• Title/Summary/Keyword: Gradient estimation method

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Development of a demand estimation method by using multiclass traffic assignment based on traffic counts (다차종통행배분을 이용한 통행량기반 수요추정기법개발)

  • 김종형;이승재
    • Journal of Korean Society of Transportation
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    • v.19 no.1
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    • pp.77-88
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    • 2001
  • Until now, though most of the studies related to demand estimation method using traffic counts use methods based on singleclass, travel demands or flows are made by mixing various vehicles in real networks. In general, existing demand estimation methods based on traffic counts estimate O/D by converting a multiclass O/D matrix and traffic counts into a singleclass O/D matrix and traffic counts through PCE conversion, and analyze a O/D matrix by dividing into a multiclass O/D matrix and traffic counts after multiplying an estimated O/D matrix by the fixed ratio of a singleclass O/D matrix and traffic counts before PCE conversion. However, the merits of a demand estimation method based on multiclass calculate each route choice ratio about multiclass O/D, and maximize the estimation capability of multiclass by calculating each gradient, the reduction direction of objective function. Therefore, this study aims to establish a demand estimation method which considers congestion between vehicle and vehicle by using multiclass instead of singleclass.

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Stochastic Optimization Method Using Gradient Based on Control Variates (통제변수 기반 Gradient를 이용한 확률적 최적화 기법)

  • Kwon, Chi-Myung;Kim, Seong-Yeon
    • Journal of the Korea Society for Simulation
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    • v.18 no.2
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    • pp.49-55
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    • 2009
  • In this paper, we investigate an optimal allocation of constant service resources in stochastic system to optimize the expected performance of interest. For this purpose, we use the control variates to estimate the gradients of expected performance with respect to given resource parameters, and apply these estimated gradients in stochastic optimization algorithm to find the optimal allocation of resources. The proposed gradient estimation method is advantageous in that it uses simulation results of a single design point without increasing the number of design points in simulation experiments and does not need to describe the logical relationship among realized performance of interest and perturbations in input parameters. We consider the applications of this research to various models and extension of input parameter space as the future research.

Parameter Learning of Dynamic Bayesian Networks using Constrained Least Square Estimation and Steepest Descent Algorithm (제약조건을 갖는 최소자승 추정기법과 최급강하 알고리즘을 이용한 동적 베이시안 네트워크의 파라미터 학습기법)

  • Cho, Hyun-Cheol;Lee, Kwon-Soon;Koo, Kyung-Wan
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.58 no.2
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    • pp.164-171
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    • 2009
  • This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

Comparison of Regularization Techniques for an Inverse Radiation Boundary Analysis (역복사경계해석을 위한 다양한 조정법 비교)

  • Kim, Ki-Wan;Shin, Byeong-Seon;Kil, Jeong-Ki;Yeo, Gwon-Koo;Baek, Seung-Wook
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.29 no.8 s.239
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    • pp.903-910
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    • 2005
  • Inverse radiation problems are solved for estimating the boundary conditions such as temperature distribution and wall emissivity in axisymmetric absorbing, emitting and scattering medium, given the measured incident radiative heat fluxes. Various regularization methods, such as hybrid genetic algorithm, conjugate-gradient method and finite-difference Newton method, were adopted to solve the inverse problem, while discussing their features in terms of estimation accuracy and computational efficiency. Additionally, we propose a new combined approach that adopts the hybrid genetic algorithm as an initial value selector and uses the finite-difference Newton method as an optimization procedure.

Estimation of Zero-Error Probability of Constant Modulus Errors for Blind Equalization (블라인드 등화를 위한 상수 모듈러스 오차의 영-확률 추정 방법)

  • Kim, Namyong
    • Journal of Internet Computing and Services
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    • v.15 no.5
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    • pp.17-24
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    • 2014
  • Blind algorithms designed to maximize the probability that constant modulus errors become zero carry out some summation operations for a set of constant modulus errors at an iteration time inducing heavy complexity. For the purpose of reducing this computational burden induced from the summation, a new approach to the estimation of the zero-error probability (ZEP) of constant modulus errors (CME) and its gradient is proposed in this paper. The ZEP of CME at the next iteration time is shown to be calculated recursively based on the currently calculated ZEP of CME. It also is shown that the gradient for the weight update of the algorithm can be obtained by differentiating the ZEP of CME estimated recursively. From the simulation results that the proposed estimation method of ZEP-CME and its gradient produces exactly the same estimation results with a significantly reduced computational complexity as the block-processing method does.

Biologically Inspired Sensing Strategy using Spatial Gradients

  • Lee, Sooyong
    • Journal of Sensor Science and Technology
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    • v.29 no.3
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    • pp.141-148
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    • 2020
  • To find food, homes, and mates, some animals have adapted special sensing capabilities. Rather than using a passive method, they discharge a signal and then extract the necessary information from the response. More importantly, they use the slope of the detected signal to find the destination of an object. In this paper, similar strategy is mathematically formulated. A perturbation and correlation-based gradient estimation method is developed and used as a sensing strategy. This method allows us to adaptively sense an object in a given environment effectively. The proposed strategy is based on the use of gradient values; rather than instantaneous measurements. Considering the gradient value, the sampling frequency is planned adaptively, i.e., sparse sampling is performed in slowly varying regions, while dense sampling is conducted in rapidly changing regions. Using a temperature sensor, the proposed strategy is verified and its effectiveness is demonstrated.

Comparison of Ionospheric Spatial Gradient Estimation Methods using GNSS (GNSS를 이용한 전리층 기울기 추정 방법 비교)

  • Jeong, Myeong-Sook;Kim, Jeong-Rae
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.15 no.2
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    • pp.18-24
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    • 2007
  • The high ionospheric spatial gradient during ionospheric storm is the most concern when applying GNSS(Global Navigation Satellite System) augmentation systems for aircraft precision approach. Since the ionospheric gradient level depends on geographical location as well as the storm, understanding the ionospheric gradient statistics over a specific regional area is necessary for operating the augmentation systems. This paper compares three ionosphere gradient computation methods, direct differentiation between two receivers' ionospheric delay signal for a common satellite, derivation from a grid ionosphere map, and derivation from a plate ionosphere map. The plate map method provides a good indication on the gradient variation behavior over a regional area with limited number of GNSS receivers. The residual analysis for the ionosphere storm detection is discussed as well.

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A Study on the Estimation of Scattering Coefficient in the Spheres Using an Inverse Analysis (역해석을 이용한 구형 공간 내의 산란계수 추정에 관한 연구)

  • Kim, Woo-Seung;Kwag, Dong-Seong
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.23 no.3
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    • pp.364-373
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    • 1999
  • A combination of conjugate gradient and Levenberg-Marquardt method is used to estimate the spatially varying scattering coefficient, ${\sigma}(r)$, in the solid and hollow spheres by utilizing the measured transmitted beams from the solution of an inverse analysis. The direct radiation problem associated with the inverse problem is solved by using the $S_{12}-approximation$ of the discrete ordinates method. The accuracy of the computations increased when the results from the conjugate gradient method are used as an initial guess for the Levenberg-Marquardt method of minimization. Optical thickness up to ${\tau}_0=3$ is used for the computations. Three different values of standard deviation are considered to examine the accuracy of the solution from the inverse analysis.

Solving a Nonlinear Inverse Convection Problem Using the Sequential Gradient Method

  • Lee, Woo-Il;Lee, Joon-Sik
    • Journal of Mechanical Science and Technology
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    • v.16 no.5
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    • pp.710-719
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    • 2002
  • This study investigates a nonlinear inverse convection problem for a laminar-forced convective flow between two parallel plates. The upper plate is exposed to unknown heat flux while the lower plate is insulated. The unknown heat flux is determined using temperature measured on the lower plate. The thermophysical properties of the fluid are temperature dependent, which renders the problem nonlinear. The sequential gradient method is applied to this nonlinear inverse problem in order to solve the problem efficiently. The function specification method is incorporated to stabilize the sequential estimation. The corresponding adjoint formalism is provided. Accuracy and stability have been examined for the proposed method with test cases. The tendency of deterministic error is investigated for several parameters. Stable solutions are achieved eve]1 with severely impaired measurement data.

Time Delay Estimation Using De-Convolution (디콘볼루션을 이용한 시간지연추정)

  • Koh, Jinhwan;Lee, Heunggwan;Han, Seok Bung;Jeon, Jeong-hwan
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.12
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    • pp.1692-1699
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    • 2016
  • This paper deals with the problem of time delay estimation using de-convolution. Two approaches, conjugate gradient method and the total lease square method have been presented to solve the de-convolution problem. Numerical simulation demonstrates the superior performance of the proposed methods over the conventional GCC based algorithms and FIR filter method.