• Title/Summary/Keyword: Newton-Raphson algorithm

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Wakeby Distribution and the Maximum Likelihood Estimation Algorithm in Which Probability Density Function Is Not Explicitly Expressed

  • Park Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.443-451
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    • 2005
  • The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

Newton-Raphson법 기반의 적응 망각율을 갖는 RLS 알고리즘에 의한 원격센서시스템의 시변파라메타 추정 (Time Variant Parameter Estimation using RLS Algorithm with Adaptive Forgetting Factor Based on Newton-Raphson Method)

  • 김경엽;지석준;곽려혜;이준탁
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2007년도 제38회 하계학술대회
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    • pp.1680-1681
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    • 2007
  • This paper deals with RLS algorithm using Newton-Raphson method based adaptive forgetting factor for a passive telemetry RF sensor system in order to estimate the time variant parameter to be included in RF sensor model.

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Performance Comparison of Logistic Regression Algorithms on RHadoop

  • Jung, Byung Ho;Lim, Dong Hoon
    • 한국컴퓨터정보학회논문지
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    • 제22권4호
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    • pp.9-16
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    • 2017
  • Machine learning has found widespread implementations and applications in many different domains in our life. Logistic regression is a type of classification in machine leaning, and is used widely in many fields, including medicine, economics, marketing and social sciences. In this paper, we present the MapReduce implementation of three existing algorithms, this is, Gradient Descent algorithm, Cost Minimization algorithm and Newton-Raphson algorithm, for logistic regression on RHadoop that integrates R and Hadoop environment applicable to large scale data. We compare the performance of these algorithms for estimation of logistic regression coefficients with real and simulated data sets. We also compare the performance of our RHadoop and RHIPE platforms. The performance experiments showed that our Newton-Raphson algorithm when compared to Gradient Descent and Cost Minimization algorithms appeared to be better to all data tested, also showed that our RHadoop was better than RHIPE in real data, and was opposite in simulated data.

Genetic Algorithm Approach to Image Reconstruction in Electrical Impedance Tomography

  • Kim, Ho-Chan;Boo, Chang-Jin;Lee, Yoon-Joon;Kang, Chang-Ik
    • KIEE International Transactions on Electrophysics and Applications
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    • 제4C권3호
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    • pp.123-128
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    • 2004
  • In electrical impedance tomography (EIT), the internal resistivity distribution of the unknown object is computed using the boundary voltage data induced by different current patterns using various reconstruction algorithms. This paper presents a new image reconstruction algorithm based on the genetic algorithm (GA) via a two-step approach for the solution of the EIT inverse problem, in particular for the reconstruction of "static" images. The computer simulation for the 32 channels synthetic data shows that the spatial resolution of reconstructed images in the proposed scheme is improved compared to that of the modified Newton-Raphson algorithm at the expense of an increased computational burden.rden.

임피던스 단층촬영기의 정적 영상 복원 알고리즘 (A STATIC IMAGE RECONSTRUCTION ALGORITHM IN ELECTRICAL IMPEDANCE TOMOGRAPHY)

  • 우응제
    • 대한의용생체공학회:학술대회논문집
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    • 대한의용생체공학회 1991년도 춘계학술대회
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    • pp.5-7
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    • 1991
  • We have developed an efficient and robust image reconstruction algorithm for static impedance imaging. This improved Newton-Raphson method produced more accurate images by reducing the undesirable effects of the ill-conditioned Hessian matrix. We found that our electrical impedance tomography (EIT) system could produce two-dimensional static images from a physical phantom with 7% spatial resolution at the center and 5% at the periphery. Static EIT image reconstruction requires a large amount of computation. In order to overcome the limitations on reducing the computation time by algorithmic approaches, we implemented the improved Newton-Raphson algorithm on a parallel computer system and showed that the parallel computation could reduce the computation time from hours to minutes.

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유전자 알고리듬을 이용한 조류계산 (Load Flow Calculation Using Genetic Algorithm)

  • 김형철;이장무;차준민;최재석;권세혁
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 제36회 하계학술대회 논문집 A
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    • pp.78-80
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    • 2005
  • The load flow calculation is one of the most critical issues in electrical power systems. Generally, load flow has been calculated by Gauss-Seidel method and Newton-Raphson method but these methods have some problems such as non-convergence due to heavy load and initial value. In this paper, to overcome such problems, the power flow is calculated by genetic algorithm. At the heavy load, the solution for problem can not be obtained by the Newton-Raphson method. However, it can be solved in case of using genetic algorithm. In this paper, the strong point of this method would be demonstrated in application to an example system.

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전기적 임피던스에 의한 컴퓨터 단층촬영 영상의 재구성의 위한 새로운 방법의 제안 - 유전알고리즘과 뉴으튼-랩슨법을 이용한 복합방법 - (A Proposal of New Method for EICT Image Reconstruction A Hybrid Approach Using Genetic Algorithm and Newton-Raphson Method -)

  • 조경호;고성택;고한석
    • 전자공학회논문지B
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    • 제33B권4호
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    • pp.91-99
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    • 1996
  • A hybrid approach employing both the genetic algorithm and the newton-raphson method is proposed for the electrical impedance computed tomography (EICT) image reconstruction. Computational experiments based on the new concept have shown promising results for several noise-free models. In particular, the resistance distribution of the tested models having resistivity ratio up to 100:1 has been reconstructed sucessfully. Using the proposed mehtod, it is also possible to get the reconstruction by the conventional iterative approaches be difficult to vonverge to a robust solution. If the compution power is enhanced further, the proposed method is expected to stimulate the practical applications of the EICT technology in the near future.

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트림 곡면상에서 사각형 요소망의 자동 생성 (Automatic Generation of Quadrilateral Meshes on Trimmed Surfaces)

  • 김형일;채수원
    • 한국CDE학회논문집
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    • 제4권2호
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    • pp.153-161
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    • 1999
  • An atomatic mesh generation scheme with unstructured quadrilateral elements on trimmed surfaces has been developed. Trimmed surfaces are often encountered in modeling of structures with complex shapes such as aircrafts, automobile structures, pressure vessels and etc. For unstructured mesh generation with quadrilateral elements, a domain decomposition algorithm employing loop operators has been used. Mesh generation on trimmed surface is performed in three steps. First, trimmed surfaces with holes or cuts are transformed to th largest projection planes in which the meshes are constructed. The constructed meshes are transformed to the u-v parametric plane and then finally to the original 3D surfaces. Th exact locations of holes or cuts in projection planes are determined by the Newton-Raphson method. Sample meshes are constructed to demonstrate the effectiveness of the proposed algorithm.

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크노이드파의 매개변수 산정 (Note on Calculation of Cnoidal Wave Parameters)

  • Cho, Yong-Sik
    • 한국해안해양공학회지
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    • 제7권3호
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    • pp.227-232
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    • 1995
  • 크노이드파의 발생에 필요한 Jacobian 매개변수 산정에 관한 새로운 방법이 제안되었다. 제안된 방법에서는 수심, 파고 및 파의 주기 또는 파장이 주어지면, Newton-Raphson 방법과 산술 및 기하평균방법을 이용하여 기존의 시행착오법과 비교하여 과정은 더욱 단순하면서도 동일한 정밀도를 갖는 결과를 제공한다.

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Jacobian Matrix를 배제한 조류계산의 새 알고리즘에 관한 연구 (A New Algorithm of Load Flow without Using Jacobian Matrix)

  • 문영현;노태훈;류헌수;허영
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1997년도 하계학술대회 논문집 D
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    • pp.1074-1077
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    • 1997
  • 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 this paper a new type of load flow equation is summarized as follows: Since inverse calculation of Jacobian matrix is not needed in the suggested algorithm but using complex bus voltage, the calculation process is simple. With the simple structure, reduction of calculation time is achieved.

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