• Title/Summary/Keyword: optimal matrix

Search Result 930, Processing Time 0.024 seconds

Design of the Optimal Input Singals for Parameter Estimation in the ARMAX Model (ARMAX 모델의 매개변수 추정을 위한 최적 입력 신호의 설계)

  • 이석원;양흥석
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.37 no.3
    • /
    • pp.180-185
    • /
    • 1988
  • This paper considers the problem of the optimal input design for parameter estimtion in the ARMAX model in which the system and noise transfer function have the common denominator polynomial. Deriving the information matrix, in detail, for the assumed model structure and using the autocorrelation functin of the filtered input as design variables, it is shown that D-optimal input signal can be realized as an autoregressive moving average process. Computer simulations are carried out to show the standard-deviation reduction in the parameter estimtes using the optimal input signal.

  • PDF

A statistical analysis on the selection of the optimal covariance matrix pattern for the cholesterol data (콜레스테롤 자료에 대한 적정 공분산행렬 형태 산출에 관한 통계적 분석)

  • Jo, Jin-Nam;Baik, Jai-Wook
    • Journal of the Korean Data and Information Science Society
    • /
    • v.21 no.6
    • /
    • pp.1263-1270
    • /
    • 2010
  • Sixty patients were divided into three groups. Each group of twenty persons had fed on different diet foods over 5 weeks. Cholesterol had been measured repeatedly five times at an interval of a week during 5 weeks. It resulted from mixed model analysis of repeated measurements data that homogeneous toeplitz covariance matrix pattern was selected as the optimal covariance pattern. The correlations between measurements of different times for the covariance matrix are somewhat highly correlated as 0.64-0.78. Based upon the homogeneous toeplitz covariance pattern model, the time effect was found to be highly significant, but the treatment effect and treatment-time interaction effect were found to be insignificant.

New Interference Alignment Technique using Least Square Method in Multi-User MIMO Systems (다중 사용자 MIMO 시스템에서 최소 제곱 기법을 이용한 새로운 간섭 정렬 기법)

  • Jo, Myung-Ju;Byun, Youn-Shik
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.37 no.6A
    • /
    • pp.488-496
    • /
    • 2012
  • In this paper, the scheme for designing optimal beamforming matrix for interference control is proposed. The optimal beamforming matrix is found though linear combination of interference alignment conditions and renewal of linear combination coefficient. The proposed scheme has advantages that the complexity is reduced and there is no multiplying operation in matrix calculations even if proposed scheme has the form similar to that of existing least square based scheme. The simulation results show that proposed scheme has about 4bps/Hz higher gain than existing least square scheme. Also there is no additional multiplying calculation and increase of matrix size when the number of transmit and receive antennas is increased.

MODULUS-BASED SUCCESSIVE OVERRELAXATION METHOD FOR PRICING AMERICAN OPTIONS

  • Zheng, Ning;Yin, Jun-Feng
    • Journal of applied mathematics & informatics
    • /
    • v.31 no.5_6
    • /
    • pp.769-784
    • /
    • 2013
  • We consider the modulus-based successive overrelaxation method for the linear complementarity problems from the discretization of Black-Scholes American options model. The $H_+$-matrix property of the system matrix discretized from American option pricing which guarantees the convergence of the proposed method for the linear complementarity problem is analyzed. Numerical experiments confirm the theoretical analysis, and further show that the modulus-based successive overrelaxation method is superior to the classical projected successive overrelaxation method with optimal parameter.

A Study on Intelligent Decentralized Active Suspension Control System with Descriptor LMI Design Method

  • Park, Jung-Hyen
    • Journal of information and communication convergence engineering
    • /
    • v.6 no.2
    • /
    • pp.198-203
    • /
    • 2008
  • An Intelligent optimal control system design algorithm in active suspension equipment adopting linear matrix inequalities control system design theory with representing by descriptor system form is presented. The validity of the linear matrix inequalities intelligent decentralized control system design with representing by descriptor system form in active suspension system through the numerical examples is also investigated.

A Study on the Transition Probability Matrix set from a Transfer Line Model (자동 생산라인 모형에서의 Transition Probability Matrix에 관한 연구)

  • No, Hyeong-Min
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.11 no.2
    • /
    • pp.1-9
    • /
    • 1985
  • In this study, two stage transfer line with limited repair capability is modeled to formulate optimal dynamic repair priority policy. The method of Markov Chains is used to analyze the analytical model of this line. An efficient algorithm is developed, utilizing the block tridiagonal structure of the transition probability matrix, to obtain the steady state probabilities and system performance measures, such as the steady state production rate of the line and the average in-process inventory in the interstage buffer.

  • PDF

$H_2$ Control of Continuous and Discrete Time Descriptor Systems (연속/이산 특이치 시스템의 $H_2$ 제어)

  • 이종하;김종해;박홍배
    • Proceedings of the IEEK Conference
    • /
    • 2001.06e
    • /
    • pp.29-32
    • /
    • 2001
  • This paper presents matrix inequality conditions for H$_2$optimal control of linear time-invariant descriptor systems in continuous and discrete time cases, respectively. First, the necessary and sufficient condition for H$_2$control and H$_2$controller design method are expressed in terms of LMls(linear matrix inequalities) with no equality constraints in continuous time case. Next, the sufficient condition for H$_2$control and H$_2$controller design method are proposed by matrix inequality approach in discrete time case. A numerical example is given in each case.

  • PDF

A STUDY ON THE OPTIMAZATION OF CONSTRUCTION MANAGEMENT BY USING A DESIGN STRUCTURE MATRIX

  • Nobuyuki Suzuki;Aketo Suzuki
    • International conference on construction engineering and project management
    • /
    • 2005.10a
    • /
    • pp.383-388
    • /
    • 2005
  • In the construction industry, complex works are carried out with significant resources under non-linear circumstances where clear concepts of project management could be of benefit to all parties and personnel involved. In this paper, we define the optimum project management configuration for construction management by using DSM (Design Structure Matrix). Furthermore DSM can be visualized as a network model, and then Graph Theory provides us the numerical results.

  • PDF

An Accurate Method to Estimate Traffic Matrices from Link Loads for QoS Provision

  • Wang, Xingwei;Jiang, Dingde;Xu, Zhengzheng;Chen, Zhenhua
    • Journal of Communications and Networks
    • /
    • v.12 no.6
    • /
    • pp.624-631
    • /
    • 2010
  • Effective traffic matrix estimation is the basis of efficient traffic engineering, and therefore, quality of service provision support in IP networks. In this study, traffic matrix estimation is investigated in IP networks and an Elman neural network-based traffic matrix inference (ENNTMI) method is proposed. In ENNTMI, the conventional Elman neural network is modified to capture the spatio-temporal correlations and the time-varying property, and certain side information is introduced to help estimate traffic matrix in a network accurately. The regular parameter is further introduced into the optimal equation. Thus, the highly ill-posed nature of traffic matrix estimation is overcome effectively and efficiently.

Robust missile autopilot design using a generalized singular optimal control technique (최적 제어 기법을 사용한 자동조종장치의 설계)

  • 백운보;이만형
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1986.10a
    • /
    • pp.498-502
    • /
    • 1986
  • A generalized singular linear quadratic control technique is developed to design an optimal trajectory tracking system. The output feedback control law is designed using this technique. The feedback gain matrix is synthesized to minimize tracking errors with pole placement capability to satisfy the control activity requirements. An applications to a bank-to-turn missile coordinated autopilot system design is presented.

  • PDF