• Title/Summary/Keyword: Gauss-Newton

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Adaptive Parameter Estimation for Noisy ARMA Process (잡음 ARMA 프로세스의 적응 매개변수추정)

  • 김석주;이기철;박종근
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.4
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    • pp.380-385
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    • 1990
  • This Paper presents a general algorithm for the parameter estimation of an antoregressive moving average process observed in additive white noise. The algorithm is based on the Gauss-Newton recursive prediction error method. For the parameter estimation, the output measurement is modelled as an innovation process using the spectral factorization, so that noise free RPE ARMA estimation can be used. Using apriori known properties leads to algorithm with smaller computation and better accuracy be the parsimony principle. Computer simulation examples show the effectiveness of the proposed algorithm.

A study on position control of wheeled mobile robot using the inertial navigation system (관성항법시스템을 이용한 구륜 이동 로보트의 위치제어에 관한 연구)

  • 박붕렬;김기열;김원규;박종국
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.1144-1148
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    • 1996
  • This paper presents WMR modelling and path tracking algorithm using Inertial Navigation System. The error models of gyroscope and accelerometers in INS are derived by Gauss-Newton method which is nonlinear regression model. Then, to test availability of error model, we pursue the fitness diagnosis about probability characteristic for real data and estimated data. Performance of inertial sensor with error model and Kalman filter is pursued by comparing with one without them. The computer simulation shows that position error remarkably decrease when error compensation is applied.

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QR DECOMPOSITION IN NONLINEAR EXPERIMENTAL DESIGN

  • Oh, Im-Geol
    • The Pure and Applied Mathematics
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    • v.2 no.2
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    • pp.133-140
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    • 1995
  • The D-optimal design criterion for precise parameter estimation in nonlinear regression analysis is called the determinant criterion because the determinant of a matrix is to be maximized. In this thesis, we derive the gradient and the Hessian of the determinant criterion, and apply a QR decomposition for their efficient computations. We also propose an approximate form of the Hessian matrix which can be calculated from the first derivative of a model function with respect to the design variables. These equations can be used in a Gauss-Newton type iteration procedure.

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Feature based Pre-processing Method to compensate color mismatching for Multi-view Video (다시점 비디오의 색상 성분 보정을 위한 특징점 기반의 전처리 방법)

  • Park, Sung-Hee;Yoo, Ji-Sang
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.15 no.12
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    • pp.2527-2533
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    • 2011
  • In this paper we propose a new pre-processing algorithm applied to multi-view video coding using color compensation algorithm based on image features. Multi-view images have a difference between neighboring frames according to illumination and different camera characteristics. To compensate this color difference, first we model the characteristics of cameras based on frame's feature from each camera and then correct the color difference. To extract corresponding features from each frame, we use Harris corner detection algorithm and characteristic coefficients used in the model is estimated by using Gauss-Newton algorithm. In this algorithm, we compensate RGB components of target images, separately from the reference image. The experimental results with many test images show that the proposed algorithm peformed better than the histogram based algorithm as much as 14 % of bit reduction and 0.5 dB ~ 0.8dB of PSNR enhancement.

Three-Dimensional Subsurface Resistivity Profile using Electrical Resistance Tomography for Designing Grounding Grid (접지 그리드 설계를 위한 전기 저항 단층촬영법에 기반한 지표의 3차원 저항률 분포 추정)

  • Khambampati, Anil Kumar;Kim, Kyung Youn
    • Journal of the Institute of Electronics and Information Engineers
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    • v.53 no.4
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    • pp.117-128
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    • 2016
  • Installation of earth grounding system is essential to ensure personnel safety and correct operation of electrical equipment. Earth parameters, especially, soil resistivity has to be determined in designing an efficient earth grounding system. The most common applied technique to measure soil resistance is Wenner four-point method. Implementation of this method is expensive, time consuming and cumbersome as large set of measurements with variable electrode spacing are required to obtain a one dimensional resistivity plot. It is advantageous to have a method which is of low cost and provides fast measurements. In this perspective, electrical resistance tomography (ERT) is applied to estimate subsurface resistivity profile. Electrical resistance tomograms characterize the soil resistivity distribution based on the measurements from electrodes placed in the region of interest. The nonlinear ill-posed inverse problem is solved using iterated Gauss-Newton method with Tikhonov regularization. Through extensive numerical simulations, it is found that ERT offers promising performance in estimating the three-dimensional soil resistivity distribution.

Seismic Reflection Tomography by Cell Parameterization (셀 매개변수에 의한 탄성파 반사주시 토모그래피)

  • Seo, Young-Tak;Shin, Chang-Soo;Ko, Seung-Won
    • Geophysics and Geophysical Exploration
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    • v.6 no.2
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    • pp.95-100
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    • 2003
  • In this study, we developed reflection tomography inversion algorithm using Straight Ray Technique (SRT) which can calculate travel time easily and fast for complex geological structure. The inversion process begins by setting the initial velocity model as a constant velocity model that hat only impedance boundaries. The inversion process searches a layer-interface structure model that is able to explain the given data satisfactorily by inverting to minimize data misfit. For getting optimal solution, we used Gauss-Newton method that needed constructing the approximate Hessian matrix. We also applied the Marquart-Levenberg regularization method to this inversion process to prevent solution diverging. The ability of the method to resolve typical target structures was tested in a synthetic salt dome inversion. Using the inverted velocity model, we obtained the migration image close to that of the true velocity model.

Flood Inflow Forecasting on Multipurpose Reservoir by Neural Network (신경망리론에 의한 다목적 저수지의 홍수유입량 예측)

  • Sim, Sun-Bo;Kim, Man-Sik
    • Journal of Korea Water Resources Association
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    • v.31 no.1
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    • pp.45-57
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    • 1998
  • The purpose of this paper is to develop a neural network model in order to forecast flood inflow into the reservoir that has the nature of uncertainty and nonlinearity. The model has the features of multi-layered structure and parallel multi-connections. To develop the model. backpropagation learning algorithm was used with the Momentum and Levenberg-Marquardt techniques. The former technique uses gradient descent method and the later uses gradient descent and Gauss-Newton method respectively to solve the problems of local minima and for the speed of convergency. Used data for learning are continuous fixed real values of input as well as output to emulate the real physical aspects. after learning process. a reservoir inflows forecasting model at flood period was constructed. The data for learning were used to calibrate the developed model and the results were very satisfactory. applicability of the model to the Chungju Mlultipurpose Reservoir proved the availability of the developed model.

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Layered-earth Resistivity Inversion of Small-loop Electromagnetic Survey Data using Particle Swarm Optimization (입자 군집 최적화법을 이용한 소형루프 전자탐사 자료의 층서구조 전기비저항 역해석)

  • Jang, Hangilro
    • Geophysics and Geophysical Exploration
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    • v.22 no.4
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    • pp.186-194
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    • 2019
  • Deterministic optimization, commonly used to find the geophysical inverse solutions, have its limitation that it cannot find the proper solution since it might converge into the local minimum. One of the solutions to this problem is to use global optimization based on a stochastic approach, among which a large number of particle swarm optimization (PSO) applications have been introduced. In this paper, I developed a geophysical inversion algorithm applying PSO method for the layered-earth resistivity inversion of the small-loop electromagnetic (EM) survey data and carried out numerical inversion experiments on synthetic datasets. From the results, it is confirmed that the PSO inversion algorithm could increase the inversion success rate even when attempting the inversion of small-loop EM survey data from which it might be difficult to find a best solution by applying the Gauss-Newton inversion algorithm.

Conjugate Gradient Least-Squares Algorithm for Three-Dimensional Magnetotelluric Inversion (3차원 MT 역산에서 CG 법의 효율적 적용)

  • Kim, Hee-Joon;Han, Nu-Ree;Choi, Ji-Hyang;Nam, Myung-Jin;Song, Yoon-Ho;Suh, Jung-Hee
    • Geophysics and Geophysical Exploration
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    • v.10 no.2
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    • pp.147-153
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    • 2007
  • The conjugate gradient (CG) method is one of the most efficient algorithms for solving a linear system of equations. In addition to being used as a linear equation solver, it can be applied to a least-squares problem. When the CG method is applied to large-scale three-dimensional inversion of magnetotelluric data, two approaches have been pursued; one is the linear CG inversion in which each step of the Gauss-Newton iteration is incompletely solved using a truncated CG technique, and the other is referred to as the nonlinear CG inversion in which CG is directly applied to the minimization of objective functional for a nonlinear inverse problem. In each procedure we only need to compute the effect of the sensitivity matrix or its transpose multiplying an arbitrary vector, significantly reducing the computational requirements needed to do large-scale inversion.