Weighted total least squares(WTLS)have been regarded as the standard tool for the errors-in-variables(EIV)model in which all the elements in the observation vector and the coefficient matrix are contaminated with rand...Weighted total least squares(WTLS)have been regarded as the standard tool for the errors-in-variables(EIV)model in which all the elements in the observation vector and the coefficient matrix are contaminated with random errors.However,in many geodetic applications,some elements are error-free and some random observations appear repeatedly in different positions in the augmented coefficient matrix.It is called the linear structured EIV(LSEIV)model.Two kinds of methods are proposed for the LSEIV model from functional and stochastic modifications.On the one hand,the functional part of the LSEIV model is modified into the errors-in-observations(EIO)model.On the other hand,the stochastic model is modified by applying the Moore-Penrose inverse of the cofactor matrix.The algorithms are derived through the Lagrange multipliers method and linear approximation.The estimation principles and iterative formula of the parameters are proven to be consistent.The first-order approximate variance-covariance matrix(VCM)of the parameters is also derived.A numerical example is given to compare the performances of our proposed three algorithms with the STLS approach.Afterwards,the least squares(LS),total least squares(TLS)and linear structured weighted total least squares(LSWTLS)solutions are compared and the accuracy evaluation formula is proven to be feasible and effective.Finally,the LSWTLS is applied to the field of deformation analysis,which yields a better result than the traditional LS and TLS estimations.展开更多
One-class classification problem has become a popular problem in many fields, with a wide range of applications in anomaly detection, fault diagnosis, and face recognition. We investigate the one-class classification ...One-class classification problem has become a popular problem in many fields, with a wide range of applications in anomaly detection, fault diagnosis, and face recognition. We investigate the one-class classification problem for second-order tensor data. Traditional vector-based one-class classification methods such as one-class support vector machine (OCSVM) and least squares one-class support vector machine (LSOCSVM) have limitations when tensor is used as input data, so we propose a new tensor one-class classification method, LSOCSTM, which directly uses tensor as input data. On one hand, using tensor as input data not only enables to classify tensor data, but also for vector data, classifying it after high dimensionalizing it into tensor still improves the classification accuracy and overcomes the over-fitting problem. On the other hand, different from one-class support tensor machine (OCSTM), we use squared loss instead of the original loss function so that we solve a series of linear equations instead of quadratic programming problems. Therefore, we use the distance to the hyperplane as a metric for classification, and the proposed method is more accurate and faster compared to existing methods. The experimental results show the high efficiency of the proposed method compared with several state-of-the-art methods.展开更多
Least squares projection twin support vector machine(LSPTSVM)has faster computing speed than classical least squares support vector machine(LSSVM).However,LSPTSVM is sensitive to outliers and its solution lacks sparsi...Least squares projection twin support vector machine(LSPTSVM)has faster computing speed than classical least squares support vector machine(LSSVM).However,LSPTSVM is sensitive to outliers and its solution lacks sparsity.Therefore,it is difficult for LSPTSVM to process large-scale datasets with outliers.In this paper,we propose a robust LSPTSVM model(called R-LSPTSVM)by applying truncated least squares loss function.The robustness of R-LSPTSVM is proved from a weighted perspective.Furthermore,we obtain the sparse solution of R-LSPTSVM by using the pivoting Cholesky factorization method in primal space.Finally,the sparse R-LSPTSVM algorithm(SR-LSPTSVM)is proposed.Experimental results show that SR-LSPTSVM is insensitive to outliers and can deal with large-scale datasets fastly.展开更多
In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived ...In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived from two quite different perspectives. Here, settling on the most commonly accepted definition of the MSPE as the expectation of the squared prediction error loss, we provide theoretical expressions for it, valid for any linear model (LM) fitter, be it under random or non random designs. Specializing these MSPE expressions for each of them, we are able to derive closed formulas of the MSPE for some of the most popular LM fitters: Ordinary Least Squares (OLS), with or without a full column rank design matrix;Ordinary and Generalized Ridge regression, the latter embedding smoothing splines fitting. For each of these LM fitters, we then deduce a computable estimate of the MSPE which turns out to coincide with Akaike’s FPE. Using a slight variation, we similarly get a class of MSPE estimates coinciding with the classical GCV formula for those same LM fitters.展开更多
In factor analysis, a factor loading matrix is often rotated to a simple target matrix for its simplicity. For the purpose, Procrustes rotation minimizes the discrepancy between the target and rotated loadings using t...In factor analysis, a factor loading matrix is often rotated to a simple target matrix for its simplicity. For the purpose, Procrustes rotation minimizes the discrepancy between the target and rotated loadings using two types of approximation: 1) approximate the zeros in the target by the non-zeros in the loadings, and 2) approximate the non-zeros in the target by the non-zeros in the loadings. The central issue of Procrustes rotation considered in the article is that it equally treats the two types of approximation, while the former is more important for simplifying the loading matrix. Furthermore, a well-known issue of Simplimax is the computational inefficiency in estimating the sparse target matrix, which yields a considerable number of local minima. The research proposes a new rotation procedure that consists of the following two stages. The first stage estimates sparse target matrix with lesser computational cost by regularization technique. In the second stage, a loading matrix is rotated to the target, emphasizing on the approximation of non-zeros to zeros in the target by least squares criterion with generalized weighing that is newly proposed by the study. The simulation study and real data examples revealed that the proposed method surely simplifies loading matrices.展开更多
An approach for batch processes monitoring and fault detection based on multiway kernel partial least squares(MKPLS) was presented.It is known that conventional batch process monitoring methods,such as multiway partia...An approach for batch processes monitoring and fault detection based on multiway kernel partial least squares(MKPLS) was presented.It is known that conventional batch process monitoring methods,such as multiway partial least squares(MPLS),are not suitable due to their intrinsic linearity when the variations are nonlinear.To address this issue,kernel partial least squares(KPLS) was used to capture the nonlinear relationship between the latent structures and predictive variables.In addition,KPLS requires only linear algebra and does not involve any nonlinear optimization.In this paper,the application of KPLS was extended to on-line monitoring of batch processes.The proposed batch monitoring method was applied to a simulation benchmark of fed-batch penicillin fermentation process.And the results demonstrate the superior monitoring performance of MKPLS in comparison to MPLS monitoring.展开更多
In this paper, we extend matrix scaled total least squares (MSTLS) problem with a single right-hand side to the case of multiple right-hand sides. Firstly, under some mild conditions, this paper gives an explicit expr...In this paper, we extend matrix scaled total least squares (MSTLS) problem with a single right-hand side to the case of multiple right-hand sides. Firstly, under some mild conditions, this paper gives an explicit expression of the minimum norm solution of MSTLS problem with multiple right-hand sides. Then, we present the Kronecker-product-based formulae for the normwise, mixed and componentwise condition numbers of the MSTLS problem. For easy estimation, we also exhibit Kronecker-product-free upper bounds for these condition numbers. All these results can reduce to those of the total least squares (TLS) problem which were given by Zheng <em>et al</em>. Finally, two numerical experiments are performed to illustrate our results.展开更多
Based on the least-square minimization a computationally efficient learning algorithm for the Principal Component Analysis(PCA) is derived. The dual learning rate parameters are adaptively introduced to make the propo...Based on the least-square minimization a computationally efficient learning algorithm for the Principal Component Analysis(PCA) is derived. The dual learning rate parameters are adaptively introduced to make the proposed algorithm providing the capability of the fast convergence and high accuracy for extracting all the principal components. It is shown that all the information needed for PCA can be completely represented by the unnormalized weight vector which is updated based only on the corresponding neuron input-output product. The convergence performance of the proposed algorithm is briefly analyzed.The relation between Oja’s rule and the least squares learning rule is also established. Finally, a simulation example is given to illustrate the effectiveness of this algorithm for PCA.展开更多
To improve the measurement and evaluation of form error of an elliptic section, an evaluation method based on least squares fitting is investigated to analyze the form and profile errors of an ellipse using coordinate...To improve the measurement and evaluation of form error of an elliptic section, an evaluation method based on least squares fitting is investigated to analyze the form and profile errors of an ellipse using coordinate data. Two error indicators for defining ellipticity are discussed, namely the form error and the profile error, and the difference between both is considered as the main parameter for evaluating machining quality of surface and profile. Because the form error and the profile error rely on different evaluation benchmarks, the major axis and the foci rather than the centre of an ellipse are used as the evaluation benchmarks and can accurately evaluate a tolerance range with the separated form error and profile error of workpiece. Additionally, an evaluation program based on the LS model is developed to extract the form error and the profile error of the elliptic section, which is well suited for separating the two errors by a standard program. Finally, the evaluation method about the form and profile errors of the ellipse is applied to the measurement of skirt line of the piston, and results indicate the effectiveness of the evaluation. This approach provides the new evaluation indicators for the measurement of form and profile errors of ellipse, which is found to have better accuracy and can thus be used to solve the difficult of the measurement and evaluation of the piston in industrial production.展开更多
Surface wave methods are becoming increasingly popular in many geotechnical applications and in earthquake seismology due to their noninvasive characteristics.Inverse surface wave dispersion curves are a crucial step ...Surface wave methods are becoming increasingly popular in many geotechnical applications and in earthquake seismology due to their noninvasive characteristics.Inverse surface wave dispersion curves are a crucial step in most surface wave methods.Many inversion methods have been applied to surface wave dispersion curve inversion,including linearized inversion and nonlinearized inversion methods.In this study,a hybrid inversion method of Damped Least Squares(DLS) with Very Fast Simulated Annealing(VFSA) is developed for multi-mode Rayleigh wave dispersion curve inversion.Both synthetic and in situ fi eld data were used to verify the validity of the proposed method.The results show that the proposed method is superior to the conventional VFSA method in aiming at global minimum,especially when parameter searching space is adjacent to real values of the parameters.The advantage of the new method is that it retains both the merits of VFSA for global search and DLS for local search.At high temperatures,the global search dominates the runs,while at a low temperatures,the local search dominates the runs.Thus,at low temperatures,the proposed method can almost directly approach the actual model.展开更多
Hydrates always are considered as a threat to petroleum industry due to the operational problems it can cause.These problems could result in reducing production performance or even production stoppage for a long time....Hydrates always are considered as a threat to petroleum industry due to the operational problems it can cause.These problems could result in reducing production performance or even production stoppage for a long time.In this paper, we were intended to develop a LSSVM algorithm for prognosticating hydrate formation temperature(HFT) in a wide range of natural gas mixtures. A total number of 279 experimental data points were extracted from open literature to develop the LSSVM. The input parameters were chosen based on the hydrate structure that each gas species form. The modeling resulted in a robust algorithm with the squared correlation coefficients(R^2) of 0.9918. Aside from the excellent statistical parameters of the model, comparing proposed LSSVM with some of conventional correlations showed its supremacy, particularly in the case of sour gases with high H_2S concentrations, where the model surpasses all correlations and existing thermodynamic models. For detection of the probable doubtful experimental data, and applicability of the model, the Leverage statistical approach was performed on the data sets. This algorithm showed that the proposed LSSVM model is statistically valid for HFT prediction and almost all the data points are in the applicability domain of the model.展开更多
Many complex traits are highly correlated rather than independent. By taking the correlation structure of multiple traits into account, joint association analyses can achieve both higher statistical power and more acc...Many complex traits are highly correlated rather than independent. By taking the correlation structure of multiple traits into account, joint association analyses can achieve both higher statistical power and more accurate estimation. To develop a statistical approach to joint association analysis that includes allele detection and genetic effect estimation, we combined multivariate partial least squares regression with variable selection strategies and selected the optimal model using the Bayesian Information Criterion(BIC). We then performed extensive simulations under varying heritabilities and sample sizes to compare the performance achieved using our method with those obtained by single-trait multilocus methods. Joint association analysis has measurable advantages over single-trait methods, as it exhibits superior gene detection power, especially for pleiotropic genes. Sample size, heritability,polymorphic information content(PIC), and magnitude of gene effects influence the statistical power, accuracy and precision of effect estimation by the joint association analysis.展开更多
In this paper an introduction of the moving least squares approach is presented in the context of data approximation and interpolation problems in Geodesy.An application of this method is presented for geoid height ap...In this paper an introduction of the moving least squares approach is presented in the context of data approximation and interpolation problems in Geodesy.An application of this method is presented for geoid height approximation and interpolation using different polynomial basis functions for the approximant and interpolant,respectively,in a regular grid of geoid height data in the region 16.0417°≤φ≤47.9583°and 36.0417°≤λ≤69.9582°,with increment 0.0833°in both latitudal and longitudal directions.The results of approximation and interpolation are then compared with the geoid height data from GPS-Levelling approach.Using the standard deviation of the difference of the results,it is shown that the planar interpolant,with reciprocal of distance as weight function,is the best choice in this local approximation and interpolation problem.展开更多
In this article, we study a least squares estimator(LSE) of θ for the OrnsteinUhlenbeck process X_0=0, dX_t =θX_tdt + dB_t^(a,b), t≥ 0 driven by weighted fractional Brownian motion B^(a,b) with parameters a, b. We...In this article, we study a least squares estimator(LSE) of θ for the OrnsteinUhlenbeck process X_0=0, dX_t =θX_tdt + dB_t^(a,b), 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 {X_s, s ∈ [0, t]} as t tends to infinity.展开更多
Determine the location of a target has gained considerable interest over the past few years. The Received Signal Strength(RSS) measurements and Differential RSS(DRSS) measurements can be converted to distance or dista...Determine the location of a target has gained considerable interest over the past few years. The Received Signal Strength(RSS) measurements and Differential RSS(DRSS) measurements can be converted to distance or distance ratio estimates for constructing a set of linear equations. Based on these linear equations, a constrained weighted least Squares(CWLS) algorithm for target localization is derived. In addition, an iterative technique based on Newton's method is utilized to give a solution. The covariance and bias of the CWLS algorithm is derived using perturbation analysis. Simulation shows that the proposed estimator achieves better performance than existing algorithms with reasonable complexity.展开更多
When the total least squares(TLS)solution is used to solve the parameters in the errors-in-variables(EIV)model,the obtained parameter estimations will be unreliable in the observations containing systematic errors.To ...When the total least squares(TLS)solution is used to solve the parameters in the errors-in-variables(EIV)model,the obtained parameter estimations will be unreliable in the observations containing systematic errors.To solve this problem,we propose to add the nonparametric part(systematic errors)to the partial EIV model,and build the partial EIV model to weaken the influence of systematic errors.Then,having rewritten the model as a nonlinear model,we derive the formula of parameter estimations based on the penalized total least squares criterion.Furthermore,based on the second-order approximation method of precision estimation,we derive the second-order bias and covariance of parameter estimations and calculate the mean square error(MSE).Aiming at the selection of the smoothing factor,we propose to use the U curve method.The experiments show that the proposed method can mitigate the influence of systematic errors to a certain extent compared with the traditional method and get more reliable parameter estimations and its precision information,which validates the feasibility and effectiveness of the proposed method.展开更多
The automatic detection of cardiac arrhythmias through remote monitoring is still a challenging task since electrocardiograms(ECGs)are easily contaminated by physiological artifacts and external noises,and these morph...The automatic detection of cardiac arrhythmias through remote monitoring is still a challenging task since electrocardiograms(ECGs)are easily contaminated by physiological artifacts and external noises,and these morphological characteristics show significant variations for different patients.A fast patient-specific arrhythmia diagnosis classifier scheme is proposed,in which a wavelet adaptive threshold denoising is combined with quantum genetic algorithm(QAG)based on least squares twin support vector machine(LSTSVM).The wavelet adaptive threshold denoising is employed for noise reduction,and then morphological features combined with the timing interval features are extracted to evaluate the classifier.For each patient,an individual and fast classifier will be trained by common and patient-specific training data.Following the recommendations of the Association for the Advancements of Medical Instrumentation(AAMI),experimental results over the MIT-BIH arrhythmia benchmark database demonstrated that our proposed method achieved the average detection accuracy of 98.22%,99.65%and 99.41%for the abnormal,ventricular ectopic beats(VEBs)and supra-VEBs(SVEBs),respectively.Besides the detection accuracy,sensitivity and specificity,our proposed method consumes the less CPU running time compared with the other representative state of the art methods.It can be ported to Android based embedded system,henceforth suitable for a wearable device.展开更多
In this paper, an efficient computational approach is proposed to solve the discrete time nonlinear stochastic optimal control problem. For this purpose, a linear quadratic regulator model, which is a linear dynamical...In this paper, an efficient computational approach is proposed to solve the discrete time nonlinear stochastic optimal control problem. For this purpose, a linear quadratic regulator model, which is a linear dynamical system with the quadratic criterion cost function, is employed. In our approach, the model-based optimal control problem is reformulated into the input-output equations. In this way, the Hankel matrix and the observability matrix are constructed. Further, the sum squares of output error is defined. In these point of views, the least squares optimization problem is introduced, so as the differences between the real output and the model output could be calculated. Applying the first-order derivative to the sum squares of output error, the necessary condition is then derived. After some algebraic manipulations, the optimal control law is produced. By substituting this control policy into the input-output equations, the model output is updated iteratively. For illustration, an example of the direct current and alternating current converter problem is studied. As a result, the model output trajectory of the least squares solution is close to the real output with the smallest sum squares of output error. In conclusion, the efficiency and the accuracy of the approach proposed are highly presented.展开更多
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 matri...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.展开更多
基金the financial support of the National Natural Science Foundation of China(Grant No.42074016,42104025,42274057and 41704007)Hunan Provincial Natural Science Foundation of China(Grant No.2021JJ30244)Scientific Research Fund of Hunan Provincial Education Department(Grant No.22B0496)。
文摘Weighted total least squares(WTLS)have been regarded as the standard tool for the errors-in-variables(EIV)model in which all the elements in the observation vector and the coefficient matrix are contaminated with random errors.However,in many geodetic applications,some elements are error-free and some random observations appear repeatedly in different positions in the augmented coefficient matrix.It is called the linear structured EIV(LSEIV)model.Two kinds of methods are proposed for the LSEIV model from functional and stochastic modifications.On the one hand,the functional part of the LSEIV model is modified into the errors-in-observations(EIO)model.On the other hand,the stochastic model is modified by applying the Moore-Penrose inverse of the cofactor matrix.The algorithms are derived through the Lagrange multipliers method and linear approximation.The estimation principles and iterative formula of the parameters are proven to be consistent.The first-order approximate variance-covariance matrix(VCM)of the parameters is also derived.A numerical example is given to compare the performances of our proposed three algorithms with the STLS approach.Afterwards,the least squares(LS),total least squares(TLS)and linear structured weighted total least squares(LSWTLS)solutions are compared and the accuracy evaluation formula is proven to be feasible and effective.Finally,the LSWTLS is applied to the field of deformation analysis,which yields a better result than the traditional LS and TLS estimations.
文摘One-class classification problem has become a popular problem in many fields, with a wide range of applications in anomaly detection, fault diagnosis, and face recognition. We investigate the one-class classification problem for second-order tensor data. Traditional vector-based one-class classification methods such as one-class support vector machine (OCSVM) and least squares one-class support vector machine (LSOCSVM) have limitations when tensor is used as input data, so we propose a new tensor one-class classification method, LSOCSTM, which directly uses tensor as input data. On one hand, using tensor as input data not only enables to classify tensor data, but also for vector data, classifying it after high dimensionalizing it into tensor still improves the classification accuracy and overcomes the over-fitting problem. On the other hand, different from one-class support tensor machine (OCSTM), we use squared loss instead of the original loss function so that we solve a series of linear equations instead of quadratic programming problems. Therefore, we use the distance to the hyperplane as a metric for classification, and the proposed method is more accurate and faster compared to existing methods. The experimental results show the high efficiency of the proposed method compared with several state-of-the-art methods.
基金supported by the National Natural Science Foundation of China(6177202062202433+4 种基金621723716227242262036010)the Natural Science Foundation of Henan Province(22100002)the Postdoctoral Research Grant in Henan Province(202103111)。
文摘Least squares projection twin support vector machine(LSPTSVM)has faster computing speed than classical least squares support vector machine(LSSVM).However,LSPTSVM is sensitive to outliers and its solution lacks sparsity.Therefore,it is difficult for LSPTSVM to process large-scale datasets with outliers.In this paper,we propose a robust LSPTSVM model(called R-LSPTSVM)by applying truncated least squares loss function.The robustness of R-LSPTSVM is proved from a weighted perspective.Furthermore,we obtain the sparse solution of R-LSPTSVM by using the pivoting Cholesky factorization method in primal space.Finally,the sparse R-LSPTSVM algorithm(SR-LSPTSVM)is proposed.Experimental results show that SR-LSPTSVM is insensitive to outliers and can deal with large-scale datasets fastly.
文摘In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived from two quite different perspectives. Here, settling on the most commonly accepted definition of the MSPE as the expectation of the squared prediction error loss, we provide theoretical expressions for it, valid for any linear model (LM) fitter, be it under random or non random designs. Specializing these MSPE expressions for each of them, we are able to derive closed formulas of the MSPE for some of the most popular LM fitters: Ordinary Least Squares (OLS), with or without a full column rank design matrix;Ordinary and Generalized Ridge regression, the latter embedding smoothing splines fitting. For each of these LM fitters, we then deduce a computable estimate of the MSPE which turns out to coincide with Akaike’s FPE. Using a slight variation, we similarly get a class of MSPE estimates coinciding with the classical GCV formula for those same LM fitters.
文摘In factor analysis, a factor loading matrix is often rotated to a simple target matrix for its simplicity. For the purpose, Procrustes rotation minimizes the discrepancy between the target and rotated loadings using two types of approximation: 1) approximate the zeros in the target by the non-zeros in the loadings, and 2) approximate the non-zeros in the target by the non-zeros in the loadings. The central issue of Procrustes rotation considered in the article is that it equally treats the two types of approximation, while the former is more important for simplifying the loading matrix. Furthermore, a well-known issue of Simplimax is the computational inefficiency in estimating the sparse target matrix, which yields a considerable number of local minima. The research proposes a new rotation procedure that consists of the following two stages. The first stage estimates sparse target matrix with lesser computational cost by regularization technique. In the second stage, a loading matrix is rotated to the target, emphasizing on the approximation of non-zeros to zeros in the target by least squares criterion with generalized weighing that is newly proposed by the study. The simulation study and real data examples revealed that the proposed method surely simplifies loading matrices.
基金National Natural Science Foundation of China (No. 61074079)Shanghai Leading Academic Discipline Project,China (No.B504)
文摘An approach for batch processes monitoring and fault detection based on multiway kernel partial least squares(MKPLS) was presented.It is known that conventional batch process monitoring methods,such as multiway partial least squares(MPLS),are not suitable due to their intrinsic linearity when the variations are nonlinear.To address this issue,kernel partial least squares(KPLS) was used to capture the nonlinear relationship between the latent structures and predictive variables.In addition,KPLS requires only linear algebra and does not involve any nonlinear optimization.In this paper,the application of KPLS was extended to on-line monitoring of batch processes.The proposed batch monitoring method was applied to a simulation benchmark of fed-batch penicillin fermentation process.And the results demonstrate the superior monitoring performance of MKPLS in comparison to MPLS monitoring.
文摘In this paper, we extend matrix scaled total least squares (MSTLS) problem with a single right-hand side to the case of multiple right-hand sides. Firstly, under some mild conditions, this paper gives an explicit expression of the minimum norm solution of MSTLS problem with multiple right-hand sides. Then, we present the Kronecker-product-based formulae for the normwise, mixed and componentwise condition numbers of the MSTLS problem. For easy estimation, we also exhibit Kronecker-product-free upper bounds for these condition numbers. All these results can reduce to those of the total least squares (TLS) problem which were given by Zheng <em>et al</em>. Finally, two numerical experiments are performed to illustrate our results.
基金Supported by the National Natural Science Foundation of Chinathe Science foundation of Guangxi Educational Administration
文摘Based on the least-square minimization a computationally efficient learning algorithm for the Principal Component Analysis(PCA) is derived. The dual learning rate parameters are adaptively introduced to make the proposed algorithm providing the capability of the fast convergence and high accuracy for extracting all the principal components. It is shown that all the information needed for PCA can be completely represented by the unnormalized weight vector which is updated based only on the corresponding neuron input-output product. The convergence performance of the proposed algorithm is briefly analyzed.The relation between Oja’s rule and the least squares learning rule is also established. Finally, a simulation example is given to illustrate the effectiveness of this algorithm for PCA.
基金Supported by National Natural Science Foundation of China(Grant No.51575438)
文摘To improve the measurement and evaluation of form error of an elliptic section, an evaluation method based on least squares fitting is investigated to analyze the form and profile errors of an ellipse using coordinate data. Two error indicators for defining ellipticity are discussed, namely the form error and the profile error, and the difference between both is considered as the main parameter for evaluating machining quality of surface and profile. Because the form error and the profile error rely on different evaluation benchmarks, the major axis and the foci rather than the centre of an ellipse are used as the evaluation benchmarks and can accurately evaluate a tolerance range with the separated form error and profile error of workpiece. Additionally, an evaluation program based on the LS model is developed to extract the form error and the profile error of the elliptic section, which is well suited for separating the two errors by a standard program. Finally, the evaluation method about the form and profile errors of the ellipse is applied to the measurement of skirt line of the piston, and results indicate the effectiveness of the evaluation. This approach provides the new evaluation indicators for the measurement of form and profile errors of ellipse, which is found to have better accuracy and can thus be used to solve the difficult of the measurement and evaluation of the piston in industrial production.
基金International Science&Technology Cooperation Program of China under Grant No.2011DFA71100the National Key Technology R&D Program under Grant No.2014BAK03B01the National Basic Research Program of China(973 Program)under Grant No.2007CB714201
文摘Surface wave methods are becoming increasingly popular in many geotechnical applications and in earthquake seismology due to their noninvasive characteristics.Inverse surface wave dispersion curves are a crucial step in most surface wave methods.Many inversion methods have been applied to surface wave dispersion curve inversion,including linearized inversion and nonlinearized inversion methods.In this study,a hybrid inversion method of Damped Least Squares(DLS) with Very Fast Simulated Annealing(VFSA) is developed for multi-mode Rayleigh wave dispersion curve inversion.Both synthetic and in situ fi eld data were used to verify the validity of the proposed method.The results show that the proposed method is superior to the conventional VFSA method in aiming at global minimum,especially when parameter searching space is adjacent to real values of the parameters.The advantage of the new method is that it retains both the merits of VFSA for global search and DLS for local search.At high temperatures,the global search dominates the runs,while at a low temperatures,the local search dominates the runs.Thus,at low temperatures,the proposed method can almost directly approach the actual model.
文摘Hydrates always are considered as a threat to petroleum industry due to the operational problems it can cause.These problems could result in reducing production performance or even production stoppage for a long time.In this paper, we were intended to develop a LSSVM algorithm for prognosticating hydrate formation temperature(HFT) in a wide range of natural gas mixtures. A total number of 279 experimental data points were extracted from open literature to develop the LSSVM. The input parameters were chosen based on the hydrate structure that each gas species form. The modeling resulted in a robust algorithm with the squared correlation coefficients(R^2) of 0.9918. Aside from the excellent statistical parameters of the model, comparing proposed LSSVM with some of conventional correlations showed its supremacy, particularly in the case of sour gases with high H_2S concentrations, where the model surpasses all correlations and existing thermodynamic models. For detection of the probable doubtful experimental data, and applicability of the model, the Leverage statistical approach was performed on the data sets. This algorithm showed that the proposed LSSVM model is statistically valid for HFT prediction and almost all the data points are in the applicability domain of the model.
基金supported by grants from the National Program on the Development of Basic Research (2011CB100100)the Priority Academic Program Development of Jiangsu Higher Education Institutions, the National Natural Science Foundations (31391632, 31200943, 31171187, and 91535103)+3 种基金the National High-tech R&D Program (863 Program) (2014AA10A601-5)the Natural Science Foundations of Jiangsu Province (BK20150010)the Natural Science Foundation of the Jiangsu Higher Education Institutions (14KJA210005)the Innovative Research Team of Universities in Jiangsu Province (KYLX_1352)
文摘Many complex traits are highly correlated rather than independent. By taking the correlation structure of multiple traits into account, joint association analyses can achieve both higher statistical power and more accurate estimation. To develop a statistical approach to joint association analysis that includes allele detection and genetic effect estimation, we combined multivariate partial least squares regression with variable selection strategies and selected the optimal model using the Bayesian Information Criterion(BIC). We then performed extensive simulations under varying heritabilities and sample sizes to compare the performance achieved using our method with those obtained by single-trait multilocus methods. Joint association analysis has measurable advantages over single-trait methods, as it exhibits superior gene detection power, especially for pleiotropic genes. Sample size, heritability,polymorphic information content(PIC), and magnitude of gene effects influence the statistical power, accuracy and precision of effect estimation by the joint association analysis.
文摘In this paper an introduction of the moving least squares approach is presented in the context of data approximation and interpolation problems in Geodesy.An application of this method is presented for geoid height approximation and interpolation using different polynomial basis functions for the approximant and interpolant,respectively,in a regular grid of geoid height data in the region 16.0417°≤φ≤47.9583°and 36.0417°≤λ≤69.9582°,with increment 0.0833°in both latitudal and longitudal directions.The results of approximation and interpolation are then compared with the geoid height data from GPS-Levelling approach.Using the standard deviation of the difference of the results,it is shown that the planar interpolant,with reciprocal of distance as weight function,is the best choice in this local approximation and interpolation problem.
基金supported by the National Natural Science Foundation of China(11271020)the Distinguished Young Scholars Foundation of Anhui Province(1608085J06)supported by the National Natural Science Foundation of China(11171062)
文摘In this article, we study a least squares estimator(LSE) of θ for the OrnsteinUhlenbeck process X_0=0, dX_t =θX_tdt + dB_t^(a,b), 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 {X_s, s ∈ [0, t]} as t tends to infinity.
文摘Determine the location of a target has gained considerable interest over the past few years. The Received Signal Strength(RSS) measurements and Differential RSS(DRSS) measurements can be converted to distance or distance ratio estimates for constructing a set of linear equations. Based on these linear equations, a constrained weighted least Squares(CWLS) algorithm for target localization is derived. In addition, an iterative technique based on Newton's method is utilized to give a solution. The covariance and bias of the CWLS algorithm is derived using perturbation analysis. Simulation shows that the proposed estimator achieves better performance than existing algorithms with reasonable complexity.
基金supported by the National Natural Science Foundation of China,Nos.41874001 and 41664001Support Program for Outstanding Youth Talents in Jiangxi Province,No.20162BCB23050National Key Research and Development Program,No.2016YFB0501405。
文摘When the total least squares(TLS)solution is used to solve the parameters in the errors-in-variables(EIV)model,the obtained parameter estimations will be unreliable in the observations containing systematic errors.To solve this problem,we propose to add the nonparametric part(systematic errors)to the partial EIV model,and build the partial EIV model to weaken the influence of systematic errors.Then,having rewritten the model as a nonlinear model,we derive the formula of parameter estimations based on the penalized total least squares criterion.Furthermore,based on the second-order approximation method of precision estimation,we derive the second-order bias and covariance of parameter estimations and calculate the mean square error(MSE).Aiming at the selection of the smoothing factor,we propose to use the U curve method.The experiments show that the proposed method can mitigate the influence of systematic errors to a certain extent compared with the traditional method and get more reliable parameter estimations and its precision information,which validates the feasibility and effectiveness of the proposed method.
基金Supported by the National Natural Science Foundation of China(61571063)Key Scientific Research Projects of Colleges and Universities in Henan Province(20A510014)Key Scientific and Technological Projects in Henan Province。
文摘The automatic detection of cardiac arrhythmias through remote monitoring is still a challenging task since electrocardiograms(ECGs)are easily contaminated by physiological artifacts and external noises,and these morphological characteristics show significant variations for different patients.A fast patient-specific arrhythmia diagnosis classifier scheme is proposed,in which a wavelet adaptive threshold denoising is combined with quantum genetic algorithm(QAG)based on least squares twin support vector machine(LSTSVM).The wavelet adaptive threshold denoising is employed for noise reduction,and then morphological features combined with the timing interval features are extracted to evaluate the classifier.For each patient,an individual and fast classifier will be trained by common and patient-specific training data.Following the recommendations of the Association for the Advancements of Medical Instrumentation(AAMI),experimental results over the MIT-BIH arrhythmia benchmark database demonstrated that our proposed method achieved the average detection accuracy of 98.22%,99.65%and 99.41%for the abnormal,ventricular ectopic beats(VEBs)and supra-VEBs(SVEBs),respectively.Besides the detection accuracy,sensitivity and specificity,our proposed method consumes the less CPU running time compared with the other representative state of the art methods.It can be ported to Android based embedded system,henceforth suitable for a wearable device.
文摘In this paper, an efficient computational approach is proposed to solve the discrete time nonlinear stochastic optimal control problem. For this purpose, a linear quadratic regulator model, which is a linear dynamical system with the quadratic criterion cost function, is employed. In our approach, the model-based optimal control problem is reformulated into the input-output equations. In this way, the Hankel matrix and the observability matrix are constructed. Further, the sum squares of output error is defined. In these point of views, the least squares optimization problem is introduced, so as the differences between the real output and the model output could be calculated. Applying the first-order derivative to the sum squares of output error, the necessary condition is then derived. After some algebraic manipulations, the optimal control law is produced. By substituting this control policy into the input-output equations, the model output is updated iteratively. For illustration, an example of the direct current and alternating current converter problem is studied. As a result, the model output trajectory of the least squares solution is close to the real output with the smallest sum squares of output error. In conclusion, the efficiency and the accuracy of the approach proposed are highly presented.
基金This work is supported by Postgraduate Research&Practice Innovation Program of Jiangsu Province(KYCX18_0467)Jiangsu Province,China.During the revision of this paper,the author is supported by China Scholarship Council(No.201906840021)China to continue some research related to data processing.
文摘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.