Comparative Study of Probabilistic and Least-Squares Methods for Developing Predictive Models

This article explores the comparison between the probability method and the least squares method in the design of linear predictive models. It points out that these two approaches have distinct theoretical foundations and can lead to varied or similar results in terms of precision and performance under certain assumptions. The article underlines the importance of comparing these two approaches to choose the one best suited to the context, available data and modeling objectives.

Constrained least squares algorithm for channel vector estimation in 2-D RAKE receiver

Based on the fact that the variation of tile direction of arrival (DOA) isslower than that of the channel fading, the steering vector of the desired signal is estimatedfirstly using a subspace decomposition method and then a constrained condition is configured.Traffic signals are further employed to estimate the channel vector based on the constrained leastsquares criterion. We use the iterative least squares with projection (ILSP) algorithm initializedby the pilot to get the estimation. The accuracy of channel estimation and symbol detection can beprogressively increased through the iteration procedure of the ILSP algorithm. Simulation resultsdemonstrate that the proposed algorithm improves the system performance effectively compared withthe conventional 2-D RAKE receiver.

Visualising data distributions with kernel density estimation and reduced chi-squared statistic

The application of frequency distribution statistics to data provides objective means to assess the nature of the data distribution and viability of numerical models that are used to visualize and interpret data.Two commonly used tools are the kernel density estimation and reduced chi-squared statistic used in combination with a weighted mean.Due to the wide applicability of these tools,we present a Java-based computer application called KDX to facilitate the visualization of data and the utilization of these numerical tools.

Parameter identification of hysteretic model of rubber-bearing based on sequential nonlinear least-square estimation

In order to evaluate the nonlinear performance and the possible damage to rubber-bearings （RBs） during their normal operation or under strong earthquakes, a simplified Bouc-Wen model is used to describe the nonlinear hysteretic behavior of RBs in this paper, which has the advantages of being smooth-varying and physically motivated. Further, based on the results from experimental tests performed by using a particular type of RB （GZN 110） under different excitation scenarios, including white noise and several earthquakes, a new system identification method, referred to as the sequential nonlinear least- square estimation （SNLSE）, is introduced to identify the model parameters. It is shown that the proposed simplified Bouc- Wen model is capable of describing the nonlinear hysteretic behavior of RBs, and that the SNLSE approach is very effective in identifying the model parameters of RBs.

Recursive Least Square Vehicle Mass Estimation Based on Acceleration Partition

Vehicle mass is an important parameter in vehicle dynamics control systems. Although many algorithms have been developed for the estimation of mass, none of them have yet taken into account the different types of resistance that occur under different conditions. This paper proposes a vehicle mass estimator. The estimator incorporates road gradient information in the longitudinal accelerometer signal, and it removes the road grade from the longitudinal dynamics of the vehicle. Then, two different recursive least square method （RLSM） schemes are proposed to estimate the driving resistance and the mass independently based on the acceleration partition under different conditions. A 6 DOF dynamic model of four In-wheel Motor Vehicle is built to assist in the design of the algorithm and in the setting of the parameters. The acceleration limits are determined to not only reduce the estimated error but also ensure enough data for the resistance estimation and mass estimation in some critical situations. The modification of the algorithm is also discussed to improve the result of the mass estimation. Experiment data on asphalt road, plastic runway, and gravel road and on sloping roads are used to validate the estimation algorithm. The adaptability of the algorithm is improved by using data collected under several critical operating conditions. The experimental results show the error of the estimation process to be within 2.6%, which indicates that the algorithm can estimate mass with great accuracy regardless of the road surface and gradient changes and that it may be valuable in engineering applications. This paper proposes a recursive least square vehicle mass estimation method based on acceleration partition.

Properties of the total least squares estimation

Through theoretical derivation, some properties of the total least squares estimation are found. The total least squares estimation is the linear transformation of the least squares estimation, and the total least squares estimation is unbiased. The condition number of the total least squares estimation is greater than the least squares estimation, so the total least squares estimation is easier to be affected by the data error than the least squares estimation. Then through the further derivation, the relationships of solutions, residuals and unit weight variance estimations between the total least squares and the least squares are given.

LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION

In this article, we study a least squares estimator （LSE） of θ for the Ornstein- Uhlenbeck process X0=0,dXt=θXtdt＋dBt^ab, t ≥ 0 driven by weighted fractional Brownian motion B^a,b with parameters a, b. We obtain the consistency and the asymptotic distribution of the LSE based on the observation {Xs, s∈[0,t]} as t tends to infinity.

Recursive weighted least squares estimation algorithm based on minimum model error principle

Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matrix and filter parameters are difficult to be determined,which may result in filtering divergence.As to the problem that the accuracy of state estimation for nonlinear ballistic model strongly depends on its mathematical model,we improve the weighted least squares method(WLSM)with minimum model error principle.Invariant embedding method is adopted to solve the cost function including the model error.With the knowledge of measurement data and measurement error covariance matrix,we use gradient descent algorithm to determine the weighting matrix of model error.The uncertainty and linearization error of model are recursively estimated by the proposed method,thus achieving an online filtering estimation of the observations.Simulation results indicate that the proposed recursive estimation algorithm is insensitive to initial conditions and of good robustness.

Low Complexity Minimum Mean Square Error Channel Estimation for Adaptive Coding and Modulation Systems

Performance of the Adaptive Coding and Modulation(ACM) strongly depends on the retrieved Channel State Information(CSI),which can be obtained using the channel estimation techniques relying on pilot symbol transmission.Earlier analysis of methods of pilot-aided channel estimation for ACM systems were relatively little.In this paper,we investigate the performance of CSI prediction using the Minimum Mean Square Error(MMSE)channel estimator for an ACM system.To solve the two problems of MMSE:high computational operations and oversimplified assumption,we then propose the Low-Complexity schemes(LC-MMSE and Recursion LC-MMSE(R-LC-MMSE)).Computational complexity and Mean Square Error(MSE) are presented to evaluate the efficiency of the proposed algorithm.Both analysis and numerical results show that LC-MMSE performs close to the wellknown MMSE estimator with much lower complexity and R-LC-MMSE improves the application of MMSE estimation to specific circumstances.

ASYMPTOTIC PROPERTY STUDY OF THE LEAST SQUARE ESTIMATES OF 2-D EXPONENTIAL SIGNALS VIA COMPLEX SIGNAL PROCESSING APPROACH

By use of the approach of complex random signal processing, the asymptotic statistical properties of the least square estimates of 2-D exponential signals are studied. In doing so it is found that the representation is considerably more intuitive, and is analytically more tractable.

Calculation of Significant Wave Height Using the Linear Mean Square Estimation Method

Significant wave height is an important criterion in designing coastal and offshore structures.Based on the orthogonality principle, the linear mean square estimation method is applied to calculate significant wave height in this paper.Twenty-eight-year time series of wave data collected from three ocean buoys near San Francisco along the California coast are analyzed.It is proved theoretically that the computation error will be reduced by using as many measured data as possible for the calculation of significant wave height.Measured significant wave height at one buoy location is compared with the calculated value based on the data from two other adjacent buoys.The results indicate that the linear mean square estimation method can be well applied to the calculation and prediction of significant wave height in coastal regions.

ERRATUM TO： LEAST SQUARES ESTIMATION FOR ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY THE WEIGHTED FRACTIONAL BROWNIAN MOTION （ACTA MATHEMATICA SCIENTIA 2016,36B （2） ：394-408）

We give a correction of Theorem 2.2 of Shen, Yin and Yan （2016）.

Estimation under a Finite Mixture of Exponentiated Exponential Components Model and Balanced Square Error Loss

By exponentiating each of the components of a finite mixture of two exponential components model by a positive parameter, several shapes of hazard rate functions are obtained. Maximum likelihood and Bayes methods, based on square error loss function and objective prior, are used to obtain estimators based on balanced square error loss function for the parameters, survival and hazard rate functions of a mixture of two exponentiated exponential components model. Approximate interval estimators of the parameters of the model are obtained.

A Method for Assessing Customer Harmonic Emission Level Based on the Iterative Algorithm for Least Square Estimation

With the power system harmonic pollution problems becoming more and more serious, how to distinguish the harmonic responsibility accurately and solve the grid harmonics simply and effectively has become the main development direction in harmonic control subjects. This paper, based on linear regression analysis of basic equation and improvement equation, deduced the least squares estimation (LSE) iterative algorithm and obtained the real-time estimates of regression coefficients, and then calculated the level of the harmonic impedance and emission estimates in real time. This paper used power system simulation software Matlab/Simulink as analysis tool and analyzed the user side of the harmonic amplitude and phase fluctuations PCC (point of common coupling) at the harmonic emission level, thus the research has a certain theoretical significance. The development of this algorithm combined with the instrument can be used in practical engineering.

Application of Linear Mean-Square Estimation in Ocean Engineering

The attempt to obtain long-term observed data around some sea areas we concern is usually very hard or even impossible in practical offshore and ocean engineering situations. In this paper, by means of linear mean-square estimation method, a new way to extend short-term data to long-term ones is developed. The long-term data about concerning sea areas can be constructed via a series of long-term data obtained from neighbor oceanographic stations, through relevance analysis of different data series. It is effective to cover the insufficiency of time series prediction method＇s overdependence upon the length of data series, as well as the limitation of variable numbers adopted in multiple linear regression model. The storm surge data collected from three oceanographic stations located in Shandong Peninsula are taken as examples to analyze the number-selection effect of reference oceanographic stations（adjacent to the concerning sea area） and the correlation coefficients between sea sites which are selected for reference and for engineering projects construction respectively. By comparing the N-year return-period values which are calculated from observed raw data and processed data which are extended from finite data series by means of the linear mean-square estimation method, one can draw a conclusion that this method can give considerably good estimation in practical ocean engineering, in spite of different extreme value distributions about raw and processed data.

The Relative Efficiency of the Conditional Root Square Estimation of Parameter in Inhomogeneous Equality Restricted Linear Model

This paper made a discuss on the relative efficiency of the generalized conditional root square estimation and the specific conditional root square estimation in paper [1,2] in inhomogeneous equality restricted linear model. It is shown that the generalized conditional root squares estimation has not smaller the relative efficiency than the specific conditional root square estimation, by a constraint condition in root squares parameter, we compare bounds of them, thus, choose appropriate squares parameter, the generalized conditional root square estimation has the good performance on mean squares error.

STUDY ON FREQUENCY ESTIMATION BASED ON WEIGHTED LEAST SQUARE METHOD WITH THREE FOURIER COEFFICIENTS

In this paper,a sinusoidal signal frequency estimation algorithm is proposed by weighted least square method.Based on the idea of Provencher,three biggest Fourier coefficients in the maximum periodogram are considered,the Fourier coefficients can be written as three equations about the amplitude,phase,and frequency,and the frequency is estimated by solving equations.Because of the error of measurement,weighted least square method is used to solve the frequency equation and get the signal frequency.It is shown that the proposed estimator can approach the Cramer-Rao Bound(CRB)with a low Signal-to-Noise Ratio(SNR)threshold and has a higher accuracy.

采用改进遗传算法优化LS-SVM逆系统的外转子无铁心无轴承永磁同步发电机解耦控制

为了实现外转子无铁心无轴承永磁同步发电机(outer rotor coreless bearingless permanent magnet synchronous generator,ORC-BPMSG)的精确控制,提出一种基于改进遗传算法(improved genetic algorithm,IGA)优化最小二乘支持向量机(least square support vector machine,LS-SVM)逆系统的解耦控制策略。首先,基于ORC-BPMSG的结构及工作原理,推导其数学模型,并分析其可逆性。其次,建立LS-SVM回归方程,并采用IGA优化LS-SVM的性能参数,从而训练得到逆系统。然后,将逆系统与原系统串接,形成伪线性系统,实现了ORC-BPMSG的线性化和解耦。最后,将提出的控制方法与传统LS-SVM逆系统控制方法进行对比仿真和实验。仿真和实验结果表明:所提出的控制策略可以较好地实现ORC-BPMSG输出电压和悬浮力、以及悬浮力之间的解耦控制。

基于TLS的改进子空间投影算法

针对经典MUSIC算法在信源相干、低信噪比、小快拍数等非理想环境下性能失效的问题,提出了一种改进的基于TLS的加权子空间投影算法。首先对阵列接收的数据协方差矩阵进行重构处理,以达到解相干目的;其次充分利用子空间信息,基于总体最小二乘拟合方法对特征值进行拟合修正,基于修正MUSIC算法思想,利用校正后的噪声特征值和信号特征值分别对噪声子空间和信号子空间进行加权处理,得到改进后的噪声子空间和信号子空间,并将两者结合得到新的空间谱函数;最后进行谱峰搜索,完成信号源的波达方向估计。仿真结果表明,改进后的算法既适用于相干信号环境,在低信噪比、小快拍数及信号入射角度间隔较小的情况下,又能有效估计出信源的波达方向。

基于WRLS-ARMAX系统辨识的新能源电力系统惯量评估

随着高比例新能源机组并入电网,电力系统低惯量特性愈加显著,严重影响了系统运行稳定性。为了准确估计新能源电网实际运行状态下的惯量大小,提出了一种基于加权递推最小二乘(WRLS)-受控自回归滑动平均(ARMAX)系统辨识的新能源电力系统等效惯量评估方法。首先,以发电机为对象,建立不同扰动情况下发电机功频响应特性的通用惯量解析模型;其次,以发电机并网母线有功功率和频率扰动作为输入和输出,建立ARMAX模型,考虑到实际电网运行过程中受大、小扰动共同影响,实际测量数据具有异方差性,采用WRLS求解模型中的待辨识参数;然后,提取辨识模型中包含惯量响应的传递函数模型,利用阶跃响应计算惯量源的惯性时间常数,进而计算得到系统等效惯量大小;最后,通过Matlab/Simulink仿真算例验证了所提方法的准确性和实用性。