• Title/Summary/Keyword: least squares problem

Search Result 347, Processing Time 0.028 seconds

Inversion of Resistivity Tomography Data Using EACB Approach (EACB법에 의한 전기비저항 토모그래피 자료의 역산)

  • Cho In-Ky;Kim Ki-Ju
    • Geophysics and Geophysical Exploration
    • /
    • v.8 no.2
    • /
    • pp.129-136
    • /
    • 2005
  • The damped least-squares inversion has become a most popular method in finding the solution in geophysical problems. Generally, the least-squares inversion is to minimize the object function which consists of data misfits and model constraints. Although both the data misfit and the model constraint take an important part in the least-squares inversion, most of the studies are concentrated on what kind of model constraint is imposed and how to select an optimum regularization parameter. Despite that each datum is recommended to be weighted according to its uncertainty or error in the data acquisition, the uncertainty is usually not available. Thus, the data weighting matrix is inevitably regarded as the identity matrix in the inversion. We present a new inversion scheme, in which the data weighting matrix is automatically obtained from the analysis of the data resolution matrix and its spread function. This approach, named 'extended active constraint balancing (EACB)', assigns a great weighting on the datum having a high resolution and vice versa. We demonstrate that by applying EACB to a two-dimensional resistivity tomography problem, the EACB approach helps to enhance both the resolution and the stability of the inversion process.

A Monte-Carlo Least Squares Approach for CO2 Abatement Investment Options Analysis with Linearly Non-Separable Profits of Power Plants (분리불가 이윤함수를 가진 발전사의 온실가스 감축투자 옵션 연구: 몬테카를로 최소자승법)

  • Park, Hojeong
    • Environmental and Resource Economics Review
    • /
    • v.24 no.4
    • /
    • pp.607-627
    • /
    • 2015
  • As observed and experienced in EU ETS, allowance price volatility is one of major concerns in decision making process for $CO_2$ abatement investment. The problem of linearly non-separable profits functions could emerge when one power company holds several power plants with different technology specifications. Under this circumstance, conventional analytical solution for investment option is no longer available, thereby calling for the development of numerical analysis. This paper attempts to develop a Monte-Carlo least squares model to analyze investment options for power companies under emission trading scheme regulations. Stochastic allowance price is considered, and simulation is performed to verify model performance.

Analysis of Stress Concentration Problems Using Moving Least Squares Finite Difference Method(I) : Formulation for Solid Mechanics Problem (이동최소제곱 유한차분법을 이용한 응력집중문제 해석(I) : 고체문제의 정식화)

  • Yoon, Young-Cheol;Kim, Hyo-Jin;Kim, Dong-Jo;Liu, Wing Kam;Belytschko, Ted;Lee, Sang-Ho
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.20 no.4
    • /
    • pp.493-499
    • /
    • 2007
  • The Taylor expansion expresses a differentiable function and its coefficients provide good approximations for the given function and its derivatives. In this study, m-th order Taylor Polynomial is constructed and the coefficients are computed by the Moving Least Squares method. The coefficients are applied to the governing partial differential equation for solid problems including crack problems. The discrete system of difference equations are set up based on the concept of point collocation. The developed method effectively overcomes the shortcomings of the finite difference method which is dependent of the grid structure and has no approximation function, and the Galerkin-based meshfree method which involves time-consuming integration of weak form and differentiation of the shape function and cumbersome treatment of essential boundary.

Beam Forming Study and Optimum Antenna Location Selection for Wideband Conformal Array Antenna (광대역 컨포멀 배열 안테나를 위한 빔 형성 연구 및 최적 소자 위치 선정)

  • Jung, Sang-Hoon;Lee, Kang-In;Nam, Sang-Wook;Chung, Young-Seek;Yoon, Young-Joong;Ryu, Hong-Kyun;Jung, Hyun-Kyo
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.27 no.2
    • /
    • pp.138-146
    • /
    • 2016
  • This paper proposes an optimum beam forming of conformal array antenna by using LSM(Least Squares Method) and GA(Genetic Algorithm). The weights which approximate conformal array antenna beam pattern to linear array antenna beam pattern have been evaluated by applying LSM. Also, the optimum locations of conformal array antenna which form wideband optimum beam pattern have been obtained by using GA. The proposed method is applied to a problem of Bezier platform array antenna for a verification purpose.

An Efficient Implementation of Hybrid $l^1/l^2$ Norm IRLS Method as a Robust Inversion (강인한 역산으로서의 하이브리드 $l^1/l^2$ norm IRLS 방법의 효율적 구현기법)

  • Ji, Jun
    • Geophysics and Geophysical Exploration
    • /
    • v.10 no.2
    • /
    • pp.124-130
    • /
    • 2007
  • Least squares ($l^2$ norm) solutions of seismic inversion tend to be very sensitive to data points with large errors. The $l^1$ norm minimization gives more robust solutions, but usually with higher computational cost. Iteratively reweighted least squares (IRLS) method gives efficient approximate solutions of these $l^1$ norm problems. I propose an efficient implementation of the IRLS method for a hybrid $l^1/l^2$ minimization problem that behaves as $l^2$ norm fit for small residual and $l^1$ norm fit for large residuals. The proposed algorithm shows more robust characteristics to the decision of the threshold value than the l1 norm IRLS inversion does with respect to the threshold value to avoid singularity.

Positioning Blueprints with Moving Least Squares Optimization (이동최소자승법 최적화를 이용한 도면 배치)

  • Kim, Jong-Hyun
    • Journal of the Korea Computer Graphics Society
    • /
    • v.23 no.4
    • /
    • pp.1-9
    • /
    • 2017
  • We propose an efficient method to determine the position of blueprint by using a vector field with optimized MLS(Moving Least Squares). Typically, a professional architectural design office takes a long time to work as well as a high processing cost because the designer manually determines the location to place the buildings in a specific area. In order to solve this inefficient problem, we propose a method to automatically determine the location of the blueprint based on the optimized MLS method. In the proposed framework, the designer selects the desired region in the actual city data and calculates the flow of the vector based on the region. Use the optimized MLS method to extract the vector field and determine the amount of rotation of the drawing based on this field. The location of the blueprint determined by the proposed method is very similar to the flow seen when the actual building is located. As a result, the efficiency of the overall architectural design process is further improved by reducing the designer's inefficient workforce.

A RLS-based Convergent Algorithm for Driving Characteristic Classification for Personalized Autonomous Driving (자율주행 개인화를 위한 순환 최소자승 기반 융합형 주행특성 구분 알고리즘)

  • Oh, Kwang-Seok
    • Journal of the Korea Convergence Society
    • /
    • v.8 no.9
    • /
    • pp.285-292
    • /
    • 2017
  • This paper describes a recursive least-squares based convergent algorithm for driving characteristic classification for personalized autonomous driving. Recently, various researches on autonomous driving technology have been conducted for level 4 fully autonomous driving. In order for commercialization of the autonomous vehicle, personalized autonomous driving is required to minimize passenger's insecureness to the autonomous vehicle. To address this problem. this study proposes mathematical model that represents driving characteristics and recursive least-squares based algorithm that can estimate the defined characteristics. The actual data of two drivers has been used to derive driving characteristics and the hypothesis testing method has been used to classify two drivers. It is shown that the proposed algorithms can derive driving characteristics and classify two drivers reasonably.

Intrinsic Enrichment of Moving Least Squares Finite Difference Method for Solving Elastic Crack Problems (탄성균열 해석을 위한 이동최소제곱 유한차분법의 내적확장)

  • Yoon, Young-Cheol;Lee, Sang-Ho
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.29 no.5A
    • /
    • pp.457-465
    • /
    • 2009
  • This study presents a moving least squares (MLS) finite difference method for solving elastic crack problems with stress singularity at the crack tip. Near-tip functions are intrinsically employed in the MLS approximation to model near-tip field inducing singularity in stress field. employment of the functions does not lose the merit of the MLS Taylor polynomial approximation which approximates the derivatives of a function without actual differentiating process. In the formulation of crack problem, computational efficiency is considerably improved by taking the strong formulation instead of weak formulation involving time consuming numerical quadrature Difference equations are constructed on the nodes distributed in computational domain. Numerical experiments for crack problems show that the intrinsically enriched MLS finite difference method can sharply capture the singular behavior of near-tip stress and accurately evaluate stress intensity factors.

A Modified Weighted Least Squares Approach to Range Estimation Problem (보완 가중 최소자승기법을 이용한 피동거리 추정필터 설계)

  • Whang, Ick-Ho;Ra, Won-Sang
    • Proceedings of the KIEE Conference
    • /
    • 2003.07d
    • /
    • pp.2088-2090
    • /
    • 2003
  • A practical recursive weighted least square(WLS) solution is proposed to solve the passive ranging problem. Apart from the previous works based on the extended Kalman filter(EKF), to ensure the convergency at long-range, the proposed scheme makes use of line-of-sight(LOS) rate instead of bearing information. The influence of LOS rate measurement errors is investigated and it is asserted that the WLS estimates contain bias and scale factor errors. Together with simple compensation algorithm, the estimation errors of proposed filter can be reduced dramatically.

  • PDF

Finite Step Method for the Constrained Optimization Problem in Phase Contrast Microscopic Image Restoration

  • Adiya, Enkhbolor;Yadam, Bazarsad;Choi, Heung-Kook
    • Journal of Multimedia Information System
    • /
    • v.1 no.1
    • /
    • pp.87-93
    • /
    • 2014
  • The aim of microscopic image restoration is to recover the image by applying the inverse process of degradation, and the results facilitate automated and improved analysis of the image. In this work, we consider the problem of image restoration as a minimization problem of convex cost function, which consists of a least-squares fitting term and regularization terms with non-negative constraints. The finite step method is proposed to solve this constrained convex optimization problem. We demonstrate the convergence of this method. Efficiency and restoration capability of the proposed method were tested and illustrated through numerical experiments.

  • PDF