• Title/Summary/Keyword: Newton algorithm

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Comparison of Analysis Performance of Additive Noise Signals by Independent Component Analysis (독립성분분석법에 의한 잡음첨가신호의 분석성능비교)

  • Cho Yong-Hyun;Park Yong-Soo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.3
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    • pp.294-299
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    • 2005
  • This paper presents the separation performance of the linearly mixed image signals with additive noises by using an independent component analyses(ICAs) of the fixed-point(FP) algorithm based on Newton and secant method, respectively. The Newton's FP-ICA uses the slope of objective function, and the secant's FP-ICA also uses the tangent line of objective function. The 2 kinds of ICA have been applied to the 2 dimensional 2-image with $512\times512$ pixels. Then Gaussian noise and Laplacian noise are added to the mixed images, respectively. The experimental results show that the Newton's FP-ICA has better the separation speed than secant FP-ICA and the secant's FP-ICA has also the better separation rate than Newton's FP-ICA. Especially, the Newton and secant method gives relatively larger improvement degree in separation speed and rate as the noise increases.

An Improved Newton-Raphson's Reciprocal and Inverse Square Root Algorithm (개선된 뉴톤-랍손 역수 및 역제곱근 알고리즘)

  • Cho, Gyeong-Yeon
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.11 no.1
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    • pp.46-55
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    • 2007
  • The Newton-Raphson's algorithm for finding a floating point reciprocal and inverse square root calculates the result by performing a fixed number of multiplications. In this paper, an improved Newton-Raphson's algorithm is proposed, that performs multiplications a variable number. Since the number of multiplications performed by the proposed algorithm is dependent on the input values, the average number of multiplications per an operation is derived from many reciprocal and inverse square tables with varying sizes. The superiority of this algorithm is proved by comparing this average number with the fixed number of multiplications of the conventional algorithm. Since the proposed algorithm only performs the multiplications until the error gets smaller than a given value, it can be used to improve the performance of a reciprocal and inverse square root unit. Also, it can be used to construct optimized approximate tables. The results of this paper can be applied to many areas that utilize floating point numbers, such as digital signal processing, computer graphics, multimedia, scientific computing, etc.

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.

Comparison of Regularization Techniques For an Inverse Radiation Boundary Analysis (역복사경계해석을 위한 다양한 조정기법 비교)

  • Kim, Ki-Wan;Baek, Seung-Wook
    • Proceedings of the KSME Conference
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    • 2004.11a
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    • pp.1288-1293
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    • 2004
  • 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 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 of adopting the genetic algorithm as an initial value selector, whereas using the conjugate-gradient method and Newton method to reduce their dependence on the initial value.

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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.

Low Complexity Gauss Newton Variable Forgetting Factor RLS for Time Varying System Estimation (시변 시스템 추정을 위한 연산량이 적은 가우스 뉴턴 가변 망각인자를 사용하는 RLS 알고리즘)

  • Lim, Jun-Seok;Pyeon, Yong-Guk
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.9
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    • pp.1141-1145
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    • 2016
  • In general, a variable forgetting factor is applied to the RLS algorithm for the time-varying parameter estimation in the non-stationary environments. The introduction of a variable forgetting factor to RLS needs heavy additional calculation complexity. We propose a new Gauss Newton variable forgetting factor RLS algorithm which needs small amount of calculation as well as estimates the better parameters in time-varying nonstationary environment. The algorithm performs as good as the conventional Gauss Newton variable forgetting factor RLS and the required additional calculation complexity reduces from $O(N^2)$ to O(N).

Shape and location estimation using prior information obtained from the modified Newton-Raphson method

  • Jeon, H.J.;Kim, J.H.;Choi, B.Y.;Kim, M.C.;Kim, S.;Lee, Y.J.;Kim, K.Y.
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.570-574
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    • 2003
  • In most boundary estimation algorithms estimation in EIT (Electrical Impedance Tomography), anomaly boundaries can be expressed with Fourier series and the unknown coefficients are estimated with proper inverse algorithms. Furthermore, the number of anomalies is assumed to be available a priori. The prior knowledge on the number of anomalies may be unavailable in some cases, and we need to determine the number of anomalies with other methods. This paper presents an algorithm for the boundary estimation in EIT (Electrical Impedance Tomography) using the prior information from the conventional Newton-Raphson method. Although Newton-Raphson method generates so poor spatial resolution that the anomaly boundaries are hardly reconstructed, even after a few iterations it can give general feature of the object to be imaged such as the number of anomalies, their sizes and locations, as long as the anomalies are big enough. Some numerical experiments indicate that the Newton-Raphson method can be used as a good predictor of the unknown boundaries and the proposed boundary discrimination algorithm has a good performance.

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New Algorithm for Demand Power Prediction Using Newton Extrapolation Method (Newton 보외법에 의한 수요전력 예측 알고리즘)

  • Chung, Dae-Won
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.2782-2784
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    • 2001
  • 최대수요전력 제어기의 실시간 부하전력예측을 위하여 Newton 보외법을 적용하였다. 기존의 선형기법에 비하여 실제 데이터에 가까운 부하전력을 예측할 수 있었다. 이 새로운 알고리즘을 적용함으로써 부하예측을 보다 정확히 할 수 있어 빈번한 부하차단이나 우발적인 차단을 방지하여 설비 운용의 신뢰성을 높일 수 있다. 개선된 알고리즘은 마이컴으로 제어되는 실제 시스템에 적용하여 보다 나은 성능을 얻을 수 있었다.

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GLOBAL CONVERGENCE PROPERTIES OF TWO MODIFIED BFGS-TYPE METHODS

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.311-319
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    • 2007
  • This article studies a modified BFGS algorithm for solving smooth unconstrained strongly convex minimization problem. The modified BFGS method is based on the new quasi-Newton equation $B_k+1{^s}_k=yk\;where\;y_k^*=yk+A_ks_k\;and\;A_k$ is a matrix. Wei, Li and Qi [WLQ] have proven that the average performance of two of those algorithms is better than that of the classical one. In this paper, we prove the global convergence of these algorithms associated to a general line search rule.

A Study on Channel Equalization for DS-CDMA System in Fast Fading Environment (Fast Fading 환경에서 DS-CDMA 시스템에 대한 채널 등화에 관한 연구)

  • 김원균;박노진;강철호
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.26 no.7B
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    • pp.937-943
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    • 2001
  • fast fading 채널 특성을 갖는 DS-CDMA 다중 사용자 환경에서 Normalized CMA(Constant Modulus Algorithm)와 Newton 방식을 이용한 CMA를 이용하여 빠른 수렴속도와 작은 평균 자승 오차(Mean Square Error)를 동시에 개선할 수 있는 등화 방법을 제안하였다. Normalized CMA는 Newton 방식을 이용한 CMA에 비해 작은 평균 자승오차를 갖지만 수렴속도가 느리다는 단점이 있다. 반면 Newton 방식을 이용한 CMA는 Normalized CMA에 비해 수렴속도는 빠르지만 큰 평균 자승 오차를 갖는다는 단점이 있다. 따라서 빠른 수렴 속도와 작은 평균 자승 오차를 동시에 얻기 위한 구조를 제안하였으며, 이 구조는 각각의 알고리즘을 사용하는 방법과는 달리 두 개의 알고리즘을 동시에 이용한다. 모의 실험 결과, 제안한 기법이 Normalized CMA보다 약 320번, Newton 방식을 이용한 CMA보다는 170번 정도 빠른 수렴 속도를 나타냈으며, 동시에 수렴시의 평균 자승 오차는 Newton 방식을 이용한 CMA보다 약 0.6dB, Normalized CMA보다 약 0.4dB 정도 낮은 수치를 나타내는 것을 확인할 수 있었다.

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