• 제목/요약/키워드: generalized inverse of a matrix

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공분산분석 모형에서의 변수선택 정리 (Variable Selection Theorem for the Analysis of Covariance Model)

  • 윤상후;박정수
    • Communications for Statistical Applications and Methods
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    • 제15권3호
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    • pp.333-342
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    • 2008
  • 회귀모형에서의 변수선택에 관한 정리를 공분산분석 모형으로 확장하였다. 공분산분석 모형에서 몇개의 회귀변수를 제거한 축소모형을 세우는 경우에 추정량의 변화를 알아본 결과, 회귀계수 뿐만아니라 분산분석계수도 추정량의 편차는 증가하지만 분산은 감소하며, 어떤 경우에는 평균제곱오차도 감소한다는 결론을 얻었다.

웨이블릿 변환을 이용한 일반화된 서브밴드 분해 FIR 적응 필터의 구조와 수렴특성 해석 (The Structure and the Convergence Characteristics Analysis on the Generalized Subband Decomposition FIR Adaptive Filter in Wavelet Transform Domain)

  • 박순규;박남천
    • 융합신호처리학회논문지
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    • 제9권4호
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    • pp.295-303
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    • 2008
  • 변환영역 적응필터는 시간영역 적응필터보다 일반직으로 수렴속도가 빠르지만 필터의 차수가 증가함에 따라 계산량이 크게 증가한다. 이러한 문제점은 변환영역 적응필터를 서브밴드 분해구조로 변경함으로써 해결할 수 있다. 이 논문에서는 일반화된 서브밴드 분해 FIR 적응 필터의 수렴속도 향상을 위해 웨이블릿 변환영역에서 다이아딕 희소인자 서브필터를 가지는 일반화된 서브밴드 분해 FTR 적응 필터의 구조를 설계하였다. 그리고 이 적응필터에서 변환영역의 일반화된 등가입력을 유도하고 이 입력을 이용하여 LMS 일고리듬에 대한 수렴특성을 해석 및 평가하였다. 이 서브밴드 FIR 적응필터를 이용하여 역 모델링 시스템과 주기성 잡음제거기를 구성하고 LMS 알고리듬 대한 이 시스템들의 수련속도를 이산푸리에 변환을 이용한 서브밴드 적응필터의 것과 컴퓨터 모의실험으로 비교하였다.

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Simple factor analysis of measured data

  • Kozar, Ivica;Kozar, Danila Lozzi;Malic, Neira Toric
    • Coupled systems mechanics
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    • 제11권1호
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    • pp.33-41
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    • 2022
  • Quite often we have a lot of measurement data and would like to find some relation between them. One common task is to see whether some measured data or a curve of known shape fit into the cumulative measured data. The problem can be visualized since data could generally be presented as curves or planes in Cartesian coordinates where each curve could be represented as a vector. In most cases we have measured the cumulative 'curve', we know shapes of other 'curves' and would like to determine unknown coefficients that multiply the known shapes in order to match the measured cumulative 'curve'. This problem could be presented in more complex variants, e.g., a constant could be added, some missing (unknown) data vector could be added to the measured summary vector, and instead of constant factors we could have polynomials, etc. All of them could be solved with slightly extended version of the procedure presented in the sequel. Solution procedure could be devised by reformulating the problem as a measurement problem and applying the generalized inverse of the measurement matrix. Measurement problem often has some errors involved in the measurement data but the least squares method that is comprised in the formulation quite successfully addresses the problem. Numerical examples illustrate the solution procedure.

COMPARISONS OF PARALLEL PRECONDITIONERS FOR THE COMPUTATION OF SMALLEST GENERALIZED EIGENVALUE

  • Ma, Sang-Back;Jang, Ho-Jong;Cho, Jae-Young
    • Journal of applied mathematics & informatics
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    • 제11권1_2호
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    • pp.305-316
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    • 2003
  • Recently, an iterative algorithm for finding the interior eigenvalues of a definite matrix by CG-type method has been proposed. This method compares to the inverse power method. The given matrices A, and B are assumed to be large and sparse, and SPD( Symmetric Positive Definite) The CG scheme for the optimization of the Rayleigh quotient has been proven a very attractive and promising technique for large sparse eigenproblems for smallest eigenvalue. Also, it is very amenable to parallel computations, like the CG method for the linear systems. A proper choice of the preconditioner significantly improves the convergence of the CG scheme. But for parallel computations we need to find an efficient parallel preconditioner. Our candidates we ILU(0) in the wave-front order, ILU(0) in the multi-coloring order, Point-SSOR(Symmetric Successive Overrelaxation), and Multi-Color Block SSOR preconditioner. Wavefront order is a simple way to increase parallelism in the natural order, and Multi-coloring realizes a parallelism of order(N), where N is the order of the matrix. Another choice is the Multi-Color Block SSOR(Symmetric Successive OverRelaxation) preconditioning. Block SSOR is a symmetric preconditioner which is expected to minimize the interprocessor communication due to the blocking. We implemented the results on the CRAY-T3E with 128 nodes. The MPI (Message Passing Interface) library was adopted for the interprocessor communications. The test problem was drawn from the discretizations of partial differential equations by finite difference methods. The results show that for small number of processors Multi-Color ILU(0) has the best performance, while for large number of processors Multi-Color Block SSOR performs the best.

Solution of randomly excited stochastic differential equations with stochastic operator using spectral stochastic finite element method (SSFEM)

  • Hussein, A.;El-Tawil, M.;El-Tahan, W.;Mahmoud, A.A.
    • Structural Engineering and Mechanics
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    • 제28권2호
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    • pp.129-152
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    • 2008
  • This paper considers the solution of the stochastic differential equations (SDEs) with random operator and/or random excitation using the spectral SFEM. The random system parameters (involved in the operator) and the random excitations are modeled as second order stochastic processes defined only by their means and covariance functions. All random fields dealt with in this paper are continuous and do not have known explicit forms dependent on the spatial dimension. This fact makes the usage of the finite element (FE) analysis be difficult. Relying on the spectral properties of the covariance function, the Karhunen-Loeve expansion is used to represent these processes to overcome this difficulty. Then, a spectral approximation for the stochastic response (solution) of the SDE is obtained based on the implementation of the concept of generalized inverse defined by the Neumann expansion. This leads to an explicit expression for the solution process as a multivariate polynomial functional of a set of uncorrelated random variables that enables us to compute the statistical moments of the solution vector. To check the validity of this method, two applications are introduced which are, randomly loaded simply supported reinforced concrete beam and reinforced concrete cantilever beam with random bending rigidity. Finally, a more general application, randomly loaded simply supported reinforced concrete beam with random bending rigidity, is presented to illustrate the method.

Extreme Learning Machine을 이용한 자기부상 물류이송시스템 모델링 (Modeling of Magentic Levitation Logistics Transport System Using Extreme Learning Machine)

  • 이보훈;조재훈;김용태
    • 전자공학회논문지
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    • 제50권1호
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    • pp.269-275
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    • 2013
  • 본 논문에서는 Extreme Learning Machine(ELM)을 이용한 자기부상시스템 모델링 기법을 제안한다. 자기부상시스템의 모델링을 위하여 일반적으로 테일러 급수를 이용한 선형화 모델이 사용되어져 왔으나, 이런 수학적 기법의 경우 자기부상시스템의 비선형 반영에 한계가 있다는 단점을 가지고 있다. 이러한 단점을 극복하기 위해 본 논문에서는 학습시간이 빠른 특성을 가진 ELM을 이용한 자기부상시스템의 모델링 기법을 제안한다. 제안된 기법은 입력 가중치들과 은닉 바이어스들의 초기값을 무작위로 선택하고 출력 가중치들은 Moore-Penrose의 일반화된 역행렬 방법을 통하여 구해진다. 실험을 통하여 제안된 알고리즘이 자기부상시스템의 모델링에서 수학적 기법에 비해 우수한 성능을 보임을 알 수 있었다.

Synergetics based damage detection of frame structures using piezoceramic patches

  • Hong, Xiaobin;Ruan, Jiaobiao;Liu, Guixiong;Wang, Tao;Li, Youyong;Song, Gangbing
    • Smart Structures and Systems
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    • 제17권2호
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    • pp.167-194
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    • 2016
  • This paper investigates the Synergetics based Damage Detection Method (SDDM) for frame structures by using surface-bonded PZT (Lead Zirconate Titanate) patches. After analyzing the mechanism of pattern recognition from Synergetics, the operating framework with cooperation-competition-update process of SDDM was proposed. First, the dynamic identification equation of structural conditions was established and the adjoint vector (AV) set of original vector (OV) set was obtained by Generalized Inverse Matrix (GIM).Then, the order parameter equation and its evolution process were deduced through the strict mathematics ratiocination. Moreover, in order to complete online structural condition update feature, the iterative update algorithm was presented. Subsequently, the pathway in which SDDM was realized through the modified Synergetic Neural Network (SNN) was introduced and its assessment indices were confirmed. Finally, the experimental platform with a two-story frame structure was set up. The performances of the proposed methodology were tested for damage identifications by loosening various screw nuts group scenarios. The experiments were conducted in different damage degrees, the disturbance environment and the noisy environment, respectively. The results show the feasibility of SDDM using piezoceramic sensors and actuators, and demonstrate a strong ability of anti-disturbance and anti-noise in frame structure applications. This proposed approach can be extended to the similar structures for damage identification.