• Title/Summary/Keyword: recursive matrix method

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A CLASS OF MULTILEVEL RECURSIVE INCOMPLETE LU PRECONDITIONING TECHNIQUES

  • Zhang, Jun
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.305-326
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    • 2001
  • We introduce a class of multilevel recursive incomplete LU preconditioning techniques (RILUM) for solving general sparse matrices. This techniques is based on a recursive two by two block incomplete LU factorization on the coefficient martix. The coarse level system is constructed as an (approximate) Schur complement. A dynamic preconditioner is obtained by solving the Schur complement matrix approximately. The novelty of the proposed techniques is to solve the Schur complement matrix by a preconditioned Krylov subspace method. Such a reduction process is repeated to yield a multilevel recursive preconditioner.

Modified Recursive PC (수정된 반복 주성분 분석 기법에 대한 연구)

  • Kim, Dong-Gyu;Kim, Ah-Hyoun;Kim, Hyun-Joong
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.963-977
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    • 2011
  • PCA(Principal Component Analysis) is a well-studied statistical technique and an important tool for handling multivariate data. Although many algorithms exist for PCA, most of them are unsuitable for real time applications or high dimensional problems. Since it is desirable to avoid extensive matrix operations in such cases, alternative solutions are required to calculate the eigenvalues and eigenvectors of the sample covariance matrix. Erdogmus et al. (2004) proposed Recursive PCA(RPCA), which is a fast adaptive on-line solution for PCA, based on the first order perturbation theory. It facilitates the real-time implementation of PCA by recursively approximating updated eigenvalues and eigenvectors. However, the performance of the RPCA method becomes questionable as the size of newly-added data increases. In this paper, we modified the RPCA method by taking advantage of the mathematical relation of eigenvalues and eigenvectors of sample covariance matrix. We compared the performance of the proposed algorithm with that of RPCA, and found that the accuracy of the proposed method remarkably improved.

AN EXPLICIT FORM OF POWERS OF A $2{\times}2$ MATRIX USING A RECURSIVE SEQUENCE

  • Kim, Daniel;Ryoo, Sangwoo;Kim, Taesoo;SunWoo, Hasik
    • Journal of the Chungcheong Mathematical Society
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    • v.25 no.1
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    • pp.19-25
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    • 2012
  • The purpose of this paper is to derive powers $A^{n}$ using a system of recursive sequences for a given $2{\times}2$ matrix A. Introducing a recursive sequence we have a quadratic equation. Solutions to this quadratic equation are related with eigenvalues of A. By solving this quadratic equation we can easily obtain an explicit form of $A^{n}$. Our method holds when A is defined not only on the real field but also on the complex field.

Correction Method of Tracking Error for Astronomical Telescope Using Recursive Least Square Method (재귀 최소자승법을 이용한 천체 망원경의 추적 오차 보정법)

  • Kwak, Dong-Hoon;Kim, Tae-Han;Lee, Young-Sam
    • Journal of Institute of Control, Robotics and Systems
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    • v.18 no.3
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    • pp.224-229
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    • 2012
  • In this paper, we propose a correction method for astronomical telescope using recursive least square method. There are two ways to move a telescope : equatorial operation and altazimuth operation. We must align polar axis of a equatorial telescope with the north celestial pole and adjust the horizontal axis of a altazimuth telescope exactly to match the celestial coordinate system with the telescope coordinate system. This process needs time and expertise. We can skip existing process and correct a tracking error easily by deriving the relationship of the celestial coordinate system and the telescope coordinate system using the proposed correction method. We obtain the coordinate of a celestial body in the celestial coordinate system and the telescope coordinate system and derive a transformation matrix through the obtained coordinate. We use recursive least square method to estimate the unknown parameters of a transformation matrix. Finally, we implement a telescope control system using a microprocessor and verify the performance of the correction method. Through an experiment, we show the validity of the proposed correction method.

Analysis of Multilayer Slab with Lossy Metamaterials (손실 특성의 메타 물질이 포함된 다층 구조 Slab의 특성 분석)

  • Lee, Kyung-Won;Hong, Ic-Pyo;Chung, Yeong-Chul;Yook, Jong-Gwan
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.19 no.12
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    • pp.1384-1393
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    • 2008
  • In this paper, we analyzed the multilayer structure with lossy metamaterials using ABCD Matrix method to get the transmission characteristics. Compared to the recursive method which cannot be used to analyze the lossy characteristics of multilayer structure because of its complexity, we used the ABCD matrix method is easy to apply because of its matrix chain concepts for arbitrary number of multilayer structure and lossy material. To verify the results of this paper, we used both for multilayer dielectric and metamaterial, respectively, and obtained the same results. Multilayer structure with lossy metamaterial showed minimized ripple and broadband transmission compared to dielectric multilayered structure. This can be used in various applications as antenna radome and shielding material, etc.

A Recursive Data Least Square Algorithm and Its Channel Equalization Application

  • Lim, Jun-Seok;Kim, Jae-Soo
    • The Journal of the Acoustical Society of Korea
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    • v.25 no.2E
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    • pp.43-48
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    • 2006
  • Abstract-Using the recursive generalized eigendecomposition method, we develop a recursive form solution to the data least squares (DLS) problem, in which the error is assumed to lie in the data matrix only. Simulations demonstrate that DLS outperforms ordinary least square for certain types of deconvolution problems.

Pretension process control based on cable force observation values for prestressed space grid structures

  • Zhou, Zhen;Meng, Shao-Ping;Wu, Jing
    • Structural Engineering and Mechanics
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    • v.34 no.6
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    • pp.739-753
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    • 2010
  • Pointing to the design requirement of prestressed space grid structure being the target cable force, the pretension scheme decision analysis method is studied when there's great difference between structural actual state and the analytical model. Based on recursive formulation of cable forces, the simulative recursive system for pretension process is established from the systematic viewpoint, including four kinds of parameters, i.e., system initial value (structural initial state), system input value (tensioning control force scheme), system state parameters (influence matrix of cable forces), system output value (pretension accomplishment). The system controllability depends on the system state parameters. Based on cable force observation values, the influence matrix for system state parameters can be calculated, making the system controllable. Next, the pretension scheme decision method based on cable force observation values can be formed on the basis of iterative calculation for recursive system. In this way, the tensioning control force scheme that can meet the design requirement when next cyclic supplemental tension finished is obtained. Engineering example analysis results show that the proposed method in this paper can reduce a lot of cyclic tensioning work and meanwhile the design requirement can be met.

Recursive approximate overdetermined ARMA spectral estimation (순환 근사 과결정 ARMA 스펙트럼 추정)

  • 이철희;이석원;양흥석
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.446-450
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    • 1987
  • In this paper, overdetermined method is used for high resolution spectral estimation in case of short data record length. To reduce the computational effort and to obtain recursive form of estimation algorithm, we modify data matrix to have near-Toeplitz structure. Then, new recursive algorithm is derived in the form of fast Kalman algorithm. Two stage procedure is used for the estimation of ARMA parameters. First AR parameters are estimated by using overdetermined modified Yule-walker equation, and then MA parameters are implicitly estimated by estimating numerator spectral coefficients(NS).

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Recursive State Space Model Identification Algorithms Using Subspace Extraction via Schur Complement

  • Takei, Yoshinori;Imai, Jun;Wada, Kiyoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.525-525
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    • 2000
  • In this paper, we present recursive algorithms for state space model identification using subspace extraction via Schur complement. It is shown that an estimate of the extended observability matrix can be obtained by subspace extraction via Schur complement. A relationship between the least squares residual and the Schur complement matrix obtained from input-output data is shown, and the recursive algorithms for the subspace-based state-space model identification (4SID) methods are developed. We also proposed the above algorithm for an instrumental variable (IV) based 4SID method. Finally, a numerical example of the application of the algorithms is illustrated.

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Windowed Quaternion Estimator For Gyroless Spacecraft Attitude Determination

  • Kim, Injung
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.167.5-167
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    • 2001
  • Single point attitude determination method provides an optimal attitude minimizing the Wahba loss function. However, for the insufficient number of measurement vectors, the conventional single point methods has no unique solution. Thus, we introduce the sequential method to and an optimal attitude minimizing the windowed loss function. In this paper, this function is de ned as the sum of square errors for all measurement vectors within the axed sliding window. For simple implementation, the proposed algorithm is rewritten as a recursive form. Moreover, the covariance matrix is derived and expressed as a recursive form. Finally, we apply this algorithm to the attitude determination system with three LOS measurement sensors.

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