• 제목/요약/키워드: linear matrix

Search Result 2,191, Processing Time 0.03 seconds

Matrix Formation in Univariate and Multivariate General Linear Models

  • Arwa A. Alkhalaf
    • International Journal of Computer Science & Network Security
    • /
    • v.24 no.4
    • /
    • pp.44-50
    • /
    • 2024
  • This paper offers an overview of matrix formation and calculation techniques within the framework of General Linear Models (GLMs). It takes a sequential approach, beginning with a detailed exploration of matrix formation and calculation methods in regression analysis and univariate analysis of variance (ANOVA). Subsequently, it extends the discussion to cover multivariate analysis of variance (MANOVA). The primary objective of this study was to provide a clear and accessible explanation of the underlying matrices that play a crucial role in GLMs. Through linking, essentially different statistical methods, by fundamental principles and algebraic foundations that underpin the GLM estimation. Insights presented here aim to assist researchers, statisticians, and data analysts in enhancing their understanding of GLMs and their practical implementation in diverse research domains. This paper contributes to a better comprehension of the matrix-based techniques that can be extended to GLMs.

Bayesian modeling of random effects precision/covariance matrix in cumulative logit random effects models

  • Kim, Jiyeong;Sohn, Insuk;Lee, Keunbaik
    • Communications for Statistical Applications and Methods
    • /
    • v.24 no.1
    • /
    • pp.81-96
    • /
    • 2017
  • Cumulative logit random effects models are typically used to analyze longitudinal ordinal data. The random effects covariance matrix is used in the models to demonstrate both subject-specific and time variations. The covariance matrix may also be homogeneous; however, the structure of the covariance matrix is assumed to be homoscedastic and restricted because the matrix is high-dimensional and should be positive definite. To satisfy these restrictions two Cholesky decomposition methods were proposed in linear (mixed) models for the random effects precision matrix and the random effects covariance matrix, respectively: modified Cholesky and moving average Cholesky decompositions. In this paper, we use these two methods to model the random effects precision matrix and the random effects covariance matrix in cumulative logit random effects models for longitudinal ordinal data. The methods are illustrated by a lung cancer data set.

Linear programming技法에 있어서 Basic Matrix의 Bartels-Golub Decomposition 및 그 응용

  • 문영현
    • 전기의세계
    • /
    • v.32 no.11
    • /
    • pp.664-669
    • /
    • 1983
  • 대규모 system을 취급하는 공학분야에 있어서 Matrix의 demension이 커짐에 따라 전산부담을 줄이기 위한 소요기억용량 절감 및 계산시간의 단축이 주된 관심사 중의 하나가 되어 왔다. LP(Linear Programming)기법 역시 대규모 선형 system에 적용될 경우 Basic Matrix 에 대한 dimensionality 문제를 포함하고 있으며 이에 대한 효과적인 해결방법으로 Bartels-Golub Decomposition 방법이 연구되어 있다. 이 방법은 Chan과 Yip등이 LSGA(Load Shedding and Generator Rescheduling) 문제에의 적용을 시도한 바 있으며, 일반적인 선형최적화 문제뿐만 아니라, dimensionality가 큰 Matrix의 Inverse 계산을 요하는 문제에 널리 적용될 수 있으므로 그 개요를 소개하고자 한다.

  • PDF

On Fast M-Gold Hadamard Sequence Transform (고속 M-Gold-Hadamard 시퀀스 트랜스폼)

  • Lee, Mi-Sung;Lee, Moon-Ho;Park, Ju-Yong
    • Journal of the Institute of Electronics Engineers of Korea TC
    • /
    • v.47 no.7
    • /
    • pp.93-101
    • /
    • 2010
  • In this paper we generate Gold-sequence by using M-sequence which is made by two primitive polynomial of GF(2). Generally M-sequence is generated by linear feedback shift register code generator. Here we show that this matrix of appropriate permutation has Hadamard matrix property. This matrix proves that Gold-sequence through two M-sequence and additive matrix of one column has one of major properties of Hadamard matrix, orthogonal. and this matrix show another property that multiplication with one matrix and transpose matrix of this matrix have the result of unit matrix. Also M-sequence which is made by linear feedback shift register gets Hadamard matrix property mentioned above by adding matrices of one column and one row. And high-speed conversion is possible through L-matrix and the S-matrix.

A Sliding Surface Design for Linear Systems with Mismatched Uncertainties based on Linear Matrix Inequality

  • Jang, Seung-Ho;Kim, Sang-Woo
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2005.06a
    • /
    • pp.561-565
    • /
    • 2005
  • Sliding mode control (SMC) is an effective method of controlling systems with uncertainties which satisfy the so-called matching condition. However, how to effectively handle mismatched uncertainties of systems is still an ongoing research issue in SMC. Several methods have been proposed to design a stable sliding surface even if mismatched uncertainties exist in a system. Especially, it is presented that robustness and efficiency of SMC for linear systems with mismatched uncertainties can be improved by reducing mismatched uncertainties in the reduced-order system. The reduction method needs a new sliding surface with an additional component based on Lyapunov redesign technique. In this paper, a stable sliding surface which contains additional component to reduce the influence of mismatched uncertainties, is introduced. It is designed by using linear matrix inequalities that guarantees the stability of the system. A numerical example demonstrates the validity of the proposed scheme.

  • PDF

An LMI Approach to Nonlinear Sliding Surface Design (비선형 슬라이딩 평면의 설계를 위한 LMI 접근법)

  • Choi, Han-Ho
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.16 no.12
    • /
    • pp.1197-1200
    • /
    • 2010
  • The problem of designing a nonlinear sliding surface for an uncertain system is considered. The proposed sliding surface comprises a linear time invariant term and an additional time varying nonlinear term. It is assumed that a linear sliding surface parameter matrix guaranteeing the asymptotic stability of the sliding mode dynamics is given. The linear sliding surface parameter matrix is used for the linear term of the proposed sliding surface. The additional nonlinear term is designed so that a Lyapunov function decreases more rapidly. By including the additional nonlinear term to the linear sliding surface parameter matrix we obtain a nonlinear sliding surface such that the speed of responses is improved. We also give a switching feedback control law inducing a stable sliding motion in finite time. Finally, we give an LMI-based design algorithm, together with a design example.

Stability of Switched Linear Systems Using Upper Bounds of Solutions of Lyapunov Matrix Equations (리야프노프 행렬 방정식의 해를 이용한 스위칭 선형시스템의 안정화)

  • Yeom, Dang-Hae;Choi, Jin-Young
    • Proceedings of the KIEE Conference
    • /
    • 2005.10b
    • /
    • pp.20-22
    • /
    • 2005
  • In this paper, we propose a novel stability criterion for switched linear systems. The proposed method employs the results on the upper bound of the solution of LME(Lyapunov Matrix Equation) and on the stability of hybrid system. The former guarantees the existence of Lyapunov-like energy functions and the latter shows that the stability of switched linear systems by using these energy functions. The proposed criterion releases the restriction on the stability of switched linear systems comparing with the existing methods and provides us with easy implementation way for pole assignment.

  • PDF

LINEAR OPERATORS THAT PRESERVE SETS OF PRIMITIVE MATRICES

  • Beasley, Leroy B.;Kang, Kyung-Tae;Song, Seok-Zun
    • Journal of the Korean Mathematical Society
    • /
    • v.51 no.4
    • /
    • pp.773-789
    • /
    • 2014
  • We consider linear operators on square matrices over antinegative semirings. Let ${\varepsilon}_k$ denote the set of all primitive matrices of exponent k. We characterize those linear operators which preserve the set ${\varepsilon}_1$ and the set ${\varepsilon}_2$, and those that preserve the set ${\varepsilon}_{n^2-2n+2}$ and the set ${\varepsilon}_{n^2-2n+1}$. We also characterize those linear operators that strongly preserve ${\varepsilon}_2$, ${\varepsilon}_{n^2-2n+2}$ or ${\varepsilon}_{n^2-2n+1}$.

New Robust $H_{\infty}$ Performance Condition for Uncertain Discrete-Time Systems

  • Zhai, Guisheng;Lin, Hai;Kim, Young-Bok
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2003.10a
    • /
    • pp.322-326
    • /
    • 2003
  • In this paper, we establish a new robust $H_{\infty}$ performance condition for uncertain discrete-time systems with convex polytopic uncertainties. We express the condition as a set of linear matrix inequalities (LMIs), which are used to check stability and $H_{\infty}$ disturbance attenuation level by a parameter-dependent Lyapunov matrix. We show that the new condition provides less conservative result than the existing ones which use single Lyapunov matrix. We also show that the robust $H_{\infty}$ state feedback design problem for such uncertain discrete-time systems can be easily dealt with using the approach. The key point in this paper is to propose a kind of decoupling between the Lyapunov matrix and the system matrices in the parameter-dependent matrix inequality by introducing one new matrix variable.

  • PDF

Robust $H_$ Control of Continuous and Discrete Time Descriptor Systems with Parameter Uncertainties (파라미터 불확실성을 가지는 연속/이산 특이시스템의 견실 $Η_2$ 제어)

  • 이종하;김종해;박홍배
    • Journal of the Institute of Electronics Engineers of Korea SC
    • /
    • v.40 no.4
    • /
    • pp.251-263
    • /
    • 2003
  • This paper presents matrix inequality conditions for Η$_2$control and Η$_2$controller design method of linear time-invariant descriptor systems with parameter uncertainties in continuous and discrete time cases, respectively. First, the necessary and sufficient condition for Η$_2$control and Η$_2$ controller design method are expressed in terms of LMI(linear matrix inequality) with no equality constraints in continuous time case. Next, the sufficient condition for Hi control and Η$_2$controller design method are proposed by matrix inequality approach in discrete time case. Based on these conditions, we develop the robust Η$_2$controller design method for parameter uncertain descriptor systems and give a numerical example in each case.