• Title/Summary/Keyword: Minimum Eigenvalue

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Determination of Minimum Eigenvalue in a Continuous-time Weighted Least Squares Estimator (연속시간 하중최소자승 식별기의 최소고우치 결정)

  • Kim, Sung-Duck
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.41 no.9
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    • pp.1021-1030
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    • 1992
  • When using a least squares estimator with exponential forgetting factor to identify continuous-time deterministic system, the problem of determining minimum eigenvalue is described in this paper. It is well known fact that the convergence rate of parameter estimates relies on various factors consisting of the estimator and especially, theirproperties can be directly affected by all eigenvalues in the parameter error differential equation. Fortunately, there exists only one adjusting eigenvalue in the given estimator and then, the parameter convergence rates depend on this minimum eigenvalue. In this note, a new result to determine the minimum eigenvalue is proposed. Under the assumption that the input has as many spectral lines as the number of parameter estimates, it can be proven that the minimum eigenvalue converges to a constant value, which is a function of the forgetting factor and the parameter estimates number.

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Some bounds on the solution of the continuous algebraic Riccati equation

  • Moon, Young-Soo;Lee, Youngil;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10b
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    • pp.425-427
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    • 1993
  • Some upper bounds for the solution of the continuous algebraic Riccati equation are presented. These consist of bounds for summations of eigenvalues, products of eigenvalues, individual eigenvalues and the minimum eigenvalue of the solution matrix. Among these bounds, the first three are the first results for the upper bound of each case, while bounds for the minimum eigenvalue supplement the existing ones and require no side conditions for their validities.

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Improvement of the Rayleigh Quotient Iteration Method (RQI 기법의 성능 개선)

  • Jeon, C.W.;Kim, H.J.;Lee, J.G.
    • Proceedings of the KIEE Conference
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    • 1994.11a
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    • pp.319-321
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    • 1994
  • When a few eigenvalues and eigenvectors are desired, Rayleigh Quotient Iteration(RQI) is widely used. The ROI, however, cannot give maximum or minimum eigenvalue/eigenvector. In this paper, Modified Rayleigh quotient Iteration(MRQI) is developed. The MRQI can give the maximum or minimum eigenvalue/eigenvector regardless of tile initial starting vector.

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Antenna array for estimation of direction of arrival utilizing modified minimum eigenvalue searching (개선된 MES 방법을 이용한 신호의 도래각(DOA) 추정을 위한 배열안테나)

  • 이현배;최승원
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.33B no.4
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    • pp.164-173
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    • 1996
  • This paper presents an alternative technique for DOA (direction-of-arrival) estimation. For generating a weight vector orthogonal to the signal subspace, a modified version of MES (minimum eigenvalue searching ) method is introduced. The performance of the proposed technique is compared to that of the conventional ED (eigen decomposition) method in terms of angle resolution for a number of snapshots during agiven observation period as well as various SNR's. In addition, the superiority of the suggested technique is shown, by analyzing the required computational load of the proposed MES and conventional ED method. A novel procedure of simplifying the MES proposed in [1] is presented on that purpose. Another advnatage of the proposed technique is that it is performed independently of the detection of the number of signal components, which makes it possible to estimate the DOA's of clusters consisting of infinite number of inseparable signal components.

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Adaptive Eigenvalue Decomposition Approach to Blind Channel Identification

  • Byun, Eul-Chool;Ahn, Kyung-Seung;Baik, Heung-Ki
    • Proceedings of the IEEK Conference
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    • 2001.06a
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    • pp.317-320
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    • 2001
  • Blind adaptive channel identification of communication channels is a problem of important current theoretical and practical concerns. Recently proposed solutions for this problem exploit the diversity induced by antenna array or time oversampling leading to the so-called, second order statistics techniques. And adaptive blind channel identification techniques based on a off-line least-squares approach have been proposed. In this paper, a new approach is proposed that is based on eigenvalue decomposition. And the eigenvector corresponding to the minimum eigenvalue of the covariance matrix of the received signals contains the channel impulse response. And we present a adaptive algorithm to solve this problem. The performance of the proposed technique is evaluated over real measured channel and is compared to existing algorithms.

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Out-of-plane elastic buckling of truss beams

  • Fedoroff, Alexis;Kouhia, Reijo
    • Structural Engineering and Mechanics
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    • v.45 no.5
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    • pp.613-629
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    • 2013
  • In this article we will present a method to directly evaluate the critical point of a non-linear system by using the solution of a polynomial eigenvalue approximation as a starting point for an iterative non-linear system solver. This method will be used to evaluate out-of-plane buckling properties of truss structures for which the lateral displacement of the upper chord has been prevented. The aim is to assess for a number of example structures whether or not the linearized eigenvalue solution gives a relevant starting point for an iterative non-linear system solver in order to find the minimum positive critical load.

An Adaptive Time Delay Estimation Method Based on Canonical Correlation Analysis (정준형 상관 분석을 이용한 적응 시간 지연 추정에 관한 연구)

  • Lim, Jun-Seok;Hong, Wooyoung
    • The Journal of the Acoustical Society of Korea
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    • v.32 no.6
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    • pp.548-555
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    • 2013
  • The localization of sources has a numerous number of applications. To estimate the position of sources, the relative delay between two or more received signals for the direct signal must be determined. Although the generalized cross-correlation method is the most popular technique, an approach based on eigenvalue decomposition (EVD) is also popular one, which utilizes an eigenvector of the minimum eigenvalue. The performance of the eigenvalue decomposition (EVD) based method degrades in the low SNR and the correlated environments, because it is difficult to select a single eigenvector for the minimum eigenvalue. In this paper, we propose a new adaptive algorithm based on Canonical Correlation Analysis (CCA) in order to extend the operation range to the lower SNR and the correlation environments. The proposed algorithm uses the eigenvector corresponding to the maximum eigenvalue in the generalized eigenvalue decomposition (GEVD). The estimated eigenvector contains all the information that we need for time delay estimation. We have performed simulations with uncorrelated and correlated noise for several SNRs, showing that the CCA based algorithm can estimate the time delays more accurately than the adaptive EVD algorithm.

Evaluation of Rotor Dynamic Characteristic of Roots Type Vacuum Pump (루츠타입 진공펌프의 동특성 평가)

  • Lee, Jong-Myeong;Kim, Yong-Hwi;Ha, Jeong-Min;Gu, Dong-Sik;Hwang, Ho-Jun;Choi, Byeong-Keun
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2011.10a
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    • pp.264-270
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    • 2011
  • The goal of this study is a stability evaluation through eigenvalue and rotor dynamics analysis of the vacuum pump. The vacuum pump used is a roots type pump, one of the dry middle vacuum pumps, is necessary at the procedure to produce semiconductor and display. The eigenvalue evaluation is solved by numerical analysis through using Modal test and 2D 3D models. Both the experiment and the analysis result are similar, the analysis result using 2D is more oculate the 3D model comparing with test result. So rotor dynamic evaluation is performed through using 2D model. Rotor dynamic evaluation used the campbell diagram and root locus map which were acquired by complex eigenvalue analysis. And we checked minimum clearance of vacuum pump composition between two rotors through unbalance response analysis. Thus, vacuum pump, the target object of this study, was evaluated to be operated stably.

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Fission source convergence diagnosis in Monte Carlo eigenvalue calculations by skewness and kurtosis estimation methods

  • Ho Jin Park;Seung-Ah Yang
    • Nuclear Engineering and Technology
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    • v.56 no.9
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    • pp.3775-3784
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    • 2024
  • In this study, a skewness estimation method (SEM) and kurtosis estimation method (KEM) are introduced to determine the number of inactive cycles in Monte Carlo eigenvalue calculations. The SEM and KEM can determine the number of inactive cycles on the basis that fully converged fission source distributions may follow normal distributions without asymmetry or outliers. Two convergence criteria values and a minimum cycle length for the SEM and KEM were determined from skewness and kurtosis analyses of the AGN-201K benchmark and 1D slab problems. The SEM and KEM were then applied to two OECD/NEA slow convergence benchmark problems to evaluate the performance and reliability of the developed methods. Results confirmed that the SEM and KEM provide appropriate and effective convergence cycles when compared to other methods and fission source density fraction trends. Also, the determined criterion value of 0.5 for both ε1 and ε2 was concluded to be reasonable. The SEM and KEM can be utilized as a new approach for determining the number of inactive cycles and judging whether Monte Carlo tally values are fully converged. In the near future, the methods will be applied to various practical problems to further examine their performance and reliability, and optimization will be performed for the convergence criteria and other parameters as well as for improvement of the methodology for practical usage.

Design of suboptimal robust kalman filter using LMI approach (LMI기법을 이용한 준최적 강인 칼만 필터의 설계)

  • 진승희;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1477-1480
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    • 1997
  • This paper is concerned with the design of a suboptimal robust Kalman filter using LMI approach for system models in the state space, which are subjected to parameter uncertainties in both the state and measurement atrices. Under the assumption that augmented system composed of the uncertain system and the state estimation error dynamics should be stable, a Lyapunov inequality is obtained. And from this inequaltiy, the filter design problem can be transformed to the gneric LMI problems i.e., linear objective minimization problem and generalized eigenvalue minimization problem. When applied to uncertain linear system modles, the proposed filter can provide the minimum upper bound of the estimation error variance for all admissible parameter uncertainties.

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