• Title/Summary/Keyword: Newton-Raphson algorithm

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EXTENSION OF FACTORING LIKELIHOOD APPROACH TO NON-MONOTONE MISSING DATA

  • Kim, Jae-Kwang
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.401-410
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    • 2004
  • We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Rubin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood. Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method.

Shape Optimization of Arches (아치구조의 형상 최적화)

  • Han, Sang Hoon;Byun, Keun Joo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.4 no.4
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    • pp.127-135
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    • 1984
  • This paper considers the problem of optimum shaping of steel arches subjected to general loading. The weight of arches is considered as the objective function and the appropriate combinations of section forces, material volume, arc length, and closed section area of arches are considered as the stress constraints. The shape optimization problems are formulated in terms of the design variables of sectional areas of each element. First the cost sensitivity of the design is investigated. Then the investigation comprises the search for the optimum arch form as well as the optimum area distribution along the arch. Two spaces of shape optimization algorithm will be treated, the first space corresponding to the section optimization by the Modified Newton Raphson Method, and the second space to the coordinate optimization by the Powell Method. The optimization algorithm is evaluated and the optimum span-rise ratios for the given arches are evaluated.

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A New Concept of Power Flow Analysis

  • Kim, Hyung-Chul;Samann, Nader;Shin, Dong-Geun;Ko, Byeong-Hun;Jang, Gil-Soo;Cha, Jun-Min
    • Journal of Electrical Engineering and Technology
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    • v.2 no.3
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    • pp.312-319
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    • 2007
  • The solution of the power flow is one of the most important problems in electrical power systems. These traditional methods such as Gauss-Seidel method and Newton-Raphson (NR) method have had drawbacks up to now such as initial values, abnormal operating solutions and divergences in heavy loads. In order to overcome theses problems, the power flow solution incorporating genetic algorithm (GA) is introduced in this paper. General operator of genetic algorithm, arithmetic crossover, and non-uniform mutation operator of GA are suggested to solve the power flow problem. While abnormal solution cannot be obtained by a NR method, multiple power flow solution can be obtained by a GA method. With a heavy load, both normal solution and abnormal solution can be obtained by a proposed method. In this paper, a floating number representation instead of the binary number representation is introduced for accuracy. Simulation results have been compared with traditional methods.

An exact floating point square root calculator using multiplier (곱셈기를 이용한 정확한 부동소수점 제곱근 계산기)

  • Cho, Gyeong-Yeon
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.8
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    • pp.1593-1600
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    • 2009
  • There are two major algorithms to find a square root of floating point number, one is the Newton_Raphson algorithm and GoldSchmidt algorithm which calculate it approximately by iterating multiplications and the other is SRT algorithm which calculates it exactly by iterating subtractions. This paper proposes an exact floating point square root algorithm using only multiplication. At first an approximate inverse square root is calculated by Newton_Raphson algorithm, and then an exact square root algorithm by reducing an error in it and a compensation algorithm of it are proposed. The proposed algorithm is verified to calculate all of numbers in a single precision floating point number and 1 billion random numbers in a double precision floating point number. The proposed algorithm requires only the multipliers without another hardware, so it can be widely used in an embedded system and mobile production which requires an efact square root of floating point number.

SMALL SAMPLE PROPERTIES OF GENERALIZED LOGIT MODEL ESTIMATORS WITH BOOTSTRAP

  • Kim, Peyong-Koo;Kim, Jong-Ho;Cho, Joong-Jae
    • Journal of applied mathematics & informatics
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    • v.3 no.2
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    • pp.253-264
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    • 1996
  • The generalized logit model of nominal type with random regressors is studied for bootstrapping. We assess the accuracy of some estimators for our generalized logit model using a Monte Carlo simu-lation. That is we study the finite sample properties containing the consistency and asymptotic normality of the maximum likelihood es-timators. Also we compare Newton Raphson algorithm with BHHH algorithm.

A Transient stability Analysis Algorithm Using decoupled Network Solution

  • Park, Young-Moon;Park, Jong-Bae
    • Proceedings of the KIEE Conference
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    • 1988.11a
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    • pp.135-139
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    • 1988
  • This paper presents a new algorithm using power flow solution which is given by the polar form Newton-Raphson method in a transient stability analysis. The computation time to solve network equations can be much saved by a decoupled power flow method. In addition, the time is much saved in performing a approximate stability analysis by linearizing the differential equations and using a voltage and angle sensitivity matrix given in network equations.

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A STUDY ON NUMERICAL SIMULATION OF TOWED LOW-TENSION CABLE WITH NONUNIFORM CHARACTERISTICS (불균일 단면을 갖는 저장력 예인케이블에 관한 수치해석적 연구)

  • Jung, Dong-Ho;Park, Han-Il
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2002.05a
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    • pp.161-166
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    • 2002
  • Low-tension cables have been increasingly used in recent years due to deep-sea developments and the advent of synthetic cables. In the case of low-tension cables, large displacements may happen due to relatively small restoring forces of tension and thus the effects of fluid and geometric non-linearities become predominant. In this study, three-dimensional (3-D) dynamic behavior of a towed low-tension cable with non-uniform characteristics is numerically analyzed by considering fluid and geometric non-linearities and bending stiffness. A Fortran program is developed by employing a finite difference method. In the algorithm, an implicit time integration and Newton-Raphson iteration are adopted. For the calculation of huge size of matrices, block tri-diagonal matrix method is applied, which is much faster than the well-known Gauss-Jordan method in two point boundary value problems. Some case studies are carried out and the results of numerical simulations are compared with a in-house program of WHOI Cable with good agreements.

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Direct Correction of Lens Distortions in Close-Range Digital Photogrammetry (근거리 수치사진측량에 있어서 렌즈왜곡의 직접 보정)

  • 안기원;박병욱;서두천
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.17 no.3
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    • pp.257-264
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    • 1999
  • The lens distortions were corrected directly using the high-order polynomial which was offered in camera calibration data for the forward transformation and the root of Newton-Raphson's $2\times{2}$ nonlinear system for the backward transformation. The 0.04~0.08 pixels increase in accuracy was indicated through the use of direct correction of lens distortions instead of least square methods of commercial software. The least square adjustment method of high-order polynomial requires many control points which has a same weight. But this suggested method which is unnecessary to determine control points was developed and applied. The algorithm showed improved efficacy.

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Optimum Design of Composite Framed Structures Based Reliability Index (신뢰성지수를 고려한 합성 뼈대구조물의 최적설계에 관한 연구)

  • Jung, Young Chae;Kim, Jong Gil
    • Journal of Korean Society of Steel Construction
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    • v.15 no.4 s.65
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    • pp.389-401
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    • 2003
  • The purpose of this study is to develop an algorithm, which can be designed the optimal sections of the composite framed structures constituted with the beams and the columns consisted of H type of steel section and concrete considering the reliability index. The optimized problem or the composite framed structures is formulated with the objective function and the constraints taking the section sizes as the design variables. The objective functions are constituted by the total costs of constructions. Also, the constraints are derived by considering the reliability index of section stress and allowable stress. The algorithm optimized the section of the composite framed structures utilizes the SUMT method using the modified Newton-Raphson direction method. The optimizing algorithm developed in this study is applied to the numerical examples with respecting a one-bay, one-story composite framed structure and a one-bay five-story one for the practical utilization of design on the composite framed structures using the reliability indices$({\beta})$ three and zero. In addition, their numerical results are compared and analyzed to examine the possibility of optimization the applicability, and the convergence this algorithm.

A novel approach to the classification of ultrasonic NDE signals using the Expectation Maximization(EM) and Least Mean Square(LMS) algorithms (Expectation Maximization (EM)과 Least Mean Square(LMS) algorithm을 이용하여 초음파 비파괴검사 신호의 분류를 하기 위한 새로운 접근법)

  • Daewon Kim
    • Journal of the Institute of Convergence Signal Processing
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    • v.4 no.1
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    • pp.15-26
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    • 2003
  • Ultrasonic inspection methods are widely used for detecting flaws in materials. The signal analysis step plays a crucial part in the data interpretation process. A number of signal processing methods have been proposed to classify ultrasonic flaw signals. One of the more popular methods involves the extraction of an appropriate set of features followed by the use of a neural network for the classification of the signals in the feature space. This paper describes an alternative approach which uses the least mean square (LMS) method and expectation maximization (EM) algorithm with the model based deconvolution which is employed for classifying nondestructive evaluation (NDE) signals from steam generator tubes in a nuclear power plant. The signals due to cracks and deposits are not significantly different. These signals must be discriminated to prevent from happening a huge disaster such as contamination of water or explosion. A model based deconvolution has been described to facilitate comparison of classification results. The method uses the space alternating generalized expectation maximization (SAGE) algorithm In conjunction with the Newton-Raphson method which uses the Hessian parameter resulting in fast convergence to estimate the time of flight and the distance between the tube wall and the ultrasonic sensor Results using these schemes for the classification of ultrasonic signals from cracks and deposits within steam generator tubes are presented and showed a reasonable performances.

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