• Title/Summary/Keyword: singular matrix

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Singular Value Decomposition Approach to Observability Analysis of GPS/INS

  • Hong, Sin-Pyo;Chun, Ho-Hwan
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.133-138
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    • 2006
  • Singular value decomposition (SDV) approach is applied to the observability analysis of GPS/INS in this paper. A measure of observability for a subspace is introduced. It indicates the minimum size of perturbation in the information matrix that makes the subspace unobservable. It is shown that the measure has direct connections with observability of systems, error covariance, and singular structure of the information matrix. The observability measure given in this paper is applicable to the multi-input/multi-output time-varying systems. An example on the observability analysis of GPS/INS is given. The measure of observability is confirmed to be less sensitive to system model perturbation. It is also shown that the estimation error for the vertical component of gyro bias can be considered unobservable for small initial error covariance for a constant velocity horizontal motion.

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An Implementation of Inverse Filter Using SVD for Multi-channel Sound Reproduction (SVD를 이용한 다중 채널상에서의 음재생을 위한 역변환 필터의 구현)

  • 이상권;노경래
    • The Journal of the Acoustical Society of Korea
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    • v.20 no.8
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    • pp.3-11
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    • 2001
  • This paper describes an implementation of inverse filter using SVD in order to recover the input in multi-channel system. The matrix formulation in SISO system is extended to MIMO system. In time and frequency domain we investigates the inversion of minimum phase system and non-minimum phase system. To execute an effective inversion of non-minimum phase system, SVD is introduced. First of all we computes singular values of system matrix and then investigates the phase property of system. In case of overall system is non-minimum phase, system matrix has one (or more) very small singular value (s). The very small singular value (s) carries information about phase properties of system. Using this property, approximate inverse filter of overall system is founded. The numerical simulation shows potentials in use of the inverse filter.

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Resistant h-Plot for a Sample Variance-Covariance Matrix

  • Park, Yong-Seok
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.407-417
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    • 1995
  • The h-plot is a graphical technique for displaying the structure of one population's variance-covariance matrix. This follows the mathematical algorithem of the principle component biplot based on the singular value decomposition. But it is known that the singular value decomposition is not resistant, i.e., it is very sensitive to small changes in the input data. In this article, since the mathematical algorithm of the h-plot is equivalent to that of principal component biplot of Choi and Huh (1994), we derive the resistant h-plot.

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A Class of Singular Quadratic Control Problem With Nonstandard Boundary Conditions

  • Lee, Sung J.
    • Honam Mathematical Journal
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    • v.8 no.1
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    • pp.21-49
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    • 1986
  • A class of singular quadratic control problem is considered. The state is governed by a higher order system of ordinary linear differential equations and very general nonstandard boundary conditions. These conditions in many important cases reduce to standard boundary conditions and because of the conditions the usual controllability condition is not needed. In the special case where the coefficient matrix of the control variable in the cost functional is a time-independent singular matrix, the corresponding optimal control law as well as the optimal controller are computed. The method of investigation is based on the theory of least-squares solutions of multi-valued operator equations.

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Resistant Singular Value Decomposition and Its Statistical Applications

  • Park, Yong-Seok;Huh, Myung-Hoe
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.49-66
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    • 1996
  • The singular value decomposition is one of the most useful methods in the area of matrix computation. It gives dimension reduction which is the centeral idea in many multivariate analyses. But this method is not resistant, i.e., it is very sensitive to small changes in the input data. In this article, we derive the resistant version of singular value decomposition for principal component analysis. And we give its statistical applications to biplot which is similar to principal component analysis in aspects of the dimension reduction of an n x p data matrix. Therefore, we derive the resistant principal component analysis and biplot based on the resistant singular value decomposition. They provide graphical multivariate data analyses relatively little influenced by outlying observations.

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Procedure for improving dynamic operability of chemical processes

  • Kwon, Youngwoon;Chang, Tae-Suk;Yoon, En-Sup
    • 제어로봇시스템학회:학술대회논문집
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    • 1995.10a
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    • pp.332-335
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    • 1995
  • A simple and effective method for improving Euclidean norm condition number for chemical processing system is presented. The singular value sensitivities of Freudenberg et al. (1982) is used to estimate the behavior of singular values of process transfer function matrix when design parameter is changed, then the condition number can be calculated straightforwardly. The method requires explicit dependencies of each transfer function matrix elements on design parameters. These dependencies can be obtained either by symbolic differentiation in the form of explicit function of design parameters, or by numerical perturbation studies for units with large and complicated models. Gerschgorin-type lower bound for minimum singular value is introduced to detect the large divergencies near singular point due to linearity of sensitivities. The case studies are performed to show the efficiency of the proposed method.

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Least squares decoding in binomial frequency division multiplexing

  • Myungsup Kim;Jiwon Jung;Ki-Man Kim
    • ETRI Journal
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    • v.45 no.2
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    • pp.277-290
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    • 2023
  • This paper proposes a method that can reduce the complexity of a system matrix by analyzing the characteristics of a pseudoinverse matrix to receive a binomial frequency division multiplexing (BFDM) signal and decode it using the least squares (LS) method. The system matrix of BFDM can be expressed as a band matrix, and as this matrix contains many zeros, its amount of calculation when generating a transmission signal is quite small. The LS solution can be obtained by multiplying the received signal by the pseudoinverse matrix of the system matrix. The singular value decomposition of the system matrix indicates that the pseudoinverse matrix is a band matrix. The signal-to-interference ratio is obtained from their eigenvalues. Meanwhile, entries that do not contribute to signal generation are erased to enhance calculation efficiency. We decode the received signal using the pseudoinverse matrix and the removed pseudoinverse matrix to obtain the bit error rate performance and to analyze the difference.

An Orthogonal Representation of Estimable Functions

  • Yi, Seong-Baek
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.837-842
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    • 2008
  • Students taking linear model courses have difficulty in determining which parametric functions are estimable when the design matrix of a linear model is rank deficient. In this note a special form of estimable functions is presented with a linear combination of some orthogonal estimable functions. Here, the orthogonality means the least squares estimators of the estimable functions are uncorrelated and have the same variance. The number of the orthogonal estimable functions composing the special form is equal to the rank of the design matrix. The orthogonal estimable functions can be easily obtained through the singular value decomposition of the design matrix.

AN ASYNCHRONOUS PARALLEL SOLVER FOR SOME MATRIX PROBLEMS

  • Park, Pil-Seong
    • Journal of applied mathematics & informatics
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    • v.7 no.3
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    • pp.1045-1058
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    • 2000
  • In usual synchronous parallel computing, workload balance is a crucial factor to reduce idle times of some processors that have finished their jobs earlier than others. However, it is difficult to achieve on a heterogeneous workstation clusters where the available computing power of each processor is unpredictable. As a way to overcome such a problem, the idea of asynchronous methods has grown out and is being increasingly used and studied, but there is none for eigenvalue problems yet. In this paper, we suggest a new asynchronous method to solve some singular matrix problems, that can also be used for finding a certain eigenvector of some matrices.

Boundary element analysis of singular thermal stresses in a unidirectional laminate

  • Lee, Sang Soon;Kim, Beom Shig
    • Structural Engineering and Mechanics
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    • v.5 no.6
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    • pp.705-713
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    • 1997
  • The residual thermal stresses at the interface corner between the elastic fiber and the viscoelastic matrix of a two-dimensional unidirectional laminate due to cooling from cure temperature down to room temperature were studied. The matrix material was assumed to be thermorheologically simple. The time-domain boundary element method was employed to investigate the nature of stresses on the interface. Numerical results show that very large stress gradients are present at the interface corner and this stress singularity might lead to local yielding or fiber-matrix debonding.