An Efficient Least-Squares Trilateration Algorithm for Mobile Robot Localization

Size: px
Start display at page:

Download "An Efficient Least-Squares Trilateration Algorithm for Mobile Robot Localization"

Transcription

1 he IEEE/RSJ Internatonal Conference on Intellgent Robots and Systems October -5, St. Lous, USA An Effcent Least-Squares rlateraton Algorthm for Moble Robot Localzaton Yu Zhou, Member, IEEE Abstract A novel effcent trlateraton algorthm s resented to estmate the oston of a target object, such as a moble robot, n a D or D sace. he roosed algorthm s derved from a nonlnear least-squares formulaton, and rovdes an otmal oston estmate from a number (greater than or equal to the dmenson of the envronment) of reference onts and corresondng dstance measurements. Usng standard lnear algebra technques, the roosed algorthm has low comutatonal comlety and hgh oeratonal robustness. Error analyss has been conducted through smulatons on reresentatve eamles. he results show that the roosed algorthm has lower systematc error and uncertanty n oston estmaton when dealng wth erroneous nuts, comared wth reresentatve closed-form methods. I. IRODUCIO hs aer resents a novel effcent trlateraton algorthm whch facltates the self-localzaton of autonomous moble robots n D and D envronments. A. rlateraton Prncle rlateraton refers to ostonng an object based on the measured dstances between the object and multle reference onts at known ostons [,]. (Peole tend to call t multlateraton when more than three reference onts are used to oston the object. However, multlateraton has been used to name another rocess of oston estmaton based on the measured dfferences n the dstances between the object and three or more reference onts [].) In rncle, trlateraton locates an object by solve a system of equatons n the form of ( ) ( ) r, () where denotes the unknown oston of the object, the known oston of the th reference ont, and r the known dstance between and. Equaton () reresents a crcle n or a shere n, centered at wth a radus of r. Solvng a system of () s equvalent to fndng the ntersecton ont/onts of a set of crcles n or sheres n. In realty, trlateraton error arses due to the naccuracy n measurng dstances and mang reference onts, and s largely affected by the geometrcal arrangement of the Manuscrt receved on March,. Yu Zhou s wth the Deartment of Mechancal Engneerng, State Unversty of ew York at Stony Brook, Stony Brook, Y74, USA (hone: 6-6-8; fa: ; e-mal: yuzhou@notes.cc. sunysb.edu). reference onts and the object [4]. As a result, the nvolved crcles or sheres may not ntersect at the actual oston of the object, or even may not ntersect at all. hus, t s necessary to determne a best aromaton. B. Revew of Estng Algorthms hough straghtforward n concet, the trlateraton roblem s far from trval to solve, due to the nonlnearty of () and the errors n and r. A number of algorthms have been roosed to solve the trlateraton roblem, ncludng both closed-form and numercal solutons. o determne the D oston of an object based on the dstance measurements from three reference onts, Fang rovded a closed-form soluton by referencng to the base lane defned by the three reference onts [5]. A smlar formulaton was resented by Zegert and Mze [6]. Indeendent of the choce of any artcular frame of reference, Manolaks derved a more general closed-form soluton [4]. Hs work shows that the ostonng error s affected by the rangng errors, the geometrcal arrangement of the object and reference onts, and the nonlnearty of the algorthm. A few tyos n [4] were fed by Rao [7]. Recently homas and Ros roosed an alternatve closedform soluton usng Cayley-Menger determnants whch are related to the geometry of the tetrahedra formed by the object and three reference onts []. In a more general contet, Cooe resented a closed-form soluton for determnng the ntersecton onts of n sheres n n based on Gaussan elmnaton [8]. In general, closed-form solutons have low comutatonal comlety when the soluton of () ests. hey also facltate the theoretcal analyss of the algorthm erformance [,4]. However, n general closed-form solutons do not accommodate the stuaton that the nvolved sheres (crcles) do not ntersect at one ont,.e. no soluton ests for (). Moreover, estng closed-form solutons only solve for the ntersecton onts of n sheres n n. hey do not aly to determnng the ntersecton ont of >n sheres n n, where small errors n dstance measurng and reference ont mang can easly cause the nvolved sheres to fal to ntersect at one ont. In order to determne the hyscally estng locaton of the target object, even f no ntersecton ont ests, t s always necessary to determne a best aromaton whch mnmzes the resduals of () n some arorate form. umercal methods are n general necessary n order to rovde such an estmate, as ndcated n [,8] //$5. IEEE 474

2 Foy resented a numercal algorthm called aylor-seres estmaton whch solves the smultaneous set of algebrac oston equatons by teratvely mrovng an ntal guess wth local lnear least-sum-squared-error correctons []. Incororatng the dstance measurement errors, adv et al. comared three statstcal methods, a lnear least-squares estmator, an teratvely reweghted least-squares estmator and a nonlnear least-squares technque, and showed that n general, the nonlnear least-squares method erforms the best []. Hu and ang gave a geometrc elanaton of the otmal result n least-squares-based trlateraton, whch s the ont of tangency between the hyerellsod, determned by the standard devaton of the ostonng error, and the ntersecton of the hyersurfaces, determned by the constrants among the measurements []. Cooe also suggested a nonlnear least-squares method to obtan the aromate soluton, whch mnmzes the sum of the dfference between the measured and estmated dstances [8]. In another work, Pent et al. defned a robablstc model of the dstance measurement error and used the etended Kalman flterng to solve the trlateraton roblem []. In general, numercal methods are avalable to rovde an otmal estmaton of the oston of a target object, n artcular when no soluton ests for (). Moreover, numercal methods are n general not lmted to dealng wth n sheres n n. In fact, more accurate oston estmate s eected as the number of nvolved reference onts ncreases. However, comared wth closed-form solutons, numercal methods n general have hgher comutatonal comlety, and closed-form erformance analyss s n general not avalable. Many numercal methods lnearze the trlateraton roblem [,,], whch ntroduces etra errors nto oston estmaton. Many numercal methods nvolve a searchng rocess, such as ewton s method and the steeest descent method, whch teratvely mroves an ntal guess towards a converged oston estmate [8-]. However, most of these search algorthms are senstve to the choce of the ntal guess, and a global convergence towards the desrable oston estmate s not guaranteed. C. Overvew of the Proosed Algorthm Addressng the above-lsted ssues of estng trlateraton algorthms wth an emhass on moble robotcs, we roose an alternatve algorthm whch estmates the oston of a target object, such as a moble robot, based on the smultaneous dstance measurements from multle reference onts, by solvng a nonlnear least-squares formulaton of trlateraton usng standard lnear algebra technques. he roosed algorthm rovdes an otmal oston estmate of the ntersecton ont of n sheres n n (where n= or ), whch s not lmted to solvng for the ntersecton onts of eact n sheres n n. he roosed algorthm does not deend on the technques whch tend to be affected by algebrac sngulartes, such as matr nverson, and hence has hgh oeratonal robustness. hough not n closed form, the roosed algorthm has a low comutatonal comlety. he layout of ths aer s as follows. In Secton II, we wll derve and elan the roosed algorthm n detal. In Secton III, we wll analyze the erformance of the roosed algorthm through smulatons wth reresentatve eamles. Secton IV wll summarze ths work. II. PROPOSED RILAERAIO ALGORIHM A. onlnear Least-Squares Formulaton he goal of the roosed trlateraton algorthm s to estmate the oston of a moble robot based on the smultaneous dstance measurements from multle reference onts at known ostons. In order to obtan an otmal oston estmate of the robot from merfect dstance measurement and reference mang, we target our algorthm to solve the general nonlnear least-squares trlateraton formulaton. hat s, we defne an otmal aromaton of the oston of the nvolved moble robot n n ( n can be ether or corresondng to a D or D envronment, wth the global frame of reference attached to the envronment.) as ot arg mn S( ), () where ) [( ) ( ) r ] S(, denotes an estmate of the robot oston, the re-maed oston of the th reference ont, r the measured dstance between and, and the number of reference onts used to determne. Here, we are not constraned to the case of =n. Instead, we are gong to gve a soluton to the general case of n (and + ). Equaton () resents a nonlnear otmzaton roblem. Search-based otmzaton algorthms are commonly used to solve ths category of roblems, ncludng both local otmzaton algorthms, e.g. the steeest descent method and the ewton-rahson method, and global otmzaton algorthms, e.g. the smulated annealng and the genetc algorthm []. he steeest descent method and the ewton-rahson method n general converge to a local mnmum n the vcnty of the ntal guess, and the global otmzaton deends on the choce of the ntal guess. Meanwhle, for the method of smulated annealng and the genetc algorthm, n order to reach the global mnmum, the varous algorthm arameters and decson crtera of these methods need to be tuned to ft wth the secfc roblem. he lack of general, systematc methods for a moble robot to automatcally generate the ntal guess and choose algorthm-secfc arameters and crtera onboard to guarantee the global convergence n oston estmaton causes nconvenence n usng these search-based algorthms. In addton, the relatvely hgh tme comlety of the smulated annealng method and the genetc algorthm makes them not sutable for real-tme alcatons. We here derve an algorthm to solve the least-squares formulaton of trlateraton n () usng standard lnear algebra technques, whch guarantees globally otmal oston estmates and has low comutatonal comlety. 475

3 B. Dervaton We notce that, gven and r, solvng () s equvalent to solvng S ( ) a B [ ( ) c, () where a ( r ), r B [ ( ) I and c. o smlfy (), we ntroduce a lnear transform q c, (4) and obtan an equaton contanng no quadratc term of q ( a Bc cc c) { Bq[cc ( c c) q} qq q. (5) Defne f a Bc cc c and D B cc ( c c) I, we rewrte (5) as f [ D ( q q) q. (6) Moreover, we notce that n fact D ( q q) I cc, (7) whch s an nn symmetrc matr and does not contan q. Defnng H D ( q q) I, we obtan from (6) f Hq. (8) Equaton (8) s a lnear system of n equatons of the unknown n-dmensonal vector q. If H s full-rank (nvertble), q can be calculated easly as q H f or usng numercal methods such as Gaussan elmnaton [4]. However, t may haen that H s not full-rank. In fact, wthout makng more general roof, we have verfed by symbolc comutaton that the H constructed from an arbtrary set of =n ndeendent reference onts n (where n=) or (where n=) has a rank of n-, though the H constructed from >n n general has a rank of n. Moreover, when all are at the same heght,.e. wth the same value of, y or z, H has a zero row and a zero column and hence a rank of n-. In these cases, (8) does not reresent a system of n ndeendent lnear equatons, and hence we cannot unquely determne q from only (8). Instead, addtonal constrants need to be found to construct a new system of n ndeendent equatons so that the secfc soluton can be obtaned. Here we roose a unfed soluton rocedure for rank(h)=n and n-. Frst, denotng the kth comonent of f as f k and the kth row of H as h k, we construct a n- dmensonal vector f'=[f - f n,, f n- - f n ] and a (n-)n matr H'=[ h -h n,, h n- -h n ], and obtan from (8) f' H' q. () et, usng orthogonal decomoston [4], we obtan H' QU, () where Q s a (n-)(n-) orthogonal matr and U a (n-)n uer dagonal matr. hen, re-multlyng the both sdes of () by Q, we obtan Q f 'Uq. () Rewrtng () n ts scalar form, we have for the D case v uq uq uq, () v uq uq where v k denotes the kth comonent of Q f', u kj the (k,j) entry of U, and q k the kth comonent of q. From (), we obtan uv v uu u q ( ) ( ) q uu u uu u. () v u q q u u ow we have unknowns but equatons, and therefore need one more ndeendent equaton to solve for q. In fact, one vald constrant s q q q q q, (4) where q q can be obtaned from D q q H as q q r c c. (5) Substtutng () nto (4), we obtan uv v uu u v u [( ) ( ) q q q q ] [ ] q uu u uu u u u, (6) whch s a quadratc equaton of q and can be solved n closed form. Substtutng the resultng q nto (), we can obtan q and q. Smlarly, for the D case, we obtan from () v u q q. (7) u u In the D case, the constrant (4) becomes q q q q. (8) Substtutng (7) nto (8), we obtan v u [ q q q ] q, () u u whch s a quadratc equaton of q and can be solved n closed form. Substtutng the resultng q nto (7), we can obtan q. et, substtutng the resultng q nto (4), we obtan. he above rocess generally results n two canddates of, due to the dualty of (6) and (). However, only one of the two canddates s the true. o ck the correct one, the judgng crteron s usually very smle, such as that s known on one secfc sde of the base lane (or base lne) defned by the reference onts, or that current estmate of should be close enough to last. C. Summary Followng the above dervaton, the roosed trlateraton algorthm s summarzed as Algorthm. As ndcated n the dervaton, the roosed trlateraton algorthm rovdes an otmal estmaton of the locaton of a moble robot based on ts dstances from reference onts, where can be any nteger greater than or equal to n a D envronment or n a D envronment. Usng standard lnear algebra technques, the roosed algorthm s hghly tractable and has low comutatonal comlety. Wthout deendng on the technques whch tend to be affected by 476

4 algebrac sngulartes, such as matr nverson, the roosed algorthm also has hgh oeratonal robustness. III. ERROR AALYSIS he nut to the algorthm ncludes the maed ostons of the reference onts,, and the measured dstances between the robot and reference onts, r. In ractce, errors arse n due to naccurate mang of the reference onts, whch haens n both manual and robotc mang rocesses; and errors arse n r due to merfect dstance measurement of the range sensors. hese nut errors wll cause outut errors n the estmaton of the robot oston. A. Performance Indces Algorthm : rlateraton n n (n{,}) Inut: A set of reference onts { +, n}, and the corresondng set of dstances between and the unknown oston {r +, n}. Outut:. ) Calculate a, B, c, f, f', H, H', Q and U. ) Calculate q q from (5). ) For D trlateraton, calculate q from (6); for D trlateraton, calculate q from (). 4) For D trlateraton, calculate q and q from (); for D trlateraton, calculate q from (7). 5) Calculate from (4). 6) Choose one of the two canddates of. 7) Return. We defne r, r r and. Denotng the actual value and random error of the measurement as and resectvely, assumng that the nut errors are zero-mean random errors,.e. E()=, and followng a smlar dervaton as [4], we can obtan the mean vector E( ) and varance matr var( ) of the outut error as ( ) E[ ( )] vec[var( )], () ( ) ( ) var[ ( )] var( ), () where vec(m) denotes the vector created from a matr M by stackng ts columns. Equatons () and () show that the mean and varance of the outut error are drectly related to the varance of the nut error. In artcular, to evaluate the mact of the error of,, on, we assume that the comonents of are zero-mean random varables and uncorrelated from one another wth the same standard devaton for each coordnate, and, smlar to [,4], defne two erformance ndces, the normalzed total bas B whch reresents the systematc estmaton error, and the normalzed total standard devaton error S whch reresents the uncertanty of oston estmaton B S E( ) vec( I), () r[var( )] r( ), () where v denotes the norm of a vector v, and r(m) denotes the trace of a matr M. We notce that B and S are ndeendent of. Smlarly, to evaluate the mact of the error of r, r, on, we assume that the comonents of r are zero-mean random varables and uncorrelated from one another wth the same standard devaton r, and defne two erformance ndces corresondngly as E[ ( )] Br vec( I), (4) r r S r r{var[ ( )]} r( ). (5) r r r We notce that B r and S r are ndeendent of r. We have tested B, S, B r and S r through smulatons. he roosed trlateraton algorthm rovdes an otmal aromaton of the ntersecton ont of crcles n and sheres n. Wthout loss of generalty, our error analyss focuses on. A smlar trend can be found for. hrough reresentatve eamles, we test the roosed algorthm wth reference onts at frst and then wth 4 reference onts. he roosed trlateraton algorthm has been rogrammed n Matlab. ested on a Dell Lattude D6 lato comuter wth a.66 GHz Intel Core CPU, the average runnng tme for the algorthm s <.6 second. hs means that the roosed algorthm s hghly sutable for real-tme trlateraton tasks. B. rlateraton n wth Reference Ponts Followng the reresentatve eamles n [,4], we eamne a -reference case n n whch the XY coordnates of the reference onts form an equlateral trangle nscrbed n a crcle centered at the orgn of the frame of reference wth a radus of. he reference onts are located at [ 5 5 ], [ ] and [5 5 ]. We also assume that a moble robot moves across a square data acquston regon defned as {[,y,z] z=8, - 4,y4}. o evaluate the mact of on, we set wth dfferent values ( {,,,4,5,6,7,8,,}), run the smulaton wth samles for each, and calculate B and S across the above data acquston regon. he resultng varatons of B and S are consstent across the range of, as ndcated by () and (). Fgures and show the varaton of B and S for a reresentatve =7. We observe that both B and S ncreases as the robot moves away from the center of the base trangle defned by the reference onts. In artcular, at the center of the data acquston regon where =[,,8], we obtan 477

5 y y.8 B =.57 and S =.6; whle at the edge of the data acquston regon where =[-4,4,8], we obtan B =.7 and S =.87. Comared wth the results reorted n [,4] whch were generated from the eactly same smulaton settng, our algorthm has lower S values ([] reorts that S 7 (S =.4) when =[,,8], and S (S =.86) when =[-4,4,8].), whch means that the roosed trlateraton algorthm has a reduced uncertanty n oston estmaton when usng merfectly maed reference onts. o evaluate the mact of r on, we set r wth dfferent values ( r {,,,4,5,6,7,8,,}), run ormalzed Bas B the smulaton wth samles for each r, and calculate B r and S r across the above data acquston regon. he resultng varatons of B r and S r are consstent across the range of r, as ndcated by (4) and (5). Moreover, the smulaton results show that B r and S r have smlar trends of varaton to those of B and S resectvely, and ther values are very close to B and S resectvely. In artcular, for r =7, at =[,,8], we obtan B r =.54 and S r =.; Fg.. ormalzed total bas B obtaned from the -reference eamle ormalzed Standard Devaton S Fg.. ormalzed total standard devaton S obtaned from the - reference eamle.5. whle at =[-4,4,8], we obtan B r =. and S r =.78. hey are very close to the values of B and S at the same onts. For ths reason, we do not resent the fgures for B r and S r secfcally. Comared wth the results reorted n [,4] whch were generated from the eactly same smulaton settng, our algorthm has sgnfcant lower B r values ([] reorts that the mamum B r on the edge of the same data acquston regon s about. whle our result s..), whch means that the roosed trlateraton algorthm has a reduced systematc error n oston estmaton when usng erroneous dstance measurements. C. rlateraton n wth 4 Reference Ponts o test the erformance of the roosed trlateraton algorthm wth >n reference onts, we eamne a 4- reference case n n whch the XY coordnates of the 4 reference onts form a square nscrbed n the same crcle as n the -reference eamle (centered at the orgn of the frame of reference wth a radus of ). he reference onts are located at [ 5 5 ], [ 5 5 ], 5 ] [5 and [5 5 ] 4. Same as the -reference eamle, we also assume that the moble robot moves across a square data acquston regon defned as {[,y,z] z=8, -4,y4}. Fgures and 4 show the varatons of B and S (taken at =7). Smlar to the -referecne case, both B and S ncreases as the robot moves away from the center of base square defned by the reference onts. In artcular, at the center of the data acquston regon where =[,,8], we obtan B =.77 and S =8.7; whle at the edge of the data acquston regon where =[-4,4,8], we obtan B =. and S =.4. Comared wth the - reference case, we notce that there s an ncrease n the mnmum B due to the addton of another merfectly maed reference ont. However, the mamum B decreases. Moreover, S becomes lower, whch means that the uncertanty n oston estmaton, when usng merfectly maed reference onts, wll decrease by referrng to more reference onts. he varaton of S r s very close to that of S. In artcular, for r =7, at =[,,8], we obtan S r =8.; whle at =[-4,4,8], we obtan S r =.. For ths reason, we do not resent the fgures for S r secfcally. However, the varaton of B r (Fg.5) s sgnfcantly dfferent from that of B. In artcular, for r =7, at =[,,8], we obtan B r =.4; at =[-4,4,8], we obtan B r =.77. Comared wth those of the -reference case, both B r and S r are sgnfcantly lower, whch means that both the systematc error and the uncertanty n oston estmaton, when usng erroneous dstance measurements, wll decrease by combnng more dstance measurements. 478

6 y y y ormalzed Bas B IV. COCLUSIO.8.85 hs aer resents an effcent trlateraton algorthm whch estmates the oston of a target object, e.g. a moble Fg.. ormalzed total bas B obtaned from the 4-reference eamle ormalzed Standard Devaton S Fg.4. ormalzed total standard devaton S obtaned from the 4- reference eamle ormalzed Bas B r Fg.5. ormalzed total bas B r obtaned from the 4-reference eamle robot, based on the smultaneous dstance measurements from multle reference onts. Solvng the nonlnear leastsquares formulaton of trlateraton, the roosed algorthm rovdes an otmal oston estmate of the ntersecton ont of n sheres n n (n= for D envronments and n= for D envronments), not lmted to solvng for the ntersecton onts of eact n sheres n n. Usng standard lnear algebra technques, the roosed algorthm, though not n the closed form, has low comutatonal comlety and s hghly alcable to real-tme alcatons. Wthout deendng on the technques whch tend to be affected by algebrac sngulartes, such as matr nverson, the roosed algorthm has hgh oeratonal robustness. he smulaton results show that the algorthm s hghly effectve, wth lower systematc bas and estmaton uncertanty than reresentatve closed-form methods, when dealng wth erroneous nuts of dstance measurements and reference onts. he smulatons also show that ntroducng more reference onts and corresondng dstance measurements nto the trlateraton rocess wll n general reduce the estmaton uncertanty. hough targetng the alcatons n moble robotcs, t s our belef that the roosed trlateraton algorthm s alcable to any rangng-based object localzaton tasks n varous envronments and scenaros. REFERECES [] J. Borensten, H. R. Everett, L. Feng, D. Wehe, Moble robot ostonng: sensors and technques, Journal of Robotc Systems, 4(4): -4, 7. [] F. homas, L. Ros, Revstng trlateraton for robot localzaton, IEEE ransactons on Robotcs, (): -, 5. [] Multlateraton, htt://en.wkeda.org/wk/multlateraton. [4] D. E. Manolaks, Effcent soluton and erformance analyss of -D oston estmaton by trlateraton, IEEE ransactons on Aerosace and Electronc Systems, (4): -48, 6. [5] B. Fang, rlateraton and etenson to global ostonng system navgaton, Journal of Gudance, (6): 75-77, 86. [6] J. Zegert, C. D. Mze, he laser ball bar: a new nstrument for machne tool metrology, Precson Engneerng, 6(4): [7] S. K. Rao, Comments on effcent soluton and erformance analyss of -D oston estmaton by trlateraton, IEEE ransactons on Aerosace and Electronc Systems, 4(): 68, 8. [8] I. D. Cooe, Relable comutaton of the onts of ntersecton of n sheres n R n, he Australan & ew Zealand Industral and Aled Mathematcs Journal, 4(E): C46 C477,. [] W. H. Foy, Poston-locaton solutons by aylor-seres estmaton, IEEE ransactons on Aerosace and Electroncs Systems, AES- (): 87-4, 76. [] W. avd, W. S. Murhy Jr., W. Hereman, Statstcal methods n surveyng by trlateraton, Comutatonal Statstcs & Data Analyss, 7: -7, 8. [] W. C. Hu, W. H. ang, Automated least-squares adjustment of trangulaton-trlateraton fgures, Journal of Surveyng Engneerng, -4,. [] M. Pent, M. A. Srto, E. urco, Method for ostonng GSM moble statons usng absolute tme delay measurements, Electroncs Letters, (4): -, 7. [] J. C. Sall, Introducton to Stochastc Search and Otmzaton: Estmaton, Smulaton, and Control, John Wley & Sons, 5. [4] G. H. Golub, C. F. Van Loan, Matr Comutatons, rd Edton, he Johns Hokns Unversty Press, 6. 47

Confidence intervals for weighted polynomial calibrations

Confidence intervals for weighted polynomial calibrations Confdence ntervals for weghted olynomal calbratons Sergey Maltsev, Amersand Ltd., Moscow, Russa; ur Kalambet, Amersand Internatonal, Inc., Beachwood, OH e-mal: kalambet@amersand-ntl.com htt://www.chromandsec.com

More information

Fuzzy approach to solve multi-objective capacitated transportation problem

Fuzzy approach to solve multi-objective capacitated transportation problem Internatonal Journal of Bonformatcs Research, ISSN: 0975 087, Volume, Issue, 00, -0-4 Fuzzy aroach to solve mult-objectve caactated transortaton roblem Lohgaonkar M. H. and Bajaj V. H.* * Deartment of

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analyss of Varance and Desgn of Exerments-I MODULE III LECTURE - 2 EXPERIMENTAL DESIGN MODELS Dr. Shalabh Deartment of Mathematcs and Statstcs Indan Insttute of Technology Kanur 2 We consder the models

More information

Managing Capacity Through Reward Programs. on-line companion page. Byung-Do Kim Seoul National University College of Business Administration

Managing Capacity Through Reward Programs. on-line companion page. Byung-Do Kim Seoul National University College of Business Administration Managng Caacty Through eward Programs on-lne comanon age Byung-Do Km Seoul Natonal Unversty College of Busness Admnstraton Mengze Sh Unversty of Toronto otman School of Management Toronto ON M5S E6 Canada

More information

CSci 6974 and ECSE 6966 Math. Tech. for Vision, Graphics and Robotics Lecture 21, April 17, 2006 Estimating A Plane Homography

CSci 6974 and ECSE 6966 Math. Tech. for Vision, Graphics and Robotics Lecture 21, April 17, 2006 Estimating A Plane Homography CSc 6974 and ECSE 6966 Math. Tech. for Vson, Graphcs and Robotcs Lecture 21, Aprl 17, 2006 Estmatng A Plane Homography Overvew We contnue wth a dscusson of the major ssues, usng estmaton of plane projectve

More information

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems Numercal Analyss by Dr. Anta Pal Assstant Professor Department of Mathematcs Natonal Insttute of Technology Durgapur Durgapur-713209 emal: anta.bue@gmal.com 1 . Chapter 5 Soluton of System of Lnear Equatons

More information

Support Vector Machines. Vibhav Gogate The University of Texas at dallas

Support Vector Machines. Vibhav Gogate The University of Texas at dallas Support Vector Machnes Vbhav Gogate he Unversty of exas at dallas What We have Learned So Far? 1. Decson rees. Naïve Bayes 3. Lnear Regresson 4. Logstc Regresson 5. Perceptron 6. Neural networks 7. K-Nearest

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analyss of Varance and Desgn of Exerments-I MODULE II LECTURE - GENERAL LINEAR HYPOTHESIS AND ANALYSIS OF VARIANCE Dr. Shalabh Deartment of Mathematcs and Statstcs Indan Insttute of Technology Kanur 3.

More information

6. Hamilton s Equations

6. Hamilton s Equations 6. Hamlton s Equatons Mchael Fowler A Dynamcal System s Path n Confguraton Sace and n State Sace The story so far: For a mechancal system wth n degrees of freedom, the satal confguraton at some nstant

More information

A MODIFIED METHOD FOR SOLVING SYSTEM OF NONLINEAR EQUATIONS

A MODIFIED METHOD FOR SOLVING SYSTEM OF NONLINEAR EQUATIONS Journal of Mathematcs and Statstcs 9 (1): 4-8, 1 ISSN 1549-644 1 Scence Publcatons do:1.844/jmssp.1.4.8 Publshed Onlne 9 (1) 1 (http://www.thescpub.com/jmss.toc) A MODIFIED METHOD FOR SOLVING SYSTEM OF

More information

The Robustness of a Nash Equilibrium Simulation Model

The Robustness of a Nash Equilibrium Simulation Model 8th World IMACS / MODSIM Congress, Carns, Australa 3-7 July 2009 htt://mssanz.org.au/modsm09 The Robustness of a Nash Equlbrum Smulaton Model Etaro Ayosh, Atsush Mak 2 and Takash Okamoto 3 Faculty of Scence

More information

Lecture 10 Support Vector Machines II

Lecture 10 Support Vector Machines II Lecture 10 Support Vector Machnes II 22 February 2016 Taylor B. Arnold Yale Statstcs STAT 365/665 1/28 Notes: Problem 3 s posted and due ths upcomng Frday There was an early bug n the fake-test data; fxed

More information

ONE DIMENSIONAL TRIANGULAR FIN EXPERIMENT. Technical Advisor: Dr. D.C. Look, Jr. Version: 11/03/00

ONE DIMENSIONAL TRIANGULAR FIN EXPERIMENT. Technical Advisor: Dr. D.C. Look, Jr. Version: 11/03/00 ONE IMENSIONAL TRIANGULAR FIN EXPERIMENT Techncal Advsor: r..c. Look, Jr. Verson: /3/ 7. GENERAL OJECTIVES a) To understand a one-dmensonal epermental appromaton. b) To understand the art of epermental

More information

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method Appled Mathematcal Scences, Vol. 7, 0, no. 47, 07-0 HIARI Ltd, www.m-hkar.com Comparson of the Populaton Varance Estmators of -Parameter Exponental Dstrbuton Based on Multple Crtera Decson Makng Method

More information

Lecture 3 Stat102, Spring 2007

Lecture 3 Stat102, Spring 2007 Lecture 3 Stat0, Sprng 007 Chapter 3. 3.: Introducton to regresson analyss Lnear regresson as a descrptve technque The least-squares equatons Chapter 3.3 Samplng dstrbuton of b 0, b. Contnued n net lecture

More information

Machine Learning. Classification. Theory of Classification and Nonparametric Classifier. Representing data: Hypothesis (classifier) Eric Xing

Machine Learning. Classification. Theory of Classification and Nonparametric Classifier. Representing data: Hypothesis (classifier) Eric Xing Machne Learnng 0-70/5 70/5-78, 78, Fall 008 Theory of Classfcaton and Nonarametrc Classfer Erc ng Lecture, Setember 0, 008 Readng: Cha.,5 CB and handouts Classfcaton Reresentng data: M K Hyothess classfer

More information

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity LINEAR REGRESSION ANALYSIS MODULE IX Lecture - 31 Multcollnearty Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur 6. Rdge regresson The OLSE s the best lnear unbased

More information

Global Sensitivity. Tuesday 20 th February, 2018

Global Sensitivity. Tuesday 20 th February, 2018 Global Senstvty Tuesday 2 th February, 28 ) Local Senstvty Most senstvty analyses [] are based on local estmates of senstvty, typcally by expandng the response n a Taylor seres about some specfc values

More information

2-Adic Complexity of a Sequence Obtained from a Periodic Binary Sequence by Either Inserting or Deleting k Symbols within One Period

2-Adic Complexity of a Sequence Obtained from a Periodic Binary Sequence by Either Inserting or Deleting k Symbols within One Period -Adc Comlexty of a Seuence Obtaned from a Perodc Bnary Seuence by Ether Insertng or Deletng Symbols wthn One Perod ZHAO Lu, WEN Qao-yan (State Key Laboratory of Networng and Swtchng echnology, Bejng Unversty

More information

Least squares cubic splines without B-splines S.K. Lucas

Least squares cubic splines without B-splines S.K. Lucas Least squares cubc splnes wthout B-splnes S.K. Lucas School of Mathematcs and Statstcs, Unversty of South Australa, Mawson Lakes SA 595 e-mal: stephen.lucas@unsa.edu.au Submtted to the Gazette of the Australan

More information

U.C. Berkeley CS294: Beyond Worst-Case Analysis Luca Trevisan September 5, 2017

U.C. Berkeley CS294: Beyond Worst-Case Analysis Luca Trevisan September 5, 2017 U.C. Berkeley CS94: Beyond Worst-Case Analyss Handout 4s Luca Trevsan September 5, 07 Summary of Lecture 4 In whch we ntroduce semdefnte programmng and apply t to Max Cut. Semdefnte Programmng Recall that

More information

A total variation approach

A total variation approach Denosng n dgtal radograhy: A total varaton aroach I. Froso M. Lucchese. A. Borghese htt://as-lab.ds.unm.t / 46 I. Froso, M. Lucchese,. A. Borghese Images are corruted by nose ) When measurement of some

More information

χ x B E (c) Figure 2.1.1: (a) a material particle in a body, (b) a place in space, (c) a configuration of the body

χ x B E (c) Figure 2.1.1: (a) a material particle in a body, (b) a place in space, (c) a configuration of the body Secton.. Moton.. The Materal Body and Moton hyscal materals n the real world are modeled usng an abstract mathematcal entty called a body. Ths body conssts of an nfnte number of materal partcles. Shown

More information

One-sided finite-difference approximations suitable for use with Richardson extrapolation

One-sided finite-difference approximations suitable for use with Richardson extrapolation Journal of Computatonal Physcs 219 (2006) 13 20 Short note One-sded fnte-dfference approxmatons sutable for use wth Rchardson extrapolaton Kumar Rahul, S.N. Bhattacharyya * Department of Mechancal Engneerng,

More information

Linear Feature Engineering 11

Linear Feature Engineering 11 Lnear Feature Engneerng 11 2 Least-Squares 2.1 Smple least-squares Consder the followng dataset. We have a bunch of nputs x and correspondng outputs y. The partcular values n ths dataset are x y 0.23 0.19

More information

Chapter 13: Multiple Regression

Chapter 13: Multiple Regression Chapter 13: Multple Regresson 13.1 Developng the multple-regresson Model The general model can be descrbed as: It smplfes for two ndependent varables: The sample ft parameter b 0, b 1, and b are used to

More information

Mixture of Gaussians Expectation Maximization (EM) Part 2

Mixture of Gaussians Expectation Maximization (EM) Part 2 Mture of Gaussans Eectaton Mamaton EM Part 2 Most of the sldes are due to Chrstoher Bsho BCS Summer School Eeter 2003. The rest of the sldes are based on lecture notes by A. Ng Lmtatons of K-means Hard

More information

CIS526: Machine Learning Lecture 3 (Sept 16, 2003) Linear Regression. Preparation help: Xiaoying Huang. x 1 θ 1 output... θ M x M

CIS526: Machine Learning Lecture 3 (Sept 16, 2003) Linear Regression. Preparation help: Xiaoying Huang. x 1 θ 1 output... θ M x M CIS56: achne Learnng Lecture 3 (Sept 6, 003) Preparaton help: Xaoyng Huang Lnear Regresson Lnear regresson can be represented by a functonal form: f(; θ) = θ 0 0 +θ + + θ = θ = 0 ote: 0 s a dummy attrbute

More information

Formulas for the Determinant

Formulas for the Determinant page 224 224 CHAPTER 3 Determnants e t te t e 2t 38 A = e t 2te t e 2t e t te t 2e 2t 39 If 123 A = 345, 456 compute the matrx product A adj(a) What can you conclude about det(a)? For Problems 40 43, use

More information

Lecture 20: Lift and Project, SDP Duality. Today we will study the Lift and Project method. Then we will prove the SDP duality theorem.

Lecture 20: Lift and Project, SDP Duality. Today we will study the Lift and Project method. Then we will prove the SDP duality theorem. prnceton u. sp 02 cos 598B: algorthms and complexty Lecture 20: Lft and Project, SDP Dualty Lecturer: Sanjeev Arora Scrbe:Yury Makarychev Today we wll study the Lft and Project method. Then we wll prove

More information

2016 Wiley. Study Session 2: Ethical and Professional Standards Application

2016 Wiley. Study Session 2: Ethical and Professional Standards Application 6 Wley Study Sesson : Ethcal and Professonal Standards Applcaton LESSON : CORRECTION ANALYSIS Readng 9: Correlaton and Regresson LOS 9a: Calculate and nterpret a sample covarance and a sample correlaton

More information

Week3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity

Week3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity Week3, Chapter 4 Moton n Two Dmensons Lecture Quz A partcle confned to moton along the x axs moves wth constant acceleraton from x =.0 m to x = 8.0 m durng a 1-s tme nterval. The velocty of the partcle

More information

A Quadratic Cumulative Production Model for the Material Balance of Abnormally-Pressured Gas Reservoirs F.E. Gonzalez M.S.

A Quadratic Cumulative Production Model for the Material Balance of Abnormally-Pressured Gas Reservoirs F.E. Gonzalez M.S. Natural as Engneerng A Quadratc Cumulatve Producton Model for the Materal Balance of Abnormally-Pressured as Reservors F.E. onale M.S. Thess (2003) T.A. Blasngame, Texas A&M U. Deartment of Petroleum Engneerng

More information

On New Selection Procedures for Unequal Probability Sampling

On New Selection Procedures for Unequal Probability Sampling Int. J. Oen Problems Comt. Math., Vol. 4, o. 1, March 011 ISS 1998-66; Coyrght ICSRS Publcaton, 011 www.-csrs.org On ew Selecton Procedures for Unequal Probablty Samlng Muhammad Qaser Shahbaz, Saman Shahbaz

More information

Comparing two Quantiles: the Burr Type X and Weibull Cases

Comparing two Quantiles: the Burr Type X and Weibull Cases IOSR Journal of Mathematcs (IOSR-JM) e-issn: 78-578, -ISSN: 39-765X. Volume, Issue 5 Ver. VII (Se. - Oct.06), PP 8-40 www.osrjournals.org Comarng two Quantles: the Burr Tye X and Webull Cases Mohammed

More information

Lecture # 02: Pressure measurements and Measurement Uncertainties

Lecture # 02: Pressure measurements and Measurement Uncertainties AerE 3L & AerE343L Lecture Notes Lecture # 0: Pressure measurements and Measurement Uncertantes Dr. Hu H Hu Deartment of Aerosace Engneerng Iowa State Unversty Ames, Iowa 500, U.S.A Mechancal Pressure

More information

Statistical Evaluation of WATFLOOD

Statistical Evaluation of WATFLOOD tatstcal Evaluaton of WATFLD By: Angela MacLean, Dept. of Cvl & Envronmental Engneerng, Unversty of Waterloo, n. ctober, 005 The statstcs program assocated wth WATFLD uses spl.csv fle that s produced wth

More information

Kernel Methods and SVMs Extension

Kernel Methods and SVMs Extension Kernel Methods and SVMs Extenson The purpose of ths document s to revew materal covered n Machne Learnng 1 Supervsed Learnng regardng support vector machnes (SVMs). Ths document also provdes a general

More information

QUANTITATIVE RISK MANAGEMENT TECHNIQUES USING INTERVAL ANALYSIS, WITH APPLICATIONS TO FINANCE AND INSURANCE

QUANTITATIVE RISK MANAGEMENT TECHNIQUES USING INTERVAL ANALYSIS, WITH APPLICATIONS TO FINANCE AND INSURANCE QANTITATIVE RISK MANAGEMENT TECHNIQES SING INTERVA ANAYSIS WITH APPICATIONS TO FINANCE AND INSRANCE Slva DED Ph.D. Bucharest nversty of Economc Studes Deartment of Aled Mathematcs; Romanan Academy Insttute

More information

Module 3: Element Properties Lecture 1: Natural Coordinates

Module 3: Element Properties Lecture 1: Natural Coordinates Module 3: Element Propertes Lecture : Natural Coordnates Natural coordnate system s bascally a local coordnate system whch allows the specfcaton of a pont wthn the element by a set of dmensonless numbers

More information

A General Class of Selection Procedures and Modified Murthy Estimator

A General Class of Selection Procedures and Modified Murthy Estimator ISS 684-8403 Journal of Statstcs Volume 4, 007,. 3-9 A General Class of Selecton Procedures and Modfed Murthy Estmator Abdul Bast and Muhammad Qasar Shahbaz Abstract A new selecton rocedure for unequal

More information

A Quadratic Cumulative Production Model for the Material Balance of Abnormally-Pressured Gas Reservoirs F.E. Gonzalez M.S.

A Quadratic Cumulative Production Model for the Material Balance of Abnormally-Pressured Gas Reservoirs F.E. Gonzalez M.S. Formaton Evaluaton and the Analyss of Reservor Performance A Quadratc Cumulatve Producton Model for the Materal Balance of Abnormally-Pressured as Reservors F.E. onale M.S. Thess (2003) T.A. Blasngame,

More information

Pattern Classification (II) 杜俊

Pattern Classification (II) 杜俊 attern lassfcaton II 杜俊 junu@ustc.eu.cn Revew roalty & Statstcs Bayes theorem Ranom varales: screte vs. contnuous roalty struton: DF an DF Statstcs: mean, varance, moment arameter estmaton: MLE Informaton

More information

1 GSW Iterative Techniques for y = Ax

1 GSW Iterative Techniques for y = Ax 1 for y = A I m gong to cheat here. here are a lot of teratve technques that can be used to solve the general case of a set of smultaneous equatons (wrtten n the matr form as y = A), but ths chapter sn

More information

Laboratory 1c: Method of Least Squares

Laboratory 1c: Method of Least Squares Lab 1c, Least Squares Laboratory 1c: Method of Least Squares Introducton Consder the graph of expermental data n Fgure 1. In ths experment x s the ndependent varable and y the dependent varable. Clearly

More information

Feb 14: Spatial analysis of data fields

Feb 14: Spatial analysis of data fields Feb 4: Spatal analyss of data felds Mappng rregularly sampled data onto a regular grd Many analyss technques for geophyscal data requre the data be located at regular ntervals n space and/or tme. hs s

More information

A Hybrid Variational Iteration Method for Blasius Equation

A Hybrid Variational Iteration Method for Blasius Equation Avalable at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 1932-9466 Vol. 10, Issue 1 (June 2015), pp. 223-229 Applcatons and Appled Mathematcs: An Internatonal Journal (AAM) A Hybrd Varatonal Iteraton Method

More information

Parameter Estimation for Dynamic System using Unscented Kalman filter

Parameter Estimation for Dynamic System using Unscented Kalman filter Parameter Estmaton for Dynamc System usng Unscented Kalman flter Jhoon Seung 1,a, Amr Atya F. 2,b, Alexander G.Parlos 3,c, and Klto Chong 1,4,d* 1 Dvson of Electroncs Engneerng, Chonbuk Natonal Unversty,

More information

Economics 130. Lecture 4 Simple Linear Regression Continued

Economics 130. Lecture 4 Simple Linear Regression Continued Economcs 130 Lecture 4 Contnued Readngs for Week 4 Text, Chapter and 3. We contnue wth addressng our second ssue + add n how we evaluate these relatonshps: Where do we get data to do ths analyss? How do

More information

Laboratory 3: Method of Least Squares

Laboratory 3: Method of Least Squares Laboratory 3: Method of Least Squares Introducton Consder the graph of expermental data n Fgure 1. In ths experment x s the ndependent varable and y the dependent varable. Clearly they are correlated wth

More information

An Interactive Optimisation Tool for Allocation Problems

An Interactive Optimisation Tool for Allocation Problems An Interactve Optmsaton ool for Allocaton Problems Fredr Bonäs, Joam Westerlund and apo Westerlund Process Desgn Laboratory, Faculty of echnology, Åbo Aadem Unversty, uru 20500, Fnland hs paper presents

More information

Complete Variance Decomposition Methods. Cédric J. Sallaberry

Complete Variance Decomposition Methods. Cédric J. Sallaberry Comlete Varance Decomoston Methods Cédrc J. allaberry enstvty Analyss y y [,,, ] [ y, y,, ] y ny s a vector o uncertan nuts s a vector o results s a comle uncton successon o derent codes, systems o de,

More information

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests Smulated of the Cramér-von Mses Goodness-of-Ft Tests Steele, M., Chaselng, J. and 3 Hurst, C. School of Mathematcal and Physcal Scences, James Cook Unversty, Australan School of Envronmental Studes, Grffth

More information

Yong Joon Ryang. 1. Introduction Consider the multicommodity transportation problem with convex quadratic cost function. 1 2 (x x0 ) T Q(x x 0 )

Yong Joon Ryang. 1. Introduction Consider the multicommodity transportation problem with convex quadratic cost function. 1 2 (x x0 ) T Q(x x 0 ) Kangweon-Kyungk Math. Jour. 4 1996), No. 1, pp. 7 16 AN ITERATIVE ROW-ACTION METHOD FOR MULTICOMMODITY TRANSPORTATION PROBLEMS Yong Joon Ryang Abstract. The optmzaton problems wth quadratc constrants often

More information

Linear Approximation with Regularization and Moving Least Squares

Linear Approximation with Regularization and Moving Least Squares Lnear Approxmaton wth Regularzaton and Movng Least Squares Igor Grešovn May 007 Revson 4.6 (Revson : March 004). 5 4 3 0.5 3 3.5 4 Contents: Lnear Fttng...4. Weghted Least Squares n Functon Approxmaton...

More information

Composite Hypotheses testing

Composite Hypotheses testing Composte ypotheses testng In many hypothess testng problems there are many possble dstrbutons that can occur under each of the hypotheses. The output of the source s a set of parameters (ponts n a parameter

More information

An Algorithm to Solve the Inverse Kinematics Problem of a Robotic Manipulator Based on Rotation Vectors

An Algorithm to Solve the Inverse Kinematics Problem of a Robotic Manipulator Based on Rotation Vectors An Algorthm to Solve the Inverse Knematcs Problem of a Robotc Manpulator Based on Rotaton Vectors Mohamad Z. Al-az*, Mazn Z. Othman**, and Baker B. Al-Bahr* *AL-Nahran Unversty, Computer Eng. Dep., Baghdad,

More information

1 Matrix representations of canonical matrices

1 Matrix representations of canonical matrices 1 Matrx representatons of canoncal matrces 2-d rotaton around the orgn: ( ) cos θ sn θ R 0 = sn θ cos θ 3-d rotaton around the x-axs: R x = 1 0 0 0 cos θ sn θ 0 sn θ cos θ 3-d rotaton around the y-axs:

More information

COMPLEX NUMBERS AND QUADRATIC EQUATIONS

COMPLEX NUMBERS AND QUADRATIC EQUATIONS COMPLEX NUMBERS AND QUADRATIC EQUATIONS INTRODUCTION We know that x 0 for all x R e the square of a real number (whether postve, negatve or ero) s non-negatve Hence the equatons x, x, x + 7 0 etc are not

More information

Inductance Calculation for Conductors of Arbitrary Shape

Inductance Calculation for Conductors of Arbitrary Shape CRYO/02/028 Aprl 5, 2002 Inductance Calculaton for Conductors of Arbtrary Shape L. Bottura Dstrbuton: Internal Summary In ths note we descrbe a method for the numercal calculaton of nductances among conductors

More information

Digital PI Controller Equations

Digital PI Controller Equations Ver. 4, 9 th March 7 Dgtal PI Controller Equatons Probably the most common tye of controller n ndustral ower electroncs s the PI (Proortonal - Integral) controller. In feld orented motor control, PI controllers

More information

Factor models with many assets: strong factors, weak factors, and the two-pass procedure

Factor models with many assets: strong factors, weak factors, and the two-pass procedure Factor models wth many assets: strong factors, weak factors, and the two-pass procedure Stanslav Anatolyev 1 Anna Mkusheva 2 1 CERGE-EI and NES 2 MIT December 2017 Stanslav Anatolyev and Anna Mkusheva

More information

2E Pattern Recognition Solutions to Introduction to Pattern Recognition, Chapter 2: Bayesian pattern classification

2E Pattern Recognition Solutions to Introduction to Pattern Recognition, Chapter 2: Bayesian pattern classification E395 - Pattern Recognton Solutons to Introducton to Pattern Recognton, Chapter : Bayesan pattern classfcaton Preface Ths document s a soluton manual for selected exercses from Introducton to Pattern Recognton

More information

290 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I: FUNDAMENTAL THEORY AND APPLICATIONS, VOL. 45, NO. 3, MARCH H d (e j! ;e j!

290 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I: FUNDAMENTAL THEORY AND APPLICATIONS, VOL. 45, NO. 3, MARCH H d (e j! ;e j! 9 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I: FUNDAMENTAL THEORY AND APPLICATIONS, VOL. 45, NO. 3, MARCH 998 Transactons Brefs Two-Dmensonal FIR Notch Flter Desgn Usng Sngular Value Decomoston S.-C. Pe,

More information

A REVIEW OF LEAST SQUARES THEORY APPLIED TO TRAVERSE ADJUSTMENT

A REVIEW OF LEAST SQUARES THEORY APPLIED TO TRAVERSE ADJUSTMENT A REVIEW F EAS SQUARES HERY AIED RAVERSE ADJUSME R E DEAKI Department of and Informaton RMI Unversty G Box 476V MEBURE VIC 3001 AUSRAIA hone: +61 3 995 13 Fax: +61 3 9663 517 e-mal: dean@rmt.edu.au hs

More information

Basic Statistical Analysis and Yield Calculations

Basic Statistical Analysis and Yield Calculations October 17, 007 Basc Statstcal Analyss and Yeld Calculatons Dr. José Ernesto Rayas Sánchez 1 Outlne Sources of desgn-performance uncertanty Desgn and development processes Desgn for manufacturablty A general

More information

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal Inner Product Defnton 1 () A Eucldean space s a fnte-dmensonal vector space over the reals R, wth an nner product,. Defnton 2 (Inner Product) An nner product, on a real vector space X s a symmetrc, blnear,

More information

( ) 2 ( ) ( ) Problem Set 4 Suggested Solutions. Problem 1

( ) 2 ( ) ( ) Problem Set 4 Suggested Solutions. Problem 1 Problem Set 4 Suggested Solutons Problem (A) The market demand functon s the soluton to the followng utlty-maxmzaton roblem (UMP): The Lagrangean: ( x, x, x ) = + max U x, x, x x x x st.. x + x + x y x,

More information

Lecture 2 Solution of Nonlinear Equations ( Root Finding Problems )

Lecture 2 Solution of Nonlinear Equations ( Root Finding Problems ) Lecture Soluton o Nonlnear Equatons Root Fndng Problems Dentons Classcaton o Methods Analytcal Solutons Graphcal Methods Numercal Methods Bracketng Methods Open Methods Convergence Notatons Root Fndng

More information

The Bellman Equation

The Bellman Equation The Bellman Eqaton Reza Shadmehr In ths docment I wll rovde an elanaton of the Bellman eqaton, whch s a method for otmzng a cost fncton and arrvng at a control olcy.. Eamle of a game Sose that or states

More information

For all questions, answer choice E) NOTA" means none of the above answers is correct.

For all questions, answer choice E) NOTA means none of the above answers is correct. 0 MA Natonal Conventon For all questons, answer choce " means none of the above answers s correct.. In calculus, one learns of functon representatons that are nfnte seres called power 3 4 5 seres. For

More information

Understanding the Relationship Between the Optimization Criteria in Two-View Motion Analysis

Understanding the Relationship Between the Optimization Criteria in Two-View Motion Analysis In Proc. Internatonal Conference on Comuter Vson (ICCV 98) Bombay, Inda, January 4 7, 1998 Understandng the Relatonsh Between the Otmzaton Crtera n wo-vew Moton Analyss Zhengyou Zhang y z z AR Human Informaton

More information

Fuzzy Set Approach to Solve Multi-objective Linear plus Fractional Programming Problem

Fuzzy Set Approach to Solve Multi-objective Linear plus Fractional Programming Problem Internatonal Journal of Oeratons Research Vol.8, o. 3, 5-3 () Internatonal Journal of Oeratons Research Fuzzy Set Aroach to Solve Mult-objectve Lnear lus Fractonal Programmng Problem Sanjay Jan Kalash

More information

Conservative Surrogate Model using Weighted Kriging Variance for Sampling-based RBDO

Conservative Surrogate Model using Weighted Kriging Variance for Sampling-based RBDO 9 th World Congress on Structural and Multdsclnary Otmzaton June 13-17, 011, Shzuoka, Jaan Conservatve Surrogate Model usng Weghted Krgng Varance for Samlng-based RBDO Lang Zhao 1, K.K. Cho, Ikn Lee 3,

More information

CHAPTER 14 GENERAL PERTURBATION THEORY

CHAPTER 14 GENERAL PERTURBATION THEORY CHAPTER 4 GENERAL PERTURBATION THEORY 4 Introducton A partcle n orbt around a pont mass or a sphercally symmetrc mass dstrbuton s movng n a gravtatonal potental of the form GM / r In ths potental t moves

More information

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS Avalable onlne at http://sck.org J. Math. Comput. Sc. 3 (3), No., 6-3 ISSN: 97-537 COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

More information

Algorithms for factoring

Algorithms for factoring CSA E0 235: Crytograhy Arl 9,2015 Instructor: Arta Patra Algorthms for factorng Submtted by: Jay Oza, Nranjan Sngh Introducton Factorsaton of large ntegers has been a wdely studed toc manly because of

More information

1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands

1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands Content. Inference on Regresson Parameters a. Fndng Mean, s.d and covarance amongst estmates.. Confdence Intervals and Workng Hotellng Bands 3. Cochran s Theorem 4. General Lnear Testng 5. Measures of

More information

OPTIMISATION. Introduction Single Variable Unconstrained Optimisation Multivariable Unconstrained Optimisation Linear Programming

OPTIMISATION. Introduction Single Variable Unconstrained Optimisation Multivariable Unconstrained Optimisation Linear Programming OPTIMIATION Introducton ngle Varable Unconstraned Optmsaton Multvarable Unconstraned Optmsaton Lnear Programmng Chapter Optmsaton /. Introducton In an engneerng analss, sometmes etremtes, ether mnmum or

More information

MIMA Group. Chapter 2 Bayesian Decision Theory. School of Computer Science and Technology, Shandong University. Xin-Shun SDU

MIMA Group. Chapter 2 Bayesian Decision Theory. School of Computer Science and Technology, Shandong University. Xin-Shun SDU Group M D L M Chapter Bayesan Decson heory Xn-Shun Xu @ SDU School of Computer Scence and echnology, Shandong Unversty Bayesan Decson heory Bayesan decson theory s a statstcal approach to data mnng/pattern

More information

Fall 2012 Analysis of Experimental Measurements B. Eisenstein/rev. S. Errede

Fall 2012 Analysis of Experimental Measurements B. Eisenstein/rev. S. Errede Fall 0 Analyss of Expermental easurements B. Esensten/rev. S. Errede We now reformulate the lnear Least Squares ethod n more general terms, sutable for (eventually extendng to the non-lnear case, and also

More information

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE Analytcal soluton s usually not possble when exctaton vares arbtrarly wth tme or f the system s nonlnear. Such problems can be solved by numercal tmesteppng

More information

The Study of Teaching-learning-based Optimization Algorithm

The Study of Teaching-learning-based Optimization Algorithm Advanced Scence and Technology Letters Vol. (AST 06), pp.05- http://dx.do.org/0.57/astl.06. The Study of Teachng-learnng-based Optmzaton Algorthm u Sun, Yan fu, Lele Kong, Haolang Q,, Helongang Insttute

More information

Uncertainty as the Overlap of Alternate Conditional Distributions

Uncertainty as the Overlap of Alternate Conditional Distributions Uncertanty as the Overlap of Alternate Condtonal Dstrbutons Olena Babak and Clayton V. Deutsch Centre for Computatonal Geostatstcs Department of Cvl & Envronmental Engneerng Unversty of Alberta An mportant

More information

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity LINEAR REGRESSION ANALYSIS MODULE IX Lecture - 30 Multcollnearty Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur 2 Remedes for multcollnearty Varous technques have

More information

DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM

DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM Ganj, Z. Z., et al.: Determnaton of Temperature Dstrbuton for S111 DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM by Davood Domr GANJI

More information

Errors for Linear Systems

Errors for Linear Systems Errors for Lnear Systems When we solve a lnear system Ax b we often do not know A and b exactly, but have only approxmatons  and ˆb avalable. Then the best thng we can do s to solve ˆx ˆb exactly whch

More information

Section 8.3 Polar Form of Complex Numbers

Section 8.3 Polar Form of Complex Numbers 80 Chapter 8 Secton 8 Polar Form of Complex Numbers From prevous classes, you may have encountered magnary numbers the square roots of negatve numbers and, more generally, complex numbers whch are the

More information

Computation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models

Computation of Higher Order Moments from Two Multinomial Overdispersion Likelihood Models Computaton of Hgher Order Moments from Two Multnomal Overdsperson Lkelhood Models BY J. T. NEWCOMER, N. K. NEERCHAL Department of Mathematcs and Statstcs, Unversty of Maryland, Baltmore County, Baltmore,

More information

Lab 2e Thermal System Response and Effective Heat Transfer Coefficient

Lab 2e Thermal System Response and Effective Heat Transfer Coefficient 58:080 Expermental Engneerng 1 OBJECTIVE Lab 2e Thermal System Response and Effectve Heat Transfer Coeffcent Warnng: though the experment has educatonal objectves (to learn about bolng heat transfer, etc.),

More information

APPENDIX 2 FITTING A STRAIGHT LINE TO OBSERVATIONS

APPENDIX 2 FITTING A STRAIGHT LINE TO OBSERVATIONS Unversty of Oulu Student Laboratory n Physcs Laboratory Exercses n Physcs 1 1 APPEDIX FITTIG A STRAIGHT LIE TO OBSERVATIOS In the physcal measurements we often make a seres of measurements of the dependent

More information

On the Interval Zoro Symmetric Single-step Procedure for Simultaneous Finding of Polynomial Zeros

On the Interval Zoro Symmetric Single-step Procedure for Simultaneous Finding of Polynomial Zeros Appled Mathematcal Scences, Vol. 5, 2011, no. 75, 3693-3706 On the Interval Zoro Symmetrc Sngle-step Procedure for Smultaneous Fndng of Polynomal Zeros S. F. M. Rusl, M. Mons, M. A. Hassan and W. J. Leong

More information

Numerical Heat and Mass Transfer

Numerical Heat and Mass Transfer Master degree n Mechancal Engneerng Numercal Heat and Mass Transfer 06-Fnte-Dfference Method (One-dmensonal, steady state heat conducton) Fausto Arpno f.arpno@uncas.t Introducton Why we use models and

More information

Estimating the Fundamental Matrix by Transforming Image Points in Projective Space 1

Estimating the Fundamental Matrix by Transforming Image Points in Projective Space 1 Estmatng the Fundamental Matrx by Transformng Image Ponts n Projectve Space 1 Zhengyou Zhang and Charles Loop Mcrosoft Research, One Mcrosoft Way, Redmond, WA 98052, USA E-mal: fzhang,cloopg@mcrosoft.com

More information

Simultaneous Optimization of Berth Allocation, Quay Crane Assignment and Quay Crane Scheduling Problems in Container Terminals

Simultaneous Optimization of Berth Allocation, Quay Crane Assignment and Quay Crane Scheduling Problems in Container Terminals Smultaneous Optmzaton of Berth Allocaton, Quay Crane Assgnment and Quay Crane Schedulng Problems n Contaner Termnals Necat Aras, Yavuz Türkoğulları, Z. Caner Taşkın, Kuban Altınel Abstract In ths work,

More information

Inexact Newton Methods for Inverse Eigenvalue Problems

Inexact Newton Methods for Inverse Eigenvalue Problems Inexact Newton Methods for Inverse Egenvalue Problems Zheng-jan Ba Abstract In ths paper, we survey some of the latest development n usng nexact Newton-lke methods for solvng nverse egenvalue problems.

More information

Statistics Chapter 4

Statistics Chapter 4 Statstcs Chapter 4 "There are three knds of les: les, damned les, and statstcs." Benjamn Dsrael, 1895 (Brtsh statesman) Gaussan Dstrbuton, 4-1 If a measurement s repeated many tmes a statstcal treatment

More information

: Numerical Analysis Topic 2: Solution of Nonlinear Equations Lectures 5-11:

: Numerical Analysis Topic 2: Solution of Nonlinear Equations Lectures 5-11: 764: Numercal Analyss Topc : Soluton o Nonlnear Equatons Lectures 5-: UIN Malang Read Chapters 5 and 6 o the tetbook 764_Topc Lecture 5 Soluton o Nonlnear Equatons Root Fndng Problems Dentons Classcaton

More information

Numerical studies of space filling designs: optimization algorithms and subprojection properties

Numerical studies of space filling designs: optimization algorithms and subprojection properties umercal studes of sace fllng desgns: otmzaton algorthms and subroecton roertes Bertrand Iooss wth Gullaume Dambln & Matheu Coulet CEMRACS 03 July, 30th, 03 Motvatng eamle: Uncertantes management n smulaton

More information

Time-Varying Systems and Computations Lecture 6

Time-Varying Systems and Computations Lecture 6 Tme-Varyng Systems and Computatons Lecture 6 Klaus Depold 14. Januar 2014 The Kalman Flter The Kalman estmaton flter attempts to estmate the actual state of an unknown dscrete dynamcal system, gven nosy

More information