共查询到20条相似文献,搜索用时 15 毫秒
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针对伪线性回归系统,提出了基于滤波的最小二乘辨识方法,基本思想是采用估计的噪声模型对系统观测数据和信息向量进行滤波,并用滤波后的数据进行辨识。仿真结果表明提出的算法能够估计伪线性回归系统的参数。 相似文献
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Neural Processing Letters - In this paper, we develop efficient methods for the computation of the Takagi components and the Takagi subspaces of complex symmetric matrices via the complex-valued... 相似文献
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A recursive orthogonal least squares (ROLS) algorithm for multi-input, multi-output systems is developed in this paper and is applied to updating the weighting matrix of a radial basis function network. An illustrative example is given, to demonstrate the effectiveness of the algorithm for eliminating the effects of ill-conditioning in the training data, in an application of neural modelling of a multi-variable chemical process. Comparisons with results from using standard least squares algorithms, in batch and recursive form, show that the ROLS algorithm can significantly improve the neural modelling accuracy. The ROLS algorithm can also be applied to a large data set with much lower requirements on computer memory than the batch OLS algorithm. 相似文献
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孙山林 《计算机工程与应用》2010,46(8):29-31
为了克服已有信道估计算法无法及时跟踪信道变化的缺陷,在合作OFDM系统中引入了总LS(Total Least Squares,TLS)信号检测方法来实现信道状态信息估计。TLS方法同时考虑了信道噪声和信道时变特性,能够对信道和信号的变化同时进行跟踪估计。因为充分考虑了信道的时变性,且复杂度较低、收敛速度较快,所以在高速移动通信环境下,TLS方法能够很好地估计信道信息。仿真结果表明,与传统的LS法和ML法相比,该算法在改善误码性能方面优势明显。 相似文献
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针对输出误差模型参数估计过程中的计算量较大的问题,提出了基于分解的两输入单输出(TISO)输出误差自回归模型(OEAR)的分解递推最小二乘(DRLS)算法.基本的思想是分解TISO系统为3个子系统,并通过递推最小二乘分别辨识每个子系统.DRLS算法是解决大规模系统的计算量大和复杂辨识模型的辨识难题的一种有效的方法.最后通过仿真实例验证和分析了所提出算法的有效性与优越性,并对两种算法的特点进行了总结. 相似文献
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已知相位差进行相位估值,在干涉雷达,自适应光学,补偿式成像,图象处理等方面起着关键作用。文中以2-范数的概念,推证了最小二乘相位估值问题可以转化成泊松方程,并用离散余弦变换(DCT)的方法进行求解,效果很好。 相似文献
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针对循环神经网络(Recurrent neural networks, RNNs)一阶优化算法学习效率不高和二阶优化算法时空开销过大, 提出一种新的迷你批递归最小二乘优化算法. 所提算法采用非激活线性输出误差替代传统的激活输出误差反向传播, 并结合加权线性最小二乘目标函数关于隐藏层线性输出的等效梯度, 逐层导出RNNs参数的迷你批递归最小二乘解. 相较随机梯度下降算法, 所提算法只在RNNs的隐藏层和输出层分别增加了一个协方差矩阵, 其时间复杂度和空间复杂度仅为随机梯度下降算法的3倍左右. 此外, 本文还就所提算法的遗忘因子自适应问题和过拟合问题分别给出一种解决办法. 仿真结果表明, 无论是对序列数据的分类问题还是预测问题, 所提算法的收敛速度要优于现有主流一阶优化算法, 而且在超参数的设置上具有较好的鲁棒性. 相似文献
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In this paper, we propose a computational framework to incorporate regularization terms used in regularity based variational methods into least squares based methods. In the regularity based variational approach, the image is a result of the competition between the fidelity term and a regularity term, while in the least squares based approach the image is computed as a minimizer to a constrained least squares problem. The total variation minimizing denoising scheme is an exemplary scheme of the former approach with the total variation term as the regularity term, while the moving least squares method is an exemplary scheme of the latter approach. Both approaches have appeared in the literature of image processing independently. By putting schemes from both approaches into a single framework, the resulting scheme benefits from the advantageous properties of both parties. As an example, in this paper, we propose a new denoising scheme, where the total variation minimizing term is adopted by the moving least squares method. The proposed scheme is based on splitting methods, since they make it possible to express the minimization problem as a linear system. In this paper, we employed the split Bregman scheme for its simplicity. The resulting denoising scheme overcomes the drawbacks of both schemes, i.e., the staircase artifact in the total variation minimizing based denoising and the noisy artifact in the moving least squares based denoising method. The proposed computational framework can be utilized to put various combinations of both approaches with different properties together. 相似文献
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In this Letter an efficient recursive update algorithm for least squares support vector machines (LSSVMs) is developed. Using the previous solution and some matrix equations, the algorithm completely avoids training the LSSVM all over again whenever new training sample is available. The gain in speed using the recursive update algorithm is illustrated on four data sets from UCI repository: the Statlog Australian credit, the Pima Indians diabetes, the Wisconsin breast cancer, and the adult income data sets. 相似文献
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《软件》2017,(12):270-274
无线传感器网络定位技术作为无线传感器网络的重要支撑技术之一,具有很大的实际价值和研究意义。无线传感器网络的目标定位估计技术主要应用于目标跟踪和目标运动分析,在工业领域具有广阔的发展前景。无线传感器网络由许多在空间中分布的传感器组成,这些传感器能够测量出传感器与定位目标之间的距离,但是该观测距离因为受环境影响所以是有噪音的。目前基于距离的最小二乘估计的定位算法已得到广泛关注,但是该问题是一个非凸问题,精确求解十分困难。因此学者们提出了基于距离平方的最小二乘估计的定位算法,该算法的数学模型虽然相对精确,但是计算起来十分复杂。本文基于距离平方差,提出了新的目标定位估计算法,该算法计算简单,稳定性强,且能得到与基于距离平方的最小二乘估计的定位算法相当的结果。仿真实验结果表明,无论在低噪音水平、中噪音水平还是高噪音水平下,本文提出的新算法都更有优势,在工程领域有极高的应用价值。 相似文献
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We propose a self-stabilizing algorithm (protocol) for leader election in a tree graph. We show the correctness of the proposed algorithm by using a new technique involving induction. 相似文献
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黄雄波 《计算技术与自动化》2019,38(1):62-67
从时序数据中精确地分解出趋势、周期及随机噪声等数据成分,能有助于人们掌握事物在演变过程中所蕴藏的内在规律.基于非线性最小二乘法,提出一种性能更为高效的时序数据分解算法。首先,基于关键转折点和趋势导数的方法从待分解序列中概要地析出各种不同的数据成分,然后,分别利用多项式函数、正弦谐波级数及自回归模型对相应的数据成分进行拟合,最后,在加法模型中迭代求解各种数据成分的非线性最小二乘参数。实验表明,新设计的算法在分解精度和计算成本等指标上均优于现有的算法。 相似文献