900 resultados para Least-squares method
Resumo:
We consider a fully complex-valued radial basis function (RBF) network for regression application. The locally regularised orthogonal least squares (LROLS) algorithm with the D-optimality experimental design, originally derived for constructing parsimonious real-valued RBF network models, is extended to the fully complex-valued RBF network. Like its real-valued counterpart, the proposed algorithm aims to achieve maximised model robustness and sparsity by combining two effective and complementary approaches. The LROLS algorithm alone is capable of producing a very parsimonious model with excellent generalisation performance while the D-optimality design criterion further enhances the model efficiency and robustness. By specifying an appropriate weighting for the D-optimality cost in the combined model selecting criterion, the entire model construction procedure becomes automatic. An example of identifying a complex-valued nonlinear channel is used to illustrate the regression application of the proposed fully complex-valued RBF network.
Resumo:
We consider a fully complex-valued radial basis function (RBF) network for regression and classification applications. For regression problems, the locally regularised orthogonal least squares (LROLS) algorithm aided with the D-optimality experimental design, originally derived for constructing parsimonious real-valued RBF models, is extended to the fully complex-valued RBF (CVRBF) network. Like its real-valued counterpart, the proposed algorithm aims to achieve maximised model robustness and sparsity by combining two effective and complementary approaches. The LROLS algorithm alone is capable of producing a very parsimonious model with excellent generalisation performance while the D-optimality design criterion further enhances the model efficiency and robustness. By specifying an appropriate weighting for the D-optimality cost in the combined model selecting criterion, the entire model construction procedure becomes automatic. An example of identifying a complex-valued nonlinear channel is used to illustrate the regression application of the proposed fully CVRBF network. The proposed fully CVRBF network is also applied to four-class classification problems that are typically encountered in communication systems. A complex-valued orthogonal forward selection algorithm based on the multi-class Fisher ratio of class separability measure is derived for constructing sparse CVRBF classifiers that generalise well. The effectiveness of the proposed algorithm is demonstrated using the example of nonlinear beamforming for multiple-antenna aided communication systems that employ complex-valued quadrature phase shift keying modulation scheme. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
A unified approach is proposed for data modelling that includes supervised regression and classification applications as well as unsupervised probability density function estimation. The orthogonal-least-squares regression based on the leave-one-out test criteria is formulated within this unified data-modelling framework to construct sparse kernel models that generalise well. Examples from regression, classification and density estimation applications are used to illustrate the effectiveness of this generic data-modelling approach for constructing parsimonious kernel models with excellent generalisation capability. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
The recursive least-squares algorithm with a forgetting factor has been extensively applied and studied for the on-line parameter estimation of linear dynamic systems. This paper explores the use of genetic algorithms to improve the performance of the recursive least-squares algorithm in the parameter estimation of time-varying systems. Simulation results show that the hybrid recursive algorithm (GARLS), combining recursive least-squares with genetic algorithms, can achieve better results than the standard recursive least-squares algorithm using only a forgetting factor.
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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.
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
The l1-norm sparsity constraint is a widely used technique for constructing sparse models. In this contribution, two zero-attracting recursive least squares algorithms, referred to as ZA-RLS-I and ZA-RLS-II, are derived by employing the l1-norm of parameter vector constraint to facilitate the model sparsity. In order to achieve a closed-form solution, the l1-norm of the parameter vector is approximated by an adaptively weighted l2-norm, in which the weighting factors are set as the inversion of the associated l1-norm of parameter estimates that are readily available in the adaptive learning environment. ZA-RLS-II is computationally more efficient than ZA-RLS-I by exploiting the known results from linear algebra as well as the sparsity of the system. The proposed algorithms are proven to converge, and adaptive sparse channel estimation is used to demonstrate the effectiveness of the proposed approach.
Resumo:
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.
Resumo:
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.
Resumo:
Drinking water distribution networks risk exposure to malicious or accidental contamination. Several levels of responses are conceivable. One of them consists to install a sensor network to monitor the system on real time. Once a contamination has been detected, this is also important to take appropriate counter-measures. In the SMaRT-OnlineWDN project, this relies on modeling to predict both hydraulics and water quality. An online model use makes identification of the contaminant source and simulation of the contaminated area possible. The objective of this paper is to present SMaRT-OnlineWDN experience and research results for hydraulic state estimation with sampling frequency of few minutes. A least squares problem with bound constraints is formulated to adjust demand class coefficient to best fit the observed values at a given time. The criterion is a Huber function to limit the influence of outliers. A Tikhonov regularization is introduced for consideration of prior information on the parameter vector. Then the Levenberg-Marquardt algorithm is applied that use derivative information for limiting the number of iterations. Confidence intervals for the state prediction are also given. The results are presented and discussed on real networks in France and Germany.
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)