967 resultados para Least-Squares estimation


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A self-tuning proportional, integral and derivative control scheme based on genetic algorithms (GAs) is proposed and applied to the control of a real industrial plant. This paper explores the improvement in the parameter estimator, which is an essential part of an adaptive controller, through the hybridization of recursive least-squares algorithms by making use of GAs and the possibility of the application of GAs to the control of industrial processes. Both the simulation results and the experiments on a real plant show that the proposed scheme can be applied effectively.

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A very efficient learning algorithm for model subset selection is introduced based on a new composite cost function that simultaneously optimizes the model approximation ability and model robustness and adequacy. The derived model parameters are estimated via forward orthogonal least squares, but the model subset selection cost function includes a D-optimality design criterion that maximizes the determinant of the design matrix of the subset to ensure the model robustness, adequacy, and parsimony of the final model. The proposed approach is based on the forward orthogonal least square (OLS) algorithm, such that new D-optimality-based cost function is constructed based on the orthogonalization process to gain computational advantages and hence to maintain the inherent advantage of computational efficiency associated with the conventional forward OLS approach. Illustrative examples are included to demonstrate the effectiveness of the new approach.

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A very efficient learning algorithm for model subset selection is introduced based on a new composite cost function that simultaneously optimizes the model approximation ability and model adequacy. The derived model parameters are estimated via forward orthogonal least squares, but the subset selection cost function includes an A-optimality design criterion to minimize the variance of the parameter estimates that ensures the adequacy and parsimony of the final model. An illustrative example is included to demonstrate the effectiveness of the new approach.

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We consider the linear equality-constrained least squares problem (LSE) of minimizing ${\|c - Gx\|}_2 $, subject to the constraint $Ex = p$. A preconditioned conjugate gradient method is applied to the Kuhn–Tucker equations associated with the LSE problem. We show that our method is well suited for structural optimization problems in reliability analysis and optimal design. Numerical tests are performed on an Alliant FX/8 multiprocessor and a Cray-X-MP using some practical structural analysis data.

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In this paper a modified algorithm is suggested for developing polynomial neural network (PNN) models. Optimal partial description (PD) modeling is introduced at each layer of the PNN expansion, a task accomplished using the orthogonal least squares (OLS) method. Based on the initial PD models determined by the polynomial order and the number of PD inputs, OLS selects the most significant regressor terms reducing the output error variance. The method produces PNN models exhibiting a high level of accuracy and superior generalization capabilities. Additionally, parsimonious models are obtained comprising a considerably smaller number of parameters compared to the ones generated by means of the conventional PNN algorithm. Three benchmark examples are elaborated, including modeling of the gas furnace process as well as the iris and wine classification problems. Extensive simulation results and comparison with other methods in the literature, demonstrate the effectiveness of the suggested modeling approach.

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The aim of this study was to investigate the effects of numerous milk compositional factors on milk coagulation properties using Partial Least Squares (PLS). Milk from herds of Jersey and Holstein-Friesian cattle was collected across the year and blended (n=55), to maximize variation in composition and coagulation. The milk was analysed for casein, protein, fat, titratable acidity, lactose, Ca2+, urea content, micelles size, fat globule size, somatic cell count and pH. Milk coagulation properties were defined as coagulation time, curd firmness and curd firmness rate measured by a controlled strain rheometer. The models derived from PLS had higher predictive power than previous models demonstrating the value of measuring more milk components. In addition to the well-established relationships with casein and protein levels, CMS and fat globule size were found to have as strong impact on all of the three models. The study also found a positive impact of fat on milk coagulation properties and a strong relationship between lactose and curd firmness, and urea and curd firmness rate, all of which warrant further investigation due to current lack of knowledge of the underlying mechanism. These findings demonstrate the importance of using a wider range of milk compositional variable for the prediction of the milk coagulation properties, and hence as indicators of milk suitability for cheese making.

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In this paper, we develop a novel constrained recursive least squares algorithm for adaptively combining a set of given multiple models. With data available in an online fashion, the linear combination coefficients of submodels are adapted via the proposed algorithm.We propose to minimize the mean square error with a forgetting factor, and apply the sum to one constraint to the combination parameters. Moreover an l1-norm constraint to the combination parameters is also applied with the aim to achieve sparsity of multiple models so that only a subset of models may be selected into the final model. Then a weighted l2-norm is applied as an approximation to the l1-norm term. As such at each time step, a closed solution of the model combination parameters is available. The contribution of this paper is to derive the proposed constrained recursive least squares algorithm that is computational efficient by exploiting matrix theory. The effectiveness of the approach has been demonstrated using both simulated and real time series examples.

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The representation of interfaces by means of the algebraic moving-least-squares (AMLS) technique is addressed. This technique, in which the interface is represented by an unconnected set of points, is interesting for evolving fluid interfaces since there is]to surface connectivity. The position of the surface points can thus be updated without concerns about the quality of any surface triangulation. We introduce a novel AMLS technique especially designed for evolving-interfaces applications that we denote RAMLS (for Robust AMLS). The main advantages with respect to previous AMLS techniques are: increased robustness, computational efficiency, and being free of user-tuned parameters. Further, we propose a new front-tracking method based on the Lagrangian advection of the unconnected point set that defines the RAMLS surface. We assume that a background Eulerian grid is defined with some grid spacing h. The advection of the point set makes the surface evolve in time. The point cloud can be regenerated at any time (in particular, we regenerate it each time step) by intersecting the gridlines with the evolved surface, which guarantees that the density of points on the surface is always well balanced. The intersection algorithm is essentially a ray-tracing algorithm, well-studied in computer graphics, in which a line (ray) is traced so as to detect all intersections with a surface. Also, the tracing of each gridline is independent and can thus be performed in parallel. Several tests are reported assessing first the accuracy of the proposed RAMLS technique, and then of the front-tracking method based on it. Comparison with previous Eulerian, Lagrangian and hybrid techniques encourage further development of the proposed method for fluid mechanics applications. (C) 2008 Elsevier Inc. All rights reserved.

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This paper describes a chemotaxonomic analysis of a database of triterpenoid compounds from the Celastraceae family using principal component analysis (PCA). The numbers of occurrences of thirty types of triterpene skeleton in different tribes of the family were used as variables. The study shows that PCA applied to chemical data can contribute to an intrafamilial classification of Celastraceae, once some questionable taxa affinity was observed, from chemotaxonomic inferences about genera and they are in agreement with the phylogeny previously proposed. The inclusion of Hippocrateaceae within Celastraceae is supported by the triterpene chemistry.

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The need for monotone approximation of scattered data often arises in many problems of regression, when the monotonicity is semantically important. One such domain is fuzzy set theory, where membership functions and aggregation operators are order preserving. Least squares polynomial splines provide great flexbility when modeling non-linear functions, but may fail to be monotone. Linear restrictions on spline coefficients provide necessary and sufficient conditions for spline monotonicity. The basis for splines is selected in such a way that these restrictions take an especially simple form. The resulting non-negative least squares problem can be solved by a variety of standard proven techniques. Additional interpolation requirements can also be imposed in the same framework. The method is applied to fuzzy systems, where membership functions and aggregation operators are constructed from empirical data.

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Splines with free knots have been extensively studied in regard to calculating the optimal knot positions. The dependence of the accuracy of approximation on the knot distribution is highly nonlinear, and optimisation techniques face a difficult problem of multiple local minima. The domain of the problem is a simplex, which adds to the complexity. We have applied a recently developed cutting angle method of deterministic global optimisation, which allows one to solve a wide class of optimisation problems on a simplex. The results of the cutting angle method are subsequently improved by local discrete gradient method. The resulting algorithm is sufficiently fast and guarantees that the global minimum has been reached. The results of numerical experiments are presented.


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Least squares polynomial splines are an effective tool for data fitting, but they may fail to preserve essential properties of the underlying function, such as monotonicity or convexity. The shape restrictions are translated into linear inequality conditions on spline coefficients. The basis functions are selected in such a way that these conditions take a simple form, and the problem becomes non-negative least squares problem, for which effecitive and robust methods of solution exist. Multidimensional monotone approximation is achieved by using tensor-product splines with the appropriate restrictions. Additional inter polation conditions can also be introduced. The conversion formulas to traditional B-spline representation are provided.