• 제목/요약/키워드: recursive matrix method

검색결과 57건 처리시간 0.028초

A CLASS OF MULTILEVEL RECURSIVE INCOMPLETE LU PRECONDITIONING TECHNIQUES

  • Zhang, Jun
    • Journal of applied mathematics & informatics
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    • 제8권2호
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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.

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

  • 김동규;김아현;김현중
    • 응용통계연구
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    • 제24권5호
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    • pp.963-977
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    • 2011
  • 다변량 자료를 분석함에 있어 자료의 차원을 축소하는데 활용되는 중요한 툴 중 하나인 PCA 분석(주성분 분석, Principal Component Analysis)을 실시간으로 처리해야 하는 적용 분야가 최근 늘고 있다. PCA 분석에서는 표본 공분산 행렬의 고유값과 고유벡터를 도출하는 것이 관건인데, 자료의 양이 방대하며 고차원인 경우 이를 실시간으로 수행하기에는 어려움이 따른다. 이러한 문제점을 해결하기 위해서 Erdogmus 등 (2004)는 일차 섭동 이론(first order perturbation theory)을 활용하여 공분산 행렬의 고유값과 고유벡터를 추정하는 Recursive PCA 방법을 제안했다. 이 방법은 추가된 자료의 양이 많지 않은 경우는 상당히 정확하지만, 추가된 자료의 양이 많아짐에 따라 오차도 커진다는 한계를 가지고 있다. 본 논문은 공분산 행렬의 고유값과 고유벡터가 가지고 있는 수학적 관계를 이용하여 Erdogmus 등 (2004)가 제안한 Recursive PCA 방법을 수정한 Modi ed Recursive PCA 방법을 제안하다. 또한, 모의 실험을 통해 Recursive PCA 방법과 Modi ed Recursive PCA 방법에서의 고유값과 고유벡터 추정값의 정확도를 비교해 보았으며 그 결과 기존 Recursive PCA 방법 보다 정확한 추정이 가능함을 확인할 수 있었다.

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

  • Kim, Daniel;Ryoo, Sangwoo;Kim, Taesoo;SunWoo, Hasik
    • 충청수학회지
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    • 제25권1호
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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.

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

  • 곽동훈;김태한;이영삼
    • 제어로봇시스템학회논문지
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    • 제18권3호
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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.

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

  • 이경원;홍익표;정영철;육종관
    • 한국전자파학회논문지
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    • 제19권12호
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    • pp.1384-1393
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    • 2008
  • 본 논문에서는 손실 특성을 갖는 메타 물질로 구성된 다층 구조 slab의 특성을 해석하였다. 기존 메타 물질을 가진 다층 구조 해석은 recursive 방법을 이용했으며, 계산의 복잡성으로 인한 무손실을 가정할 수밖에 없었지만, 본 논문에서는 손실 메타 물질을 갖는 다층 구조를 해석하기 위해 해석 방법이 간단하고, 임의의 다층 구조를 갖는 물질에 대한 전파 특성을 쉽게 얻을 수 있는 ABCD 행렬을 이용하였다. 적용한 ABCD 행렬 방법의 유효함을 검증하기 위해서 유전체-유전체로 구성된 구조와 메타-유전체 물질로 구성된 다층 구조에 적용하여 기존의 recursive 방법과 비교하였다. 본 논문에서 해석한 손실 메타 물질을 갖는 다층 구조는 유전체 다층 구조보다 리플이 없고 광대역 전송 특성을 얻을 수 있다는 장점이 있으며, 안테나의 레이돔이나 전파를 차폐할 수 있는 차폐 물질 등에 다양하게 적용될 수 있다.

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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    • 제25권2E호
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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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    • 제34권6호
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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.

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

  • 이철희;이석원;양흥석
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 16-17 Oct. 1987
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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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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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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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    • 제어로봇시스템학회 2001년도 ICCAS
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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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