• Title/Summary/Keyword: Newton-Raphson algorithm

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A Newton-Raphson Solution for MA Parameters of Mixed Autoregressive Moving-Average Process

  • Park, B. S.
    • Journal of the Korean Statistical Society
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    • v.16 no.1
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    • pp.1-9
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    • 1987
  • Recently a new form of the extended Yule-Walker equations for a mixed autoregressive moving-average process of orders p and q has been proposed. It can be used to obtain p+q+1 parameter values from the first p+q+1 autocovariance terms. The autoregressive part of the equations is linear and can be easily solved. In contrast the moving-average part is composed of nonlinear simultaneous equations. Thus some iterative algorithms are necessary to solve them. The iterative algorithm presented by Choi(1986) is very simple but its convergence has not been proved yet. In this paper a Newton-Raphson solution for the moving-average parameters is presented and its convergence is shown. Also numerical example illustrate the performance of the algorithm.

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Efficient Alalysis of Resistive Networks With Canonical Piecewise-Linear Equations (정규 구간선형 방정식을 갖는 저항성 회로의 효율적인 해석)

  • 조준영;조진국;권용세;김영환
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.31A no.12
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    • pp.142-151
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    • 1994
  • This paper proposes new algorithms to solve canonical piecewise-linear equations with linear partitions and illustrates their efficiency through the analysis of resistive network. The basic idea of the proposed algorithm is to find the best next guess, closest to the actual solution, at each Newton-Raphson (N-R) iteration by comparing the images of nest guess candidates and that of the actual solution. The proposed algorithm can reduce the number of the N-R iterations rquired for convergence greatly, compared to the actual solution, at each Newton-Raphson (N-R) iteration by comparing the images of next guess candidates and that of the actual solution. The proposed algorithm can reduce the number of the N-R iterations required for convergence greatly, compared to the Katzenelson algorithm. When applied to analyzing test circuits, the proposed algorithm required 8 to 20 times fewer N-R iterations and 5 to 10 times less CPU time than the Katzenelson algorithm, depending on the size of the circuits. The experimental results also exhibit that the efficiency of the proposed algorithm over the Katzenelson algorithm increases as the number of the piecewise-linear regions for the representation of the circuit.

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Application of Bacterial Foraging Algorithm and Genetic Algorithm for Selective Voltage Harmonic Elimination in PWM Inverter

  • Maheswaran, D.;Rajasekar, N.;Priya, K.;Ashok kumar, L.
    • Journal of Electrical Engineering and Technology
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    • v.10 no.3
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    • pp.944-951
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    • 2015
  • Pulse Width Modulation (PWM) techniques are increasingly employed for PWM inverter fed induction motor drive. Among various popular PWM methods used, Selective Harmonic Elimination PWM (SHEPWM) has been widely accepted for its better harmonic elimination capability. In addition, using SHEPWM, it is also possible to maintain better voltage regulation. Hence, in this paper, an attempt has been made to apply Bacterial Foraging Algorithm (BFA) for solving selective harmonic elimination problem. The problem of voltage harmonic elimination together with output voltage regulation is drafted as an optimization task and the solution is sought through proposed method. For performance comparison of BFA, the results obtained are compared with other techniques such as derivative based Newton-Raphson method, and Genetic Algorithm. From the comparison, it can be observed that BFA based approach yields better results. Further, it provides superior convergence, reduced computational burden, and guaranteed global optima. The simulation results are validated through experimental findings.

A Planar Curve Intersection Algorithm : The Mix-and-Match of Curve Characterization, Subdivision , Approximation, Implicitization, and Newton iteration (평면 곡선의 교점 계산에 있어 곡선 특성화, 분할, 근사, 음함수화 및 뉴턴 방법을 이용한 Mix-and-Mntch알고리즘)

  • 김덕수;이순웅;유중형;조영송
    • Korean Journal of Computational Design and Engineering
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    • v.3 no.3
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    • pp.183-191
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    • 1998
  • There are many available algorithms based on the different approaches to solve the intersection problems between two curves. Among them, the implicitization method is frequently used since it computes precise solutions fast and is robust in lower degrees. However, once the degrees of curves to be intersected are higher than cubics, its computation time increases rapidly and the numerical stability gets worse. From this observation, it is natural to transform the original problem into a set of easier ones. Therefore, curves are subdivided appropriately depending on their geometric behavior and approximated by a set of rational quadratic Bezier cures. Then, the implicitization method is applied to compute the intersections between approximated ones. Since the solutions of the implicitization method are intersections between approximated curves, a numerical process such as Newton-Raphson iteration should be employed to find true intersection points. As the seeds of numerical process are close to a true solution through the mix-and-match process, the experimental results illustrates that the proposed algorithm is superior to other algorithms.

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Particle tracking algorithm for the Lagrangian-Eulerian finite element method

  • 석희준
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2004.09a
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    • pp.97-100
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    • 2004
  • Multivariate Newton Raphson method is developed to perform the particle tracking in the three dimensional area using four objective functions. In this method, three variables are solved to compute target point and actual and real tracking time. The simulated pathlines in various types of three dimensional elements are well matched with exact pathline.

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A Study on Development of a New Algorithm to Solve Load Flow for Distribution Systems (배전계통조류계산을 위한 새로운 알고리즘에 관한 연구)

  • Moon, Young-Hyun;Yoo, Sung-Young;Choi, Byoung-Kon;Ha, Bock-Nam;Lee, Joong-Ho
    • Proceedings of the KIEE Conference
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    • 1998.07c
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    • pp.918-922
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    • 1998
  • With the development of industry, the qualitical advancement of power is needed. Since it is placed in the end step of power system, the fault at the distribution system causes some users blackout directly. So if the fault occurs, quick restoration is very important subject and, for the reason, induction of the distribution automation system is now being progressed briskly. For the quick restoration of the faulted distribution system, the load shedding of the blackout-area must be followed, and the other problems like the shedded load, faulted voltage and the rest may cause other accident. Accordingly load shedding must be based on the precise calculation technique during the distribution system load flow(dist flow) calculation. In these days because of its superior convergence characteristic the Newton-Raphson method is most widely used. The number of buses in the distribution system amounts to thousands, and if the fault occurs at the distribution system, the speed for the dist flow calculation is to be improved to apply to the On-Line system. However, Newton-Raphson method takes much time relatively because it must calculate the Jacobian matrix and inverse matrix at every iteration, and in the case of huge load, the equation is hard to converge. In this thesis. matrix equation is used to make algebraical expression and then to solve load flow equation and to modify above defects. Then the complex matrix is divided into real part and imaginary part to keep sparcity. As a result time needed for calculation diminished. Application of mentioned algorithm to 302 bus, 700 bus, 1004 bus system led to almost identical result got by Newton-Raphson method and showed constant convergence characteristic. The effect of time reduction showed 88.2%, 86.4%, 85.1% at each case of 302 bus, 700 bus system 86.4%, and 1004 bus system.

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Distortional effect on global buckling and post-buckling behaviour of steel box beams

  • Benmohammed, Noureddine;Ziane, Noureddine;Meftah, Sid Ahmed;Ruta, Giuseppe
    • Steel and Composite Structures
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    • v.35 no.6
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    • pp.717-727
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    • 2020
  • The homotopy perturbation method (HPM) to predict the pre- and post-buckling behaviour of simply supported steel beams with rectangular hollow section (RHS) is presented in this paper. The non-linear differential equations solved by HPM derive from a kinematics where large twist and cross-sections distortions are considered. The results (linear and non-linear paths) given by the present HPM are compared to those provided by the Newton-Raphson algorithm with arc length and by the commercial FEM code Abaqus. To investigate the effect of cross-sectional distortion of beams, some numerical examples are presented.

Development and Performance of Automated Calibration System of Sound Level Meters (소음계 교정 자동화 시스템 개발 및 성능평가)

  • 김용태;조문재;이용봉;서재갑
    • Journal of KSNVE
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    • v.8 no.5
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    • pp.879-886
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    • 1998
  • An automated calibration system of sound level meters was developed and tested. As a standard sound source, the speaker unit(Forstex FE208) cabineted by 440$\times$390$\times$490 $\textrm{mm}^3$(LHW) volume wood box was adopted. Including this source, the driving part was found out to have a good linearity of sound pressure output vs AC voltage input. The Hybrid-Bisect/Newton-Raphson method modified by the linearity was adopted as a searching algorithm. Uisng GPIB interface, the console PC make the control, measurements, and calculations and finally make the accumulation of useful data and results automatically by the instructon in the program coded by C languate. Several trials of automatic calibration using this developed system give the reliable results.

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Polychotomous Machines;

  • Koo, Ja-Yong;Park, Heon Jin;Choi, Daewoo
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.225-232
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    • 2003
  • The support vector machine (SVM) is becoming increasingly popular in classification. The import vector machine (IVM) has been introduced for its advantages over SMV. This paper tries to improve the IVM. The proposed method, which is referred to as the polychotomous machine (PM), uses the Newton-Raphson method to find estimates of coefficients, and the Rao and Wald tests, respectively, for addition and deletion of import points. Because the PM basically follows the same addition step and adopts the deletion step, it uses, typically, less import vectors than the IVM without loosing accuracy. Simulated and real data sets are used to illustrate the performance of the proposed method.

Development of a general purpose software package for robot simulation (범용 로보트 시뮬레이션 팩키지 개발에 관한 연구)

  • 강대희;주광혁;김학표
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.5-8
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    • 1986
  • The simulation algorithm for all kinds of robots with arbitrary degrees of freedom which are combined with revolute joints or prismatic joints, or combinations was studied and implemented. This simulation package is composed of trajectory planning routine, control routine, kinematics routine using Newton-Raphson method, dynamics based on Newton-Euler method with four-bar linkage analysis, input routine and output routine.

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