The Application of Total Least Squares Method in Data Fitting of Speed Radar

2012 ◽  
Vol 203 ◽  
pp. 69-75 ◽  
Author(s):  
Cheng Chen ◽  
Chang Jin Liu
Keyword(s):  
Least Squares ◽  
Initial Velocity ◽  
High Speed ◽  
Least Squares Method ◽  
Data Fitting ◽  
Total Least Squares ◽  
Measure Data ◽  
Observation Data ◽  
Unknown Parameters ◽  
Observation Matrix

For acquiring the initial velocity of high-speed object, it needs data fitting to get the unknown parameters. Least squares method(LS) is usually uses to complete this work, but LS method takes no account of the errors in the observation matrix, not only may makes error in unknown parameters' fitting, but also do harm to the further analysis. Therefore, this paper lead total least squares method(TLS) into data fitting, it can at the same time in consideration of observation data and its error margin, and at last in actually measure data analysis to prove TLS compare to LS enjoy higher accuracy.

A Modified Algorithm for the Least Squares Identification

1983 ◽  
Vol 105 (1) ◽  
pp. 50-52
Author(s):  
C. Batur
Keyword(s):  
Least Squares ◽  
Least Squares Method ◽  
Mechanical Systems ◽  
Model Structure ◽  
Input Output ◽  
Unknown Parameters ◽  
Estimation Errors ◽  
Usual Practice ◽  
Unknown Disturbances ◽  
Modified Algorithm

To identify the dynamics of mechanical systems, the usual practice is to assume a certain model structure and try to estimate the unknown parameters of this model on the basis of input output observations. For mechanical systems operating under noisy industrial conditions, the number of unknowns of the problem exceeds the number of equations available. It is then inevitable that certain assumptions must be made on the unknown disturbances. This paper assumes that the only reliable feature of the disturbance is its independence of input. This yields a set of assumptions in excess of the minimal requirements and an endeavor has been made to exploit this excess to minimize the parameter estimation errors. Th resulting algorithm is similar to that of the Two Stage Least Squares method [1].

TOTAL LEAST SQUARES FOR ESTIMATION OF THE GROSS OUTPUT VECTOR

2020 ◽  
Author(s):  
Dmitriy Vladimirovich Ivanov ◽  
Keyword(s):  
Least Squares ◽  
Least Squares Method ◽  
Direct Costs ◽  
Total Least Squares ◽  
Test Cases ◽  
Output Vector ◽  
Final Consumption ◽  
The Matrix

The article proposes the estimation of the gross output vector in the presence of errors in the matrix of direct costs and the final consumption vector. The article suggests the use of the total least squares method for estimating the gross output vector. Test cases showed that the accuracy of the proposed estimates of the gross output vector is higher than the accuracy of the estimates obtained using the classical least squares method (OLS).

scholarly journals GM(1,1;λ) with Constrained Linear Least Squares

Axioms ◽  
2021 ◽  
Vol 10 (4) ◽  
pp. 278
Author(s):  
Ming-Feng Yeh ◽  
Ming-Hung Chang
Keyword(s):  
Least Squares ◽  
Least Squares Method ◽  
Model Fitting ◽  
Ordinary Least Squares ◽  
Linear Least Squares ◽  
Unknown Parameters ◽  
Constrained Problems ◽  
Linear Least Squares Problems ◽  
Ordinary Least Squares Method ◽  
Better Than

The only parameters of the original GM(1,1) that are generally estimated by the ordinary least squares method are the development coefficient a and the grey input b. However, the weight of the background value, denoted as λ, cannot be obtained simultaneously by such a method. This study, therefore, proposes two simple transformation formulations such that the unknown parameters, and can be simultaneously estimated by the least squares method. Therefore, such a grey model is termed the GM(1,1;λ). On the other hand, because the permission zone of the development coefficient is bounded, the parameter estimation of the GM(1,1) could be regarded as a bound-constrained least squares problem. Since constrained linear least squares problems generally can be solved by an iterative approach, this study applies the Matlab function lsqlin to solve such constrained problems. Numerical results show that the proposed GM(1,1;λ) performs better than the GM(1,1) in terms of its model fitting accuracy and its forecasting precision.

THE FLOW FIELD ACTING ON THE FLUTTERING PROFILE, KINEMATICS, FORCES AND TOTAL MOMENT

2013 ◽  
Vol 13 (07) ◽  
pp. 1340009 ◽  
Author(s):  
JAN KOZÁNEK ◽  
VÁCLAV VLČEK ◽  
IGOR ZOLOTAREV
Keyword(s):  
Mathematical Model ◽  
Least Squares ◽  
High Speed ◽  
Least Squares Method ◽  
High Speed Camera ◽  
Aerodynamic Forces ◽  
Total Moment ◽  
Airfoil Surface ◽  
Measured System ◽  
Simplified Mathematical Model

A high speed camera was used for interferometry visualization (in different phases of the motion) of the fluttering NACA0015 profile supported in a translational and rotational manner. First, the simplified mathematical model of the support of investigated profile was identified from minimum least squares differences between modeled and measured system responses. A special graphical Matlab procedure was proposed for evaluation of interferograms. Kinematic analysis defining motion of the profile as a function of time was obtained by a regression using the least squares method. Numerical integration of pressure functions around the airfoil surface allows for calculation of the resulting aerodynamic forces and moments.

scholarly journals Generalized Nonlinear Least Squares Method for the Calibration of Complex Computer Code Using a Gaussian Process Surrogate

Entropy ◽  
2020 ◽  
Vol 22 (9) ◽  
pp. 985
Author(s):  
Youngsaeng Lee ◽  
Jeong-Soo Park
Keyword(s):  
Gaussian Process ◽  
Least Squares ◽  
Covariance Matrix ◽  
Process Model ◽  
Least Squares Method ◽  
Nonlinear Least Squares ◽  
Computer Code ◽  
Test Functions ◽  
Unknown Parameters ◽  
Complex Computer

The approximated nonlinear least squares (ALS) method has been used for the estimation of unknown parameters in the complex computer code which is very time-consuming to execute. The ALS calibrates or tunes the computer code by minimizing the squared difference between real observations and computer output using a surrogate such as a Gaussian process model. When the differences (residuals) are correlated or heteroscedastic, the ALS may result in a distorted code tuning with a large variance of estimation. Another potential drawback of the ALS is that it does not take into account the uncertainty in the approximation of the computer model by a surrogate. To address these problems, we propose a generalized ALS (GALS) by constructing the covariance matrix of residuals. The inverse of the covariance matrix is multiplied to the residuals, and it is minimized with respect to the tuning parameters. In addition, we consider an iterative version for the GALS, which is called as the max-minG algorithm. In this algorithm, the parameters are re-estimated and updated by the maximum likelihood estimation and the GALS, by using both computer and experimental data repeatedly until convergence. Moreover, the iteratively re-weighted ALS method (IRWALS) was considered for a comparison purpose. Five test functions in different conditions are examined for a comparative analysis of the four methods. Based on the test function study, we find that both the bias and variance of estimates obtained from the proposed methods (the GALS and the max-minG) are smaller than those from the ALS and the IRWALS methods. Especially, the max-minG works better than others including the GALS for the relatively complex test functions. Lastly, an application to a nuclear fusion simulator is illustrated and it is shown that the abnormal pattern of residuals in the ALS can be resolved by the proposed methods.

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