• Title/Summary/Keyword: Weighted Linear Optimization

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Well-Conditioned Observer Design via LMI (LMI를 이용한 Well-Conditioned 관측기 설계)

  • 허건수;정종철
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 2003.04a
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    • pp.21-26
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    • 2003
  • The well-conditioned observer in a stochastic system is designed so that the observer is less sensitive to the ill-conditioning factors in transient and steady-state observer performance. These factors include not only deterministic issues such as unknown initial estimation error, round-off error, modeling error and sensing bias, but also stochastic issues such as disturbance and sensor noise. In deterministic perspectives, a small value in the L$_2$ norm condition number of the observer eigenvector matrix guarantees robust estimation performance to the deterministic issues and its upper bound can be minimized by reducing the observer gain and increasing the decay rate. Both deterministic and stochastic issues are considered as a weighted sum with a LMI (Linear Matrix Inequality) formulation. The gain in the well-conditioned observer is optimally chosen by the optimization technique. Simulation examples are given to evaluate the estimation performance of the proposed observer.

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Joint Energy Efficiency Optimization with Nonlinear Precoding in Multi-cell Broadcast Systems

  • Gui, Xin;Lee, Kyoung-Jae;Jung, Jaehoon;Lee, Inkyu
    • Journal of Communications and Networks
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    • v.18 no.6
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    • pp.873-883
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    • 2016
  • In this paper, we focus on maximizing weighted sum energy efficiency (EE) for a multi-cell multi-user channel. In order to solve this non-convex problem, we first decompose the original problem into a sequence of parallel subproblems which can optimized separately. For each subproblem, a base station employs dirty paper coding to maximize the EE for users within a cell while regulating interference induced to other cells. Since each subproblem can be transformed to a convex multiple-access channel problem, the proposed method provides a closed-form solution for power allocation. Then, based on the derived optimal covariance matrix for each subproblem, a local optimal solution is obtained to maximize the sum EE. Finally, simulation results show that our algorithm based on non-linear precoding achieves about 20 percent performance gains over the conventional linear precoding method.

A Study on Modeling for Optimized Allocation of Fault Coverage (Fault Coverage 요구사항 최적할당을 위한 모델링에 관한 연구)

  • 황종규;정의진;이종우
    • Proceedings of the KSR Conference
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    • 2000.05a
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    • pp.330-335
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    • 2000
  • Faults detection and containment requirements are typically allocated from a top-level specification as a percentage of total faults detection and containment, weighted by failure rate. This faults detection and containments are called as a fault coverage. The fault coverage requirements are typically allocated identically to all units in the system, without regard to complexity, cost of implementation or failure rate for each units. In this paper a simple methodology and mathematical model to support the allocation of system fault coverage rates to lower-level units by considering the inherent differences in reliability is presented. The models are formed as a form of constrained optimization. The objectives and constraints are modeled as a linear form and this problems are solved by linear programming. It is identified by simulation that the proposed solving methods for these problems are effective to such requirement allocating.

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Multiobjective Space Search Optimization and Information Granulation in the Design of Fuzzy Radial Basis Function Neural Networks

  • Huang, Wei;Oh, Sung-Kwun;Zhang, Honghao
    • Journal of Electrical Engineering and Technology
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    • v.7 no.4
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    • pp.636-645
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    • 2012
  • This study introduces an information granular-based fuzzy radial basis function neural networks (FRBFNN) based on multiobjective optimization and weighted least square (WLS). An improved multiobjective space search algorithm (IMSSA) is proposed to optimize the FRBFNN. In the design of FRBFNN, the premise part of the rules is constructed with the aid of Fuzzy C-Means (FCM) clustering while the consequent part of the fuzzy rules is developed by using four types of polynomials, namely constant, linear, quadratic, and modified quadratic. Information granulation realized with C-Means clustering helps determine the initial values of the apex parameters of the membership function of the fuzzy neural network. To enhance the flexibility of neural network, we use the WLS learning to estimate the coefficients of the polynomials. In comparison with ordinary least square commonly used in the design of fuzzy radial basis function neural networks, WLS could come with a different type of the local model in each rule when dealing with the FRBFNN. Since the performance of the FRBFNN model is directly affected by some parameters such as e.g., the fuzzification coefficient used in the FCM, the number of rules and the orders of the polynomials present in the consequent parts of the rules, we carry out both structural as well as parametric optimization of the network. The proposed IMSSA that aims at the simultaneous minimization of complexity and the maximization of accuracy is exploited here to optimize the parameters of the model. Experimental results illustrate that the proposed neural network leads to better performance in comparison with some existing neurofuzzy models encountered in the literature.

High Dynamic Range Image Display Combining Weighted Least Squares Filtering with Color Appearance Model (가중 최소자승 필터링과 색 표현 모델을 결합한 넓은 동적 영역 이미지 표현)

  • Piao, Mei-Xian;Lee, Kyung-Jun;Wee, Seung-Woo;Jeong, Jechang
    • Journal of Broadcast Engineering
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    • v.21 no.6
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    • pp.920-928
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    • 2016
  • Recently high dynamic range imaging technique is hot issue in computer graphic area. We present a progressive tone mapping algorithm, which is based on weighted least squares optimization framework. Our approach combines weighted least squares filtering with iCAM06 model. To show more perceptual high dynamic range images in conventional display, we decompose high dynamic range image into base layers and detail layers. The base layers are obtained by using weighted least squares filter. Then, we adopt chromatic adaption function and non-linear compression function to deal with base layers. Only the base layers reduce contrast, and preserving detail. The image quality assessment shows that our tone mapped image is more similar to original high dynamic range image. Moreover, the subjective result shows our algorithm produces more reliable and pleasing image.

Design of the Well-Conditioned Observer - A Linear Matrix Inequality Approach - (Well-Conditioned 관측기 설계 - A Linear Matrix Inequality Approach -)

  • Jung, Jong-Chul;Huh, Kun-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.5
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    • pp.503-510
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    • 2004
  • In this paper, the well-conditioned observer for a stochastic system is designed so that the observer is less sensitive to the ill-conditioning factors in transient and steady-state observer performance. These factors include not only deterministic uncertainties such as unknown initial estimation error, round-off error, modeling error and sensing bias, but also stochastic uncertainties such as disturbance and sensor noise. In deterministic perspectives, a small value in the L$_{2}$ norm condition number of the observer eigenvector matrix guarantees robust estimation performance to the deterministic uncertainties. In stochastic viewpoints, the estimation variance represents the robustness to the stochastic uncertainties and its upper bound can be minimized by reducing the observer gain and increasing the decay rate. Both deterministic and stochastic issues are considered as a weighted sum with a LMI (Linear Matrix Inequality) formulation. The gain in the well-conditioned observer is optimally chosen by the optimization technique. Simulation examples are given to evaluate the estimation performance of the proposed observer.

Linear programming models using a Dantzig type risk for portfolio optimization (Dantzig 위험을 사용한 포트폴리오 최적화 선형계획법 모형)

  • Ahn, Dayoung;Park, Seyoung
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.229-250
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    • 2022
  • Since the publication of Markowitz's (1952) mean-variance portfolio model, research on portfolio optimization has been conducted in many fields. The existing mean-variance portfolio model forms a nonlinear convex problem. Applying Dantzig's linear programming method, it was converted to a linear form, which can effectively reduce the algorithm computation time. In this paper, we proposed a Dantzig perturbation portfolio model that can reduce management costs and transaction costs by constructing a portfolio with stable and small (sparse) assets. The average return and risk were adjusted according to the purpose by applying a perturbation method in which a certain part is invested in the existing benchmark and the rest is invested in the assets proposed as a portfolio optimization model. For a covariance estimation, we proposed a Gaussian kernel weight covariance that considers time-dependent weights by reflecting time-series data characteristics. The performance of the proposed model was evaluated by comparing it with the benchmark portfolio with 5 real data sets. Empirical results show that the proposed portfolios provide higher expected returns or lower risks than the benchmark. Further, sparse and stable asset selection was obtained in the proposed portfolios.

Adaptive Residual DPCM using Weighted Linear Combination of Adjacent Residues in Screen Content Video Coding (스크린 콘텐츠 비디오의 압축을 위한 인접 화소의 가중 합을 이용한 적응적 Residual DPCM 기법)

  • Kang, Je-Won
    • Journal of Broadcast Engineering
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    • v.20 no.5
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    • pp.782-785
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    • 2015
  • In this paper, we propose a novel residual differential pulse-code modulation (RDPCM) coding technique to improve coding efficiency of screen content videos. The proposed method uses a weighted combination of adjacent residues to provide an accurate estimate in RDPCM. The weights are trained in previously coded samples by using an L1 optimization problem with the least absolute shrinkage and selection operation (LASSO). The proposed method achieves BD-rate saving about 3.1% in all-intra coding.

A Study on the Task-Oriented Optimal Configuration of an ROV Mounted Manipulator Based on the Manipulability Measure (조작지수에 근거한 수중로봇팔의 작업지향적 최적자세에 관한 연구)

  • KIM Insik;JEON Bong-Hwan;LEE Pan Mook;LEE Jihong
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2004.05a
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    • pp.48-53
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    • 2004
  • In this paper, the task-oriented optimal configuration in the sense of Velocity and Force manipulability measure of manipulator mounted on ROV is considered. Manipulability is a quantitative measure of manipulator's capability obtained under the limits of joint velocities or torques. The base arrangements and optimal joint configuration of manipulator, that maximize the manipulability measure under the constraints of given task, are investigated. With the two types of base arrangements of manipulator, workspace analysis is carried out to investigate merits and demerits of each arrangement on the view of manipulability measure. To find optimal joint configuration for a given task with each arrangement, the SQP(Sequential Quadratic Programming) optimization are performed. Weighted linear combination of velocity and force manipulability measure is object function for SQP optimization. The kinematic parameters of Dual Orion manipulator which will be mounted on KORDI ROV are used for simulation.

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Optimization of Magnetic Abrasive Polishing Process using Run to Run Control (Run to Run 제어 기법을 이용한 자기연마 공정 관리)

  • Ahn, Byoung-Woon;Park, Sung-Jun
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.18 no.1
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    • pp.22-28
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    • 2009
  • In order to optimize the polishing process, Run to Run control scheme has been applied to the micro mold polishing in this study. Also, to fully understand the effect of parameters on the surface roughness a design of experiment is performed. By linear approximation of main factors such as gap and rotational speed of micro quill, EWMA (Exponential Weighted Moving Average) gradual mode controller is adopted as a optimizing tool. Consequently, the process converged quickly at a target value of surface roughness Ra 10nm and Rmax 50nm, and was hardly affected by unwanted process noises like initial surface quality and wear of magnetic abrasives.