• Title/Summary/Keyword: recursive equation

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THE RECURSIVE ALGOFITHM FOR OPTIMAL REGULATOR OF NONSTANCARD SINGULARLY PERTURVED SYSTEMS

  • Mukaidani, Hiroaki;Xu, Hau;Mizukami, Koichi
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.10-13
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    • 1995
  • This paper considers the linear-quadratic optimal regulator problem for nonstandard singularly perturbed systems making use of the recursive technique. We first derive a generalized Riccati differential equation by the Hamilton-Jacobi equation. In order to obtain the feedback gain, we must solve the generalized algebraic Riccati equation. Using the recursive technique, we show that the solution of the generalized algebraic Riccati equation converges with the rate of convergence of O(.epsilon.). The existence of a bounded solution of error term can be proved by the implicit function theorem. It is enough to show that the corresponding Jacobian matrix is nonsingular at .epsilon. = 0. As a result, the solution of optimal regulator problem for nonstandard singularly perturbed systems can be obtained with an accuracy of O(.epsilon.$^{k}$ ). The proposed technique represents a significant improvement since the existing method for the standard singularly perturbed systems can not be applied to the nonstandard singularly perturbed systems.

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An Algorithm for Workspace of Human Model using the joint limit angle (관절의 한계 각도를 고려한 인체모델의 Workspace 생성 알고리즘)

  • Yoon Seok-Hyun
    • Journal of the Korea Society of Computer and Information
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    • v.10 no.5 s.37
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    • pp.171-177
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    • 2005
  • This paper describes the method of calculating coordinate using Forward Kinematics and expresses the recursive equation as the numerical formula using a homogeneous coordinate for creating workspace. This paper proposes an algorithm for the workspace of human model using the recursive equation and the joint limit angle of human model, and describes the results of workspace of the human model as computer graphics.

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Explicit Solution of Wave Dispersion Equation Using Recursive Relation (순환 관계에 의한 파랑분산식의 양해)

  • Lee, Changhoon;Jang, Hochul
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.1B
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    • pp.111-114
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    • 2008
  • Explicit solutions of the wave dispersion equation are developed using the recursive relation in terms of the relative water depth. We use the solutions of Eckart (1951), Hunt (1979), and the deep-water and shallow-water solutions for initial values of the solution. All the recursive solutions converge to the exact one except that with the initial value of deep-water solution. The solution with the initial value by Hunt converged much faster than the others. The recursive solutions may be obtained quickly and simply by a hand calculator. For the transformation of linear water waves in whole water depth, the use of the recursive solutions will yield more accurate analytical solutions than use of previously developed explicit solutions.

AN EXPLICIT FORM OF POWERS OF A $2{\times}2$ MATRIX USING A RECURSIVE SEQUENCE

  • Kim, Daniel;Ryoo, Sangwoo;Kim, Taesoo;SunWoo, Hasik
    • Journal of the Chungcheong Mathematical Society
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    • v.25 no.1
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    • pp.19-25
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    • 2012
  • The purpose of this paper is to derive powers $A^{n}$ using a system of recursive sequences for a given $2{\times}2$ matrix A. Introducing a recursive sequence we have a quadratic equation. Solutions to this quadratic equation are related with eigenvalues of A. By solving this quadratic equation we can easily obtain an explicit form of $A^{n}$. Our method holds when A is defined not only on the real field but also on the complex field.

Analytic Derivation of the Finite Wordlength Effect of the Twiddle Factors in Recursive Implementation of the Sliding-DFT (SDFT 순환 구현 시 진동계수의 유한 비트 표현에 따른 오차영향 해석)

  • 김재화;장태규
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.8
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    • pp.48-53
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    • 1999
  • This paper presents an analytic derivation of the erroneous effect when the sliding-DFT is implemented in a recursive way with the finite-bit approximation of the twiddle factors. The analysis result is obtained in a closed form equation of the noise-to-signal power ratio(NSR) employing the zero-mean white Gaussian signal as the target input of the DFT. The parameters of the wordlength used in representing the twiddle factors and the blocklength of the DFT appear in the NSR explicitly as its function variables. The derivation is based on the error dynamic equation which is derived from the recursive SDFT, and on the analytic exploration of the statistical characteristics of the approximation coefficients treating them as random variables of having spatial distributions. The analytically derived results are verified through the comparison with the data actually measured from the computer simulation experiment.

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A Study on Stabilization of Container Cranes Using an Optimal Modulation Controller (최적 변조제어기를 이용한 컨테이너 크레인의 안정화에 관한연구)

  • 허동렬
    • Journal of Advanced Marine Engineering and Technology
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    • v.23 no.5
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    • pp.630-636
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    • 1999
  • In this paper in optimal modulation controller for position control and anti-sway of container crane systems is designed by a recursive algorithm that determines the state weighting matrix Q of a linear quadratic performance. The optimal modulation controller is based on optimal control. The basic feature of the recursive algorithm is the reduction of the number of iterations as well as minimization of the calculations involved So in order to obtain a mathematical model which rep-resents the equation of motion of the trolley and load Lagrange equation is used. The optimal modulation controller has been verified and simulated to show that it is robust when a load dis-turbance is applied and a reference is changed.

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Development of a Recursive Multinomial Probit Model and its Possible Application for Innovation Studies

  • Jeong, Gicheol
    • STI Policy Review
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    • v.2 no.2
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    • pp.45-54
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    • 2011
  • This paper develops a recursive multinomial probit model and describes its estimation method. The recursive multinomial probit model is an extension of a recursive bivariate probit model. The main difference between the two models is that a single decision among two or more alternatives can be considered in each choice equation in the proposed model. The recursive multinomial probit model is developed based on a standard framework of the multinomial probit model and a Bayesian approach with a Gibbs sampling is adopted for the estimation. The simulation exercise with artificial data sets is showed that the model performed well. Since the recursive multinomial probit model can be applied to analyze the causal relationship between discrete dependent variables with more than two outcomes, the model can play an important role in extending the methodology of the causal relationship analysis in innovation research.

Analytic derivation of the finite wordlength errors in fixed-point implementation of SDFT (SDFT 고정소수점 연산에 대한 유한 비트 오차영향 해석)

  • Chang, Tae-Gyu;Kim, Jae-Hwa
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.37 no.4
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    • pp.65-71
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    • 2000
  • Finite wordlength effect of the recursive implementation of SDFT(sliding-DFT) is analytically derived in this paper. Representation errors of the twiddle coefficients and the data registers are the two major causes of the spectral errors in the recursive implementation. The noise-to-signal ratio is analytically derived in terms of the coefficients wordlength, the data registers wordlength, and the DFT's block-length used in the computation Error dynamic equation is obtained from the recursive DFT and the probabilistic models for the coefficients error and the round-off error are introduced for the NSR derivation, The result of the NSR derivation is verified with the simulation data.

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Recursive approximate overdetermined ARMA spectral estimation (순환 근사 과결정 ARMA 스펙트럼 추정)

  • 이철희;이석원;양흥석
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.446-450
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    • 1987
  • In this paper, overdetermined method is used for high resolution spectral estimation in case of short data record length. To reduce the computational effort and to obtain recursive form of estimation algorithm, we modify data matrix to have near-Toeplitz structure. Then, new recursive algorithm is derived in the form of fast Kalman algorithm. Two stage procedure is used for the estimation of ARMA parameters. First AR parameters are estimated by using overdetermined modified Yule-walker equation, and then MA parameters are implicitly estimated by estimating numerator spectral coefficients(NS).

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Convergence analysis of stochastic recursive algorithms (DI기법에 의한 스토케스틱 순환적 알고리즘의 수렴분석)

  • Choo, Youn-Seok
    • Proceedings of the KIEE Conference
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    • 1995.07b
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    • pp.901-903
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    • 1995
  • The ordinary differential equation (ODE) method has been widely used for the convergence analysis of stochastic recursive algorithms. The principal objective of this method is to associate to a given algorithm a differential equation with continuous righthand side. Usually some assumptions should be imposed to get such a differential equation. If any of assumptions fails, then the ODE method cannot be used. Recently a new method using differential inclusions (DIs) was introduced in [3], which is useful to deal with those cases. The DI method shares the same idea with the ODE method, but it is different in that a differential inclusion is identified instead of a differential equation with continuous righthand side. In this paper, we briefly review the DI method and then analyze a Robbins and Monro (RM)-type algorithm. Our focus is placed on the projected algorithm.

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