toolkit was used for generating the single-element libraries of all the elements of interest. These libraries were then used in a Linear Library Least Square (LLLS) approach with an unknown experimental sample spectrum to fit it with the calculated elemental libraries. GEANT4 simulation results were also used for the selection of the neutron shielding material.

  3. On the interpretation of least squares collocation. [for geodetic data reduction

    Science.gov (United States)

    Tapley, B. D.

    1976-01-01

    A demonstration is given of the strict mathematical equivalence between the least squares collocation and the classical minimum variance estimates. It is shown that the least squares collocation algorithms are a special case of the modified minimum variance estimates. The computational efficiency of several forms of the general minimum variance estimation algorithm is discussed. It is pointed out that for certain geodetic applications the least square collocation algorithm may provide a more efficient formulation of the results from the point of view of the computations required.

  4. Attenuation compensation in least-squares reverse time migration using the visco-acoustic wave equation

    KAUST Repository

    Dutta, Gaurav

    2013-08-20

    Attenuation leads to distortion of amplitude and phase of seismic waves propagating inside the earth. Conventional acoustic and least-squares reverse time migration do not account for this distortion which leads to defocusing of migration images in highly attenuative geological environments. To account for this distortion, we propose to use the visco-acoustic wave equation for least-squares reverse time migration. Numerical tests on synthetic data show that least-squares reverse time migration with the visco-acoustic wave equation corrects for this distortion and produces images with better balanced amplitudes compared to the conventional approach. © 2013 SEG.

  5. [Formula: see text]-regularized recursive total least squares based sparse system identification for the error-in-variables.

    Science.gov (United States)

    Lim, Jun-Seok; Pang, Hee-Suk

    2016-01-01

    In this paper an [Formula: see text]-regularized recursive total least squares (RTLS) algorithm is considered for the sparse system identification. Although recursive least squares (RLS) has been successfully applied in sparse system identification, the estimation performance in RLS based algorithms becomes worse, when both input and output are contaminated by noise (the error-in-variables problem). We proposed an algorithm to handle the error-in-variables problem. The proposed [Formula: see text]-RTLS algorithm is an RLS like iteration using the [Formula: see text] regularization. The proposed algorithm not only gives excellent performance but also reduces the required complexity through the effective inversion matrix handling. Simulations demonstrate the superiority of the proposed [Formula: see text]-regularized RTLS for the sparse system identification setting.

  6. On the least-square estimation of parameters for statistical diffusion weighted imaging model.

    Science.gov (United States)

    Yuan, Jing; Zhang, Qinwei

    2013-01-01

    Statistical model for diffusion-weighted imaging (DWI) has been proposed for better tissue characterization by introducing a distribution function for apparent diffusion coefficients (ADC) to account for the restrictions and hindrances to water diffusion in biological tissues. This paper studies the precision and uncertainty in the estimation of parameters for statistical DWI model with Gaussian distribution, i.e. the position of distribution maxima (Dm) and the distribution width (σ), by using non-linear least-square (NLLS) fitting. Numerical simulation shows that precise parameter estimation, particularly for σ, imposes critical requirements on the extremely high signal-to-noise ratio (SNR) of DWI signal when NLLS fitting is used. Unfortunately, such extremely high SNR may be difficult to achieve for the normal setting of clinical DWI scan. For Dm and σ parameter mapping of in vivo human brain, multiple local minima are found and result in large uncertainties in the estimation of distribution width σ. The estimation error by using NLLS fitting originates primarily from the insensitivity of DWI signal intensity to distribution width σ, as given in the function form of the Gaussian-type statistical DWI model.

  7. Fishery landing forecasting using EMD-based least square support vector machine models

    Science.gov (United States)

    Shabri, Ani

    2015-05-01

    In this paper, the novel hybrid ensemble learning paradigm integrating ensemble empirical mode decomposition (EMD) and least square support machine (LSSVM) is proposed to improve the accuracy of fishery landing forecasting. This hybrid is formulated specifically to address in modeling fishery landing, which has high nonlinear, non-stationary and seasonality time series which can hardly be properly modelled and accurately forecasted by traditional statistical models. In the hybrid model, EMD is used to decompose original data into a finite and often small number of sub-series. The each sub-series is modeled and forecasted by a LSSVM model. Finally the forecast of fishery landing is obtained by aggregating all forecasting results of sub-series. To assess the effectiveness and predictability of EMD-LSSVM, monthly fishery landing record data from East Johor of Peninsular Malaysia, have been used as a case study. The result shows that proposed model yield better forecasts than Autoregressive Integrated Moving Average (ARIMA), LSSVM and EMD-ARIMA models on several criteria..

  8. Least-squares finite-element method for shallow-water equations with source terms

    Institute of Scientific and Technical Information of China (English)

    Shin-Jye Liang; Tai-Wen Hsu

    2009-01-01

    Numerical solution of shallow-water equations (SWE) has been a challenging task because of its nonlinear hyperbolic nature, admitting discontinuous solution, and the need to satisfy the C-property. The presence of source terms in momentum equations, such as the bottom slope and friction of bed, compounds the difficulties further. In this paper, a least-squares finite-element method for the space discretization and θ-method for the time integration is developed for the 2D non-conservative SWE including the source terms. Advantages of the method include: the source terms can be approximated easily with interpolation functions, no upwind scheme is needed, as well as the resulting system equations is symmetric and positive-definite, therefore, can be solved efficiently with the conjugate gradient method. The method is applied to steady and unsteady flows, subcritical and transcritical flow over a bump, 1D and 2D circular dam-break, wave past a circular cylinder, as well as wave past a hump. Computed results show good C-property, conservation property and compare well with exact solutions and other numerical results for flows with weak and mild gradient changes, but lead to inaccurate predictions for flows with strong gradient changes and discontinuities.

  9. Partial least squares regression for predicting economic loss of vegetables caused by acid rain

    Institute of Scientific and Technical Information of China (English)

    WANG Ju; MENG He; DONG De-ming; LI Wei; FANG Chun-sheng

    2009-01-01

    To predict the economic loss of crops caused by acid rain, we used partial least squares (PLS) regression to build a model of single dependent variable-the economic loss calculated with the decrease in yield related to the pH value and levels of Ca2+, NH4+, Na+, K+, Mg2+, SO42-, NO3-, and Cl- in acid rain. We selected vegetables which were sensitive to acid rain as the sample crops, and collected 12 groups of data, of which 8 groups were used for modeling and 4 groups for testing. Using the cross validation method to evaluate the performace of this prediction model indicates that the optimum number of principal components was 3, determined by the minimum of prediction residual error sum of squares, and the prediction error of the regression equation ranges from-2.25% to 4.32%. The model predicted that the economic loss of vegetables from acid rain is negatively corrrelated to pH and the concentrations of NH4+, SO42-, NO3-, and Cl- in the rain, and positively correlated to the concentrations of Ca2+, Na+, K+ and Mg2+. The precision of the model may be improved if the non-linearity of original data is addressed.

  10. Aircraft Flutter Modal Parameter Identification Using a Numerically Robust Least-squares Estimator in Frequency Domain

    Institute of Scientific and Technical Information of China (English)

    Tang Wei; Shi Zhongke; Chen Jie

    2008-01-01

    Recently, frequency-based least-squares (LS) estimators have found wide application in identifying aircraft flutter parameters. However, the frequency methods are often known to suffer from numerical difficulties when identifying a continuous-time model, espe-cially, of broader frequency or higher order. In this article, a numerically robust LS estimator based on vector orthogonal polynomial is proposed to solve the numerical problem of multivariable systems and applied to the flutter testing. The key idea of this method is to represent the frequency response function (FRF) matrix by a right matrix fraction description (RMFD) model, and expand the numerator and denominator polynomial matrices on a vector onhogonal basis. As a result, a perfect numerical condition (numerical condition equals 1) can be obtained for linear LS estimator. Finally, this method is verified by flutter test of a wing model in a wind tunnel and real flight flutter test of an aircraft. The results are compared to those with notably LMS PolyMAX, which is not troubled by the numerical problem as it is established in z domain (e.g. derived from a discrete-time model). The verification has evidenced that this method, apart from overcoming the numerical problem, yields the results comparable to those acquired with LMS PolyMAX, or even considerably better at some frequency bands.

  11. 8th International Conference on Partial Least Squares and Related Methods

    CERN Document Server

    Vinzi, Vincenzo; Russolillo, Giorgio; Saporta, Gilbert; Trinchera, Laura

    2016-01-01

    This volume presents state of the art theories, new developments, and important applications of Partial Least Square (PLS) methods. The text begins with the invited communications of current leaders in the field who cover the history of PLS, an overview of methodological issues, and recent advances in regression and multi-block approaches. The rest of the volume comprises selected, reviewed contributions from the 8th International Conference on Partial Least Squares and Related Methods held in Paris, France, on 26-28 May, 2014. They are organized in four coherent sections: 1) new developments in genomics and brain imaging, 2) new and alternative methods for multi-table and path analysis, 3) advances in partial least square regression (PLSR), and 4) partial least square path modeling (PLS-PM) breakthroughs and applications. PLS methods are very versatile methods that are now used in areas as diverse as engineering, life science, sociology, psychology, brain imaging, genomics, and business among both academics ...

  12. Least-squares finite element discretizations of neutron transport equations in 3 dimensions

    Energy Technology Data Exchange (ETDEWEB)

    Manteuffel, T.A [Univ. of Colorado, Boulder, CO (United States); Ressel, K.J. [Interdisciplinary Project Center for Supercomputing, Zurich (Switzerland); Starkes, G. [Universtaet Karlsruhe (Germany)

    1996-12-31

    The least-squares finite element framework to the neutron transport equation introduced in is based on the minimization of a least-squares functional applied to the properly scaled neutron transport equation. Here we report on some practical aspects of this approach for neutron transport calculations in three space dimensions. The systems of partial differential equations resulting from a P{sub 1} and P{sub 2} approximation of the angular dependence are derived. In the diffusive limit, the system is essentially a Poisson equation for zeroth moment and has a divergence structure for the set of moments of order 1. One of the key features of the least-squares approach is that it produces a posteriori error bounds. We report on the numerical results obtained for the minimum of the least-squares functional augmented by an additional boundary term using trilinear finite elements on a uniform tesselation into cubes.

  13. Simplified Least Squares Shadowing sensitivity analysis for chaotic ODEs and PDEs

    Energy Technology Data Exchange (ETDEWEB)

    Chater, Mario, E-mail: chaterm@mit.edu; Ni, Angxiu, E-mail: niangxiu@mit.edu; Wang, Qiqi, E-mail: qiqi@mit.edu

    2017-01-15

    This paper develops a variant of the Least Squares Shadowing (LSS) method, which has successfully computed the derivative for several chaotic ODEs and PDEs. The development in this paper aims to simplify Least Squares Shadowing method by improving how time dilation is treated. Instead of adding an explicit time dilation term as in the original method, the new variant uses windowing, which can be more efficient and simpler to implement, especially for PDEs.

  14. Simultaneous Spectrophotometric Determination of Three Components Including Deoxyschizandrin by Partial Least Squares Regression

    Institute of Scientific and Technical Information of China (English)

    ZHANG Liqing; WU Xiaohua

    2005-01-01

    The computer auxiliary partial least squares is introduced to simultaneously determine the contents of Deoxyschizandin, Schisandrin, γ- Schisandrin in the extracted solution of wuweizi. Regression analysis of the experimental results shows that the average recovery of each component is all in the range from 98.9% to 110.3% ,which means the partial least squares regression spectrophotometry can circumvent the overlapping of absorption spectrums of multi-components, so that satisfactory results can be obtained without any sample pre-separation.

  15. Interval partial least squares and moving window partial least squares in determining the enantiomeric composition of tryptophan by using UV-Vis spectroscopy

    Directory of Open Access Journals (Sweden)

    Jiao Long

    2016-01-01

    Full Text Available The application of interval partial least squares (IPLS and moving window partial least squares (MWPLS to the enantiomeric analysis of tryptophan (Trp was investigated. A UV-Vis spectroscopy method for determining the enantiomeric composition of Trp was developed. The calibration model was built by using partial least squares (PLS, IPLS and MWPLS respectively. Leave-one-out cross validation and external test validation were used to assess the prediction performance of the established models. The validation result demonstrates the established full-spectrum PLS model is impractical for quantifying the relationship between the spectral data and enantiomeric composition of L-Trp. On the contrary, the developed IPLS and MWPLS model are both practicable for modeling this relationship. For the IPLS model, the root mean square relative error (RMSRE of external test validation and leave-one-out cross validation is 4.03 and 6.50 respectively. For the MWPLS model, the RMSRE of external test validation and leave-one-out cross validation is 2.93 and 4.73 respectively. Obviously, the prediction accuracy of the MWPLS model is higher than that of the IPLS model. It is demonstrated UV-Vis spectroscopy combined with MWPLS is a commendable method for determining the enantiomeric composition of Trp. MWPLS is superior to IPLS for selecting spectral region in UV-Vis spectroscopy analysis.

  16. Large-scale computation of incompressible viscous flow by least-squares finite element method

    Science.gov (United States)

    Jiang, Bo-Nan; Lin, T. L.; Povinelli, Louis A.

    1993-01-01

    The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to large-scale/three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations and results in symmetric, positive definite algebraic system which can be solved effectively by simple iterative methods. The first-order velocity-Bernoulli function-vorticity formulation for incompressible viscous flows is also tested. For three-dimensional cases, an additional compatibility equation, i.e., the divergence of the vorticity vector should be zero, is included to make the first-order system elliptic. The simple substitution of the Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. To show the validity of this scheme for large-scale computation, we give numerical results for 2D driven cavity problem at Re = 10000 with 408 x 400 bilinear elements. The flow in a 3D cavity is calculated at Re = 100, 400, and 1,000 with 50 x 50 x 50 trilinear elements. The Taylor-Goertler-like vortices are observed for Re = 1,000.

  17. [Band depth analysis and partial least square regression based winter wheat biomass estimation using hyperspectral measurements].

    Science.gov (United States)

    Fu, Yuan-Yuan; Wang, Ji-Hua; Yang, Gui-Jun; Song, Xiao-Yu; Xu, Xin-Gang; Feng, Hai-Kuan

    2013-05-01

    The major limitation of using existing vegetation indices for crop biomass estimation is that it approaches a saturation level asymptotically for a certain range of biomass. In order to resolve this problem, band depth analysis and partial least square regression (PLSR) were combined to establish winter wheat biomass estimation model in the present study. The models based on the combination of band depth analysis and PLSR were compared with the models based on common vegetation indexes from the point of view of estimation accuracy, subsequently. Band depth analysis was conducted in the visible spectral domain (550-750 nm). Band depth, band depth ratio (BDR), normalized band depth index, and band depth normalized to area were utilized to represent band depth information. Among the calibrated estimation models, the models based on the combination of band depth analysis and PLSR reached higher accuracy than those based on the vegetation indices. Among them, the combination of BDR and PLSR got the highest accuracy (R2 = 0.792, RMSE = 0.164 kg x m(-2)). The results indicated that the combination of band depth analysis and PLSR could well overcome the saturation problem and improve the biomass estimation accuracy when winter wheat biomass is large.

  18. A Least Squares Collocation Approach with GOCE gravity gradients for regional Moho-estimation

    Science.gov (United States)

    Rieser, Daniel; Mayer-Guerr, Torsten

    2014-05-01

    The depth of the Moho discontinuity is commonly derived by either seismic observations, gravity measurements or combinations of both. In this study, we aim to use the gravity gradient measurements of the GOCE satellite mission in a Least Squares Collocation (LSC) approach for the estimation of the Moho depth on regional scale. Due to its mission configuration and measurement setup, GOCE is able to contribute valuable information in particular in the medium wavelengths of the gravity field spectrum, which is also of special interest for the crust-mantle boundary. In contrast to other studies we use the full information of the gradient tensor in all three dimensions. The problem outline is formulated as isostatically compensated topography according to the Airy-Heiskanen model. By using a topography model in spherical harmonics representation the topographic influences can be reduced from the gradient observations. Under the assumption of constant mantle and crustal densities, surface densities are directly derived by LSC on regional scale, which in turn are converted in Moho depths. First investigations proofed the ability of this method to resolve the gravity inversion problem already with a small amount of GOCE data and comparisons with other seismic and gravitmetric Moho models for the European region show promising results. With the recently reprocessed GOCE gradients, an improved data set shall be used for the derivation of the Moho depth. In this contribution the processing strategy will be introduced and the most recent developments and results using the currently available GOCE data shall be presented.

  19. Least squares twin support vector machine with Universum data for classification

    Science.gov (United States)

    Xu, Yitian; Chen, Mei; Li, Guohui

    2016-11-01

    Universum, a third class not belonging to either class of the classification problem, allows to incorporate the prior knowledge into the learning process. A lot of previous work have demonstrated that the Universum is helpful to the supervised and semi-supervised classification. Moreover, Universum has already been introduced into the support vector machine (SVM) and twin support vector machine (TSVM) to enhance the generalisation performance. To further increase the generalisation performance, we propose a least squares TSVM with Universum data (?-TSVM) in this paper. Our ?-TSVM possesses the following advantages: first, it exploits Universum data to improve generalisation performance. Besides, it implements the structural risk minimisation principle by adding a regularisation to the objective function. Finally, it costs less computing time by solving two small-sized systems of linear equations instead of a single larger-sized quadratic programming problem. To verify the validity of our proposed algorithm, we conduct various experiments around the size of labelled samples and the number of Universum data on data-sets including seven benchmark data-sets, Toy data, MNIST and Face images. Empirical experiments indicate that Universum contributes to making prediction accuracy improved even stable. Especially when fewer labelled samples given, ?-TSVM is far superior to the improved LS-TSVM (ILS-TSVM), and slightly superior to the ?-TSVM.

  20. A new formulation for total least square error method in d-dimensional space with mapping to a parametric line

    Science.gov (United States)

    Skala, Vaclav

    2016-06-01

    There are many practical applications based on the Least Square Error (LSE) or Total Least Square Error (TLSE) methods. Usually the standard least square error is used due to its simplicity, but it is not an optimal solution, as it does not optimize distance, but square of a distance. The TLSE method, respecting the orthogonality of a distance measurement, is computed in d-dimensional space, i.e. for points given in E2 a line π in E2, resp. for points given in E3 a plane ρ in E3, fitting the TLSE criteria are found. However, some tasks in physical sciences lead to a slightly different problem. In this paper, a new TSLE method is introduced for solving a problem when data are given in E3 a line π ∈ E3 is to be found fitting the TLSE criterion. The presented approach is applicable for a general d-dimensional case, i.e. when points are given in Ed a line π ∈ Ed is to be found. This formulation is different from the TLSE formulation.

  1. Application of least squares vector machines in modelling water vapor and carbon dioxide fluxes over a cropland

    Institute of Scientific and Technical Information of China (English)

    QIN Zhong; YU Qiang; LI Jun; WU Zhi-yi; HU Bing-min

    2005-01-01

    Least squares support vector machines (LS-SVMs), a nonlinear kemel based machine was introduced to investigate the prospects of application of this approach in modelling water vapor and carbon dioxide fluxes above a summer maize field using the dataset obtained in the North China Plain with eddy covariance technique. The performances of the LS-SVMs were compared to the corresponding models obtained with radial basis function (RBF) neural networks. The results indicated the trained LS-SVMs with a radial basis function kernel had satisfactory performance in modelling surface fluxes; its excellent approximation and generalization property shed new light on the study on complex processes in ecosystem.

  2. NOISE REDUCTION FOR FAST FADING CHANNEL BY RECURRENT LEAST SQUARES SUPPORT VECTOR MACHINES IN EMBEDDING PHASE SPACES

    Institute of Scientific and Technical Information of China (English)

    Xiang Zheng; Zhang Taiyi; Sun Jiancheng

    2006-01-01

    A new strategy for noise reduction of fast fading channel is presented. Firstly, more information is acquired utilizing the reconstructed embedding phase space. Then, based on the Recurrent Least Squares Support Vector Machines (RLS-SVM), noise reduction of the fast fading channel is realized. This filtering technique does not make use of the spectral contents of the signal. Based on the stability and the fractal of the chaotic attractor, the RLS-SVM algorithm is a better candidate for the nonlinear time series noise-reduction. The simulation results shows that better noise-reduction performance is acquired when the signal to noise ratio is 12dB.

  3. A hybrid hierarchical approach for brain tissue segmentation by combining brain atlas and least square support vector machine.

    Science.gov (United States)

    Kasiri, Keyvan; Kazemi, Kamran; Dehghani, Mohammad Javad; Helfroush, Mohammad Sadegh

    2013-10-01

    In this paper, we present a new semi-automatic brain tissue segmentation method based on a hybrid hierarchical approach that combines a brain atlas as a priori information and a least-square support vector machine (LS-SVM). The method consists of three steps. In the first two steps, the skull is removed and the cerebrospinal fluid (CSF) is extracted. These two steps are performed using the toolbox FMRIB's automated segmentation tool integrated in the FSL software (FSL-FAST) developed in Oxford Centre for functional MRI of the brain (FMRIB). Then, in the third step, the LS-SVM is used to segment grey matter (GM) and white matter (WM). The training samples for LS-SVM are selected from the registered brain atlas. The voxel intensities and spatial positions are selected as the two feature groups for training and test. SVM as a powerful discriminator is able to handle nonlinear classification problems; however, it cannot provide posterior probability. Thus, we use a sigmoid function to map the SVM output into probabilities. The proposed method is used to segment CSF, GM and WM from the simulated magnetic resonance imaging (MRI) using Brainweb MRI simulator and real data provided by Internet Brain Segmentation Repository. The semi-automatically segmented brain tissues were evaluated by comparing to the corresponding ground truth. The Dice and Jaccard similarity coefficients, sensitivity and specificity were calculated for the quantitative validation of the results. The quantitative results show that the proposed method segments brain tissues accurately with respect to corresponding ground truth.

  4. An Emotion Detection System Based on Multi Least Squares Twin Support Vector Machine

    Directory of Open Access Journals (Sweden)

    Divya Tomar

    2014-01-01

    Full Text Available Posttraumatic stress disorder (PTSD, bipolar manic disorder (BMD, obsessive compulsive disorder (OCD, depression, and suicide are some major problems existing in civilian and military life. The change in emotion is responsible for such type of diseases. So, it is essential to develop a robust and reliable emotion detection system which is suitable for real world applications. Apart from healthcare, importance of automatically recognizing emotions from human speech has grown with the increasing role of spoken language interfaces in human-computer interaction applications. Detection of emotion in speech can be applied in a variety of situations to allocate limited human resources to clients with the highest levels of distress or need, such as in automated call centers or in a nursing home. In this paper, we used a novel multi least squares twin support vector machine classifier in order to detect seven different emotions such as anger, happiness, sadness, anxiety, disgust, panic, and neutral emotions. The experimental result indicates better performance of the proposed technique over other existing approaches. The result suggests that the proposed emotion detection system may be used for screening of mental status.

  5. Modeling shock waves using exponential interpolation functions with the Least-Squares Finite Element method

    Science.gov (United States)

    Smith, Bradford Scott, Jr.

    The hypothesis of this research is that exponential interpolation functions will approximate fluid properties at shock waves with less error than polynomial interpolation functions. Exponential interpolation functions are derived for the purpose of modeling sharp gradients. General equations for conservation of mass, momentum, and energy for an inviscid flow of a perfect gas are converted to finite element equations using the least-squares method. Boundary conditions and a mesh adaptation scheme are also presented. An oblique shock reflection problem is used as a benchmark to determine whether or not exponential interpolation provides any advantages over Lagrange polynomial interpolation. Using exponential interpolation in elements downstream of a shock and having edges coincident with the shock showed a slight reduction in the solution error. However there was very little qualitative difference between solutions using polynomial and exponential interpolation. Regardless of the type of interpolation used, the shocks were smeared and oscillations were present both upstream and downstream of the shock waves. When a mesh adaptation scheme was implemented, exponential elements adjacent to the shock waves became much smaller and the numerical solution diverged. Changing the exponential elements to polynomial elements yielded a convergent solution. There appears to be no significant advantage to using exponential interpolation in comparison to Lagrange polynomial interpolation.

  6. A Design Method of Code Correlation Reference Waveform in GNSS Based on Least-Squares Fitting.

    Science.gov (United States)

    Xu, Chengtao; Liu, Zhe; Tang, Xiaomei; Wang, Feixue

    2016-07-29

    The multipath effect is one of the main error sources in the Global Satellite Navigation Systems (GNSSs). The code correlation reference waveform (CCRW) technique is an effective multipath mitigation algorithm for the binary phase shift keying (BPSK) signal. However, it encounters the false lock problem in code tracking, when applied to the binary offset carrier (BOC) signals. A least-squares approximation method of the CCRW design scheme is proposed, utilizing the truncated singular value decomposition method. This algorithm was performed for the BPSK signal, BOC(1,1) signal, BOC(2,1) signal, BOC(6,1) and BOC(7,1) signal. The approximation results of CCRWs were presented. Furthermore, the performances of the approximation results are analyzed in terms of the multipath error envelope and the tracking jitter. The results show that the proposed method can realize coherent and non-coherent CCRW discriminators without false lock points. Generally, there is performance degradation in the tracking jitter, if compared to the CCRW discriminator. However, the performance promotions in the multipath error envelope for the BOC(1,1) and BPSK signals makes the discriminator attractive, and it can be applied to high-order BOC signals.

  7. Least-squares reverse time migration with local Radon-based preconditioning

    KAUST Repository

    Dutta, Gaurav

    2017-03-08

    Least-squares migration (LSM) can produce images with better balanced amplitudes and fewer artifacts than standard migration. The conventional objective function used for LSM minimizes the L2-norm of the data residual between the predicted and the observed data. However, for field-data applications in which the recorded data are noisy and undersampled, the conventional formulation of LSM fails to provide the desired uplift in the quality of the inverted image. We have developed a leastsquares reverse time migration (LSRTM) method using local Radon-based preconditioning to overcome the low signal-tonoise ratio (S/N) problem of noisy or severely undersampled data. A high-resolution local Radon transform of the reflectivity is used, and sparseness constraints are imposed on the inverted reflectivity in the local Radon domain. The sparseness constraint is that the inverted reflectivity is sparse in the Radon domain and each location of the subsurface is represented by a limited number of geologic dips. The forward and the inverse mapping of the reflectivity to the local Radon domain and vice versa is done through 3D Fourier-based discrete Radon transform operators. The weights for the preconditioning are chosen to be varying locally based on the relative amplitudes of the local dips or assigned using quantile measures. Numerical tests on synthetic and field data validate the effectiveness of our approach in producing images with good S/N and fewer aliasing artifacts when compared with standard RTM or standard LSRTM.

  8. Combining existing numerical models with data assimilation using weighted least-squares finite element methods.

    Science.gov (United States)

    Rajaraman, Prathish K; Manteuffel, T A; Belohlavek, M; Heys, Jeffrey J

    2017-01-01

    A new approach has been developed for combining and enhancing the results from an existing computational fluid dynamics model with experimental data using the weighted least-squares finite element method (WLSFEM). Development of the approach was motivated by the existence of both limited experimental blood velocity in the left ventricle and inexact numerical models of the same flow. Limitations of the experimental data include measurement noise and having data only along a two-dimensional plane. Most numerical modeling approaches do not provide the flexibility to assimilate noisy experimental data. We previously developed an approach that could assimilate experimental data into the process of numerically solving the Navier-Stokes equations, but the approach was limited because it required the use of specific finite element methods for solving all model equations and did not support alternative numerical approximation methods. The new approach presented here allows virtually any numerical method to be used for approximately solving the Navier-Stokes equations, and then the WLSFEM is used to combine the experimental data with the numerical solution of the model equations in a final step. The approach dynamically adjusts the influence of the experimental data on the numerical solution so that more accurate data are more closely matched by the final solution and less accurate data are not closely matched. The new approach is demonstrated on different test problems and provides significantly reduced computational costs compared with many previous methods for data assimilation. Copyright © 2016 John Wiley & Sons, Ltd.

  9. PENALIZED PARTIAL LEAST SQUARES%惩罚的偏最小二乘

    Institute of Scientific and Technical Information of China (English)

    殷弘; 汪宝彬

    2013-01-01

    本文研究了二个推广的惩罚的偏小二乘模型,将惩罚估计的算法作用于偏最小二乘估计上,得到了参数的最终估计.将此模型运用到一个实际数据,在预测方面获得了较好的结果.%In this paper,penalized partial least squares (PPLS) method is used in quantitative structure and activity relationship (QSAR) research.PPLS is in fact a combination of PLS and penalized regression which is first proposed in classification problems of biological informatics,but to our knowledge,our application of PPLS to QSAR data is novel.Further,we consider three different penalized regressions in contrast to the previous literature that only use one penalized function.Using a real data set,we demonstrate the competitive performances of PPLS methods compared with other four methods used widely in QSAR research.

  10. Passive shimming of a superconducting magnet using the L1-norm regularized least square algorithm.

    Science.gov (United States)

    Kong, Xia; Zhu, Minhua; Xia, Ling; Wang, Qiuliang; Li, Yi; Zhu, Xuchen; Liu, Feng; Crozier, Stuart

    2016-02-01

    The uniformity of the static magnetic field B0 is of prime importance for an MRI system. The passive shimming technique is usually applied to improve the uniformity of the static field by optimizing the layout of a series of steel shims. The steel pieces are fixed in the drawers in the inner bore of the superconducting magnet, and produce a magnetizing field in the imaging region to compensate for the inhomogeneity of the B0 field. In practice, the total mass of steel used for shimming should be minimized, in addition to the field uniformity requirement. This is because the presence of steel shims may introduce a thermal stability problem. The passive shimming procedure is typically realized using the linear programming (LP) method. The LP approach however, is generally slow and also has difficulty balancing the field quality and the total amount of steel for shimming. In this paper, we have developed a new algorithm that is better able to balance the dual constraints of field uniformity and the total mass of the shims. The least square method is used to minimize the magnetic field inhomogeneity over the imaging surface with the total mass of steel being controlled by an L1-norm based constraint. The proposed algorithm has been tested with practical field data, and the results show that, with similar computational cost and mass of shim material, the new algorithm achieves superior field uniformity (43% better for the test case) compared with the conventional linear programming approach.

  11. Infrared and visible image fusion based on visual saliency map and weighted least square optimization

    Science.gov (United States)

    Ma, Jinlei; Zhou, Zhiqiang; Wang, Bo; Zong, Hua

    2017-05-01

    The goal of infrared (IR) and visible image fusion is to produce a more informative image for human observation or some other computer vision tasks. In this paper, we propose a novel multi-scale fusion method based on visual saliency map (VSM) and weighted least square (WLS) optimization, aiming to overcome some common deficiencies of conventional methods. Firstly, we introduce a multi-scale decomposition (MSD) using the rolling guidance filter (RGF) and Gaussian filter to decompose input images into base and detail layers. Compared with conventional MSDs, this MSD can achieve the unique property of preserving the information of specific scales and reducing halos near edges. Secondly, we argue that the base layers obtained by most MSDs would contain a certain amount of residual low-frequency information, which is important for controlling the contrast and overall visual appearance of the fused image, and the conventional ;averaging; fusion scheme is unable to achieve desired effects. To address this problem, an improved VSM-based technique is proposed to fuse the base layers. Lastly, a novel WLS optimization scheme is proposed to fuse the detail layers. This optimization aims to transfer more visual details and less irrelevant IR details or noise into the fused image. As a result, the fused image details would appear more naturally and be suitable for human visual perception. Experimental results demonstrate that our method can achieve a superior performance compared with other fusion methods in both subjective and objective assessments.

  12. Least-squares fitting of time-domain signals for Fourier transform mass spectrometry.

    Science.gov (United States)

    Aushev, Tagir; Kozhinov, Anton N; Tsybin, Yury O

    2014-07-01

    To advance Fourier transform mass spectrometry (FTMS)-based molecular structure analysis, corresponding development of the FTMS signal processing methods and instrumentation is required. Here, we demonstrate utility of a least-squares fitting (LSF) method for analysis of FTMS time-domain (transient) signals. We evaluate the LSF method in the analysis of single- and multiple-component experimental and simulated ion cyclotron resonance (ICR) and Orbitrap FTMS transient signals. Overall, the LSF method allows one to estimate the analytical limits of the conventional instrumentation and signal processing methods in FTMS. Particularly, LSF provides accurate information on initial phases of sinusoidal components in a given transient. For instance, the phase distribution obtained for a statistical set of experimental transients reveals the effect of the first data-point problem in FT-ICR MS. Additionally, LSF might be useful to improve the implementation of the absorption-mode FT spectral representation for FTMS applications. Finally, LSF can find utility in characterization and development of filter-diagonalization method (FDM) MS.

  13. Pemodelan Tingkat Penghunian Kamar Hotel di Kendari dengan Transformasi Wavelet Kontinu dan Partial Least Squares

    Directory of Open Access Journals (Sweden)

    Margaretha Ohyver

    2014-12-01

    Full Text Available Multicollinearity and outliers are the common problems when estimating regression model.   Multicollinearitiy occurs when there are high correlations among predictor variables, leading to difficulties in separating the effects of each independent variable on the response variable. While, if outliers are present in the data to be analyzed, then the assumption of normality in the regression will be violated and the results of the analysis may be incorrect or misleading. Both of these cases occurred in the data on room occupancy rate of hotels in Kendari. The purpose of this study is to find a model for the data that is free of multicollinearity and outliers and to determine the factors that affect the level of room occupancy hotels in Kendari. The method used is Continuous Wavelet Transformation and Partial Least Squares. The result of this research is a regression model that is free of multicollinearity and a  pattern of data that resolved the present of outliers.

  14. Methods for Least Squares Data Smoothing by Adjustment of Divided Differences

    Science.gov (United States)

    Demetriou, I. C.

    2008-09-01

    A brief survey is presented for the main methods that are used in least squares data smoothing by adjusting the signs of divided differences of the smoothed values. The most distinctive feature of the smoothing approach is that it provides automatically a piecewise monotonic or a piecewise convex/concave fit to the data. The data are measured values of a function of one variable that contain random errors. As a consequence of the errors, the number of sign alterations in the sequence of mth divided differences is usually unacceptably large, where m is a prescribed positive integer. Therefore, we make the least sum of squares change to the measurements by requiring the sequence of the divided differences of order m to have at most k-1 sign changes, for some positive integer k. Although, it is a combinatorial problem, whose solution can require about O(nk) quadratic programming calculations in n variables and n-m constraints, where n is the number of data, very efficient algorithms have been developed for the cases when m = 1 or m = 2 and k is arbitrary, as well as when m>2 for small values of k. Attention is paid to the purpose of each method instead of to its details. Some software packages make the methods publicly accessible through library systems.

  15. Spectrophotometric simultaneous determination of uranium and thorium using partial least squares regression and orthogonal signal correction

    Energy Technology Data Exchange (ETDEWEB)

    Niazi, Ali [Azad University of Arak (Iran, Islamic Republic of). Faculty of Sciences. Dept. of Chemistry]. E-mail: ali.niazi@gmail.com

    2006-09-15

    A simple, novel and sensitive spectrophotometric method was described for simultaneous determination of uranium and thorium. The method is based on the complex formation of uranium and thorium with Arsenazo III at pH 3.0. All factors affecting the sensitivity were optimized and the linear dynamic range for determination of uranium and thorium found. The simultaneous determination of uranium and thorium mixtures by using spectrophotometric methods is a difficult problem, due to spectral interferences. By multivariate calibration methods such as partial least squares (PLS), it is possible to obtain a model adjusted to the concentration values of the mixtures used in the calibration range. Orthogonal signal correction (OSC) is a preprocessing technique used for removing the information unrelated to the target variables based on constrained principal component analysis. OSC is a suitable preprocessing method for PLS calibration of mixtures without loss of prediction capacity using spectrophotometric method. In this study, the calibration model is based on absorption spectra in the 600-760 nm range for 25 different mixtures of uranium and thorium. Calibration matrices contained 0.10- 21.00 and 0.25-18.50 {mu}g mL{sup -1} of uranium and thorium, respectively. The RMSEP for uranium and thorium with OSC and without OSC were 0.4362, 0.4183 and 1.5710, 1.0775, respectively. This procedure allows the simultaneous determination of uranium and thorium in synthetic and real matrix samples with good reliability of the determination. (author)

  16. The comparison of robust partial least squares regression with robust principal component regression on a real

    Science.gov (United States)

    Polat, Esra; Gunay, Suleyman

    2013-10-01

    One of the problems encountered in Multiple Linear Regression (MLR) is multicollinearity, which causes the overestimation of the regression parameters and increase of the variance of these parameters. Hence, in case of multicollinearity presents, biased estimation procedures such as classical Principal Component Regression (CPCR) and Partial Least Squares Regression (PLSR) are then performed. SIMPLS algorithm is the leading PLSR algorithm because of its speed, efficiency and results are easier to interpret. However, both of the CPCR and SIMPLS yield very unreliable results when the data set contains outlying observations. Therefore, Hubert and Vanden Branden (2003) have been presented a robust PCR (RPCR) method and a robust PLSR (RPLSR) method called RSIMPLS. In RPCR, firstly, a robust Principal Component Analysis (PCA) method for high-dimensional data on the independent variables is applied, then, the dependent variables are regressed on the scores using a robust regression method. RSIMPLS has been constructed from a robust covariance matrix for high-dimensional data and robust linear regression. The purpose of this study is to show the usage of RPCR and RSIMPLS methods on an econometric data set, hence, making a comparison of two methods on an inflation model of Turkey. The considered methods have been compared in terms of predictive ability and goodness of fit by using a robust Root Mean Squared Error of Cross-validation (R-RMSECV), a robust R2 value and Robust Component Selection (RCS) statistic.

  17. First-order system least-squares for the Helmholtz equation

    Energy Technology Data Exchange (ETDEWEB)

    Lee, B.; Manteuffel, T.; McCormick, S.; Ruge, J.

    1996-12-31

    We apply the FOSLS methodology to the exterior Helmholtz equation {Delta}p + k{sup 2}p = 0. Several least-squares functionals, some of which include both H{sup -1}({Omega}) and L{sup 2}({Omega}) terms, are examined. We show that in a special subspace of [H(div; {Omega}) {intersection} H(curl; {Omega})] x H{sup 1}({Omega}), each of these functionals are equivalent independent of k to a scaled H{sup 1}({Omega}) norm of p and u = {del}p. This special subspace does not include the oscillatory near-nullspace components ce{sup ik}({sup {alpha}x+{beta}y)}, where c is a complex vector and where {alpha}{sub 2} + {beta}{sup 2} = 1. These components are eliminated by applying a non-standard coarsening scheme. We achieve this scheme by introducing {open_quotes}ray{close_quotes} basis functions which depend on the parameter pair ({alpha}, {beta}), and which approximate ce{sup ik}({sup {alpha}x+{beta}y)} well on the coarser levels where bilinears cannot. We use several pairs of these parameters on each of these coarser levels so that several coarse grid problems are spun off from the finer levels. Some extensions of this theory to the transverse electric wave solution for Maxwell`s equations will also be presented.

  18. A Design Method of Code Correlation Reference Waveform in GNSS Based on Least-Squares Fitting

    Science.gov (United States)

    Xu, Chengtao; Liu, Zhe; Tang, Xiaomei; Wang, Feixue

    2016-01-01

    The multipath effect is one of the main error sources in the Global Satellite Navigation Systems (GNSSs). The code correlation reference waveform (CCRW) technique is an effective multipath mitigation algorithm for the binary phase shift keying (BPSK) signal. However, it encounters the false lock problem in code tracking, when applied to the binary offset carrier (BOC) signals. A least-squares approximation method of the CCRW design scheme is proposed, utilizing the truncated singular value decomposition method. This algorithm was performed for the BPSK signal, BOC(1,1) signal, BOC(2,1) signal, BOC(6,1) and BOC(7,1) signal. The approximation results of CCRWs were presented. Furthermore, the performances of the approximation results are analyzed in terms of the multipath error envelope and the tracking jitter. The results show that the proposed method can realize coherent and non-coherent CCRW discriminators without false lock points. Generally, there is performance degradation in the tracking jitter, if compared to the CCRW discriminator. However, the performance promotions in the multipath error envelope for the BOC(1,1) and BPSK signals makes the discriminator attractive, and it can be applied to high-order BOC signals. PMID:27483275

  19. Problems in nonlinear resistive MHD

    Energy Technology Data Exchange (ETDEWEB)

    Turnbull, A.D.; Strait, E.J.; La Haye, R.J.; Chu, M.S.; Miller, R.L. [General Atomics, San Diego, CA (United States)

    1998-12-31

    Two experimentally relevant problems can relatively easily be tackled by nonlinear MHD codes. Both problems require plasma rotation in addition to the nonlinear mode coupling and full geometry already incorporated into the codes, but no additional physics seems to be crucial. These problems discussed here are: (1) nonlinear coupling and interaction of multiple MHD modes near the B limit and (2) nonlinear coupling of the m/n = 1/1 sawtooth mode with higher n gongs and development of seed islands outside q = 1.

  20. Comparison of Kriging and Moving Least Square Methods to Change the Geometry of Human Body Models.

    Science.gov (United States)

    Jolivet, Erwan; Lafon, Yoann; Petit, Philippe; Beillas, Philippe

    2015-11-01

    Finite Element Human Body Models (HBM) have become powerful tools to study the response to impact. However, they are typically only developed for a limited number of sizes and ages. Various approaches driven by control points have been reported in the literature for the non-linear scaling of these HBM into models with different geometrical characteristics. The purpose of this study is to compare the performances of commonly used control points based interpolation methods in different usage scenarios. Performance metrics include the respect of target, the mesh quality and the runability. For this study, the Kriging and Moving Least square interpolation approaches were compared in three test cases. The first two cases correspond to changes of anthropometric dimensions of (1) a child model (from 6 to 1.5 years old) and (2) the GHBMC M50 model (Global Human Body Models Consortium, from 50th to 5th percentile female). For the third case, the GHBMC M50 ribcage was scaled to match the rib cage geometry derived from a CT-scan. In the first two test cases, all tested methods provided similar shapes with acceptable results in terms of time needed for the deformation (a few minutes at most), overall respect of the targets, element quality distribution and time step for explicit simulation. The personalization of rib cage proved to be much more challenging. None of the methods tested provided fully satisfactory results at the level of the rib trajectory and section. There were corrugated local deformations unless using a smooth regression through relaxation. Overall, the results highlight the importance of the target definition over the interpolation method.

  1. A note on implementation of decaying product correlation structures for quasi-least squares.

    Science.gov (United States)

    Shults, Justine; Guerra, Matthew W

    2014-08-30

    This note implements an unstructured decaying product matrix via the quasi-least squares approach for estimation of the correlation parameters in the framework of generalized estimating equations. The structure we consider is fairly general without requiring the large number of parameters that are involved in a fully unstructured matrix. It is straightforward to show that the quasi-least squares estimators of the correlation parameters yield feasible values for the unstructured decaying product structure. Furthermore, subject to conditions that are easily checked, the quasi-least squares estimators are valid for longitudinal Bernoulli data. We demonstrate implementation of the structure in a longitudinal clinical trial with both a continuous and binary outcome variable.

  2. ON THE BREAKDOWNS OF THE GALERKIN AND LEAST-SQUARES METHODS

    Institute of Scientific and Technical Information of China (English)

    钟宝江

    2002-01-01

    The Galerkin and least-squares methods are two classes of the most popular Krylovsubspace methOds for solving large linear systems of equations. Unfortunately, both the methodsmay suffer from serious breakdowns of the same type: In a breakdown situation the Galerkinmethod is unable to calculate an approximate solution, while the least-squares method, althoughdoes not really break down, is unsucessful in reducing the norm of its residual. In this paper wefrst establish a unified theorem which gives a relationship between breakdowns in the two meth-ods. We further illustrate theoretically and experimentally that if the coefficient matrix of alienar system is of high defectiveness with the associated eigenvalues less than 1, then the restart-ed Galerkin and least-squares methods will be in great risks of complete breakdowns. It appearsthat our findings may help to understand phenomena observed practically and to derive treat-ments for breakdowns of this type.

  3. ELASTO-PLASTICITY ANALYSIS BASED ON COLLOCATION WITH THE MOVING LEAST SQUARE METHOD

    Institute of Scientific and Technical Information of China (English)

    SongKangzu; ZhangXiong; LuMiugwau

    2003-01-01

    A meshless approach based on the moving least square method is developed for elasto-plasticity analysis, in which the incremental formulation is used. In this approach, the displacement shape functions are constructed by using the moving least square approximation, and the discrete governing equations for elasto-plastic material are constructed with the direct collocation method. The boundary conditions are also imposed by collocation. The method established is a truly meshless one, as it does not need any mesh, either for the purpose of interpolation of the solution variables, or for the purpose of construction of the discrete equations. It is simply formulated and very efficient, and no post-processing procedure is required to compute the derivatives of the unknown variables, since the solution from this method based on the moving least square approximation is already smooth enough. Numerical examples are given to verify the accuracy of the meshless method proposed for elasto-rdasticity analysis.

  4. On the equivalence of Kalman filtering and least-squares estimation

    Science.gov (United States)

    Mysen, E.

    2016-07-01

    The Kalman filter is derived directly from the least-squares estimator, and generalized to accommodate stochastic processes with time variable memory. To complete the link between least-squares estimation and Kalman filtering of first-order Markov processes, a recursive algorithm is presented for the computation of the off-diagonal elements of the a posteriori least-squares error covariance. As a result of the algebraic equivalence of the two estimators, both approaches can fully benefit from the advantages implied by their individual perspectives. In particular, it is shown how Kalman filter solutions can be integrated into the normal equation formalism that is used for intra- and inter-technique combination of space geodetic data.

  5. On the equivalence of Kalman filtering and least-squares estimation

    Science.gov (United States)

    Mysen, E.

    2017-01-01

    The Kalman filter is derived directly from the least-squares estimator, and generalized to accommodate stochastic processes with time variable memory. To complete the link between least-squares estimation and Kalman filtering of first-order Markov processes, a recursive algorithm is presented for the computation of the off-diagonal elements of the a posteriori least-squares error covariance. As a result of the algebraic equivalence of the two estimators, both approaches can fully benefit from the advantages implied by their individual perspectives. In particular, it is shown how Kalman filter solutions can be integrated into the normal equation formalism that is used for intra- and inter-technique combination of space geodetic data.

  6. Wind Tunnel Strain-Gage Balance Calibration Data Analysis Using a Weighted Least Squares Approach

    Science.gov (United States)

    Ulbrich, N.; Volden, T.

    2017-01-01

    A new approach is presented that uses a weighted least squares fit to analyze wind tunnel strain-gage balance calibration data. The weighted least squares fit is specifically designed to increase the influence of single-component loadings during the regression analysis. The weighted least squares fit also reduces the impact of calibration load schedule asymmetries on the predicted primary sensitivities of the balance gages. A weighting factor between zero and one is assigned to each calibration data point that depends on a simple count of its intentionally loaded load components or gages. The greater the number of a data point's intentionally loaded load components or gages is, the smaller its weighting factor becomes. The proposed approach is applicable to both the Iterative and Non-Iterative Methods that are used for the analysis of strain-gage balance calibration data in the aerospace testing community. The Iterative Method uses a reasonable estimate of the tare corrected load set as input for the determination of the weighting factors. The Non-Iterative Method, on the other hand, uses gage output differences relative to the natural zeros as input for the determination of the weighting factors. Machine calibration data of a six-component force balance is used to illustrate benefits of the proposed weighted least squares fit. In addition, a detailed derivation of the PRESS residuals associated with a weighted least squares fit is given in the appendices of the paper as this information could not be found in the literature. These PRESS residuals may be needed to evaluate the predictive capabilities of the final regression models that result from a weighted least squares fit of the balance calibration data.

  7. Dynamic least-squares kernel density modeling of Fokker-Planck equations with application to neural population.

    Science.gov (United States)

    Shotorban, Babak

    2010-04-01

    The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.

  8. Robust analysis of trends in noisy tokamak confinement data using geodesic least squares regression

    Science.gov (United States)

    Verdoolaege, G.; Shabbir, A.; Hornung, G.

    2016-11-01

    Regression analysis is a very common activity in fusion science for unveiling trends and parametric dependencies, but it can be a difficult matter. We have recently developed the method of geodesic least squares (GLS) regression that is able to handle errors in all variables, is robust against data outliers and uncertainty in the regression model, and can be used with arbitrary distribution models and regression functions. We here report on first results of application of GLS to estimation of the multi-machine scaling law for the energy confinement time in tokamaks, demonstrating improved consistency of the GLS results compared to standard least squares.

  9. Analysis of total least squares in estimating the parameters of a mortar trajectory

    Energy Technology Data Exchange (ETDEWEB)

    Lau, D.L.; Ng, L.C.

    1994-12-01

    Least Squares (LS) is a method of curve fitting used with the assumption that error exists in the observation vector. The method of Total Least Squares (TLS) is more useful in cases where there is error in the data matrix as well as the observation vector. This paper describes work done in comparing the LS and TLS results for parameter estimation of a mortar trajectory based on a time series of angular observations. To improve the results, we investigated several derivations of the LS and TLS methods, and early findings show TLS provided slightly, 10%, improved results over the LS method.

  10. Influence of the least-squares phase on optical vortices in strongly scintillated beams

    CSIR Research Space (South Africa)

    Chen, M

    2009-06-01

    Full Text Available of dipole annihilations in a random wave fleld is balanced by the rate of dipole creations. This is reminiscent of a plasma in equilibrium where the rate of ionization is balanced by the rate of recombination. For this reason it is reasonable to model a.... A least-squares phase remover is put directly behind the system aperture. This least-squares phase remover is just a conventional adaptive optics system. It measures the incident wavefront with a wavefront sensor such as a Shack...

  11. Hierarchical Least Squares Identification and Its Convergence for Large Scale Multivariable Systems

    Institute of Scientific and Technical Information of China (English)

    丁锋; 丁韬

    2002-01-01

    The recursive least squares identification algorithm (RLS) for large scale multivariable systems requires a large amount of calculations, therefore, the RLS algorithm is difficult to implement on a computer. The computational load of estimation algorithms can be reduced using the hierarchical least squares identification algorithm (HLS) for large scale multivariable systems. The convergence analysis using the Martingale Convergence Theorem indicates that the parameter estimation error (PEE) given by the HLS algorithm is uniformly bounded without a persistent excitation signal and that the PEE consistently converges to zero for the persistent excitation condition. The HLS algorithm has a much lower computational load than the RLS algorithm.

  12. Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination

    DEFF Research Database (Denmark)

    Christensen, Bent Jesper; Varneskov, Rasmus T.

    band least squares (MBLS) estimator uses sample dependent trimming of frequencies in the vicinity of the origin to account for such contamination. Consistency and asymptotic normality of the MBLS estimator are established, a feasible inference procedure is proposed, and rigorous tools for assessing...... the cointegration strength and testing MBLS against the existing narrow band least squares estimator are developed. Finally, the asymptotic framework for the MBLS estimator is used to provide new perspectives on volatility factors in an empirical application to long-span realized variance series for S&P 500...

  13. Galerkin-Petrov least squares mixed element method for stationary incompressible magnetohydrodynamics

    Institute of Scientific and Technical Information of China (English)

    LUO Zhen-dong; MAO Yun-kui; ZHU Jiang

    2007-01-01

    The Galerkin-Petrov least squares method is combined with the mixed finite element method to deal with the stationary, incompressible magnetohydrodynamics system of equations with viscosity. A Galerkin-Petrov least squares mixed finite element format for the stationary incompressible magnetohydrodynamics equations is presented.And the existence and error estimates of its solution are derived. Through this method,the combination among the mixed finite element spaces does not demand the discrete Babu(s)ka-Brezzi stability conditions so that the mixed finite element spaces could be chosen arbitrartily and the error estimates with optimal order could be obtained.

  14. Modified Recursive Least Squares Algorithm with Variable Parameters and Resetting for Time—Varying System

    Institute of Scientific and Technical Information of China (English)

    YUEYuncan; QIANJixin

    2002-01-01

    Based on the idea of the set-membership identification,a modified recursive least squares algorithm with variable gain, variable forgetting factor and resetting is presented.The concept of the error tolerance level is proposed.The selection criteria of the error tolerance level are also given according to the min-max principle.The algorithm is particularly suitable for tracing time-varying systems and is similar in computational complexity to the standard recursive least squares algorithm.The superior performance of the algorithm is verified via simulation studies on a dynamic fermentation process.

  15. Iterative Weighted Semiparametric Least Squares Estimation in Repeated Measurement Partially Linear Regression Models

    Institute of Scientific and Technical Information of China (English)

    Ge-mai Chen; Jin-hong You

    2005-01-01

    Consider a repeated measurement partially linear regression model with an unknown vector pasemiparametric generalized least squares estimator (SGLSE) ofβ, we propose an iterative weighted semiparametric least squares estimator (IWSLSE) and show that it improves upon the SGLSE in terms of asymptotic covariance matrix. An adaptive procedure is given to determine the number of iterations. We also show that when the number of replicates is less than or equal to two, the IWSLSE can not improve upon the SGLSE.These results are generalizations of those in [2] to the case of semiparametric regressions.

  16. The least-squares mixing models to generate fraction images derived from remote sensing multispectral data

    Science.gov (United States)

    Shimabukuro, Yosio Edemir; Smith, James A.

    1991-01-01

    Constrained-least-squares and weighted-least-squares mixing models for generating fraction images derived from remote sensing multispectral data are presented. An experiment considering three components within the pixels-eucalyptus, soil (understory), and shade-was performed. The generated fraction images for shade (shade image) derived from these two methods were compared by considering the performance and computer time. The derived shade images are related to the observed variation in forest structure, i.e., the fraction of inferred shade in the pixel is related to different eucalyptus ages.

  17. Least square neural network model of the crude oil blending process.

    Science.gov (United States)

    Rubio, José de Jesús

    2016-06-01

    In this paper, the recursive least square algorithm is designed for the big data learning of a feedforward neural network. The proposed method as the combination of the recursive least square and feedforward neural network obtains four advantages over the alone algorithms: it requires less number of regressors, it is fast, it has the learning ability, and it is more compact. Stability, convergence, boundedness of parameters, and local minimum avoidance of the proposed technique are guaranteed. The introduced strategy is applied for the modeling of the crude oil blending process.

  18. Least Squares Based Iterative Algorithm for the Coupled Sylvester Matrix Equations

    Directory of Open Access Journals (Sweden)

    Hongcai Yin

    2014-01-01

    Full Text Available By analyzing the eigenvalues of the related matrices, the convergence analysis of the least squares based iteration is given for solving the coupled Sylvester equations AX+YB=C and DX+YE=F in this paper. The analysis shows that the optimal convergence factor of this iterative algorithm is 1. In addition, the proposed iterative algorithm can solve the generalized Sylvester equation AXB+CXD=F. The analysis demonstrates that if the matrix equation has a unique solution then the least squares based iterative solution converges to the exact solution for any initial values. A numerical example illustrates the effectiveness of the proposed algorithm.

  19. Efectivity of Additive Spline for Partial Least Square Method in Regression Model Estimation

    Directory of Open Access Journals (Sweden)

    Ahmad Bilfarsah

    2005-04-01

    Full Text Available Additive Spline of Partial Least Square method (ASPL as one generalization of Partial Least Square (PLS method. ASPLS method can be acommodation to non linear and multicollinearity case of predictor variables. As a principle, The ASPLS method approach is cahracterized by two idea. The first is to used parametric transformations of predictors by spline function; the second is to make ASPLS components mutually uncorrelated, to preserve properties of the linear PLS components. The performance of ASPLS compared with other PLS method is illustrated with the fisher economic application especially the tuna fish production.

  20. Fruit fly optimization based least square support vector regression for blind image restoration

    Science.gov (United States)

    Zhang, Jiao; Wang, Rui; Li, Junshan; Yang, Yawei

    2014-11-01

    The goal of image restoration is to reconstruct the original scene from a degraded observation. It is a critical and challenging task in image processing. Classical restorations require explicit knowledge of the point spread function and a description of the noise as priors. However, it is not practical for many real image processing. The recovery processing needs to be a blind image restoration scenario. Since blind deconvolution is an ill-posed problem, many blind restoration methods need to make additional assumptions to construct restrictions. Due to the differences of PSF and noise energy, blurring images can be quite different. It is difficult to achieve a good balance between proper assumption and high restoration quality in blind deconvolution. Recently, machine learning techniques have been applied to blind image restoration. The least square support vector regression (LSSVR) has been proven to offer strong potential in estimating and forecasting issues. Therefore, this paper proposes a LSSVR-based image restoration method. However, selecting the optimal parameters for support vector machine is essential to the training result. As a novel meta-heuristic algorithm, the fruit fly optimization algorithm (FOA) can be used to handle optimization problems, and has the advantages of fast convergence to the global optimal solution. In the proposed method, the training samples are created from a neighborhood in the degraded image to the central pixel in the original image. The mapping between the degraded image and the original image is learned by training LSSVR. The two parameters of LSSVR are optimized though FOA. The fitness function of FOA is calculated by the restoration error function. With the acquired mapping, the degraded image can be recovered. Experimental results show the proposed method can obtain satisfactory restoration effect. Compared with BP neural network regression, SVR method and Lucy-Richardson algorithm, it speeds up the restoration rate and

  1. MPI Parallel Algorithm in Satellite Gravity Field Model Inversion on the Basis of Least Square Method

    Directory of Open Access Journals (Sweden)

    ZHOU Hao

    2015-08-01

    Full Text Available In order to solve the intensive computing tasks and high memory demand problem in satellite gravity field model inversion on the basis of huge amounts of satellite gravity observations, the parallel algorithm for high truncated order and degree satellite gravity field model inversion with least square method on the basis of MPI was introduced. After analyzing the time and space complexity of each step in the solving flow, the parallel I/O, block-organized storage and block-organized computation algorithm on the basis of MPI are introduced to design the parallel algorithm for building design matrix, establishing and solving normal equation, and the simulation results indicate that the parallel efficiency of building design matrix, establishing and solving normal equation can reach to 95%, 68%and 63% respectively. In addition, on the basis of GOCE simulated orbits and radial disturbance gravity gradient data(518 400 epochs in total, two earth gravity models truncated to degree and order 120, 240 are inversed, and the relative computation time and memory demand are only about 40 minutes and 7 hours, 290 MB and 1.57 GB respectively. Eventually, a simulation numerical calculation for earth gravity field model inversion with the simulation data, which has the equivalent noise level with GRACE and GOCE mission, is conducted. The accuracy of inversion model has a good consistent with current released model, and the combined mode can complement the spectral information of each individual mission, which indicates that the parallel algorithm in this paper can be applied to inverse the high truncated degree and order earth gravity model efficiently and stably.

  2. Detection of epileptic seizure in EEG signals using linear least squares preprocessing.

    Science.gov (United States)

    Roshan Zamir, Z

    2016-09-01

    An epileptic seizure is a transient event of abnormal excessive neuronal discharge in the brain. This unwanted event can be obstructed by detection of electrical changes in the brain that happen before the seizure takes place. The automatic detection of seizures is necessary since the visual screening of EEG recordings is a time consuming task and requires experts to improve the diagnosis. Much of the prior research in detection of seizures has been developed based on artificial neural network, genetic programming, and wavelet transforms. Although the highest achieved accuracy for classification is 100%, there are drawbacks, such as the existence of unbalanced datasets and the lack of investigations in performances consistency. To address these, four linear least squares-based preprocessing models are proposed to extract key features of an EEG signal in order to detect seizures. The first two models are newly developed. The original signal (EEG) is approximated by a sinusoidal curve. Its amplitude is formed by a polynomial function and compared with the predeveloped spline function. Different statistical measures, namely classification accuracy, true positive and negative rates, false positive and negative rates and precision, are utilised to assess the performance of the proposed models. These metrics are derived from confusion matrices obtained from classifiers. Different classifiers are used over the original dataset and the set of extracted features. The proposed models significantly reduce the dimension of the classification problem and the computational time while the classification accuracy is improved in most cases. The first and third models are promising feature extraction methods with the classification accuracy of 100%. Logistic, LazyIB1, LazyIB5, and J48 are the best classifiers. Their true positive and negative rates are 1 while false positive and negative rates are 0 and the corresponding precision values are 1. Numerical results suggest that these

  3. On non-combinatorial weighted total least squares with inequality constraints

    Science.gov (United States)

    Fang, Xing

    2014-08-01

    Observation systems known as errors-in-variables (EIV) models with model parameters estimated by total least squares (TLS) have been discussed for more than a century, though the terms EIV and TLS were coined much more recently. So far, it has only been shown that the inequality-constrained TLS (ICTLS) solution can be obtained by the combinatorial methods, assuming that the weight matrices of observations involved in the data vector and the data matrix are identity matrices. Although the previous works test all combinations of active sets or solution schemes in a clear way, some aspects have received little or no attention such as admissible weights, solution characteristics and numerical efficiency. Therefore, the aim of this study was to adjust the EIV model, subject to linear inequality constraints. In particular, (1) This work deals with a symmetrical positive-definite cofactor matrix that could otherwise be quite arbitrary. It also considers cross-correlations between cofactor matrices for the random coefficient matrix and the random observation vector. (2) From a theoretical perspective, we present first-order Karush-Kuhn-Tucker (KKT) necessary conditions and the second-order sufficient conditions of the inequality-constrained weighted TLS (ICWTLS) solution by analytical formulation. (3) From a numerical perspective, an active set method without combinatorial tests as well as a method based on sequential quadratic programming (SQP) is established. By way of applications, computational costs of the proposed algorithms are shown to be significantly lower than the currently existing ICTLS methods. It is also shown that the proposed methods can treat the ICWTLS problem in the case of more general weight matrices. Finally, we study the ICWTLS solution in terms of non-convex weighted TLS contours from a geometrical perspective.

  4. Prediction of Biomass Production and Nutrient Uptake in Land Application Using Partial Least Squares Regression Analysis

    Directory of Open Access Journals (Sweden)

    Vasileios A. Tzanakakis

    2014-12-01

    Full Text Available Partial Least Squares Regression (PLSR can integrate a great number of variables and overcome collinearity problems, a fact that makes it suitable for intensive agronomical practices such as land application. In the present study a PLSR model was developed to predict important management goals, including biomass production and nutrient recovery (i.e., nitrogen and phosphorus, associated with treatment potential, environmental impacts, and economic benefits. Effluent loading and a considerable number of soil parameters commonly monitored in effluent irrigated lands were considered as potential predictor variables during the model development. All data were derived from a three year field trial including plantations of four different plant species (Acacia cyanophylla, Eucalyptus camaldulensis, Populus nigra, and Arundo donax, irrigated with pre-treated domestic effluent. PLSR method was very effective despite the small sample size and the wide nature of data set (with many highly correlated inputs and several highly correlated responses. Through PLSR method the number of initial predictor variables was reduced and only several variables were remained and included in the final PLSR model. The important input variables maintained were: Effluent loading, electrical conductivity (EC, available phosphorus (Olsen-P, Na+, Ca2+, Mg2+, K2+, SAR, and NO3−-N. Among these variables, effluent loading, EC, and nitrates had the greater contribution to the final PLSR model. PLSR is highly compatible with intensive agronomical practices such as land application, in which a large number of highly collinear and noisy input variables is monitored to assess plant species performance and to detect impacts on the environment.

  5. Representing Topography with Second-Degree Bivariate Polynomial Functions Fitted by Least Squares.

    Science.gov (United States)

    Neuman, Arthur Edward

    1987-01-01

    There is a need for abstracting topography other than for mapping purposes. The method employed should be simple and available to non-specialists, thereby ruling out spline representations. Generalizing from univariate first-degree least squares and from multiple regression, this article introduces bivariate polynomial functions fitted by least…

  6. Fully Modified Narrow-Band Least Squares Estimation of Weak Fractional Cointegration

    DEFF Research Database (Denmark)

    Nielsen, Morten Ørregaard; Frederiksen, Per

    application recently, especially in financial economics. Previous research on this model has considered a semiparametric narrow-band least squares (NBLS) estimator in the frequency domain, but in the stationary case its asymptotic distribution has been derived only under a condition of non-coherence between...

  7. A Progress Report on Numerical Solutions of Least Squares Adjustment in GNU Project Gama

    Directory of Open Access Journals (Sweden)

    A. Čepek

    2005-01-01

    Full Text Available GNU project Gama for adjustment of geodetic networks is presented. Numerical solution of Least Squares Adjustment in the project is based on Singular Value Decomposition (SVD and General Orthogonalization Algorithm (GSO. Both algorithms enable solution of singular systems resulting from adjustment of free geodetic networks. 

  8. Harmonic tidal analysis at a few stations using the least squares method

    Digital Repository Service at National Institute of Oceanography (India)

    Fernandes, A.A; Das, V.K.; Bahulayan, N.

    Using the least squares method, harmonic analysis has been performed on hourly water level records of 29 days at several stations depicting different types of non-tidal noise. For a tidal record at Mormugao, which was free from storm surges (low...

  9. Efficient GOCE satellite gravity field recovery based on least-squares using QR decomposition

    NARCIS (Netherlands)

    Baur, O.; Austen, G.; Kusche, J.

    2007-01-01

    We develop and apply an efficient strategy for Earth gravity field recovery from satellite gravity gradiometry data. Our approach is based upon the Paige-Saunders iterative least-squares method using QR decomposition (LSQR). We modify the original algorithm for space-geodetic applications: firstly,

  10. Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise

    DEFF Research Database (Denmark)

    Nolte, Ingmar; Voev, Valeri

    The expected value of sums of squared intraday returns (realized variance) gives rise to a least squares regression which adapts itself to the assumptions of the noise process and allows for a joint inference on integrated volatility (IV), noise moments and price-noise relations. In the iid noise...

  11. Gauss’s, Cholesky’s and Banachiewicz’s Contributions to Least Squares

    DEFF Research Database (Denmark)

    Gustavson, Fred G.; Wasniewski, Jerzy

    This paper describes historically Gauss’s contributions to the area of Least Squares. Also mentioned are Cholesky’s and Banachiewicz’s contributions to linear algebra. The material given is backup information to a Tutorial given at PPAM 2011 to honor Cholesky on the hundred anniversary of his...

  12. Linking Socioeconomic Status to Social Cognitive Career Theory Factors: A Partial Least Squares Path Modeling Analysis

    Science.gov (United States)

    Huang, Jie-Tsuen; Hsieh, Hui-Hsien

    2011-01-01

    The purpose of this study was to investigate the contributions of socioeconomic status (SES) in predicting social cognitive career theory (SCCT) factors. Data were collected from 738 college students in Taiwan. The results of the partial least squares (PLS) analyses indicated that SES significantly predicted career decision self-efficacy (CDSE);…

  13. Multigroup Analysis in Partial Least Squares (PLS) Path Modeling: Alternative Methods and Empirical Results

    NARCIS (Netherlands)

    Sarstedt, Marko; Henseler, Jörg; Ringle, Christian M.

    2011-01-01

    Purpose – Partial least squares (PLS) path modeling has become a pivotal empirical research method in international marketing. Owing to group comparisons' important role in research on international marketing, we provide researchers with recommendations on how to conduct multigroup analyses in PLS p

  14. Noise suppression using preconditioned least-squares prestack time migration: application to the Mississippian limestone

    Science.gov (United States)

    Guo, Shiguang; Zhang, Bo; Wang, Qing; Cabrales-Vargas, Alejandro; Marfurt, Kurt J.

    2016-08-01

    Conventional Kirchhoff migration often suffers from artifacts such as aliasing and acquisition footprint, which come from sub-optimal seismic acquisition. The footprint can mask faults and fractures, while aliased noise can focus into false coherent events which affect interpretation and contaminate amplitude variation with offset, amplitude variation with azimuth and elastic inversion. Preconditioned least-squares migration minimizes these artifacts. We implement least-squares migration by minimizing the difference between the original data and the modeled demigrated data using an iterative conjugate gradient scheme. Unpreconditioned least-squares migration better estimates the subsurface amplitude, but does not suppress aliasing. In this work, we precondition the results by applying a 3D prestack structure-oriented LUM (lower-upper-middle) filter to each common offset and common azimuth gather at each iteration. The preconditioning algorithm not only suppresses aliasing of both signal and noise, but also improves the convergence rate. We apply the new preconditioned least-squares migration to the Marmousi model and demonstrate how it can improve the seismic image compared with conventional migration, and then apply it to one survey acquired over a new resource play in the Mid-Continent, USA. The acquisition footprint from the targets is attenuated and the signal to noise ratio is enhanced. To demonstrate the impact on interpretation, we generate a suite of seismic attributes to image the Mississippian limestone, and show that the karst-enhanced fractures in the Mississippian limestone can be better illuminated.

  15. Robust Mean and Covariance Structure Analysis through Iteratively Reweighted Least Squares.

    Science.gov (United States)

    Yuan, Ke-Hai; Bentler, Peter M.

    2000-01-01

    Adapts robust schemes to mean and covariance structures, providing an iteratively reweighted least squares approach to robust structural equation modeling. Each case is weighted according to its distance, based on first and second order moments. Test statistics and standard error estimators are given. (SLD)

  16. Use of correspondence analysis partial least squares on linear and unimodal data

    DEFF Research Database (Denmark)

    Frisvad, Jens C.; Bergsøe, Merete Norsker

    1996-01-01

    Correspondence analysis partial least squares (CA-PLS) has been compared with PLS conceming classification and prediction of unimodal growth temperature data and an example using infrared (IR) spectroscopy for predicting amounts of chemicals in mixtures. CA-PLS was very effective for ordinating...

  17. A Comparison of Mean Phase Difference and Generalized Least Squares for Analyzing Single-Case Data

    Science.gov (United States)

    Manolov, Rumen; Solanas, Antonio

    2013-01-01

    The present study focuses on single-case data analysis specifically on two procedures for quantifying differences between baseline and treatment measurements. The first technique tested is based on generalized least square regression analysis and is compared to a proposed non-regression technique, which allows obtaining similar information. The…

  18. Using Technology to Optimize and Generalize: The Least-Squares Line

    Science.gov (United States)

    Burke, Maurice J.; Hodgson, Ted R.

    2007-01-01

    With the help of technology and a basic high school algebra method for finding the vertex of a quadratic polynomial, students can develop and prove the formula for least-squares lines. Students are exposed to the power of a computer algebra system to generalize processes they understand and to see deeper patterns in those processes. (Contains 4…

  19. Analyzing Multilevel Data: Comparing Findings from Hierarchical Linear Modeling and Ordinary Least Squares Regression

    Science.gov (United States)

    Rocconi, Louis M.

    2013-01-01

    This study examined the differing conclusions one may come to depending upon the type of analysis chosen, hierarchical linear modeling or ordinary least squares (OLS) regression. To illustrate this point, this study examined the influences of seniors' self-reported critical thinking abilities three ways: (1) an OLS regression with the student…

  20. Least square fitting of low resolution gamma ray spectra with cubic B-spline basis functions

    Institute of Scientific and Technical Information of China (English)

    ZHU Meng-Hua; LIU Liang-Gang; QI Dong-Xu; YOU Zhong; XU Ao-Ao

    2009-01-01

    In this paper,the least square fitting method with the cubic B-spline basis hmctioas is derived to reduce the influence of statistical fluctuations in the gamma ray spectra.The derived procedure is simple and automatic.The results show that this method is better than the convolution method with a sufficient reduction of statistical fluctuation.