• Title/Summary/Keyword: Newton Iteration

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DSP Implementation of The Position Location System in Underwater Channel Environments (수중환경에서 위치추적 시스템의 DSP 구현)

  • Ko, Hak-Lim;Lim, Yong-Kon;Lee, Deok-Hwan
    • The Journal of the Acoustical Society of Korea
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    • v.26 no.1
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    • pp.48-54
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    • 2007
  • In this paper we have implemented a 3-D PL (Position Location) system to estimate the 3-dimensional position of a moving object in underwater environments. In this research, we let four sensors fixed in different Positions and moving sensorsto communicate with each other to find the 3-dementianal positions for both the fixed and moving objects. Using this we were also able to control the moving object remotely. When finding the position, we calculated the norm of the Jacobian matrix every iteration in the Newton algorithm. Also by using a different initial value for calculating the solution when the norm became higher than the critical value and the solution from the inverse matrix became unstable, we could find a more reliable position for the moving object. The proposed algorithm was used in implementing a DSP system capable of real-time position location. To verify the performance, experiments were done in a water tank. As a result we could see that our system could located the position of an object every 2 seconds with a error range of 5cm.

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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Quadratic Newton-Raphson Method for DC and Transient Analyses of Electronic Circuits (電子回路의 DC 및 過渡解析을 위한 2次 Newton-Raphson 方法)

  • Jun, Young-Hyun;Lee, Ki-Jun;Park, Song-Bai
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.26 no.1
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    • pp.122-128
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    • 1989
  • In this paper we propose a new method for solving a set of nonlinear algebraic equations encountered in the DC and transient analyses of electronic circuits. This method will be called Quadratic Newton-Raphson Method (QNRM), since it is based on the Newton-Raphson Method (NRM) but effectively takes into accoujnt the second order derivative terms in the Taylor series expansion of the nonlinear algebraic equations. The second order terms are approximated by linear terms using a carefully estimated solution at each iteration. Preliminary simulation results show that the QNRM saves the overall computational time significantly in the DC and transient analysis, compared with the conventional NRM.

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COMPUTATIONAL PITFALLS OF HIGH-ORDER METHODS FOR NONLINEAR EQUATIONS

  • Sen, Syamal K.;Agarwal, Ravi P.;Khattri, Sanjay K.
    • Journal of applied mathematics & informatics
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    • v.30 no.3_4
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    • pp.395-411
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    • 2012
  • Several methods with order higher than that of Newton methods which are of order 2 have been reported in literature for solving nonlinear equations. The focus of most of these methods was to economize on/minimize the number of function evaluations per iterations. We have demonstrated here that there are several computational pit-falls, such as the violation of fixed-point theorem, that one could encounter while using these methods. Further it was also shown that the overall computational complexity could be more in these high-order methods than that in the second-order Newton method.

ANALYSIS OF SMOOTHING NEWTON-TYPE METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEMS

  • Zheng, Xiuyun
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1511-1523
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    • 2011
  • In this paper, we consider the smoothing Newton method for the nonlinear complementarity problems with $P_0$-function. The proposed algorithm is based on a new smoothing function and it needs only to solve one linear system of equations and perform one line search per iteration. Under the condition that the solution set is nonempty and bounded, the proposed algorithm is proved to be convergent globally. Furthermore, the local superlinearly(quadratic) convergence is established under suitable conditions. Preliminary numerical results show that the proposed algorithm is very promising.

New Parameterizations for Multi-Step Unconstrained Optimization

  • Moghrabi, I.A.;Kassar, A.N
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.3 no.1
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    • pp.71-79
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    • 1999
  • We consider multi-step quasi-Newton methods for unconstrained optimization. These methods were introduced by Ford and Moghrabi [1, 2], who showed how interpolating curves could be used to derive a generalization of the Secant Equation (the relation normally employed in the construction of quasi-Newton methods). One of the most successful of these multi-step methods makes use of the current approximation to the Hessian to determine the parameterization of the interpolating curve in the variable-space and, hence, the generalized updating formula. In this paper, we investigate new parameterization techniques to the approximate Hessian, in an attempt to determine a better Hessian approximation at each iteration and, thus, improve the numerical performance of such algorithms.

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Application of Davidenko's Method to Rigorous Analysis of Leaky Modes in Circular Dielectric Rod Waveguides

  • Kim, Ki-Young;Tae, Heung-Sik;Lee, Jeong-Hae
    • KIEE International Transactions on Electrophysics and Applications
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    • v.3C no.5
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    • pp.199-206
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    • 2003
  • Numerical solutions to complex characteristic equations are quite often required to solve electromagnetic wave problems. In general, two traditional complex root search algorithms, the Newton-Raphson method and the Muller method, are used to produce such solutions. However, when utilizing these two methods, the choice of the initial iteration value is very sensitive, otherwise, the iteration can fail to converge into a solution. Thus, as an alternative approach, where the selection of the initial iteration value is more relaxed and the computation speed is high, Davidenko's method is used to determine accurate complex propagation constants for leaky circular symmetric modes in circular dielectric rod waveguides. Based on a precise determination of the complex propagation constants, the leaky mode characteristics of several lower-order circular symmetric modes are then numerically analyzed. In addition, no modification of the characteristic equation is required for the application of Davidenko's method.

ON THE LINEARIZATION OF DEFECT-CORRECTION METHOD FOR THE STEADY NAVIER-STOKES EQUATIONS

  • Shang, Yueqiang;Kim, Do Wan;Jo, Tae-Chang
    • Journal of the Korean Mathematical Society
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    • v.50 no.5
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    • pp.1129-1163
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    • 2013
  • Based on finite element discretization, two linearization approaches to the defect-correction method for the steady incompressible Navier-Stokes equations are discussed and investigated. By applying $m$ times of Newton and Picard iterations to solve an artificial viscosity stabilized nonlinear Navier-Stokes problem, respectively, and then correcting the solution by solving a linear problem, two linearized defect-correction algorithms are proposed and analyzed. Error estimates with respect to the mesh size $h$, the kinematic viscosity ${\nu}$, the stability factor ${\alpha}$ and the number of nonlinear iterations $m$ for the discrete solution are derived for the linearized one-step defect-correction algorithms. Efficient stopping criteria for the nonlinear iterations are derived. The influence of the linearizations on the accuracy of the approximate solutions are also investigated. Finally, numerical experiments on a problem with known analytical solution, the lid-driven cavity flow, and the flow over a backward-facing step are performed to verify the theoretical results and demonstrate the effectiveness of the proposed defect-correction algorithms.

A METHOD USING PARAMETRIC APPROACH WITH QUASINEWTON METHOD FOR CONSTRAINED OPTIMIZATION

  • Ryang, Yong-Joon;Kim, Won-Serk
    • Bulletin of the Korean Mathematical Society
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    • v.26 no.2
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    • pp.127-134
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    • 1989
  • This paper proposes a deformation method for solving practical nonlinear programming problems. Utilizing the nonlinear parametric programming technique with Quasi-Newton method [6,7], the method solves the problem by imbedding it into a suitable one-parameter family of problems. The approach discussed in this paper was originally developed with the aim of solving a system of structural optimization problems with frequently appears in various kind of engineering design. It is assumed that we have to solve more than one structural problem of the same type. It an optimal solution of one of these problems is available, then the optimal solutions of thel other problems can be easily obtained by using this known problem and its optimal solution as the initial problem of our parametric method. The method of nonlinear programming does not generally converge to the optimal solution from an arbitrary starting point if the initial estimate is not sufficiently close to the solution. On the other hand, the deformation method described in this paper is advantageous in that it is likely to obtain the optimal solution every if the initial point is not necessarily in a small neighborhood of the solution. the Jacobian matrix of the iteration formula has the special structural features [2, 3]. Sectioon 2 describes nonlinear parametric programming problem imbeded into a one-parameter family of problems. In Section 3 the iteration formulas for one-parameter are developed. Section 4 discusses parametric approach for Quasi-Newton method and gives algorithm for finding the optimal solution.

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