• Title/Summary/Keyword: Ill-conditioned problem

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ILL-CONDITIONING IN LINEAR REGRESSION MODELS AND ITS DIAGNOSTICS

  • Ghorbani, Hamid
    • The Pure and Applied Mathematics
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    • v.27 no.2
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    • pp.71-81
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    • 2020
  • Multicollinearity is a common problem in linear regression models when two or more regressors are highly correlated, which yields some serious problems for the ordinary least square estimates of the parameters as well as model validation and interpretation. In this paper, first the problem of multicollinearity and its subsequent effects on the linear regression along with some important measures for detecting multicollinearity is reviewed, then the role of eigenvalues and eigenvectors in detecting multicollinearity are bolded. At the end a real data set is evaluated for which the fitted linear regression models is investigated for multicollinearity diagnostics.

Reconstruction Characteristics of Impact Force by Inverse Analysis (역분석에 의한 충격력 재현 특성)

  • 조창기;이규섭;류봉조;이종원
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1997.04a
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    • pp.640-644
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    • 1997
  • This poaper descibes a method for reconstructing the impact force by inverse analysis. The inverse problem of reconstructing the impact force using experimentally measured structural responses tends to be ill-conditioned. In practical application, impact response data involve niise caused by the measurement system. We present a method to minimize the mean square error of reconstructed forcd. The agreement is very satisfactory in all the comparisons. This verifies the proposed method.

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A HYBRID METHOD FOR REGULARIZED STRUCTURED LINEAR TOTAL LEAST NORM

  • KWON SUNJOO
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.621-637
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    • 2005
  • A hybrid method solving regularized structured linear total least norm (RSTLN) problems, which have highly ill-conditioned coefficient matrix with special structures, is suggested and analyzed. This scheme combining RSTLN algorithm and separation by parts guarantees the convergence of parameters and has an advantages in reducing the residual norm and relative error of solutions. Computational tests for problems arisen in signal processing and image formation process confirm that the presenting method is effective for more accurate solutions to (R)STLN problem than the (R)STLN algorithm.

PRECONDITIONERS FOR THE PRESSURE-CORRECTION METHOD APPLIED TO THE UNSTEADY STOKES PROBLEM

  • Ghahreman, N.;Kerayechian, A.
    • Journal of applied mathematics & informatics
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    • v.16 no.1_2
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    • pp.307-321
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    • 2004
  • In this paper, the unsteady Stokes problem is considered and also the pressure-correction method for the problem is described. At a fixed time level, we reduce the problem to two symmetric positive definite problems which depend on a time step parameter. Linear systems that arise from the problems are large, sparse, symmetric, positive definite and ill-conditioned as the time step tends to zero. Preconditioned problems based on an additive Schwarz method for solving the symmetric positive definite problems are derived and preconditioners are defined implicitly. It will be shown that the rate of convergence is independent of the mesh parameters as well as the time step size.

Estimation of Defect Position on the Pipe Line by Inverse Problem (역 문제에 의한 파이프의 결함위치 평가)

  • Park, Sung-Oan
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.20 no.2
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    • pp.139-144
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    • 2011
  • This paper presents a boundary element application to determine the optimal impressed current densities at defect position on the pipe line. In this protection paint, enough current must be impressed to lower the potential distribution on the metal surface to the critical values. The optimal impressed current densities are determined in order to minimize the power supply for protection. This inverse problem was formulated by employing the boundary element method. Since the system of linear equations obtained was ill-conditioned, including singular value decomposition, conjugate gradient method were applied and the accuracies of these estimation. Several numerical examples are presented to demonstrate the practical applicability of the proposed method.

DUAL REGULARIZED TOTAL LEAST SQUARES SOLUTION FROM TWO-PARAMETER TRUST-REGION ALGORITHM

  • Lee, Geunseop
    • Journal of the Korean Mathematical Society
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    • v.54 no.2
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    • pp.613-626
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    • 2017
  • For the overdetermined linear system, when both the data matrix and the observed data are contaminated by noise, Total Least Squares method is an appropriate approach. Since an ill-conditioned data matrix with noise causes a large perturbation in the solution, some kind of regularization technique is required to filter out such noise. In this paper, we consider a Dual regularized Total Least Squares problem. Unlike the Tikhonov regularization which constrains the size of the solution, a Dual regularized Total Least Squares problem considers two constraints; one constrains the size of the error in the data matrix, the other constrains the size of the error in the observed data. Our method derives two nonlinear equations to construct the iterative method. However, since the Jacobian matrix of two nonlinear equations is not guaranteed to be nonsingular, we adopt a trust-region based iteration method to obtain the solution.

An Error-Bounded B-spline Fitting Technique to Approximate Unorganized Data (무작위 데이터 근사화를 위한 유계오차 B-스플라인 근사법)

  • Park, Sang-Kun
    • Korean Journal of Computational Design and Engineering
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    • v.17 no.4
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    • pp.282-293
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    • 2012
  • This paper presents an error-bounded B-spline fitting technique to approximate unorganized data within a prescribed error tolerance. The proposed approach includes two main steps: leastsquares minimization and error-bounded approximation. A B-spline hypervolume is first described as a data representation model, which includes its mathematical definition and the data structure for implementation. Then we present the least-squares minimization technique for the generation of an approximate B-spline model from the given data set, which provides a unique solution to the problem: overdetermined, underdetermined, or ill-conditioned problem. We also explain an algorithm for the error-bounded approximation which recursively refines the initial base model obtained from the least-squares minimization until the Euclidean distance between the model and the given data is within the given error tolerance. The proposed approach is demonstrated with some examples to show its usefulness and a good possibility for various applications.

An Accelerated Inverse Perturbation Method for Structural Damage Identification

  • Park, Young-Jae;Lee, Usik
    • Journal of Mechanical Science and Technology
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    • v.17 no.5
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    • pp.637-646
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    • 2003
  • In the previous study, the inverse perturbation method was used to identify structural damages. Because all unmeasured DOFs were considered as unknown variables, considerable computational effort was required to obtain reliable results. Thus, in the present study, a system condensation method is used to transform the unmeasured DOFs into the measured DOFs, which eliminates the remaining unmeasured DOFs to improve computational efficiency. However, there may still arise a numerically ill-conditioned problem, if the system condensation is not adequate for numerical Programming or if the system condensation is not recalibrated with respect to the structural changes. This numerical problem is resolved in the present study by adopting more accurate accelerated improved reduced system (AIRS) as well as by updating the transformation matrix at every step. The criterion on the required accuracy of the condensation method is also proposed. Finally, numerical verification results of the present accelerated inverse perturbation method (AIPM) are presented.

Evaluation of internal residual stresses in an elastic body by solving inverse problem (역문제 해석을 통한 탄성체 내부의 잔류응력 평가)

  • Lee, Sang-Hoon;Kim, Hyun-Gyu
    • Proceedings of the KSME Conference
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    • 2008.11a
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    • pp.597-602
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    • 2008
  • Most of structural analyses are concerned with the deformation and stress in a body subjected to external loads. In many fields, however, the interpretation of inverse problems is needed to determine surface tractions or internal stresses. In this study, the inverse processes by using the finite elements and the boundary elements are formulated for the evaluation of internal residual stresses from displacements measured on a remote surface. Small errors in the measured displacements often result in a substantial loss of accuracy of an inverse system. We use the Tikhonov regularization techniques to regularize the ill-conditioned system. Advantages and disadvantages are discussed through numerical examples.

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Noise Shaping Based on Psychoacoustic Model

  • Lee, Jingeol;Nam, Seung Hyon
    • The Journal of the Acoustical Society of Korea
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    • v.20 no.2E
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    • pp.9-16
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    • 2001
  • A psychoacoustic model based noise shaping method which shapes the noise in the frequency domain is proposed, where its presence with a host signal will not be perceptually noticeable. The derivation of imperceptible noise levels from the masking thresholds of the signal involves a deconvolution associated with the spreading function in the psychoacoustic model, which results in an ill-conditioned problem. In this paper, the problem is formulated as a constrained optimization, and it is demonstrated that the solution provides noise shaping where the noise excitation level conforms to the masking thresholds of the signal, and thus the noises embedded in the signal will not be perceived by human ear.

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