• 제목/요약/키워드: steepest gradient descent

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

  • 신광균;양승인
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1987년도 전기.전자공학 학술대회 논문집(II)
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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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새로운 성능지수 함수에 대한 직강하 적응필터 (Novel steepest descent adaptive filters derived from new performance function)

  • 전병을;박동조
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 19-21 Oct. 1992
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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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제약조건을 갖는 최소자승 추정기법과 최급강하 알고리즘을 이용한 동적 베이시안 네트워크의 파라미터 학습기법 (Parameter Learning of Dynamic Bayesian Networks using Constrained Least Square Estimation and Steepest Descent Algorithm)

  • 조현철;이권순;구경완
    • 전기학회논문지P
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    • 제58권2호
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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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    • 제5권3호
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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.

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

  • 정남훈;이성현;강민석;구창우;김철호;김경태
    • 한국전자파학회논문지
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    • 제29권1호
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    • pp.68-76
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    • 2018
  • 표적 우선순위 할당은 다수의 표적이 존재하는 전술 환경에서 다기능 레이다(Multifunction Radar: MFR)가 중요한 표적을 추적하고 레이다 자원을 효율적으로 관리하기 위해 필요한 기능이다. 본 논문에서는 레이다에서 수집한 정보로부터 표적에 대한 우선순위를 산출하는 인공 신경망(Artificial Neural Network: ANN) 모델을 구현한다. 더 나아가, 기존의 경사 하강법(gradient descent) 기반 역전파(backpropagation) 알고리즘을 발전시켜 표적 우선순위 할당에 더욱 적합한 최급 강하법(steepest descent) 기반 신경망 학습 알고리즘을 제안한다. 시뮬레이션에서는 훈련 데이터와 신경망의 결과값 사이의 오차와 특정 테스트 시나리오에서 할당된 우선순위의 합리성을 분석하여 제안된 방법의 성능을 확인한다.

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

  • 김종섭;박원규
    • 한국전산유체공학회지
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    • 제3권1호
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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
    • 대한수학회논문집
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    • 제9권2호
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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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이중모드로 동작하는 NCMA와 DPLL를 이용한 QAM 시스템의 성능향상 (Performance Improvement of the QAM System using the Dual-Mode NCMA and DPLL)

  • 강윤석;안상식
    • 한국통신학회논문지
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    • 제25권7A호
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    • pp.978-985
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    • 2000
  • 블라인드 등화기는 학습신호를 이용하지 않고 저송된 데이터의 알려진 특성을 이용해 신호를 복원하며 일반적으로 가장 많이 이용되는 알고리즘은 구현이 간단한 Steepest Gradient Descent 계열의 알고리즘으로서 CMA나 Sato 알고리즘이 여기에 속한다. 본 논문에선, CMA 및 Normalized CMA (NCMA)의 장점과 이중모드 위상복원 알고리즘의 장점을 결합하는 이중모드 NCMA 알고리즘을 제안하고 QAM 시스템에 적용한 컴퓨터 시뮬레이션을 수행하여 제안한 알고리즘이 CMA와 이중모드 CMA 보다 더 빠른 수렴속도와 더 적은 정상상태 잔류에서 특성을 가짐을 확인하다.

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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
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2019년도 전력전자학술대회
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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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공력설계를 위한 수치최적설계기법의 연구 (A Study on Numerical Optimization Method for Aerodynamic Design)

  • 김설송;최재호;김광용
    • 한국유체기계학회 논문집
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    • 제2권1호
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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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