• Title/Summary/Keyword: steepest gradient descent

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Comparison with two Gradient Methods through the application to the Vector Linear Predictor (두가지 gradient 방법의 벡터 선형 예측기에 대한 적용 비교)

  • Shin, Kwang-Kyun;Yang, Seung-In
    • Proceedings of the KIEE Conference
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    • 1987.07b
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    • pp.1595-1597
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    • 1987
  • Two gradient methods, steepest descent method and conjugate gradient descent method, are compar ed through application to vector linear predictors. It is found that the convergence rate of the conju-gate gradient descent method is much faster than that of the steepest descent method.

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Novel steepest descent adaptive filters derived from new performance function (새로운 성능지수 함수에 대한 직강하 적응필터)

  • 전병을;박동조
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10a
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    • pp.823-828
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    • 1992
  • A novel steepest descent adaptive filter algorithm, which uses the instantaneous stochastic gradient for the steepest descent direction, is derived from a newly devised performance index function. The performance function for the new algorithm is improved from that for the LMS in consideration that the stochastic steepest descent method is utilized to minimize the performance index iterativly. Through mathematical analysis and computer simulations, it is verified that there are substantial improvements in convergence and misadjustments even though the computational simplicity and the robustness of the LMS algorithm are hardly sacrificed. On the other hand, the new algorithm can be interpreted as a variable step size adaptive filter, and in this respect a heuristic method is proposed in order to reduce the noise caused by the step size fluctuation.

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Parameter Learning of Dynamic Bayesian Networks using Constrained Least Square Estimation and Steepest Descent Algorithm (제약조건을 갖는 최소자승 추정기법과 최급강하 알고리즘을 이용한 동적 베이시안 네트워크의 파라미터 학습기법)

  • Cho, Hyun-Cheol;Lee, Kwon-Soon;Koo, Kyung-Wan
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.58 no.2
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    • pp.164-171
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    • 2009
  • This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

FIRST ORDER GRADIENT OPTIMIZATION IN LISP

  • Stanimirovic, Predrag;Rancic, Svetozar
    • Journal of applied mathematics & informatics
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    • v.5 no.3
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    • pp.701-716
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    • 1998
  • In this paper we develop algorithms in programming lan-guage SCHEME for implementation of the main first order gradient techniques for unconstrained optimization. Implementation of the de-scent techniques which use non-optimal descent steps as well as imple-mentation of the optimal descent techniques are described. Also we investigate implementation of the global problem called optimization along a line. Developed programs are effective and simpler with re-spect to the corresponding in the procedural programming languages. Several numerical examples are reported.

Target Prioritization for Multi-Function Radar Using Artificial Neural Network Based on Steepest Descent Method (최급 강하법 기반 인공 신경망을 이용한 다기능 레이다 표적 우선순위 할당에 대한 연구)

  • Jeong, Nam-Hoon;Lee, Seong-Hyeon;Kang, Min-Seok;Gu, Chang-Woo;Kim, Cheol-Ho;Kim, Kyung-Tae
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.29 no.1
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    • pp.68-76
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    • 2018
  • Target prioritization is necessary for a multifunction radar(MFR) to track an important target and manage the resources of the radar platform efficiently. In this paper, we consider an artificial neural network(ANN) model that calculates the priority of the target. Furthermore, we propose a neural network learning algorithm based on the steepest descent method, which is more suitable for target prioritization by combining the conventional gradient descent method. Several simulation results show that the proposed scheme is much more superior to the traditional neural network model from analyzing the training data accuracy and the output priority relevance of the test scenarios.

Optimization Inverse Design Technique for Fluid Machinery Impellers (유체기계 임펠러의 최적 역설계 기법)

  • Kim J. S.;Park W. G.
    • Journal of computational fluids engineering
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    • v.3 no.1
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    • pp.37-45
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    • 1998
  • A new and efficient inverse design method based on the numerical optimization technique has been developed. The 2-D incompressible Navier-Stokes equations are solved for obtaining the objective functions and coupled with the optimization procedure to perform the inverse design. The steepest descent and the conjugate gradient method have been applied to find the searching direction. The golden section method was applied to compute the design variable intervals. It has been found that the airfoil and the pump impellers are well converged to their targeting shapes.

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THE STEEPEST DESCENT METHOD AND THE CONJUGATE GRADIENT METHOD FOR SLIGHTLY NON-SYMMETRIC, POSITIVE DEFINITE MATRICES

  • Shin, Dong-Ho;Kim, Do-Hyun;Song, Man-Suk
    • Communications of the Korean Mathematical Society
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    • v.9 no.2
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    • pp.439-448
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    • 1994
  • It is known that the steepest descent(SD) method and the conjugate gradient(CG) method [1, 2, 5, 6] converge when these methods are applied to solve linear systems of the form Ax = b, where A is symmetric and positive definite. For some finite difference discretizations of elliptic problems, one gets positive definite matrices that are almost symmetric. Practically, the SD method and the CG method work for these matrices. However, the convergence of these methods is not guaranteed theoretically. The SD method is also called Orthores(1) in iterative method papers. Elman [4] states that the convergence proof for Orthores($\kappa$), with $\kappa$ a positive integer, is not heard. In this paper, we prove that the SD method and the CG method converge when the $\iota$$^2$ matrix norm of the non-symmetric part of a positive definite matrix is less than some value related to the smallest and the largest eigenvalues of the symmetric part of the given matrix.(omitted)

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Performance Improvement of the QAM System using the Dual-Mode NCMA and DPLL (이중모드로 동작하는 NCMA와 DPLL를 이용한 QAM 시스템의 성능향상)

  • 강윤석;안상식
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.7A
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    • pp.978-985
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    • 2000
  • Blind equalizers recover the transmitted data using statistical characteristics of the signal alone. Among many alternatives, steepest gradient descent type algorithms such as the CMA and Sato algorithm are most widely utilized in practice. In this paper we propose a dual-mode NCMA algorithm, which combines the advantages of the dual mode CMA and Normalized CMA (NCMA) with the dual mode phase recovery algorithm. In addition, we perform computer simulations to demonstrate the performance improvement of the proposed algorithm with a QAM system. Simulation results show that the presented algorithm has a faster convergence speed and smaller steady-state residual error than the CMA and dual-mode CMA.

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Grid Voltage-sensorless Current Control of LCL-filtered Grid-connected Inverter based on Gradient Steepest Descent Observer

  • Tran, Thuy Vi;Kim, Kyeong-Hwa
    • Proceedings of the KIPE Conference
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    • 2019.07a
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    • pp.380-381
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    • 2019
  • This paper presents a grid voltage-sensorless current control design for an LCL-filtered grid-connected inverter with the purpose of enhancing the reliability and reducing the total cost of system. A disturbance observer based on the gradient steepest descent method is adopted to estimate the grid voltages with high accuracy and light computational burden even under distorted grid conditions. The grid fundamental components are effectively extracted from the estimated gird voltages by means of a least-squares algorithm to facilitate the synchronization process without using the conventional phase-locked loop. Finally, the estimated states of inverter system obtained by a discrete current-type full state observer are utilized in the state feedback current controller to realize a stable voltage-sensorless current control scheme. The effectiveness of the proposed scheme is validated through the simulation results.

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A Study on Numerical Optimization Method for Aerodynamic Design (공력설계를 위한 수치최적설계기법의 연구)

  • Jin, Xue-Song;Choi, Jae-Ho;Kim, Kwang-Yong
    • The KSFM Journal of Fluid Machinery
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    • v.2 no.1 s.2
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    • pp.29-34
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    • 1999
  • To develop the efficient numerical optimization method for the design of an airfoil, an evaluation of various methods coupled with two-dimensional Naviev-Stokes analysis is presented. Simplex method and Hook-Jeeves method we used as direct search methods, and steepest descent method, conjugate gradient method and DFP method are used as indirect search methods and are tested to determine the search direction. To determine the moving distance, the golden section method and cubic interpolation method are tested. The finite volume method is used to discretize two-dimensional Navier-Stokes equations, and SIMPLEC algorithm is used for a velocity-pressure correction method. For the optimal design of two-dimensional airfoil, maximum thickness, maximum ordinate of camber line and chordwise position of maximum ordinate are chosen as design variables, and the ratio of drag coefficient to lift coefficient is selected as an objective function. From the results, it is found that conjugate gradient method and cubic interpolation method are the most efficient for the determination of search direction and the moving distance, respectively.

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