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Results for “Least squares estimation”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS1986

On realizations of least-squares estimation and Kalman filtering by systolic arrays

Least-squares (LS) estimation is a basic operation in many signal processing problems. Given y = Ax + v, where A is a m x n coefficient matrix, y is a m x 1 observation vector, and v is a m x 1 zero mean white noise vector, a simple least-squares solution is finding the estimated vector x which minimizes the norm of /Ax-y/. It is well known that for an ill-conditioned matrix A, solving least-squares problems by orthogonal triangular (QR) decomposition and back substitution has robust numerical properties under finite word length effect since 2-norm is preserved. Many fast algorithms have been proposed and applied to systolic arrays. Gentleman-Kung (1981) first presented the trianglular systolic array for a basic Givens reduction. McWhirter (1983) used this array structure to find the least-squares estimation errors. Then by geometric approach, several different systolic array realizations of the recursive least-squares estimation algorithms of Lee et al (1981) were derived by Kalson-Yao (1985). Basic QR decomposition algorithms are considered in this paper and it is found that under a one-row time updating situation, the Householder transformation degenerates to a simple Givens reduction. Next, an improved least-squares estimation algorithm is derived by considering a modified version of fast Givens reduction. From this approach, the basic relationship between Givens reduction and Modified-Gram-Schmidt transformation can easily be understood. This improved algorithm also has simpler computational and inter-cell connection complexities while compared with other known least-squares algorithms and is more realistic for systolic array implementation.

Chen, M. J.↗
NASA NTRS1985

A theorem of equivalence on the methods of least-squares estimation

A theorem on the methods of least-squares estimation is stated and proved. This theorem enables the replacement of a system of correlated measurements by an equivalent system of uncorrelated measurements without a whitening process, thus simplifying the analysis while resulting in the same minimum-variance estimate.

Wu, S.-C.↗
DOE OSTI2018

Kumaraswamy distribution: different methods of estimation

This paper addresses different methods of estimation of the unknown parameters of a two-parameter Kumaraswamy distribution from a frequentist point of view. We briefly describe ten different frequentist approaches, namely, maximum likelihood estimators, moments estimators, L-moments estimators, percentile based estimators, least squares estimators, weighted least squares estimators, maximum product of spacings estimators, Cramér–von-Mises estimators, Anderson–Darling estimators and right tailed Anderson–Darling estimators. Monte Carlo simulations and two real data applications are performed to compare the performances of the estimators for both small and large samples.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1986

Results in least-square estimation algorithms with systolic array architectures

It is proposed that the derivation of least-square algorithms for systolic array processing is best accomplished via a geometrical approach. This approach generates a set of vector equations from which a large number of new and previously known systolic arrays can be obtained in a unified manner. The paper presents and qualitatively describes these vector equations and shows how one such systolic array follows.

Kalson, S.↗
NASA NTRS2014

An Empirical State Error Covariance Matrix for the Weighted Least Squares Estimation Method

State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the uncertainty in the estimated states. By a reinterpretation of the equations involved in the weighted least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. This proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. Results based on the proposed technique will be presented for a simple, two observer, measurement error only problem.

Joseph Henry Frisbee↗
NASA NTRS2011

An Empirical State Error Covariance Matrix for the Weighted Least Squares Estimation Method

State estimation techniques effectively provide mean state estimates. However, the theoretical state error covariance matrices provided as part of these techniques often suffer from a lack of confidence in their ability to describe the un-certainty in the estimated states. By a reinterpretation of the equations involved in the weighted least squares algorithm, it is possible to directly arrive at an empirical state error covariance matrix. This proposed empirical state error covariance matrix will contain the effect of all error sources, known or not. Results based on the proposed technique will be presented for a simple, two observer, measurement error only problem.

Frisbee, Joseph H., Jr.↗
DOE OSTI2018

A fuzzy logistic regression model based on the least squares estimation

To construct the relationship between fuzzy inputs and fuzzy output described by linguistic variable, we develop a fuzzy logistic regression model, which can be applied for various problems, such as clinical research, risk investment and decision making. In this regard, we introduce the integral calculation of distance of cut sets and a fuzzy adjustment term which could prevent a large fuzzy error for a fuzzy output caused by the output degenerating into crisp number when the independent variables are crisp numbers. The parameters of the fuzzy logistic regression model are derived by means of the least squares method. We adopt three criteria involving mean square error, Kim and Bishu criterion and capability index and also perform two ways of prediction including the in-sample forecast as well as the one-leave-out cross validation. The comparisons with five existing methods show that our proposed method has satisfactory performance and the results are illustrated in some case studies.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1988

Recursive least squares estimation and Kalman filtering by systolic arrays

One of the most promising new directions for high-throughput-rate problems is that based on systolic arrays. In this paper, using the matrix-decomposition approach, a systolic Kalman filter is formulated as a modified square-root information filter consisting of a whitening filter followed by a simple least-squares operation based on the systolic QR algorithm. By proper skewing of the input data, a fully pipelined time and measurement update systolic Kalman filter can be achieved with O(n squared) processing cells, resulting in a system throughput rate of O (n).

Chen, M. J.↗
NASA NTRS1981

Incorporating partially identified sample segments into acreage estimation procedures: Estimates using only observations from the current year

Several methods of estimating individual crop acreages using a mixture of completely identified and partially identified (generic) segments from a single growing year are derived and discussed. A small Monte Carlo study of eight estimators is presented. The relative empirical behavior of these estimators is discussed as are the effects of segment sample size and amount of partial identification. The principle recommendations are (1) to not exclude, but rather incorporate partially identified sample segments into the estimation procedure, (2) try to avoid having a large percentage (say 80%) of only partially identified segments, in the sample, and (3) use the maximum likelihood estimator although the weighted least squares estimator and least squares ratio estimator both perform almost as well. Sets of spring small grains (North Dakota) data were used.

Sielken, R. L., Jr.↗
NASA NTRS2015

Adaptive State Predictor Based Human Operator Modeling on Longitudinal and Lateral Control

Control-theoretic modeling of the human operator dynamic behavior in manual control tasks has a long and rich history. In the last two decades, there has been a renewed interest in modeling the human operator. There has also been significant work on techniques used to identify the pilot model of a given structure. The purpose of this research is to attempt to go beyond pilot identification based on collected experimental data and to develop a predictor of pilot behavior. An experiment was conducted to categorize these interactions of the pilot with an adaptive controller compensating during control surface failures. A general linear in-parameter model structure is used to represent a pilot. Three different estimation methods are explored. A gradient descent estimator (GDE), a least squares estimator with exponential forgetting (LSEEF), and a least squares estimator with bounded gain forgetting (LSEBGF) used the experiment data to predict pilot stick input. Previous results have found that the GDE and LSEEF methods are fairly accurate in predicting longitudinal stick input from commanded pitch. This paper discusses the accuracy of each of the three methods - GDE, LSEEF, and LSEBGF - to predict both pilot longitudinal and lateral stick input from the flight director's commanded pitch and bank attitudes.

Trujillo, Anna C.↗