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
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 squ...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.展开更多
Based on the constrained total least squares (CTLS) passive location algorithm with bearing-only measurements, in this paper, the same passive location problem is transformed into the structured total least squares ...Based on the constrained total least squares (CTLS) passive location algorithm with bearing-only measurements, in this paper, the same passive location problem is transformed into the structured total least squares (STLS) problem.The solution of the STLS problem for passive location can be obtained using the inverse iteration method.It also expatiates that both the STLS algorithm and the CTLS algorithm have the same location mean squares error under certain condition.Finally, the article presents a kind of location and tracking algorithm for moving target by combining STLS location algorithm with Kalman filter (KF).The efficiency and superiority of the proposed algorithms can be confirmed by computer simulation results.展开更多
A real n×n symmetric matrix X=(x_(ij))_(n×n)is called a bisymmetric matrix if x_(ij)=x_(n+1-j,n+1-i).Based on the projection theorem,the canonical correlation de- composition and the generalized singular val...A real n×n symmetric matrix X=(x_(ij))_(n×n)is called a bisymmetric matrix if x_(ij)=x_(n+1-j,n+1-i).Based on the projection theorem,the canonical correlation de- composition and the generalized singular value decomposition,a method useful for finding the least-squares solutions of the matrix equation A^TXA=B over bisymmetric matrices is proposed.The expression of the least-squares solutions is given.Moreover, in the corresponding solution set,the optimal approximate solution to a given matrix is also derived.A numerical algorithm for finding the optimal approximate solution is also described.展开更多
奇异值分解(Singular value decomposition,SVD)作为一种有效的信号降噪方法广泛应用于旋转机械振动信号周期性瞬态冲击提取中。传统SVD以能量为导向,无法提取出能量较弱但含故障信息丰富的奇异分量(Singular Component,SC)。为此,提出...奇异值分解(Singular value decomposition,SVD)作为一种有效的信号降噪方法广泛应用于旋转机械振动信号周期性瞬态冲击提取中。传统SVD以能量为导向,无法提取出能量较弱但含故障信息丰富的奇异分量(Singular Component,SC)。为此,提出加权firm阈值奇异值分解(Weighted Firm Singular Value Decomposition,WFSVD)方法。该方法首先引入平方包络谱峭度(Squared Envelope Spectrum Kurtosis,SESK)作为量化故障敏感度的指标,以评估各个SC所含故障信息的丰富程度;其次,将SESK作为权重因子引入到基于firm阈值的SC去噪中,设计基于SESK的加权firm阈值SC去噪策略;最后,重构信号,实现信号降噪并有效提取故障特征。对于仿真信号与试验数据的分析验证了所提方法在周期性微弱瞬态冲击提取及旋转机械故障诊断中的有效性。展开更多
考虑到在船舶正常航行过程中采集的辨识数据存在难以满足持续激励的情况,基于多新息最小二乘法(Multi-Innovation Least Square Algorithm,MILS),利用奇异值分解技术处理协方差阵,提出一种改进的MILS船舶模型参数辨识算法。依据某船型...考虑到在船舶正常航行过程中采集的辨识数据存在难以满足持续激励的情况,基于多新息最小二乘法(Multi-Innovation Least Square Algorithm,MILS),利用奇异值分解技术处理协方差阵,提出一种改进的MILS船舶模型参数辨识算法。依据某船型参数进行仿真实验,利用实验数据进行模型参数辨识,对比多新息最小二乘法与改进算法的模型参数辨识结果,并根据辨识得到的参数进行船舶运动预报,验证算法的有效性。仿真结果表明,与多新息最小二乘法相比,改进的MILS辨识算法降低了船舶参数辨识对舵角输入信号的要求,使得在船舶航行过程中的小幅度短暂操舵情况下具有更高的辨识精度,为船舶的航向自适应控制奠定了基础。展开更多
In this paper, we investigate the linear solver in least square support vector machine(LSSVM) for large-scale data regression. The traditional methods using the direct solvers are costly. We know that the linear equ...In this paper, we investigate the linear solver in least square support vector machine(LSSVM) for large-scale data regression. The traditional methods using the direct solvers are costly. We know that the linear equations should be solved repeatedly for choosing appropriate parameters in LSSVM, so the key for speeding up LSSVM is to improve the method of solving the linear equations. We approximate large-scale kernel matrices and get the approximate solution of linear equations by using randomized singular value decomposition(randomized SVD). Some data sets coming from University of California Irvine machine learning repository are used to perform the experiments. We find LSSVM based on randomized SVD is more accurate and less time-consuming in the case of large number of variables than the method based on Nystrom method or Lanczos process.展开更多
土壤水分的影响是当前采用光谱分析法预测土壤养分含量的关键问题,该文旨在探索去除土壤水分影响、提高有机质高光谱定量估测精度的方法。首先采用地物光谱仪进行湿土和过筛干土的高光谱测试,并进行一阶导数变换;然后,采用奇异值分...土壤水分的影响是当前采用光谱分析法预测土壤养分含量的关键问题,该文旨在探索去除土壤水分影响、提高有机质高光谱定量估测精度的方法。首先采用地物光谱仪进行湿土和过筛干土的高光谱测试,并进行一阶导数变换;然后,采用奇异值分解(singular value decomposition,SVD)结合相关分析筛选土壤水分特征光谱,构建去除水分因素的修正系数,形成湿土光谱的校正光谱;最后基于校正前后湿土光谱,应用偏最小二乘(partial least squares,PLS)回归构建土壤有机质含量的估测模型,并对模型进行验证和比较,分析评价校正前后光谱的预测精度。结果显示:按土壤水分含量梯度划分的2组和全部棕壤及褐土土样共4组样本校正后建模决定系数和均方根误差分别为0.85、0.82、0.74、0.76和0.19%、0.20%、0.23%、0.19%,决定系数提高了0.02~0.09,均方根误差降低了0.01~0.03百分点,验证决定系数、均方根误差和相对分析误差分别为0.78、0.77、0.72、0.76,0.21%、0.15%、0.21%、0.15%和2.03、2.02、1.86、1.98,决定系数提高了0.06~0.15,均方根误差除褐土土样提高0.02百分点外,其他样本组降低了0.01~0.08百分点,相对分析误差提高了0.17~0.43,模型决定系数和相对分析误差得到显著提升;尤其对于土壤水分含量变异系数较小的3组土样,模型从待改进级别提高到性能良好级别,对土壤有机质含量具有较好的预测准确性。说明该方法用于去除土壤水分因素影响和提高有机质含量高光谱估测精度的有效性。展开更多
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The research was supported by the National Natural Science Foundation of China(41204003)Scientific Research Foundation of ECIT(DHBK201113)Scientific Research Foundation of Jiangxi Province Key Laboratory for Digital Land(DLLJ201207)
文摘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.
文摘Based on the constrained total least squares (CTLS) passive location algorithm with bearing-only measurements, in this paper, the same passive location problem is transformed into the structured total least squares (STLS) problem.The solution of the STLS problem for passive location can be obtained using the inverse iteration method.It also expatiates that both the STLS algorithm and the CTLS algorithm have the same location mean squares error under certain condition.Finally, the article presents a kind of location and tracking algorithm for moving target by combining STLS location algorithm with Kalman filter (KF).The efficiency and superiority of the proposed algorithms can be confirmed by computer simulation results.
文摘A real n×n symmetric matrix X=(x_(ij))_(n×n)is called a bisymmetric matrix if x_(ij)=x_(n+1-j,n+1-i).Based on the projection theorem,the canonical correlation de- composition and the generalized singular value decomposition,a method useful for finding the least-squares solutions of the matrix equation A^TXA=B over bisymmetric matrices is proposed.The expression of the least-squares solutions is given.Moreover, in the corresponding solution set,the optimal approximate solution to a given matrix is also derived.A numerical algorithm for finding the optimal approximate solution is also described.
文摘考虑到在船舶正常航行过程中采集的辨识数据存在难以满足持续激励的情况,基于多新息最小二乘法(Multi-Innovation Least Square Algorithm,MILS),利用奇异值分解技术处理协方差阵,提出一种改进的MILS船舶模型参数辨识算法。依据某船型参数进行仿真实验,利用实验数据进行模型参数辨识,对比多新息最小二乘法与改进算法的模型参数辨识结果,并根据辨识得到的参数进行船舶运动预报,验证算法的有效性。仿真结果表明,与多新息最小二乘法相比,改进的MILS辨识算法降低了船舶参数辨识对舵角输入信号的要求,使得在船舶航行过程中的小幅度短暂操舵情况下具有更高的辨识精度,为船舶的航向自适应控制奠定了基础。
基金Supported by the National Natural Science Foundation of China(10901125,11471253)
文摘In this paper, we investigate the linear solver in least square support vector machine(LSSVM) for large-scale data regression. The traditional methods using the direct solvers are costly. We know that the linear equations should be solved repeatedly for choosing appropriate parameters in LSSVM, so the key for speeding up LSSVM is to improve the method of solving the linear equations. We approximate large-scale kernel matrices and get the approximate solution of linear equations by using randomized singular value decomposition(randomized SVD). Some data sets coming from University of California Irvine machine learning repository are used to perform the experiments. We find LSSVM based on randomized SVD is more accurate and less time-consuming in the case of large number of variables than the method based on Nystrom method or Lanczos process.
文摘土壤水分的影响是当前采用光谱分析法预测土壤养分含量的关键问题,该文旨在探索去除土壤水分影响、提高有机质高光谱定量估测精度的方法。首先采用地物光谱仪进行湿土和过筛干土的高光谱测试,并进行一阶导数变换;然后,采用奇异值分解(singular value decomposition,SVD)结合相关分析筛选土壤水分特征光谱,构建去除水分因素的修正系数,形成湿土光谱的校正光谱;最后基于校正前后湿土光谱,应用偏最小二乘(partial least squares,PLS)回归构建土壤有机质含量的估测模型,并对模型进行验证和比较,分析评价校正前后光谱的预测精度。结果显示:按土壤水分含量梯度划分的2组和全部棕壤及褐土土样共4组样本校正后建模决定系数和均方根误差分别为0.85、0.82、0.74、0.76和0.19%、0.20%、0.23%、0.19%,决定系数提高了0.02~0.09,均方根误差降低了0.01~0.03百分点,验证决定系数、均方根误差和相对分析误差分别为0.78、0.77、0.72、0.76,0.21%、0.15%、0.21%、0.15%和2.03、2.02、1.86、1.98,决定系数提高了0.06~0.15,均方根误差除褐土土样提高0.02百分点外,其他样本组降低了0.01~0.08百分点,相对分析误差提高了0.17~0.43,模型决定系数和相对分析误差得到显著提升;尤其对于土壤水分含量变异系数较小的3组土样,模型从待改进级别提高到性能良好级别,对土壤有机质含量具有较好的预测准确性。说明该方法用于去除土壤水分因素影响和提高有机质含量高光谱估测精度的有效性。