• Title/Summary/Keyword: 반복최소제곱법

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Implicit Moving Least Squares Difference Method for 1-D Moving Boundary Problem (1차원 자유경계문제의 해석을 위한 Implicit 이동최소제곱 차분법)

  • Yoon, Young-Cheol
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.25 no.5
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    • pp.439-446
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    • 2012
  • This paper presents an implicit moving least squares(MLS) difference method for improving the solution accuracy of 1-D free boundary problems, which implicitly updates the topology change of moving interface. The conventional MLS difference method explicitly updates the moving interface; it requires no iterative solution procedure but results in the loss of accuracy. However, the newly developed implicit scheme makes the total system nonlinear involving iterative solution procedure, but numerical verification show that it dramatically elevates the solution accuracy with moderate computation increase. Through numerical experiments for melting problems having moving singularity, it is verified that the proposed method can achieve the second order accuracy.

Analysis of 1-D Free boundary Problem Using Implicit Moving-Least-Squares Difference Method (Implicit 이동최소제곱 차분법을 이용한 1차원 자유경계문제의 해석)

  • Yoon, Young-Cheol
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2010.04a
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    • pp.48-51
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    • 2010
  • 본 논문에서는 자유경계문제 해석을 위해 정확도가 향상된 implicit 이동최소제곱 차분법을 제시한다. 계면경계에 대한 implicit 정의로 인해 비선형 시스템이 구성되고, 매 해석단계마다 절점해와 계면경계의 위치를 반복계산을 통해 찾는다. 계면경계 결정시 속도항을 한 단계 뒤로 지연시켜 explicit하게 근사적으로 계산하던 기존 방법에 비해 계면경계의 위치를 더 정확하게 계산할 수 있고, 결과적으로 해의 정확도가 향상되었다. 계면경계 위치값이 비교적 빠른 속도로 수렴하기 때문에 많은 반복계산이 필요치 않다. 수치예제를 통해 기존의 방법으로 계산한 결과와 비교하여 새롭게 개발한 implicit 방법의 향상된 정확도를 보였다.

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A Generalized Marginal Logit Model for Repeated Polytomous Response Data (반복측정의 다가 반응자료에 대한 일반화된 주변 로짓모형)

  • Choi, Jae-Sung
    • The Korean Journal of Applied Statistics
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    • v.21 no.4
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    • pp.621-630
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    • 2008
  • This paper discusses how to construct a generalized marginal logit model for analyzing repeated polytomous response data when some factors are applied to larger experimental units as treatments and time to a smaller experimental unit as a repeated measures factor. So, two different experimental sizes are considered. Weighted least squares(WLS) methods are used for estimating fixed effects in the suggested model.

이변량 반복측정자료에서 가중일치상관계수의 추정

  • 강보경;김규성
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.261-266
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    • 2000
  • 이변량 반복측정자료에서 Chinchilli 등(1996)이 제안한 가중일치상관계수는 두 변수의 일치성을 나타내는 측도이다. 기존에 제안된 가중일치상관계수 추정법은 변동효과 및 측정오차의 분산성분을 각각 최소제곱법으로 비편향 추정하여 구하는 것이다. 본 연구에서는 반복측정자료의 주변 우도함수를 설정한 후, 우도함수에 기초한 분산성분을 구하여 가중일치상관계수를 추정하는 방법을 제안한다. 이때, 각 분산성분은 유사/의사 우도함수 및 사후 분포에서 반복시행을 통하여 구해진다.

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Active Control of Optimization Process in Lens Design by Using Lagrange's Undetermined Multipliers (광학설계의 최적화과정에서 Lagrange 부정승수를 이용한 능동적 제어)

  • 조용주;이종웅
    • Proceedings of the Optical Society of Korea Conference
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    • 2000.08a
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    • pp.40-41
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    • 2000
  • 광학설계의 최적화에서는 최소자승법과 감쇠최소자승법이 주로 사용되고 있다. 최소자승법은 error의 제곱의 합을 최소화하는 방법으로, 이 방법은 최적점 부근에서의 불안정성이 발생하는 문제점이 있다. 감쇠최소자자승법은 최소자승법에 적절한 감쇠항을 부가함으로써 최적점 부근에서의 불안정성을 줄여주고 있다. 본 연구에서는 광학설계의 제한조건을 Lagrange 부정승수$^{(1)}$ 를 사용하여 감쇠최소자승법의 정규방정식에 결합하여 제한조건을 유지하면서 merit function을 줄이는 방법에 대하여 연구하였다. 이 방법에서는 제한조건이 merit function의 error 함수보다 우선적으로 보정되며, 이를 이용하여 매 iteration 마다 merit function에서 절대값이 큰 error를 감쇠최소자승법의 정규방정식에서 제거하고 이 보정조건을 제한조건에 추가함으로서 다른 error항 보다 우선적으로 보정되도록 하였다. 이 때 이 error를 한번에 보정하는 경우에는 merit function의 진동이 심하고 광학계가 사용불가능한 형태로 변화하는 경우가 많아 적절한 target ratio를 설정하여 반복과정을 통하여 점진적으로 보정되도록 하였으며, 이를 통하여 최적화의 안정성을 개선할 수 있었다. (중략)

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A Logit Model for Repeated Binary Response Data (반복측정의 이가반응 자료에 대한 로짓 모형)

  • Choi, Jae-Sung
    • The Korean Journal of Applied Statistics
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    • v.21 no.2
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    • pp.291-299
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    • 2008
  • This paper discusses model building for repeated binary response data with different time-dependent covariates each occasion. Since repeated measurements data are having correlated structure, weighed least squares(WLS) methodology is applied. Repeated measures designs are usually having different sizes of experimental units like split-plot designs. However repeated measures designs differ from split-plot designs in that the levels of one or more factors cannot be randomly assigned to one or more of the sizes of experimental units in the experiment. In this case, the levels of time cannot be assigned at random to the time intervals. Because of this nonrandom assignment, the errors corresponding to the respective experimental units may have a covariance matrix. So, the estimates of effects included in a suggested logit model are obtained by using covariance structures.

Statistical Analysis for Fatigue Life Evaluation of Vehicle Muffler (자동차용 머플러의 피로수명평가를 위한 통계적 분석)

  • Choi, Ji-Hun;Lee, Yong-Jun;Yoon, Jin-Ho;Kang, Sung-Su
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.37 no.3
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    • pp.365-372
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    • 2013
  • In this study, a statistical method for evaluating the fatigue life of a vehicle muffler was used to obtain reliable fatigue data using a limited number of specimens. Cyclic bending tests were conducted using specimens manufactured to be exactly the same as the mufflers installed in cars that are currently in use. To estimate the fatigue life by comparing the data obtained during the fatigue tests, the most suitable probability density function for the normal, lognormal, and Weibull distributions was selected. A goodness-of-fit test was performed on the probability distributions, and then a Weibull distribution using the least square method was selected. By using the selected Weibull distribution, the probability-moment-life curves (P-M-N curve) reflecting the fatigue characteristics were suggested as the data for the reliable design of a muffler.

Time delay estimation by iterative Wiener filter based recursive total least squares algorithm (반복형 위너 필터 방법에 기반한 재귀적 완전 최소 제곱 방법을 사용한 시간 지연 추정 알고리즘)

  • Lim, Jun-Seok
    • The Journal of the Acoustical Society of Korea
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    • v.40 no.5
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    • pp.452-459
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    • 2021
  • Estimating the mutual time delay between two acoustic sensors is used in various fields such as tracking and estimating the location of a target in room acoustics and sonar. In the time delay estimation methods, there are a non-parametric method, such as Generalized Cross Correlation (GCC), and a parametric method based on system identification. In this paper, we propose a time delay estimation method based on the parametric method. In particular, we propose a method that considers the noise in each receiving acoustic sensor. Simulation confirms that the proposed algorithm is superior to the existing generalized cross-correlation and adaptive eigenvalue analysis methods in white noise and reverberation environments.

LAD Estimators for Categorical Data Analysis (범주형 자료 분석을 위한 LAD 추정량)

  • 최현집
    • The Korean Journal of Applied Statistics
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    • v.16 no.1
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    • pp.55-69
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    • 2003
  • In this article, we propose the weighted LAD (least absolute deviations) estimators for multi-dimensional contingency tables and drive an estimation method to estimate the proposed estimators. To illustrate the robustness of the estimators, simulation results are presented for several models Including log-linear models and models for ordinal variables in multidimensional contingency tables. Examples were also introduced.

Attitude Estimation of an Aircraft using Image Data (영상데이타를 이용한 항공기 자세각 추정)

  • Park, Sung-Su
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.19 no.4
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    • pp.44-50
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    • 2011
  • This paper presents the algorithm for attitude determination of an aircraft using binary image. An image feature vector, which is invariant to translation, scale and rotation, is constructed to capture the functional relations between the feature vector and the corresponding aircraft attitude. An iterated least squares method is suggested for estimating the attitude of given aircraft using the constructed feature vector library. Simulation results show that the proposed algorithm yields good estimates of aircraft attitude in most viewing range, although a relatively large error occurs in some limited viewing direction.