Search results for: residual sum of squares.
434 Minimal Residual Method for Adaptive Filtering with Finite Termination
Authors: Noor Atinah Ahmad, Shazia Javed
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We present a discussion of three adaptive filtering algorithms well known for their one-step termination property, in terms of their relationship with the minimal residual method. These algorithms are the normalized least mean square (NLMS), Affine Projection algorithm (APA) and the recursive least squares algorithm (RLS). The NLMS is shown to be a result of the orthogonality condition imposed on the instantaneous approximation of the Wiener equation, while APA and RLS algorithm result from orthogonality condition in multi-dimensional minimal residual formulation. Further analysis of the minimal residual formulation for the RLS leads to a triangular system which also possesses the one-step termination property (in exact arithmetic)Keywords: Adaptive filtering, minimal residual method, projection method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1553433 A New Analytical Approach to Reconstruct Residual Stresses Due to Turning Process
Authors: G.H. Farrahi, S.A. Faghidian, D.J. Smith
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A thin layer on the component surface can be found with high tensile residual stresses, due to turning operations, which can dangerously affect the fatigue performance of the component. In this paper an analytical approach is presented to reconstruct the residual stress field from a limited incomplete set of measurements. Airy stress function is used as the primary unknown to directly solve the equilibrium equations and satisfying the boundary conditions. In this new method there exists the flexibility to impose the physical conditions that govern the behavior of residual stress to achieve a meaningful complete stress field. The analysis is also coupled to a least squares approximation and a regularization method to provide stability of the inverse problem. The power of this new method is then demonstrated by analyzing some experimental measurements and achieving a good agreement between the model prediction and the results obtained from residual stress measurement.Keywords: Residual stress, Limited measurements, Inverse problems, Turning process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1429432 A Comparison of the Sum of Squares in Linear and Partial Linear Regression Models
Authors: Dursun Aydın
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In this paper, estimation of the linear regression model is made by ordinary least squares method and the partially linear regression model is estimated by penalized least squares method using smoothing spline. Then, it is investigated that differences and similarity in the sum of squares related for linear regression and partial linear regression models (semi-parametric regression models). It is denoted that the sum of squares in linear regression is reduced to sum of squares in partial linear regression models. Furthermore, we indicated that various sums of squares in the linear regression are similar to different deviance statements in partial linear regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the partial linear regression model. For this aim, it is made two different applications. A simulated and a real data set are considered to prove the claim mentioned here. In this way, this study is supported with a simulation and a real data example.Keywords: Partial Linear Regression Model, Linear RegressionModel, Residuals, Deviance, Smoothing Spline.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1871431 Least Squares Method Identification of Corona Current-Voltage Characteristics and Electromagnetic Field in Electrostatic Precipitator
Authors: H. Nouri, I. E. Achouri, A. Grimes, H. Ait Said, M. Aissou, Y. Zebboudj
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This paper aims to analysis the behavior of DC corona discharge in wire-to-plate electrostatic precipitators (ESP). Currentvoltage curves are particularly analyzed. Experimental results show that discharge current is strongly affected by the applied voltage. The proposed method of current identification is to use the method of least squares. Least squares problems that of into two categories: linear or ordinary least squares and non-linear least squares, depending on whether or not the residuals are linear in all unknowns. The linear least-squares problem occurs in statistical regression analysis; it has a closed-form solution. A closed-form solution (or closed form expression) is any formula that can be evaluated in a finite number of standard operations. The non-linear problem has no closed-form solution and is usually solved by iterative.Keywords: Electrostatic precipitator, current-voltage characteristics, Least Squares method, electric field, magnetic field.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2096430 Evaluation of Best-Fit Probability Distribution for Prediction of Extreme Hydrologic Phenomena
Authors: Karim Hamidi Machekposhti, Hossein Sedghi
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The probability distributions are the best method for forecasting of extreme hydrologic phenomena such as rainfall and flood flows. In this research, in order to determine suitable probability distribution for estimating of annual extreme rainfall and flood flows (discharge) series with different return periods, precipitation with 40 and discharge with 58 years time period had been collected from Karkheh River at Iran. After homogeneity and adequacy tests, data have been analyzed by Stormwater Management and Design Aid (SMADA) software and residual sum of squares (R.S.S). The best probability distribution was Log Pearson Type III with R.S.S value (145.91) and value (13.67) for peak discharge and Log Pearson Type III with R.S.S values (141.08) and (8.95) for maximum discharge in Jelogir Majin and Pole Zal stations, respectively. The best distribution for maximum precipitation in Jelogir Majin and Pole Zal stations was Log Pearson Type III distribution with R.S.S values (1.74&1.90) and then Pearson Type III distribution with R.S.S values (1.53&1.69). Overall, the Log Pearson Type III distributions are acceptable distribution types for representing statistics of extreme hydrologic phenomena in Karkheh River at Iran with the Pearson Type III distribution as a potential alternative.
Keywords: Karkheh river, log pearson type III, probability distribution, residual sum of squares.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 880429 An Adaptive Least-squares Mixed Finite Element Method for Pseudo-parabolic Integro-differential Equations
Authors: Zilong Feng, Hong Li, Yang Liu, Siriguleng He
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In this article, an adaptive least-squares mixed finite element method is studied for pseudo-parabolic integro-differential equations. The solutions of least-squares mixed weak formulation and mixed finite element are proved. A posteriori error estimator is constructed based on the least-squares functional and the posteriori errors are obtained.
Keywords: Pseudo-parabolic integro-differential equation, least squares mixed finite element method, adaptive method, a posteriori error estimates.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1317428 Wavelet Based Identification of Second Order Linear System
Authors: Sudipta Majumdar, Harish Parthasarathy
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In this paper, a wavelet based method is proposed to identify the constant coefficients of a second order linear system and is compared with the least squares method. The proposed method shows improved accuracy of parameter estimation as compared to the least squares method. Additionally, it has the advantage of smaller data requirement and storage requirement as compared to the least squares method.Keywords: Least squares method, linear system, system identification, wavelet transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1574427 Some Constructions of Non-Commutative Latin Squares of Order n
Authors: H. V. Chen, A. Y. M. Chin, S. Sharmini
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Let n be an integer. We show the existence of at least three non-isomorphic non-commutative Latin squares of order n which are embeddable in groups when n ≥ 5 is odd. By using a similar construction for the case when n ≥ 4 is even, we show that certain non-commutative Latin squares of order n are not embeddable in groups.Keywords: group, Latin square, embedding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1748426 An Iterative Method for the Least-squares Symmetric Solution of AXB+CYD=F and its Application
Authors: Minghui Wang
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Based on the classical algorithm LSQR for solving (unconstrained) LS problem, an iterative method is proposed for the least-squares like-minimum-norm symmetric solution of AXB+CYD=E. As the application of this algorithm, an iterative method for the least-squares like-minimum-norm biymmetric solution of AXB=E is also obtained. Numerical results are reported that show the efficiency of the proposed methods.
Keywords: Matrix equation, bisymmetric matrix, least squares problem, like-minimum norm, iterative algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1488425 Order Reduction by Least-Squares Methods about General Point ''a''
Authors: Integral square error, Least-squares, Markovparameters, Moment matching, Order reduction.
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The concept of order reduction by least-squares moment matching and generalised least-squares methods has been extended about a general point ?a?, to obtain the reduced order models for linear, time-invariant dynamic systems. Some heuristic criteria have been employed for selecting the linear shift point ?a?, based upon the means (arithmetic, harmonic and geometric) of real parts of the poles of high order system. It is shown that the resultant model depends critically on the choice of linear shift point ?a?. The validity of the criteria is illustrated by solving a numerical example and the results are compared with the other existing techniques.
Keywords: Integral square error, Least-squares, Markovparameters, Moment matching, Order reduction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1693424 Extended Least Squares LS–SVM
Authors: József Valyon, Gábor Horváth
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Among neural models the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they eliminate certain crucial questions involved by neural network construction. The main drawback of standard SVM is its high computational complexity, therefore recently a new technique, the Least Squares SVM (LS–SVM) has been introduced. In this paper we present an extended view of the Least Squares Support Vector Regression (LS–SVR), which enables us to develop new formulations and algorithms to this regression technique. Based on manipulating the linear equation set -which embodies all information about the regression in the learning process- some new methods are introduced to simplify the formulations, speed up the calculations and/or provide better results.Keywords: Function estimation, Least–Squares Support VectorMachines, Regression, System Modeling
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2008423 Relationship between Sums of Squares in Linear Regression and Semi-parametric Regression
Authors: Dursun Aydın, Bilgin Senel
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In this paper, the sum of squares in linear regression is reduced to sum of squares in semi-parametric regression. We indicated that different sums of squares in the linear regression are similar to various deviance statements in semi-parametric regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the semi-parametric regression model. Then, it is made an application in order to support the theory of the linear regression and semi-parametric regression. In this way, study is supported with a simulated data example.Keywords: Semi-parametric regression, Penalized LeastSquares, Residuals, Deviance, Smoothing Spline.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1853422 The Temperature Range in the Simulation of Residual Stress and Hot Tearing During Investment Casting
Authors: Saeid Norouzi, Ali Shams, Hassan Farhangi, Alireza Darvish
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Hot tear cracking and residual stress are two different consequences of thermal stress both of which can be considered as casting problem. The purpose of the present study is simulation of the effect of casting shape characteristic on hot tearing and residual stress. This study shows that the temperature range for simulation of hot tearing and residual stress are different. In this study, in order to study the development of thermal stress and to predict the hot tearing and residual stress of shaped casting, MAGMASOFT simulation program was used. The strategy of this research was the prediction of hot tear location using pinpointing hot spot and thermal stress concentration zones. The results shows that existing of stress concentration zone increases the hot tearing probability and consequently reduces the amount of remaining residual stress in casting parts.
Keywords: Hot tearing, residual stress, simulation, investment casting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2722421 The Relationship between Fatigue Crack Growth and Residual Stress in Rails
Authors: F. Husem, M. E. Turan, Y. Sun, H. Ahlatci, I. Tozlu
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Residual stress and fatigue crack growth rates are important to determine mechanical behavior of rails. This study aims to make relationship between residual stress and fatigue crack growth values in rails. For this purpose, three R260 quality rails (0.6-0.8% C, 0.6-1.25 Mn) were chosen. Residual stress of samples was measured by cutting method that is related in railway standard. Then samples were machined for fatigue crack growth test and analyze was completed according to the ASTM E647 standard which gives information about parameters of rails for this test. Microstructure characterizations were examined by Light Optic Microscope (LOM). The results showed that residual stress change with fatigue crack growth rate. The sample has highest residual stress exhibits highest crack growth rate and pearlitic structure can be seen clearly for all samples by microstructure analyze.
Keywords: Residual stress, fatigue crack growth, R260, LOM, ASTM E647.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1650420 Fatigue Crack Initiation and Propagation through Residual Stress Field
Authors: M. Benachour, N. Benachour, M. Benguediab
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In this paper fatigue crack initiation and propagation in notched plate under constant amplitude loading through tensile residual stress field of 2024 T351 Al-alloy plate were investigated. Residual stress field was generated by plastic deformation using finite element method (FEM) where isotropic hardening in Von Mises model was applied. Simulation of fatigue behavior was made on AFGROW code. It was shown that the fatigue crack initiation and propagation were affected by level of residual stress filed. In this investigation, the presence of tensile residual stresses at notch (hole) reduces considerably the total fatigue life. It was shown that the decreasing in stress reduces the fatigue crack growth rates.
Keywords: Residual stress, fatigue crack initiation, fatigue crack growth, Al-alloy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2717419 Public Squares and Their Potential for Social Interactions: A Case Study of Historical Public Squares in Tehran
Authors: Asma Mehan
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Under the thrust of technological changes, population growth and vehicular traffic, Iranian historical squares have lost their significance and they are no longer the main social nodes of the society. This research focuses on how historical public squares can inspire designers to enhance social interactions among citizens in Iranian urban context. Moreover, the recent master plan of Tehran demonstrates the lack of public spaces designed for the purpose of people’s social gatherings. For filling this gap, first the current situation of 7 selected primary historical public squares in Tehran including Sabze Meydan, Arg, Topkhaneh, Baherstan, Mokhber-al-dole, Rah Ahan and Hassan Abad have been compared. Later, the influencing elements on social interactions of the public squares such as subjective factors (human relationships and memories) and objective factors (natural and built environment) have been investigated. As a conclusion, some strategies are proposed for improving social interactions in historical public squares like; holding cultural, national, athletic and religious events, defining different and new functions in public squares’ surrounding, increasing pedestrian routs, reviving the collective memory, demonstrating the historical importance of square, eliminating visual obstacles across the square, organization the natural elements of the square, appropriate pavement for social activities. Finally, it is argued that the combination of all influencing factors which are: human interactions, natural elements and built environment criteria will lead to enhance the historical public squares’ potential for social interaction.
Keywords: Historical Square, Iranian Public Square, Social Interaction, Tehran.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2922418 Short Time Identification of Feed Drive Systems using Nonlinear Least Squares Method
Authors: M.G.A. Nassef, Linghan Li, C. Schenck, B. Kuhfuss
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Design and modeling of nonlinear systems require the knowledge of all inside acting parameters and effects. An empirical alternative is to identify the system-s transfer function from input and output data as a black box model. This paper presents a procedure using least squares algorithm for the identification of a feed drive system coefficients in time domain using a reduced model based on windowed input and output data. The command and response of the axis are first measured in the first 4 ms, and then least squares are applied to predict the transfer function coefficients for this displacement segment. From the identified coefficients, the next command response segments are estimated. The obtained results reveal a considerable potential of least squares method to identify the system-s time-based coefficients and predict accurately the command response as compared to measurements.Keywords: feed drive systems, least squares algorithm, onlineparameter identification, short time window
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2095417 Recursive Least Squares Adaptive Filter a better ISI Compensator
Authors: O. P. Sharma, V. Janyani, S. Sancheti
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Inter-symbol interference if not taken care off may cause severe error at the receiver and the detection of signal becomes difficult. An adaptive equalizer employing Recursive Least Squares algorithm can be a good compensation for the ISI problem. In this paper performance of communication link in presence of Least Mean Square and Recursive Least Squares equalizer algorithm is analyzed. A Model of communication system having Quadrature amplitude modulation and Rician fading channel is implemented using MATLAB communication block set. Bit error rate and number of errors is evaluated for RLS and LMS equalizer algorithm, due to change in Signal to Noise Ratio (SNR) and fading component gain in Rician fading Channel.
Keywords: Least mean square (LMS), Recursive least squares(RLS), Adaptive equalization, Bit error rate (BER), Rician fading channel, Quadrature Amplitude Modulation (QAM), Signal to noiseratio (SNR).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3075416 Geopotential Models Evaluation in Algeria Using Stochastic Method, GPS/Leveling and Topographic Data
Authors: M. A. Meslem
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For precise geoid determination, we use a reference field to subtract long and medium wavelength of the gravity field from observations data when we use the remove-compute-restore technique. Therefore, a comparison study between considered models should be made in order to select the optimal reference gravity field to be used. In this context, two recent global geopotential models have been selected to perform this comparison study over Northern Algeria. The Earth Gravitational Model (EGM2008) and the Global Gravity Model (GECO) conceived with a combination of the first model with anomalous potential derived from a GOCE satellite-only global model. Free air gravity anomalies in the area under study have been used to compute residual data using both gravity field models and a Digital Terrain Model (DTM) to subtract the residual terrain effect from the gravity observations. Residual data were used to generate local empirical covariance functions and their fitting to the closed form in order to compare their statistical behaviors according to both cases. Finally, height anomalies were computed from both geopotential models and compared to a set of GPS levelled points on benchmarks using least squares adjustment. The result described in details in this paper regarding these two models has pointed out a slight advantage of GECO global model globally through error degree variances comparison and ground-truth evaluation.
Keywords: Quasigeoid, gravity anomalies, covariance, GGM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 894415 The Interaction between Hydrogen and Surface Stress in Stainless Steel
Authors: O. Takakuwa, Y. Mano, H. Soyama
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This paper reveals the interaction between hydrogen and surface stress in austenitic stainless steel by X-ray diffraction stress measurement and thermal desorption analysis before and after being charged with hydrogen. The surface residual stress was varied by surface finishing using several disc polishing agents. The obtained results show that the residual stress near surface had a significant effect on hydrogen absorption behavior, that is, tensile residual stress promoted the hydrogen absorption and compressive one did opposite. Also, hydrogen induced equi-biaxial stress and this stress has a linear correlation with hydrogen content.
Keywords: Hydrogen embrittlement, Residual stress, Surface finishing, Stainless steel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3048414 The Residual Effects of Different Doses of Atrazine+Alachlor and Foramsulfuron on the Growth and Physiology of Rapeseed (Brassica napus L.)
Authors: S. Peyvastegan, A. Farahbakhsh
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A pot experiment was carried out under controlled conditions to evaluate the residual effects of different doses of atrazine+alachlor and foramsulfuron used in corn fields on the growth and physiology of rapeseed (Brassica napus L.). A split-plot experiment in CRD with 4 replications was used. The main plots consisted of herbicide type (atrazine+alachlor mixture and foramsulfuron) and the sub-plots were different residual doses of the herbicides (0, 1%, 5%, 10%, 20%, 40%, 50% and 100%). 7 cm diameter pots were filled with a virgin soil and seeds of rapeseed cv. Hayola were planted in them. The pots were kept under controlled conditions for 8 weeks after germination. At harvest, the growth parameters and the chlorophyll contents of the leaves were determined. The results showed that the growth of rapeseed plants was completely prevented at the highest residual doses of the herbicides (50 and 100 %). The growth parameters of rapeseed plants were affected by all doses of both types of the herbicide as compared to the controls. The residual effects of atrazine+alachlor mixture in reducing the growth parameters of rapeseed were more pronounced as compared to the residual effects of foramsulfuron alone.Keywords: Atrazine+alachlor, foramsulfuron, rapeseed, residual
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2122413 Modified Vector Quantization Method for Image Compression
Authors: K.Somasundaram, S.Domnic
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A low bit rate still image compression scheme by compressing the indices of Vector Quantization (VQ) and generating residual codebook is proposed. The indices of VQ are compressed by exploiting correlation among image blocks, which reduces the bit per index. A residual codebook similar to VQ codebook is generated that represents the distortion produced in VQ. Using this residual codebook the distortion in the reconstructed image is removed, thereby increasing the image quality. Our scheme combines these two methods. Experimental results on standard image Lena show that our scheme can give a reconstructed image with a PSNR value of 31.6 db at 0.396 bits per pixel. Our scheme is also faster than the existing VQ variants.Keywords: Image compression, Vector Quantization, Residual Codebook.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1439412 Gauss-Seidel Iterative Methods for Rank Deficient Least Squares Problems
Authors: Davod Khojasteh Salkuyeh, Sayyed Hasan Azizi
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We study the semiconvergence of Gauss-Seidel iterative methods for the least squares solution of minimal norm of rank deficient linear systems of equations. Necessary and sufficient conditions for the semiconvergence of the Gauss-Seidel iterative method are given. We also show that if the linear system of equations is consistent, then the proposed methods with a zero vector as an initial guess converge in one iteration. Some numerical results are given to illustrate the theoretical results.Keywords: rank deficient least squares problems, AOR iterativemethod, Gauss-Seidel iterative method, semiconvergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1925411 Online Estimation of Clutch Drag Torque in Wet Dual Clutch Transmission Based on Recursive Least Squares
Authors: Hongkui Li, Tongli Lu , Jianwu Zhang
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This paper focuses on developing an estimation method of clutch drag torque in wet DCT. The modelling of clutch drag torque is investigated. As the main factor affecting the clutch drag torque, dynamic viscosity of oil is discussed. The paper proposes an estimation method of clutch drag torque based on recursive least squares by utilizing the dynamic equations of gear shifting synchronization process. The results demonstrate that the estimation method has good accuracy and efficiency.
Keywords: Clutch drag torque, wet DCT, dynamic viscosity, recursive least squares.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1245410 Development Trend in Investigation of Residual Stresses in WC-Co Coating by HVOF Thermal Spraying
Authors: M.Jalali Azizpour, S.Norouzi, , H.Mohammadi Majd, D.Sajedipour , R.Mohammadi Sadr, M.Derakhshan Mehr, S.A Shoabi, R.Mohammadi
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In this paper, the techniques for estimating the residual stress in high velocity oxy fuel thermal spray coatings have been discussed and compared. The development trend and the last investigation have been studied. It is seemed that the there is not effective study on the effect of the peening action in HVOF analytically and numerically.Keywords: HVOF, WC-Co, Residual stress, Compressive stress
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2388409 Electric Load Forecasting Using Genetic Based Algorithm, Optimal Filter Estimator and Least Error Squares Technique: Comparative Study
Authors: Khaled M. EL-Naggar, Khaled A. AL-Rumaih
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This paper presents performance comparison of three estimation techniques used for peak load forecasting in power systems. The three optimum estimation techniques are, genetic algorithms (GA), least error squares (LS) and, least absolute value filtering (LAVF). The problem is formulated as an estimation problem. Different forecasting models are considered. Actual recorded data is used to perform the study. The performance of the above three optimal estimation techniques is examined. Advantages of each algorithms are reported and discussed.
Keywords: Forecasting, Least error squares, Least absolute Value, Genetic algorithms
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2722408 A Study on the Least Squares Reduced Parameter Approximation of FIR Digital Filters
Authors: S. Seyedtabaii, E. Seyedtabaii
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Rounding of coefficients is a common practice in hardware implementation of digital filters. Where some coefficients are very close to zero or one, as assumed in this paper, this rounding action also leads to some computation reduction. Furthermore, if the discarded coefficient is of high order, a reduced order filter is obtained, otherwise the order does not change but computation is reduced. In this paper, the Least Squares approximation to rounded (or discarded) coefficient FIR filter is investigated. The result also succinctly extended to general type of FIR filters.Keywords: Digital filter, filter approximation, least squares, model order reduction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1599407 Small Sample Bootstrap Confidence Intervals for Long-Memory Parameter
Authors: Josu Arteche, Jesus Orbe
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The log periodogram regression is widely used in empirical applications because of its simplicity, since only a least squares regression is required to estimate the memory parameter, d, its good asymptotic properties and its robustness to misspecification of the short term behavior of the series. However, the asymptotic distribution is a poor approximation of the (unknown) finite sample distribution if the sample size is small. Here the finite sample performance of different nonparametric residual bootstrap procedures is analyzed when applied to construct confidence intervals. In particular, in addition to the basic residual bootstrap, the local and block bootstrap that might adequately replicate the structure that may arise in the errors of the regression are considered when the series shows weak dependence in addition to the long memory component. Bias correcting bootstrap to adjust the bias caused by that structure is also considered. Finally, the performance of the bootstrap in log periodogram regression based confidence intervals is assessed in different type of models and how its performance changes as sample size increases.Keywords: bootstrap, confidence interval, log periodogram regression, long memory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1737406 Variogram Fitting Based on the Wilcoxon Norm
Authors: Hazem Al-Mofleh, John Daniels, Joseph McKean
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Within geostatistics research, effective estimation of the variogram points has been examined, particularly in developing robust alternatives. The parametric fit of these variogram points which eventually defines the kriging weights, however, has not received the same attention from a robust perspective. This paper proposes the use of the non-linear Wilcoxon norm over weighted non-linear least squares as a robust variogram fitting alternative. First, we introduce the concept of variogram estimation and fitting. Then, as an alternative to non-linear weighted least squares, we discuss the non-linear Wilcoxon estimator. Next, the robustness properties of the non-linear Wilcoxon are demonstrated using a contaminated spatial data set. Finally, under simulated conditions, increasing levels of contaminated spatial processes have their variograms points estimated and fit. In the fitting of these variogram points, both non-linear Weighted Least Squares and non-linear Wilcoxon fits are examined for efficiency. At all levels of contamination (including 0%), using a robust estimation and robust fitting procedure, the non-weighted Wilcoxon outperforms weighted Least Squares.Keywords: Non-Linear Wilcoxon, robust estimation, Variogram estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 967405 Residual Life Prediction for a System Subject to Condition Monitoring and Two Failure Modes
Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis
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In this paper, we investigate the residual life prediction problem for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model with unknown parameters. The parameter estimation procedure based on an EM algorithm is developed and the formulas for the conditional reliability function and the mean residual life are derived, illustrated by a numerical example.
Keywords: Partially observable system, hidden Markov model, competing risks, residual life prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2040