• Title/Summary/Keyword: Gauss-Newton

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EXTENSION OF FACTORING LIKELIHOOD APPROACH TO NON-MONOTONE MISSING DATA

  • Kim, Jae-Kwang
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.401-410
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    • 2004
  • We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Rubin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood. Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method.

A Study on Interpretation of Gravity Data by using Iterative Inversion Methods (반복적(反復的) 역산법(逆算法)에 의(依)한 중력자료(重力資料)의 해석(解析)에 관(關)한 연구(硏究))

  • Roh, Cheol-Hwan;Yang, Sung-Jin;Shin, Chang-Soo
    • Economic and Environmental Geology
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    • v.22 no.3
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    • pp.267-276
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    • 1989
  • This paper presents results of interpretaton of gravity data by iterative nonlinear inversion methods. The gravity data are obtained by a theoretical formula for two-dimensional 2-layer structure. Depths to the basement of the structure are determined from the gravity data by four interative inversion methods. The four inversion methods used here are the Gradient, Gauss-Newton, Newton-Raphson, and Full Newton methods. Inversions are performed by using different initial guesses of depth for the over-determined, even-determined, and under-determined cases. This study shows that the depth can be determined well by all of the methods and most efficiently by the Newton-Raphson method.

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Statistical Estimation and Algorithm in Nonlinear Functions

  • Jea-Young Lee
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.135-145
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    • 1995
  • A new algorithm was given to successively fit the multiexponential function/nonlinear function to data by a weighted least squares method, using Gauss-Newton, Marquardt, gradient and DUD methods for convergence. This study also considers the problem of linear-nonlimear weighted least squares estimation which is based upon the usual Taylor's formula process.

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A Study on the load Flow Calculation for preserving off Diagonal Element in Jacobian Matrix (Jacobian 행렬의 비 대각 요소를 보존시킬 수 있는 조류계산에 관한 연구)

  • 이종기;최병곤;박정도;류헌수;문영현
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.9
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    • pp.1081-1087
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    • 1999
  • Load Flow calulation methods can usually be divided into Gauss-Seidel method, Newton-Raphson method and decoupled method. Load flow calculation is a basic on-line or off-line process for power system planning. operation, control and state analysis. These days Newton-Raphson method is mainly used since it shows remarkable convergence characteristics. It, however, needs considerable calculation time in construction and calculation of inverse Jacobian matrix. In addition to that, Newton-Raphson method tends to fail to converge when system loading is heavy and system has a large R/X ratio. In this paper, matrix equation is used to make algebraic expression and then to slove load flow equation and to modify above defects. And it preserve P-Q bus part of Jacobian matrix to shorten computing time. Application of mentioned algorithm to 14 bus, 39 bus, 118 bus systems led to identical results and the same numbers of iteration obtained by Newton-Raphson method. The effect of computing time reduction showed about 28% , 30% , at each case of 39 bus, 118 bus system.

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운동감시제를 위한 시뮬레이션 연구

  • 김원식;박세진
    • Proceedings of the ESK Conference
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    • 1997.10a
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    • pp.463-467
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    • 1997
  • 인간에게 운동감을 적절히 제시해주기 위하여는 Newton에 의한 운동의 세가지 법칙뿐만 아니라 EInstein의 상대성이론이 첨가되어야 한다. 즉, Newton운동의 제1법칙에 의하여 피실험자가 외력을 받지 않으면 등속운동 또는 정지상태를 계속 유지하게 되어 자신이 등속좌표계에 고정되어있기 때문에 시각적 인 정보가 없으면 어떠한 운동감도 못 느낀다. 이때 피실험자에게 정지해있는 기준좌표계에 대하여 등속 으로 움직이는 것을 인식시켜주기 위하여 피실험자에 대한 기준좌표계의 상대속도를 시각정보로 제공해 주어야 한다. 또한 Newton운동의 제2법칙에 의하여 똑같은 힘이 외력으로 작용하더라도 피실험자의 질량과 가속도는 서로 반비례하므로 화면이동속도변화를 피실험자의 질량에 반비례하도록 제시해 주어야 한다(김 정흠, 1982). 본 연구에서는 이러한 개념에 근거하여, 체중이 다른 여섯 피실험자들로 구성된 시스템에 대해서 각 피실험자에게 서로 다른 변위를 주고자할 때, 여섯가지 외력에 요구되는 작용시간을 Jacobi Iteration 방법과 Gauss-Seidel Iteration 방법으로 구하는 알고리즘을 제시하였다(D.V. Griffiths and I.M. Smith, 1991).

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Magnetic Exchange Coupling at The Interface of MR/TbCo Thin Films (자기저항 헤드용 MR/TbCo 박막의 자기교환 결합)

  • 서정교;조순철
    • Journal of the Korean Magnetics Society
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    • v.6 no.1
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    • pp.1-6
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    • 1996
  • To simulate the characteristics of magnetic exchange coupling at the interface of MR/TbCo thin films, the directions of magnetizations were calculated by minimizing energy in the films. Newton method and Gauss-Seidel method were used. The width of M-H curve increased with TbCo anisotropy constant, and with the thickness of the transition region of TbCo layer. Hysteresis loop width became extremely narrow (less than 10 Oe of coercivity), when the TbCo transition region length was $400\;\AA$. Also the hysteresis loop of films with low interfacial exchange coupling constant was similiar to that of short transition region length. When interfacial exchange coupling constant was 1/100 of perfect coupling, hysteresis loop showed a coercivity of less than 10 Oe. Comparing the measured hysteresis loop of a fabricated sample with that of simulated one, exchange coupling con¬stant could be estimated.

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Geometrically Nonlinear Analysis of Higher Order Plate Bending Finite Element (고차 판 유한요소의 기하학적 비선형 해석)

  • Shin, Young Shik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.8 no.3
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    • pp.1-10
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    • 1988
  • A higher order plate bending finite element using cubic in-plane displacement profiles is proposed for geometrically nonlinear analysis of thin and thick plates. The higher order plate bending element has been derived from the three dimensional plate-like continuum by discretization of the equations of motion by Galerkin weighted residual method, together with enforcing higher order plate assumptions. Total Lagrangian formulation has been used for geometrically nonlinear analysis of plates and consistent linearization by Newton-Raphson method has been performed to solve the nonlinear equations. The element characteristics have been computed by, selective reduced integration technique using Gauss quadrature to avoid shear locking phenomenon in case of extremely thin plates. Several numerical examples were solved with FEAP macro program to demonstrate versatility and accuracy of the present higher order plate bending element.

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Accelerating Levenberg-Marquardt Algorithm using Variable Damping Parameter (가변 감쇠 파라미터를 이용한 Levenberg-Marquardt 알고리즘의 학습 속도 향상)

  • Kwak, Young-Tae
    • Journal of the Korea Society of Computer and Information
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    • v.15 no.4
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    • pp.57-63
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    • 2010
  • The damping parameter of Levenberg-Marquardt algorithm switches between error backpropagation and Gauss-Newton learning and affects learning speed. Fixing the damping parameter induces some oscillation of error and decreases learning speed. Therefore, we propose the way of a variable damping parameter with referring to the alternation of error. The proposed method makes the damping parameter increase if error rate is large and makes it decrease if error rate is small. This method so plays the role of momentum that it can improve learning speed. We tested both iris recognition and wine recognition for this paper. We found out that this method improved learning speed in 67% cases on iris recognition and in 78% cases on wine recognition. It was also showed that the oscillation of error by the proposed way was less than those of other algorithms.

A Forward Link ADA Positioning method for mobile Robots (이동 로봇을 위한 순방향 링크 AOA 측위 방법)

  • Kim, Dong-Hyouk;Song, Seung-Hun;Roh, Gi-Hong;Sung, Tae-Kyung
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.6
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    • pp.603-608
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    • 2007
  • In the conventional AOA(angle-of-arrival) positioning utilizing reverse-link wireless channel, each sensor should be equipped with an array antenna to measure the incident angle of signal transmitting from a tag. To perform the complicated signal processing for angle measurements, sensor size and its power consumption will be large. In some applications like mobile robot location, there exists no strict restriction in tag size or in power consumption. Rather, it is desirable that the sensor would be as small as possible. This paper presents a new AOA positioning method utilizing forward-link channel. Under the assumption that the mobile robot is operating on the flat surface, the measurement model for FLAOA(tiJrward-link AOA) is derived first. Two kinds of position estimation algorithms using FLAOA measurements are proposed; Gauss-Newton method and closed-fonn solution method. With the proposed methods, we can ohtain the attitude of robot as well as its position. Positioning performance of proposed methods is compared by computer simulation. Simulation results show that the closed-form solution method using FLAOA measurements is suitable for indoor robot positioning.