• Title/Summary/Keyword: ill-posed problem

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Dual Generalized Maximum Entropy Estimation for Panel Data Regression Models

  • Lee, Jaejun;Cheon, Sooyoung
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.395-409
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    • 2014
  • Data limited, partial, or incomplete are known as an ill-posed problem. If the data with ill-posed problems are analyzed by traditional statistical methods, the results obviously are not reliable and lead to erroneous interpretations. To overcome these problems, we propose a dual generalized maximum entropy (dual GME) estimator for panel data regression models based on an unconstrained dual Lagrange multiplier method. Monte Carlo simulations for panel data regression models with exogeneity, endogeneity, or/and collinearity show that the dual GME estimator outperforms several other estimators such as using least squares and instruments even in small samples. We believe that our dual GME procedure developed for the panel data regression framework will be useful to analyze ill-posed and endogenous data sets.

Impact identification and localization using a sample-force-dictionary - General Theory and its applications to beam structures

  • Ginsberg, Daniel;Fritzen, Claus-Peter
    • Structural Monitoring and Maintenance
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    • v.3 no.3
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    • pp.195-214
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    • 2016
  • Monitoring of impact loads is a very important technique in the field of structural health monitoring (SHM). However, in most cases it is not possible to measure impact events directly, so they need to be reconstructed. Impact load reconstruction refers to the problem of estimating an input to a dynamic system when the system output and the impulse response function are usually known. Generally this leads to a so called ill-posed inverse problem. It is reasonable to use prior knowledge of the force in order to develop more suitable reconstruction strategies and to increase accuracy. An impact event is characterized by a short time duration and a spatial concentration. Moreover the force time history of an impact has a specific shape, which also can be taken into account. In this contribution these properties of the external force are employed to create a sample-force-dictionary and thus to transform the ill-posed problem into a sparse recovery task. The sparse solution is acquired by solving a minimization problem known as basis pursuit denoising (BPDN). The reconstruction approach shown here is capable to estimate simultaneously the magnitude of the impact and the impact location, with a minimum number of accelerometers. The possibility of reconstructing the impact based on a noisy output signal is first demonstrated with simulated measurements of a simple beam structure. Then an experimental investigation of a real beam is performed.

Tomographic Reconstruction of a Three-Dimensional Flow Field with Limited Interferometric Data

  • Cha, Dong-Jin
    • International Journal of Air-Conditioning and Refrigeration
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    • v.8 no.2
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    • pp.11-22
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    • 2000
  • Holographic interferometric tomography can provide reconstruction of instantaneous three-dimensional gross flow fields. The technique however confronts ill-posed reconstruction problems in practical applications. Experimental data are usually limited in projection and angular scanning when a field is captured instantaneously or under the obstruction of test models and test section enclosures. An algorithm, based on a series expansion method, has been developed to improve the reconstruction under the ill-posed conditions. A three-dimensional natural convection flow around two interacting isothermal cubes is experimentally investigated. The flow can provide a challenging reconstruction problem and lend itself to accurate numerical solution for comparison. The refractive index fields at two horizontal sections of the thermal plume with and without an opaque object are reconstructed at a limited view angle of 80$\circ$. The experimental reconstructions are then compared with those from numerical calculation and thermocouple thermometry. It confirms that the technique is applicable to reconstruction of reasonably complex, three-dimensional flow fields.

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SEMI-DISCRETE CENTRAL DIFFERENCE METHOD FOR DETERMINING SURFACE HEAT FLUX OF IHCP

  • Qian, Zhi;Fu, Chu-Li
    • Journal of the Korean Mathematical Society
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    • v.44 no.6
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    • pp.1397-1415
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    • 2007
  • We consider an inverse heat conduction problem(IHCP) in a quarter plane which appears in some applied subjects. We want to determine the heat flux on the surface of a body from a measured temperature history at a fixed location inside the body. This is a severely ill-posed problem in the sense that arbitrarily "small" differences in the input temperature data may lead to arbitrarily "large" differences in the surface flux. A semi-discrete central difference scheme in time is employed to deal with the ill posed problem. We obtain some error estimates which also give the information about how to choose the step length in time. Some numerical examples illustrate the effects of the proposed method.

A NUMERICAL METHOD FOR CAUCHY PROBLEM USING SINGULAR VALUE DECOMPOSITION

  • Lee, June-Yub;Yoon, Jeong-Rock
    • Communications of the Korean Mathematical Society
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    • v.16 no.3
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    • pp.487-508
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    • 2001
  • We consider the Cauchy problem for Laplacian. Using the single layer representation, we obtain an equivalent system of boundary integral equations. We show the singular values of the ill-posed Cauchy operator decay exponentially, which means that a small error is exponentially amplified in the solution of the Cauchy problem. We show the decaying rate is dependent on the geometry of he domain, which provides the information on the choice of numerically meaningful modes. We suggest a pseudo-inverse regularization method based on singular value decomposition and present various numerical simulations.

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Compressed Sensing of Low-Rank Matrices: A Brief Survey on Efficient Algorithms (낮은 계수 행렬의 Compressed Sensing 복원 기법)

  • Lee, Ki-Ryung;Ye, Jong-Chul
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.46 no.5
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    • pp.15-24
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    • 2009
  • Compressed sensing addresses the recovery of a sparse vector from its few linear measurements. Recently, the success for the vector case has been extended to the matrix case. Compressed sensing of low-rank matrices solves the ill-posed inverse problem with fie low-rank prior. The problem can be formulated as either the rank minimization or the low-rank approximation. In this paper, we survey recently proposed efficient algorithms to solve these two formulations.

REGULARIZATION FOR THE PROBLEM OF FINDING A SOLUTION OF A SYSTEM OF NONLINEAR MONOTONE ILL-POSED EQUATIONS IN BANACH SPACES

  • Tran, Thi Huong;Kim, Jong Kyu;Nguyen, Thi Thu Thuy
    • Journal of the Korean Mathematical Society
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    • v.55 no.4
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    • pp.849-875
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    • 2018
  • The purpose of this paper is to present an operator method of regularization for the problem of finding a solution of a system of nonlinear ill-posed equations with a monotone hemicontinuous mapping and N inverse-strongly monotone mappings in Banach spaces. A regularization parameter choice is given and convergence rate of the regularized solutions is estimated. We also give the convergence and convergence rate for regularized solutions in connection with the finite-dimensional approximation. An iterative regularization method of zero order in a real Hilbert space and two examples of numerical expressions are also given to illustrate the effectiveness of the proposed methods.

A note on SVM estimators in RKHS for the deconvolution problem

  • Lee, Sungho
    • Communications for Statistical Applications and Methods
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    • v.23 no.1
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    • pp.71-83
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    • 2016
  • In this paper we discuss a deconvolution density estimator obtained using the support vector machines (SVM) and Tikhonov's regularization method solving ill-posed problems in reproducing kernel Hilbert space (RKHS). A remarkable property of SVM is that the SVM leads to sparse solutions, but the support vector deconvolution density estimator does not preserve sparsity as well as we expected. Thus, in section 3, we propose another support vector deconvolution estimator (method II) which leads to a very sparse solution. The performance of the deconvolution density estimators based on the support vector method is compared with the classical kernel deconvolution density estimator for important cases of Gaussian and Laplacian measurement error by means of a simulation study. In the case of Gaussian error, the proposed support vector deconvolution estimator shows the same performance as the classical kernel deconvolution density estimator.

Holographic interferometric tomography for reconstructing a three- dimensional flow field (3차원 유동장 측정용 홀로그래피 간섭토모그래피)

  • ;S. S. Cha
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.11 no.6
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    • pp.749-757
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    • 1999
  • Holographic interferornetric tomography can provide reconstruction of instantaneous three dimensional gross flow fields. The technique however confronts ill-posed reconstruction problems in practical applications. Experimental data are usually limited in projection and angular scanning when a field is captured instantaneously or under the obstruction of test models and test section enclosures. An algorithm, based on a series expansion method, has been developed to improve the reconstruction under the ill-posed conditions. A three-dimensional natural convection flow around two interacting isothermal cubes is experimentally investigated. The flow can provide a challenging reconstruction problem and lend itself to accurate numerical solution for comparison. The refractive index fields at two horizontal sections of the thermal plume with and without an opaque object are reconstructed at a limited view angle of 80" The experimental reconstructions are then compared with those from numerical calculation and thermocouple thermometry. It confirms that the technique is applicable to reconstruction of reasonably complex, three-dimensional flow fields.elds.

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Inverse Problem Methodology for Parameter Identification of a Separately Excited DC Motor

  • Hadef, Mounir;Mekideche, Mohamed Rachid
    • Journal of Electrical Engineering and Technology
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    • v.4 no.3
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    • pp.365-369
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    • 2009
  • Identification is considered to be among the main applications of inverse theory and its objective for a given physical system is to use data which is easily observable, to infer some of the geometric parameters which are not directly observable. In this paper, a parameter identification method using inverse problem methodology is proposed. The minimisation of the objective function with respect to the desired vector of design parameters is the most important procedure in solving the inverse problem. The conjugate gradient method is used to determine the unknown parameters, and Tikhonov's regularization method is then used to replace the original ill-posed problem with a well-posed problem. The simulation and experimental results are presented and compared.