• 제목/요약/키워드: singular value analysis

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The Comparison of Singular Value Decomposition and Spectral Decomposition

  • Shin, Yang-Gyu
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.1135-1143
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    • 2007
  • The singular value decomposition and the spectral decomposition are the useful methods in the area of matrix computation for multivariate techniques such as principal component analysis and multidimensional scaling. These techniques aim to find a simpler geometric structure for the data points. The singular value decomposition and the spectral decomposition are the methods being used in these techniques for this purpose. In this paper, the singular value decomposition and the spectral decomposition are compared.

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혼합된 감도함수를 이용한 구조적 특이치의 견실성능문제 분석 (Analysis of structured singular value with mixed sensitivity problem in robust performance)

  • 방경호;엄태호;박홍배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.482-485
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    • 1993
  • This paper deals with structured singular value and mixed sensitivity problem for robust performance. We derive the sufficient condition that mixed sensitivity problem satisfies structured singular value in robust performance problem. And we show the bound of perturbation between structured singular value and norm of mixed sensitivity functions.

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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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    • 제25권1호
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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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Resistant Principal Factor Analysis

  • Park, Youg-Seok;Byun, Ho-Seon
    • Journal of the Korean Statistical Society
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    • 제25권1호
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    • pp.67-80
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    • 1996
  • Factor analysis is a multivariate technique for describing the in-terrelationship among many variables in terms of a few underlying but unobservable random variables called factors. There are various approaches for this factor analysis. In particular, principal factor analysis is one of the most popular methods. This follows the mathematical algorithm of the principal component analysis 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, using the resistant singular value decomposition of Choi and Huh (1994), we derive a resistant principal factor analysis relatively little influenced by notable observations.

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Robust Simple Correspondence Analysis

  • Park, Yong-Seok;Huh, Myung-Hoe
    • Journal of the Korean Statistical Society
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    • 제28권3호
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    • pp.337-346
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    • 1999
  • Simple correspondence analysis is a technique for giving a joint display of points representing both the rows and columns of an n$\times$p two-way contigency table. In simple correspondence analysis, the singular value decomposition is the main algebraic tool. But, Choi and Huh(1996) pointed out the singular value decomposition is not robust. Instead, they developed a robust singular value decomposition and provided applications in principal component analysis and biplots. In this article, by using the analogous procedures of Choi and Huh(1996), we derive a robust version of simple correspondence analysis.

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발전기 탈락 시 Wavelet Transform과 Singular Value Decomposition을 이용한 특성 분석 (Effect Analysis of Generator Dropping Using Wavelet Singular Value Decomposition)

  • 노철호;김원기;한준;김철환
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2011년도 제42회 하계학술대회
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    • pp.49-50
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    • 2011
  • 본 논문에서는 WT(Wavelet Transform)와 SVD(Singular Value Decomposition)를 함께 사용한 WSVD(Wavelet Singular Value Decomposition)를 이용하여 발전기 탈락 시의 전압 변동 특성을 분석하였다. WSVD 특성 분석을 위해 부산 지역의 345kV급 송전계통을 EMTP-RV로 모델링하였으며, 이 계통모델에서 발전기 탈락을 모의하였다. MATLAB을 통해 이 때 측정된 전압의 WSVD를 계산하여 발전기 탈락에 따른 특성을 분석하였다.

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A Study of Singular Value Decomposition in Data Reduction techniques

  • Shin, Yang-Kyu
    • Journal of the Korean Data and Information Science Society
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    • 제9권1호
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    • pp.63-70
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    • 1998
  • The singular value decomposition is a tool which is used to find a linear structure of reduced dimension and to give interpretation of the lower dimensional structure about multivariate data. In this paper the singular value decomposition is reviewed from both algebraic and geometric point of view and, is illustrated the way which the tool is used in the multivariate techniques finding a simpler geometric structure for the data.

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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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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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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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Singular Value Decomposition Approach to Observability Analysis of GPS/INS

  • Hong, Sin-Pyo;Chun, Ho-Hwan
    • 한국항해항만학회:학술대회논문집
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    • 한국항해항만학회 2006년도 International Symposium on GPS/GNSS Vol.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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특이값 분해로 정식화 된 새로운 하중법을 이용한 입체 트러스 구조 해석 (Structural Analysis of Space Truss by using New Force Method based on Singular Value Decomposition)

  • 이수현;정우성;이재홍
    • 한국전산구조공학회논문집
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    • 제24권5호
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    • pp.481-489
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    • 2011
  • 본 논문에서는 트러스 구조 해석에 있어서 기존의 하중법을 특이값 분해로 정식화 한 새로운 하중법을 제안하였다. 하중법은 유한요소법을 이용한 트러스 구조 해석법과 달리 접근 방법이 쉬우며 어려운 구조적 개념이 필요하지 않아 일반적인 트러스 구조 해석에서 주로 사용된다. 또한 트러스 및 핀-조인트 골조와 같은 골조 시스템의 구조 해석에도 적용할 수 있어 매우 효과적인 방법이다. 하지만 하중법은 많은 수식을 통해 구조 해석을 수행하여야 하므로 이로 인해 수치상의 오류가 발생할 수 있다. 따라서 본 연구에서는 이러한 문제점을 보완하기 위하여 기존의 하중법에서 사용하던 수식을 특이값 분해로 정식화 한 새로운 하중법을 제안하였다. 이 방법을 사용하여 트러스 구조물을 해석할 경우 기존의 하중법의 기본개념을 그대로 이용하면서도 복잡한 수식을 사용하지 않고 해석을 수행할 수 있으므로 매우 효율적인 방법이다.