Search results for: recursive partial least squares
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 711

Search results for: recursive partial least squares

711 Recursive Least Squares Adaptive Filter a better ISI Compensator

Authors: O. P. Sharma, V. Janyani, S. Sancheti

Abstract:

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).

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710 A Comparison of the Sum of Squares in Linear and Partial Linear Regression Models

Authors: Dursun Aydın

Abstract:

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.

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709 Online Estimation of Clutch Drag Torque in Wet Dual Clutch Transmission Based on Recursive Least Squares

Authors: Hongkui Li, Tongli Lu , Jianwu Zhang

Abstract:

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.

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708 Dynamic Process Monitoring of an Ammonia Synthesis Fixed-Bed Reactor

Authors: Bothinah Altaf, Gary Montague, Elaine B. Martin

Abstract:

This study involves the modeling and monitoring of an ammonia synthesis fixed-bed reactor using partial least squares (PLS) and its variants. The process exhibits complex dynamic behavior due to the presence of heat recycling and feed quench. One limitation of static PLS model in this situation is that it does not take account of the process dynamics and hence dynamic PLS was used. Although it showed, superior performance to static PLS in terms of prediction, the monitoring scheme was inappropriate hence adaptive PLS was considered. A limitation of adaptive PLS is that non-conforming observations also contribute to the model, therefore, a new adaptive approach was developed, robust adaptive dynamic PLS. This approach updates a dynamic PLS model and is robust to non-representative data. The developed methodology showed a clear improvement over existing approaches in terms of the modeling of the reactor and the detection of faults.

Keywords: Ammonia synthesis fixed-bed reactor, dynamic partial least squares modeling, recursive partial least squares, robust modeling.

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707 Optimal Design of Two-Channel Recursive Parallelogram Quadrature Mirror Filter Banks

Authors: Ju-Hong Lee, Yi-Lin Shieh

Abstract:

This paper deals with the optimal design of two-channel recursive parallelogram quadrature mirror filter (PQMF) banks. The analysis and synthesis filters of the PQMF bank are composed of two-dimensional (2-D) recursive digital all-pass filters (DAFs) with nonsymmetric half-plane (NSHP) support region. The design problem can be facilitated by using the 2-D doubly complementary half-band (DC-HB) property possessed by the analysis and synthesis filters. For finding the coefficients of the 2-D recursive NSHP DAFs, we appropriately formulate the design problem to result in an optimization problem that can be solved by using a weighted least-squares (WLS) algorithm in the minimax (L) optimal sense. The designed 2-D recursive PQMF bank achieves perfect magnitude response and possesses satisfactory phase response without requiring extra phase equalizer. Simulation results are also provided for illustration and comparison.

Keywords: Parallelogram Quadrature Mirror Filter Bank, Doubly Complementary Filter, Nonsymmetric Half-Plane Filter, Weighted Least Squares Algorithm, Digital All-Pass Filter.

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706 Two-Dimensional Symmetric Half-Plane Recursive Doubly Complementary Digital Lattice Filters

Authors: Ju-Hong Lee, Chong-Jia Ciou, Yuan-Hau Yang

Abstract:

This paper deals with the problem of two-dimensional (2-D) recursive doubly complementary (DC) digital filter design. We present a structure of 2-D recursive DC filters by using 2-D symmetric half-plane (SHP) recursive digital all-pass lattice filters (DALFs). The novelty of using 2-D SHP recursive DALFs to construct a 2-D recursive DC digital lattice filter is that the resulting 2-D SHP recursive DC digital lattice filter provides better performance than the existing 2-D SHP recursive DC digital filter. Moreover, the proposed structure possesses a favorable 2-D DC half-band (DC-HB) property that allows about half of the 2-D SHP recursive DALF’s coefficients to be zero. This leads to considerable savings in computational burden for implementation. To ensure the stability of a designed 2-D SHP recursive DC digital lattice filter, some necessary constraints on the phase of the 2-D SHP recursive DALF during the design process are presented. Design of a 2-D diamond-shape decimation/interpolation filter is presented for illustration and comparison.

Keywords: All-pass digital filter, doubly complementary, lattice structure, symmetric half-plane digital filter, sampling rate conversion.

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705 New Recursive Representations for the Favard Constants with Application to the Summation of Series

Authors: Snezhana G. Gocheva-Ilieva, Ivan H. Feschiev

Abstract:

In this study integral form and new recursive formulas for Favard constants and some connected with them numeric and Fourier series are obtained. The method is based on preliminary integration of Fourier series which allows for establishing finite recursive representations for the summation. It is shown that the derived recursive representations are numerically more effective than known representations of the considered objects.

Keywords: Effective summation of series, Favard constants, finite recursive representations, Fourier series

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704 Convergence Analysis of a Prediction based Adaptive Equalizer for IIR Channels

Authors: Miloje S. Radenkovic, Tamal Bose

Abstract:

This paper presents the convergence analysis of a prediction based blind equalizer for IIR channels. Predictor parameters are estimated by using the recursive least squares algorithm. It is shown that the prediction error converges almost surely (a.s.) toward a scalar multiple of the unknown input symbol sequence. It is also proved that the convergence rate of the parameter estimation error is of the same order as that in the iterated logarithm law.

Keywords: Adaptive blind equalizer, Recursive leastsquares, Adaptive Filtering, Convergence analysis.

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703 A Novel Recursive Multiplierless Algorithm for 2-D DCT

Authors: V.K.Ananthashayana, Geetha.K.S

Abstract:

In this paper, a recursive algorithm for the computation of 2-D DCT using Ramanujan Numbers is proposed. With this algorithm, the floating-point multiplication is completely eliminated and hence the multiplierless algorithm can be implemented using shifts and additions only. The orthogonality of the recursive kernel is well maintained through matrix factorization to reduce the computational complexity. The inherent parallel structure yields simpler programming and hardware implementation and provides log 1 2 3 2 N N-N+ additions and N N 2 log 2 shifts which is very much less complex when compared to other recent multiplierless algorithms.

Keywords: DCT, Multilplerless, Ramanujan Number, Recursive.

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702 Design of Two-Channel Quincunx Quadrature Mirror Filter Banks Using Digital All-Pass Lattice Filters

Authors: Ju-Hong Lee, Chong-Jia Ciou

Abstract:

This paper deals with the problem of two-dimensional (2-D) recursive two-channel quincunx quadrature mirror filter (QQMF) banks design. The analysis and synthesis filters of the 2-D recursive QQMF bank are composed of 2-D recursive digital allpass lattice filters (DALFs) with symmetric half-plane (SHP) support regions. Using the 2-D doubly complementary half-band (DC-HB) property possessed by the analysis and synthesis filters, we facilitate the design of the proposed QQMF bank. For finding the coefficients of the 2-D recursive SHP DALFs, we present a structure of 2-D recursive digital allpass filters by using 2-D SHP recursive digital all-pass lattice filters (DALFs). The novelty of using 2-D SHP recursive DALFs to construct a 2-D recursive QQMF bank is that the resulting 2-D recursive QQMF bank provides better performance than the existing 2-D recursive QQMF banks. Simulation results are also presented for illustration and comparison.

Keywords: All-pass digital filter, doubly complementary, lattice structure, symmetric half-plane digital filter, quincunx QMF bank.

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701 Solving SPDEs by a Least Squares Method

Authors: Hassan Manouzi

Abstract:

We present in this paper a useful strategy to solve stochastic partial differential equations (SPDEs) involving stochastic coefficients. Using the Wick-product of higher order and the Wiener-Itˆo chaos expansion, the SPDEs is reformulated as a large system of deterministic partial differential equations. To reduce the computational complexity of this system, we shall use a decomposition-coordination method. To obtain the chaos coefficients in the corresponding deterministic equations, we use a least square formulation. Once this approximation is performed, the statistics of the numerical solution can be easily evaluated.

Keywords: Least squares, Wick product, SPDEs, finite element, Wiener chaos expansion, gradient method.

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700 Assessment Tool for Social Responsibility Performance According to the ISO 26000

Authors: W. Fethallah, L. Chraibi, N. Sefiani

Abstract:

The present paper is concerned with a statistical approach involving latent and manifest variables applied in order to assess the organization's social responsibility performance. The main idea is to develop an assessment tool and a measurement of the Social Responsibility Performance, enabling the company to characterize her performance regarding to the ISO 26000 standard's seven core subjects. For this, we conceptualize a structural equation modeling (SEM) which describes various causal connections between the Social Responsibility’s components. The SEM’s resolution is based on the Partial Least squares (PLS) method and the implementation is running in the XLSTAT software.

Keywords: Corporate social responsibility, latent and manifest variable, partial least squares, structural equation model.

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699 Genetic-Based Planning with Recursive Subgoals

Authors: Han Yu, Dan C. Marinescu, Annie S. Wu, Howard Jay Siegel

Abstract:

In this paper, we introduce an effective strategy for subgoal division and ordering based upon recursive subgoals and combine this strategy with a genetic-based planning approach. This strategy can be applied to domains with conjunctive goals. The main idea is to recursively decompose a goal into a set of serializable subgoals and to specify a strict ordering among the subgoals. Empirical results show that the recursive subgoal strategy reduces the size of the search space and improves the quality of solutions to planning problems.

Keywords: Planning, recursive subgoals, Sliding-tile puzzle, subgoal interaction, genetic algorithms.

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698 Performance Analysis of Adaptive OFDM Pre and Post-FTT Beamforming System

Authors: S. Elnobi, Iman El-Zahaby, Amr M. Mahros

Abstract:

In mobile communication systems, performance and capacity are affected by multi-path fading, delay spread and Co-Channel Interference (CCI). For this reason Orthogonal Frequency Division Multiplexing (OFDM) and adaptive antenna array are used is required. The goal of the OFDM is to improve the system performance against Inter-Symbol Interference (ISI). An array of adaptive antennas has been employed to suppress CCI by spatial technique. To suppress CCI in OFDM systems two main schemes the pre-FFT and the post-FFT have been proposed. In this paper, through a system level simulation, the behavior of the pre-FFT and post-FFT beamformers for OFDM system has been investigated based on two algorithms namely, Least Mean Squares (LMS) and Recursive Least Squares (RLS). The performance of the system is also discussed in multipath fading channel system specified by 3GPP Long Term Evolution (LTE).

Keywords: OFDM, Beamforming, Adaptive Antennas Array.

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697 A Generalised Relational Data Model

Authors: Georgia Garani

Abstract:

A generalised relational data model is formalised for the representation of data with nested structure of arbitrary depth. A recursive algebra for the proposed model is presented. All the operations are formally defined. The proposed model is proved to be a superset of the conventional relational model (CRM). The functionality and validity of the model is shown by a prototype implementation that has been undertaken in the functional programming language Miranda.

Keywords: nested relations, recursive algebra, recursive nested operations, relational data model.

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696 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

Abstract:

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.

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695 Equity Risk Premiums and Risk Free Rates in Modelling and Prediction of Financial Markets

Authors: Mohammad Ghavami, Reza S. Dilmaghani

Abstract:

This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.

Keywords: Prediction of financial markets, Adaptive methods, MSE, LSE.

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694 Adaptive MPC Using a Recursive Learning Technique

Authors: Ahmed Abbas Helmy, M. R. M. Rizk, Mohamed El-Sayed

Abstract:

A model predictive controller based on recursive learning is proposed. In this SISO adaptive controller, a model is automatically updated using simple recursive equations. The identified models are then stored in the memory to be re-used in the future. The decision for model update is taken based on a new control performance index. The new controller allows the use of simple linear model predictive controllers in the control of nonlinear time varying processes.

Keywords: Adaptive control, model predictive control, dynamic matrix control, online model identification

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693 Using the Technology Acceptance Model to Examine Seniors’ Attitudes toward Facebook

Authors: Chien-Jen Liu, Shu Ching Yang

Abstract:

Using the technology acceptance model (TAM), this study examined the external variables of technological complexity (TC) to acquire a better understanding of the factors that influence the acceptance of computer application courses by learners at Active Aging Universities. After the learners in this study had completed a 27-hour Facebook course, 44 learners responded to a modified TAM survey. Data were collected to examine the path relationships among the variables that influence the acceptance of Facebook-mediated community learning. The partial least squares (PLS) method was used to test the measurement and the structural model. The study results demonstrated that attitudes toward Facebook use directly influence behavioral intentions (BI) with respect to Facebook use, evincing a high prediction rate of 58.3%. In addition to the perceived usefulness (PU) and perceived ease of use (PEOU) measures that are proposed in the TAM, other external variables, such as TC, also indirectly influence BI. These four variables can explain 88% of the variance in BI and demonstrate a high level of predictive ability. Finally, limitations of this investigation and implications for further research are discussed.

Keywords: Technology acceptance model (TAM), technological complexity, partial least squares (PLS), perceived usefulness.

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692 Online Prediction of Nonlinear Signal Processing Problems Based Kernel Adaptive Filtering

Authors: Hamza Nejib, Okba Taouali

Abstract:

This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.

Keywords: KLMS, online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS.

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691 An Adaptive Least-squares Mixed Finite Element Method for Pseudo-parabolic Integro-differential Equations

Authors: Zilong Feng, Hong Li, Yang Liu, Siriguleng He

Abstract:

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.

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690 Wavelet Based Identification of Second Order Linear System

Authors: Sudipta Majumdar, Harish Parthasarathy

Abstract:

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.

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689 Some Constructions of Non-Commutative Latin Squares of Order n

Authors: H. V. Chen, A. Y. M. Chin, S. Sharmini

Abstract:

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.

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688 An Iterative Method for the Least-squares Symmetric Solution of AXB+CYD=F and its Application

Authors: Minghui Wang

Abstract:

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.

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687 Order Reduction by Least-Squares Methods about General Point ''a''

Authors: Integral square error, Least-squares, Markovparameters, Moment matching, Order reduction.

Abstract:

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.

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686 Extended Least Squares LS–SVM

Authors: József Valyon, Gábor Horváth

Abstract:

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

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685 Mean-Square Performance of Adaptive Filter Algorithms in Nonstationary Environments

Authors: Mohammad Shams Esfand Abadi, John Hakon Husøy

Abstract:

Employing a recently introduced unified adaptive filter theory, we show how the performance of a large number of important adaptive filter algorithms can be predicted within a general framework in nonstationary environment. This approach is based on energy conservation arguments and does not need to assume a Gaussian or white distribution for the regressors. This general performance analysis can be used to evaluate the mean square performance of the Least Mean Square (LMS) algorithm, its normalized version (NLMS), the family of Affine Projection Algorithms (APA), the Recursive Least Squares (RLS), the Data-Reusing LMS (DR-LMS), its normalized version (NDR-LMS), the Block Least Mean Squares (BLMS), the Block Normalized LMS (BNLMS), the Transform Domain Adaptive Filters (TDAF) and the Subband Adaptive Filters (SAF) in nonstationary environment. Also, we establish the general expressions for the steady-state excess mean square in this environment for all these adaptive algorithms. Finally, we demonstrate through simulations that these results are useful in predicting the adaptive filter performance.

Keywords: Adaptive filter, general framework, energy conservation, mean-square performance, nonstationary environment.

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684 Relationship between Sums of Squares in Linear Regression and Semi-parametric Regression

Authors: Dursun Aydın, Bilgin Senel

Abstract:

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.

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683 Capital Mobility in Savings and Investment across China and the ASEAN-5: Evidence from Recursive Cointegration

Authors: Chang Lee Shu-Jung, Mei-Se Chien, Chien-Chiang Lee, Hui-Ting Hu

Abstract:

This paper applies recursive cointegration analysis to examine the dynamic changes in Feldstein-Horioka saving-investment (S-I) coefficients across China and the ASEAN-5 countries over time. To the extent that the S-I coefficients measure international capital mobility, the main empirical results are as follows. The recursive trace statistics show that the investment- savings nexus varies in these six countries. There is no cointegration between investment and savings in three countries (China, Malaysia, and Singapore), which means that the mobility of the capital markets in the three is high and that domestic investment in them will be financed by the global pool of capital. As to the other three countries (Indonesia, Thailand, and Philippines), there is cointegration between investment and savings for part of the sample period in the three, including before 2002 for Thailand, before 2001 for Indonesia, and before 2002 for Philippines. This shows these three countries achieved highly mobile and open capital markets later.

Keywords: Investment, savings, recursive cointegration test, ASEAN, China.

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682 Implementation of the Recursive Formula for Evaluation of the Strength of Daniels’ Model

Authors: Václav Sadílek, Miroslav Vořechovský

Abstract:

The paper deals with the classical fiber bundle model of equal load sharing, sometimes referred to as the Daniels’ bundle or the democratic bundle. Daniels formulated a multidimensional integral and also a recursive formula for evaluation of the strength cumulative distribution function. This paper describes three algorithms for evaluation of the recursive formula and also their implementations with source codes in the Python high-level programming language. A comparison of the algorithms are provided with respect to execution time. Analysis of orders of magnitudes of addends in the recursion is also provided.

Keywords: Daniels bundle model, equal load sharing, Python, mpmath.

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