SINGULAR VALUE DECOMPOSITION AND LEAST SQUARES ORBIT DETERMINATION
|
|
- Diana Harrell
- 5 years ago
- Views:
Transcription
1 SINGULAR VALUE DECOMPOSITION AND LEAST SQUARES ORBIT DETERMINATION Zakhary N. Khutorovsky & Vladimir Boikov Vympel Corp. Kyle T. Alfriend Texas A&M University
2 Outline Background Batch Least Squares Nonlinear effects Singular Value Decomposition Modified least squares with nonlinear effects Algorithm Results Conclusions
3 Background Batch least squares (BLS) is the standard orbit determination method in the US and Russia for catalog maintenance. BLS performance is generally satisfactory for catalog maintenance because it is a relatively linear problem. BLS has convergence problems when the nonlinear effects become significant, which are: Poor initial or a priori state. Long time between tracks, sparse measurements. Poor or abnormal measurements Difficulty of obtaining a good Hessian approximation in regions that are remote from the solution. Problem occurs mostly with IOD and UCT correlation Propose using SVD to resolve these problems by choosing the dimension of the minimization subspace at each step.
4 Least Squares Least squares is concerned with the minimization of Fx 1 2 m k i i1 j1 ŝ ij s ij ij x 2 gradf x gx 0 Define F ŝ ij ŝij ij, s ij Standard BLS reduces to x s ij x ij s s 11,..., s 1k1, s 21,..., s 2k2,..., s m1,..., s mkm T ˆ ˆ T x s s x s s x b b, b sˆ s x T T T T b b s s g x F x b,, A x x x x x x A T Ax GN A T b T T
5 Revisit Least Squares Development Expand b in a Taylor series about a reference trajectory. b bx b x 1 2 b x xx 2 xt x.. x 2 xx b x b 2 b x A 2 b x x xx x 2 x 2 xx xx The least squares process reduces to A T A Bx A T b M B 2 M b x i b 2 i 2 s x i b x 2 i x x i1 i1 We propose an optimal strategy, which will initially move along the directions for which B is not significant, until it reaches the area of small residuals, where B can then be disregarded.
6 Singular Value Decomposition A USV T U T U V T V I S diag s 1, s 2,..., s n, s 1 s 2... s n T T g U b, y V x Sy g y g / s j j j Consider the probe vector y x k y, y,..., y,0,...,0 1 2 k k j Vy j1 Square of the normalized residual norm is m 2 k 2 k b Ax g j jk1 k k y v j T Need to find an index k such that the norm of the probe vector and the norm of the residual for this probe solution are small enough.
7 Proposed Procedure 1. Develop the matrix of trial vectors x k k j1 V j g j w j 2. For each trial vector compute the expected decrease of the least squares error function n k 2 g j 2 jk1 3. Check acceptability of each of the trial vectors. If not satisfied by all vectors normalize x j k by d min k x j c j If not satisfied, d j f c j k x,d min min j j f d j 4. Check relative decrease of the SVD method as we go to the next trial vector. If the inequality is satisfied then the trial vector x (k) is taken as the next iteration. 2 k1 2 k1 k 2 C 5. If the inequality in Step 4 is not satisfied then the previous trial vector is used. 6. After computing the least squares function with x (k) determine if the SVD method is converging sufficiently. Determine if F k1 F k If this inequality is satisfied go to the next step. If it is not satisfied then the modified least squares method is used because the Hessian is degenerate and the residuals need to be considered. F k1 C F
8 Residual Comparison
9 Residual Comparison
10 Residual Comparison
11 Results Geosynchronous satellite Angles only obs Short arc, 25 hour max ICs obtained using Laplace s method Theory is the Russian semi-analytic theory Table 1 O bservation Data Example # of obs Ob Time span (hr:min) 25:22 5:06 25:39 4:21 Table 2 Initial Conditions For the Orbit Determination Example Period Inclination Arg. of Per. Ascend Node Eccentricity (min) (deg) (deg) (deg)
12 Example 1 Fast Convergence Iter SS
13 Example 2 Intermediate Convergence Iter SS
14 Example 3 Slow Convergence Iter SS
15 Example 4 Slow Convergence Iter SS
16 Conclusions New method of orbit determination using singular value decomposition with least squares developed. A strategy using SVD and modified least squares that incorporates some nonlinear effects presented. Modified method used when Hessian is degenerate. SVD method applied to short arc, angles only 24-hour satellites shows significant improvement over standard least squares. As we look to the future of a catalog of more than 100,000 objects the US should look at Russian approaches to determine if they would help improve our catalog development and maintenance.
Development of an algorithm for the problem of the least-squares method: Preliminary Numerical Experience
Development of an algorithm for the problem of the least-squares method: Preliminary Numerical Experience Sergey Yu. Kamensky 1, Vladimir F. Boykov 2, Zakhary N. Khutorovsky 3, Terry K. Alfriend 4 Abstract
More informationORBIT DETERMINATION OF LEO SATELLITES FOR A SINGLE PASS THROUGH A RADAR: COMPARISON OF METHODS
ORBIT DETERMINATION OF LEO SATELLITES FOR A SINGLE PASS THROUGH A RADAR: COMPARISON OF METHODS Zakhary N. Khutorovsky, Sergey Yu. Kamensky and, Nikolay N. Sbytov Vympel Corporation, Moscow, Russia Kyle
More informationContribution of ISON and KIAM space debris. space
Contribution of ISON and KIAM space debris data center into improvement of awareness on space objects and events in the near-earth space Vladimir Agapov Keldysh Institute of Applied Mathematics RAS 2015
More informationPerformance of a Dynamic Algorithm For Processing Uncorrelated Tracks
Performance of a Dynamic Algorithm For Processing Uncorrelated Tracs Kyle T. Alfriend Jong-Il Lim Texas A&M University Tracs of space objects, which do not correlate, to a nown space object are called
More information14 Singular Value Decomposition
14 Singular Value Decomposition For any high-dimensional data analysis, one s first thought should often be: can I use an SVD? The singular value decomposition is an invaluable analysis tool for dealing
More informationLINEARIZED ORBIT COVARIANCE GENERATION AND PROPAGATION ANALYSIS VIA SIMPLE MONTE CARLO SIMULATIONS
LINEARIZED ORBIT COVARIANCE GENERATION AND PROPAGATION ANALYSIS VIA SIMPLE MONTE CARLO SIMULATIONS Chris Sabol, Paul Schumacher AFRL Thomas Sukut USAFA Terry Alfriend Texas A&M Keric Hill PDS Brendan Wright
More informationReview of Some Concepts from Linear Algebra: Part 2
Review of Some Concepts from Linear Algebra: Part 2 Department of Mathematics Boise State University January 16, 2019 Math 566 Linear Algebra Review: Part 2 January 16, 2019 1 / 22 Vector spaces A set
More informationNumerical Optimization
Unconstrained Optimization Computer Science and Automation Indian Institute of Science Bangalore 560 01, India. NPTEL Course on Unconstrained Minimization Let f : R n R. Consider the optimization problem:
More informationVector and Matrix Norms. Vector and Matrix Norms
Vector and Matrix Norms Vector Space Algebra Matrix Algebra: We let x x and A A, where, if x is an element of an abstract vector space n, and A = A: n m, then x is a complex column vector of length n whose
More informationConstrained optimization. Unconstrained optimization. One-dimensional. Multi-dimensional. Newton with equality constraints. Active-set method.
Optimization Unconstrained optimization One-dimensional Multi-dimensional Newton s method Basic Newton Gauss- Newton Quasi- Newton Descent methods Gradient descent Conjugate gradient Constrained optimization
More informationOptimization. Escuela de Ingeniería Informática de Oviedo. (Dpto. de Matemáticas-UniOvi) Numerical Computation Optimization 1 / 30
Optimization Escuela de Ingeniería Informática de Oviedo (Dpto. de Matemáticas-UniOvi) Numerical Computation Optimization 1 / 30 Unconstrained optimization Outline 1 Unconstrained optimization 2 Constrained
More informationAstrodynamics 103 Part 1: Gauss/Laplace+ Algorithm
Astrodynamics 103 Part 1: Gauss/Laplace+ Algorithm unknown orbit Observer 1b Observer 1a r 3 object at t 3 x = r v object at t r 1 Angles-only Problem Given: 1a. Ground Observer coordinates: ( latitude,
More informationConstrained optimization: direct methods (cont.)
Constrained optimization: direct methods (cont.) Jussi Hakanen Post-doctoral researcher jussi.hakanen@jyu.fi Direct methods Also known as methods of feasible directions Idea in a point x h, generate a
More information10-725/36-725: Convex Optimization Prerequisite Topics
10-725/36-725: Convex Optimization Prerequisite Topics February 3, 2015 This is meant to be a brief, informal refresher of some topics that will form building blocks in this course. The content of the
More informationA New Trust Region Algorithm Using Radial Basis Function Models
A New Trust Region Algorithm Using Radial Basis Function Models Seppo Pulkkinen University of Turku Department of Mathematics July 14, 2010 Outline 1 Introduction 2 Background Taylor series approximations
More informationx n+1 = x n f(x n) f (x n ), n 0.
1. Nonlinear Equations Given scalar equation, f(x) = 0, (a) Describe I) Newtons Method, II) Secant Method for approximating the solution. (b) State sufficient conditions for Newton and Secant to converge.
More informationSolving Symmetric Indefinite Systems with Symmetric Positive Definite Preconditioners
Solving Symmetric Indefinite Systems with Symmetric Positive Definite Preconditioners Eugene Vecharynski 1 Andrew Knyazev 2 1 Department of Computer Science and Engineering University of Minnesota 2 Department
More informationNumerical Optimal Control Overview. Moritz Diehl
Numerical Optimal Control Overview Moritz Diehl Simplified Optimal Control Problem in ODE path constraints h(x, u) 0 initial value x0 states x(t) terminal constraint r(x(t )) 0 controls u(t) 0 t T minimize
More informationDiscrete Ill Posed and Rank Deficient Problems. Alistair Boyle, Feb 2009, SYS5906: Directed Studies Inverse Problems 1
Discrete Ill Posed and Rank Deficient Problems Alistair Boyle, Feb 2009, SYS5906: Directed Studies Inverse Problems 1 Definitions Overview Inversion, SVD, Picard Condition, Rank Deficient, Ill-Posed Classical
More informationon space debris objects obtained by the
KIAM space debris data center for processing and analysis of information on space debris objects obtained by the ISON network Vladimir Agapov, Igor Molotov Keldysh Institute of Applied Mathematics RAS
More informationImproving the Convergence of Back-Propogation Learning with Second Order Methods
the of Back-Propogation Learning with Second Order Methods Sue Becker and Yann le Cun, Sept 1988 Kasey Bray, October 2017 Table of Contents 1 with Back-Propagation 2 the of BP 3 A Computationally Feasible
More informationB5.6 Nonlinear Systems
B5.6 Nonlinear Systems 1. Linear systems Alain Goriely 2018 Mathematical Institute, University of Oxford Table of contents 1. Linear systems 1.1 Differential Equations 1.2 Linear flows 1.3 Linear maps
More informationCollision Prediction for LEO Satellites. Analysis of Characteristics
Collision Prediction for LEO Satellites. Analysis of Characteristics Viacheslav F. Fateev Doctor of Science (technical sciences), Professor, Russia, Vympel Corporation, President Sergey A. Sukhanov Doctor
More informationChapter 3. Algorithm for Lambert's Problem
Chapter 3 Algorithm for Lambert's Problem Abstract The solution process of Lambert problem, which is used in all analytical techniques that generate lunar transfer trajectories, is described. Algorithms
More information1 h 9 e $ s i n t h e o r y, a p p l i c a t i a n
T : 99 9 \ E \ : \ 4 7 8 \ \ \ \ - \ \ T \ \ \ : \ 99 9 T : 99-9 9 E : 4 7 8 / T V 9 \ E \ \ : 4 \ 7 8 / T \ V \ 9 T - w - - V w w - T w w \ T \ \ \ w \ w \ - \ w \ \ w \ \ \ T \ w \ w \ w \ w \ \ w \
More informationAssignment #10: Diagonalization of Symmetric Matrices, Quadratic Forms, Optimization, Singular Value Decomposition. Name:
Assignment #10: Diagonalization of Symmetric Matrices, Quadratic Forms, Optimization, Singular Value Decomposition Due date: Friday, May 4, 2018 (1:35pm) Name: Section Number Assignment #10: Diagonalization
More information7 Principal Component Analysis
7 Principal Component Analysis This topic will build a series of techniques to deal with high-dimensional data. Unlike regression problems, our goal is not to predict a value (the y-coordinate), it is
More informationSTATISTICAL ORBIT DETERMINATION
STATISTICAL ORBIT DETERMINATION Satellite Tracking Example of SNC and DMC ASEN 5070 LECTURE 6 4.08.011 1 We will develop a simple state noise compensation (SNC) algorithm. This algorithm adds process noise
More informationScientific Computing: Optimization
Scientific Computing: Optimization Aleksandar Donev Courant Institute, NYU 1 donev@courant.nyu.edu 1 Course MATH-GA.2043 or CSCI-GA.2112, Spring 2012 March 8th, 2011 A. Donev (Courant Institute) Lecture
More informationlinearly indepedent eigenvectors as the multiplicity of the root, but in general there may be no more than one. For further discussion, assume matrice
3. Eigenvalues and Eigenvectors, Spectral Representation 3.. Eigenvalues and Eigenvectors A vector ' is eigenvector of a matrix K, if K' is parallel to ' and ' 6, i.e., K' k' k is the eigenvalue. If is
More information11 a 12 a 21 a 11 a 22 a 12 a 21. (C.11) A = The determinant of a product of two matrices is given by AB = A B 1 1 = (C.13) and similarly.
C PROPERTIES OF MATRICES 697 to whether the permutation i 1 i 2 i N is even or odd, respectively Note that I =1 Thus, for a 2 2 matrix, the determinant takes the form A = a 11 a 12 = a a 21 a 11 a 22 a
More informationLinear Algebra Review
January 29, 2013 Table of contents Metrics Metric Given a space X, then d : X X R + 0 and z in X if: d(x, y) = 0 is equivalent to x = y d(x, y) = d(y, x) d(x, y) d(x, z) + d(z, y) is a metric is for all
More informationEXPANDING KNOWLEDGE ON REAL SITUATION AT HIGH NEAR-EARTH ORBITS
EXPANDING KNOWLEDGE ON REAL SITUATION AT HIGH NEAR-EARTH ORBITS Vladimir Agapov (1,2), Denis Zelenov (1), Alexander Lapshin (3), Zakhary Khutorovsky (4) (1) TsNIIMash, 4 Pionerskay Str., Korolev, Moscow
More informationRadar-Optical Observation Mix
Radar-Optical Observation Mix Felix R. Hoots" April 2010! ETG Systems Engineering Division April 19, 10 1 Background" Deep space satellites are those with period greater than or equal to 225 minutes! Synchronous!
More informationLong-Term Evolution of High Earth Orbits: Effects of Direct Solar Radiation Pressure and Comparison of Trajectory Propagators
Long-Term Evolution of High Earth Orbits: Effects of Direct Solar Radiation Pressure and Comparison of Trajectory Propagators by L. Anselmo and C. Pardini (Luciano.Anselmo@isti.cnr.it & Carmen.Pardini@isti.cnr.it)
More informationQuadratic Programming
Quadratic Programming Outline Linearly constrained minimization Linear equality constraints Linear inequality constraints Quadratic objective function 2 SideBar: Matrix Spaces Four fundamental subspaces
More informationNotes on PCG for Sparse Linear Systems
Notes on PCG for Sparse Linear Systems Luca Bergamaschi Department of Civil Environmental and Architectural Engineering University of Padova e-mail luca.bergamaschi@unipd.it webpage www.dmsa.unipd.it/
More informationAMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends
AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends Lecture 3: Finite Elements in 2-D Xiangmin Jiao SUNY Stony Brook Xiangmin Jiao Finite Element Methods 1 / 18 Outline 1 Boundary
More informationON SELECTING THE CORRECT ROOT OF ANGLES-ONLY INITIAL ORBIT DETERMINATION EQUATIONS OF LAGRANGE, LAPLACE, AND GAUSS
AAS 16-344 ON SELECTING THE CORRECT ROOT OF ANGLES-ONLY INITIAL ORBIT DETERMINATION EQUATIONS OF LAGRANGE, LAPLACE, AND GAUSS Bong Wie and Jaemyung Ahn INTRODUCTION This paper is concerned with a classical
More informationLinear Algebra and Eigenproblems
Appendix A A Linear Algebra and Eigenproblems A working knowledge of linear algebra is key to understanding many of the issues raised in this work. In particular, many of the discussions of the details
More informationSpace Surveillance with Star Trackers. Part II: Orbit Estimation
AAS -3 Space Surveillance with Star Trackers. Part II: Orbit Estimation Ossama Abdelkhalik, Daniele Mortari, and John L. Junkins Texas A&M University, College Station, Texas 7783-3 Abstract The problem
More informationOutline. Relaxation. Outline DMP204 SCHEDULING, TIMETABLING AND ROUTING. 1. Lagrangian Relaxation. Lecture 12 Single Machine Models, Column Generation
Outline DMP204 SCHEDULING, TIMETABLING AND ROUTING 1. Lagrangian Relaxation Lecture 12 Single Machine Models, Column Generation 2. Dantzig-Wolfe Decomposition Dantzig-Wolfe Decomposition Delayed Column
More informationHalf of Final Exam Name: Practice Problems October 28, 2014
Math 54. Treibergs Half of Final Exam Name: Practice Problems October 28, 24 Half of the final will be over material since the last midterm exam, such as the practice problems given here. The other half
More information5 Linear Algebra and Inverse Problem
5 Linear Algebra and Inverse Problem 5.1 Introduction Direct problem ( Forward problem) is to find field quantities satisfying Governing equations, Boundary conditions, Initial conditions. The direct problem
More informationLinear Algebra Massoud Malek
CSUEB Linear Algebra Massoud Malek Inner Product and Normed Space In all that follows, the n n identity matrix is denoted by I n, the n n zero matrix by Z n, and the zero vector by θ n An inner product
More informationExamples include: (a) the Lorenz system for climate and weather modeling (b) the Hodgkin-Huxley system for neuron modeling
1 Introduction Many natural processes can be viewed as dynamical systems, where the system is represented by a set of state variables and its evolution governed by a set of differential equations. Examples
More informationAS3010: Introduction to Space Technology
AS3010: Introduction to Space Technology L E C T U R E 6 Part B, Lecture 6 17 March, 2017 C O N T E N T S In this lecture, we will look at various existing satellite tracking techniques. Recall that we
More informationLeast Squares. Tom Lyche. October 26, Centre of Mathematics for Applications, Department of Informatics, University of Oslo
Least Squares Tom Lyche Centre of Mathematics for Applications, Department of Informatics, University of Oslo October 26, 2010 Linear system Linear system Ax = b, A C m,n, b C m, x C n. under-determined
More informationOrbit Determination Using Satellite-to-Satellite Tracking Data
Chin. J. Astron. Astrophys. Vol. 1, No. 3, (2001 281 286 ( http: /www.chjaa.org or http: /chjaa.bao.ac.cn Chinese Journal of Astronomy and Astrophysics Orbit Determination Using Satellite-to-Satellite
More informationMultigrid absolute value preconditioning
Multigrid absolute value preconditioning Eugene Vecharynski 1 Andrew Knyazev 2 (speaker) 1 Department of Computer Science and Engineering University of Minnesota 2 Department of Mathematical and Statistical
More informationLinear Regression and Its Applications
Linear Regression and Its Applications Predrag Radivojac October 13, 2014 Given a data set D = {(x i, y i )} n the objective is to learn the relationship between features and the target. We usually start
More informationSatellite Orbital Maneuvers and Transfers. Dr Ugur GUVEN
Satellite Orbital Maneuvers and Transfers Dr Ugur GUVEN Orbit Maneuvers At some point during the lifetime of most space vehicles or satellites, we must change one or more of the orbital elements. For example,
More informationOptimization. Benjamin Recht University of California, Berkeley Stephen Wright University of Wisconsin-Madison
Optimization Benjamin Recht University of California, Berkeley Stephen Wright University of Wisconsin-Madison optimization () cost constraints might be too much to cover in 3 hours optimization (for big
More informationLinear Algebra. Session 12
Linear Algebra. Session 12 Dr. Marco A Roque Sol 08/01/2017 Example 12.1 Find the constant function that is the least squares fit to the following data x 0 1 2 3 f(x) 1 0 1 2 Solution c = 1 c = 0 f (x)
More informationThe Big Picture. Discuss Examples of unpredictability. Odds, Stanisław Lem, The New Yorker (1974) Chaos, Scientific American (1986)
The Big Picture Discuss Examples of unpredictability Odds, Stanisław Lem, The New Yorker (1974) Chaos, Scientific American (1986) Lecture 2: Natural Computation & Self-Organization, Physics 256A (Winter
More informationAlgorithms for constrained local optimization
Algorithms for constrained local optimization Fabio Schoen 2008 http://gol.dsi.unifi.it/users/schoen Algorithms for constrained local optimization p. Feasible direction methods Algorithms for constrained
More informationPart 3: Trust-region methods for unconstrained optimization. Nick Gould (RAL)
Part 3: Trust-region methods for unconstrained optimization Nick Gould (RAL) minimize x IR n f(x) MSc course on nonlinear optimization UNCONSTRAINED MINIMIZATION minimize x IR n f(x) where the objective
More information15 Singular Value Decomposition
15 Singular Value Decomposition For any high-dimensional data analysis, one s first thought should often be: can I use an SVD? The singular value decomposition is an invaluable analysis tool for dealing
More informationSparse Approximation of Signals with Highly Coherent Dictionaries
Sparse Approximation of Signals with Highly Coherent Dictionaries Bishnu P. Lamichhane and Laura Rebollo-Neira b.p.lamichhane@aston.ac.uk, rebollol@aston.ac.uk Support from EPSRC (EP/D062632/1) is acknowledged
More informationNumerical Methods I Solving Nonlinear Equations
Numerical Methods I Solving Nonlinear Equations Aleksandar Donev Courant Institute, NYU 1 donev@courant.nyu.edu 1 MATH-GA 2011.003 / CSCI-GA 2945.003, Fall 2014 October 16th, 2014 A. Donev (Courant Institute)
More informationLecture 15 Perron-Frobenius Theory
EE363 Winter 2005-06 Lecture 15 Perron-Frobenius Theory Positive and nonnegative matrices and vectors Perron-Frobenius theorems Markov chains Economic growth Population dynamics Max-min and min-max characterization
More informationNumerical tensor methods and their applications
Numerical tensor methods and their applications 8 May 2013 All lectures 4 lectures, 2 May, 08:00-10:00: Introduction: ideas, matrix results, history. 7 May, 08:00-10:00: Novel tensor formats (TT, HT, QTT).
More informationRESEARCH ARTICLE. A strategy of finding an initial active set for inequality constrained quadratic programming problems
Optimization Methods and Software Vol. 00, No. 00, July 200, 8 RESEARCH ARTICLE A strategy of finding an initial active set for inequality constrained quadratic programming problems Jungho Lee Computer
More informationNORMS ON SPACE OF MATRICES
NORMS ON SPACE OF MATRICES. Operator Norms on Space of linear maps Let A be an n n real matrix and x 0 be a vector in R n. We would like to use the Picard iteration method to solve for the following system
More informationDEFINITION OF A REFERENCE ORBIT FOR THE SKYBRIDGE CONSTELLATION SATELLITES
DEFINITION OF A REFERENCE ORBIT FOR THE SKYBRIDGE CONSTELLATION SATELLITES Pierre Rozanès (pierre.rozanes@cnes.fr), Pascal Brousse (pascal.brousse@cnes.fr), Sophie Geffroy (sophie.geffroy@cnes.fr) CNES,
More informationLecture 8. Principal Component Analysis. Luigi Freda. ALCOR Lab DIAG University of Rome La Sapienza. December 13, 2016
Lecture 8 Principal Component Analysis Luigi Freda ALCOR Lab DIAG University of Rome La Sapienza December 13, 2016 Luigi Freda ( La Sapienza University) Lecture 8 December 13, 2016 1 / 31 Outline 1 Eigen
More informationNumerical approximation for optimal control problems via MPC and HJB. Giulia Fabrini
Numerical approximation for optimal control problems via MPC and HJB Giulia Fabrini Konstanz Women In Mathematics 15 May, 2018 G. Fabrini (University of Konstanz) Numerical approximation for OCP 1 / 33
More informationAgenda. Fast proximal gradient methods. 1 Accelerated first-order methods. 2 Auxiliary sequences. 3 Convergence analysis. 4 Numerical examples
Agenda Fast proximal gradient methods 1 Accelerated first-order methods 2 Auxiliary sequences 3 Convergence analysis 4 Numerical examples 5 Optimality of Nesterov s scheme Last time Proximal gradient method
More informationElementary linear algebra
Chapter 1 Elementary linear algebra 1.1 Vector spaces Vector spaces owe their importance to the fact that so many models arising in the solutions of specific problems turn out to be vector spaces. The
More informationExamination paper for TMA4145 Linear Methods
Department of Mathematical Sciences Examination paper for TMA4145 Linear Methods Academic contact during examination: Franz Luef Phone: 40614405 Examination date: 5.1.016 Examination time (from to): 09:00-13:00
More informationData dependent operators for the spatial-spectral fusion problem
Data dependent operators for the spatial-spectral fusion problem Wien, December 3, 2012 Joint work with: University of Maryland: J. J. Benedetto, J. A. Dobrosotskaya, T. Doster, K. W. Duke, M. Ehler, A.
More information8 th US/Russian Space Surveillance Workshop
8 th US/Russian Space Surveillance Workshop Wailea Marriott Resort Wailea, Maui, HI 18-23 April 2010 P. Kenneth Seidelmann General Chair Kyle T. Alfriend US Technical Chair Stanislav Veniaminov Russian
More informationCS6964: Notes On Linear Systems
CS6964: Notes On Linear Systems 1 Linear Systems Systems of equations that are linear in the unknowns are said to be linear systems For instance ax 1 + bx 2 dx 1 + ex 2 = c = f gives 2 equations and 2
More informationMA2AA1 (ODE s): The inverse and implicit function theorem
MA2AA1 (ODE s): The inverse and implicit function theorem Sebastian van Strien (Imperial College) February 3, 2013 Differential Equations MA2AA1 Sebastian van Strien (Imperial College) 0 Some of you did
More informationChapter 6 Nonlinear Systems and Phenomena. Friday, November 2, 12
Chapter 6 Nonlinear Systems and Phenomena 6.1 Stability and the Phase Plane We now move to nonlinear systems Begin with the first-order system for x(t) d dt x = f(x,t), x(0) = x 0 In particular, consider
More informationConditional Gradient (Frank-Wolfe) Method
Conditional Gradient (Frank-Wolfe) Method Lecturer: Aarti Singh Co-instructor: Pradeep Ravikumar Convex Optimization 10-725/36-725 1 Outline Today: Conditional gradient method Convergence analysis Properties
More informationThe Launch of Gorizont 45 on the First Proton K /Breeze M
The Launch of Gorizont 45 on the First Proton K / Fred D. Rosenberg, Ph.D. Space Control Conference 3 April 2001 FDR -01 1 This work is sponsored by the Air Force under Air Force Contract F19628-00-C-0002
More informationMathematical optimization
Optimization Mathematical optimization Determine the best solutions to certain mathematically defined problems that are under constrained determine optimality criteria determine the convergence of the
More informationIterative Methods. Splitting Methods
Iterative Methods Splitting Methods 1 Direct Methods Solving Ax = b using direct methods. Gaussian elimination (using LU decomposition) Variants of LU, including Crout and Doolittle Other decomposition
More informationConjugate Gradient algorithm. Storage: fixed, independent of number of steps.
Conjugate Gradient algorithm Need: A symmetric positive definite; Cost: 1 matrix-vector product per step; Storage: fixed, independent of number of steps. The CG method minimizes the A norm of the error,
More informationApplied Machine Learning for Biomedical Engineering. Enrico Grisan
Applied Machine Learning for Biomedical Engineering Enrico Grisan enrico.grisan@dei.unipd.it Data representation To find a representation that approximates elements of a signal class with a linear combination
More informationMAT 419 Lecture Notes Transcribed by Eowyn Cenek 6/1/2012
(Homework 1: Chapter 1: Exercises 1-7, 9, 11, 19, due Monday June 11th See also the course website for lectures, assignments, etc) Note: today s lecture is primarily about definitions Lots of definitions
More informationCHAPTER 2: QUADRATIC PROGRAMMING
CHAPTER 2: QUADRATIC PROGRAMMING Overview Quadratic programming (QP) problems are characterized by objective functions that are quadratic in the design variables, and linear constraints. In this sense,
More informationOn Sun-Synchronous Orbits and Associated Constellations
On Sun-Synchronous Orbits and Associated Constellations Daniele Mortari, Matthew P. Wilkins, and Christian Bruccoleri Department of Aerospace Engineering, Texas A&M University, College Station, TX 77843,
More informationComputational Methods. Eigenvalues and Singular Values
Computational Methods Eigenvalues and Singular Values Manfred Huber 2010 1 Eigenvalues and Singular Values Eigenvalues and singular values describe important aspects of transformations and of data relations
More informationSTA141C: Big Data & High Performance Statistical Computing
STA141C: Big Data & High Performance Statistical Computing Numerical Linear Algebra Background Cho-Jui Hsieh UC Davis May 15, 2018 Linear Algebra Background Vectors A vector has a direction and a magnitude
More informationInvariant Manifolds of Dynamical Systems and an application to Space Exploration
Invariant Manifolds of Dynamical Systems and an application to Space Exploration Mateo Wirth January 13, 2014 1 Abstract In this paper we go over the basics of stable and unstable manifolds associated
More informationLeast Squares. Chapter Least Squares The Definition of Ordinary Least Squares
Chapter 9 Least Squares 9. Least Squares Least squares is a general class of methods for fitting observed data to a theoretical model function. In the general setting we are given a set of data x x 0 x...
More informationNumerical Methods I Non-Square and Sparse Linear Systems
Numerical Methods I Non-Square and Sparse Linear Systems Aleksandar Donev Courant Institute, NYU 1 donev@courant.nyu.edu 1 MATH-GA 2011.003 / CSCI-GA 2945.003, Fall 2014 September 25th, 2014 A. Donev (Courant
More informationBeyond Heuristics: Applying Alternating Direction Method of Multipliers in Nonconvex Territory
Beyond Heuristics: Applying Alternating Direction Method of Multipliers in Nonconvex Territory Xin Liu(4Ð) State Key Laboratory of Scientific and Engineering Computing Institute of Computational Mathematics
More informationWhen Does the Uncertainty Become Non-Gaussian. Kyle T. Alfriend 1 Texas A&M University Inkwan Park 2 Texas A&M University
When Does the Uncertainty Become Non-Gaussian Kyle T. Alfriend Texas A&M University Inkwan Park 2 Texas A&M University ABSTRACT The orbit state covariance is used in the conjunction assessment/probability
More informationParallel Algorithm for Track Initiation for Optical Space Surveillance
Parallel Algorithm for Track Initiation for Optical Space Surveillance 3 rd US-China Technical Interchange on Space Surveillance Beijing Institute of Technology Beijing, China 12 16 May 2013 Dr. Paul W.
More informationList of Tables. Table 3.1 Determination efficiency for circular orbits - Sample problem 1 41
List of Tables Table 3.1 Determination efficiency for circular orbits - Sample problem 1 41 Table 3.2 Determination efficiency for elliptical orbits Sample problem 2 42 Table 3.3 Determination efficiency
More informationOrbits in Geographic Context. Instantaneous Time Solutions Orbit Fixing in Geographic Frame Classical Orbital Elements
Orbits in Geographic Context Instantaneous Time Solutions Orbit Fixing in Geographic Frame Classical Orbital Elements Instantaneous Time Solutions Solution of central force motion, described through two
More informationCoordinate Update Algorithm Short Course Proximal Operators and Algorithms
Coordinate Update Algorithm Short Course Proximal Operators and Algorithms Instructor: Wotao Yin (UCLA Math) Summer 2016 1 / 36 Why proximal? Newton s method: for C 2 -smooth, unconstrained problems allow
More informationIntroduction to Scientific Computing
(Lecture 5: Linear system of equations / Matrix Splitting) Bojana Rosić, Thilo Moshagen Institute of Scientific Computing Motivation Let us resolve the problem scheme by using Kirchhoff s laws: the algebraic
More informationRobust Principal Component Pursuit via Alternating Minimization Scheme on Matrix Manifolds
Robust Principal Component Pursuit via Alternating Minimization Scheme on Matrix Manifolds Tao Wu Institute for Mathematics and Scientific Computing Karl-Franzens-University of Graz joint work with Prof.
More informationPreliminary Examination in Numerical Analysis
Department of Applied Mathematics Preliminary Examination in Numerical Analysis August 7, 06, 0 am pm. Submit solutions to four (and no more) of the following six problems. Show all your work, and justify
More informationNumerical Methods I Eigenvalue Problems
Numerical Methods I Eigenvalue Problems Aleksandar Donev Courant Institute, NYU 1 donev@courant.nyu.edu 1 MATH-GA 2011.003 / CSCI-GA 2945.003, Fall 2014 October 2nd, 2014 A. Donev (Courant Institute) Lecture
More information17 Solution of Nonlinear Systems
17 Solution of Nonlinear Systems We now discuss the solution of systems of nonlinear equations. An important ingredient will be the multivariate Taylor theorem. Theorem 17.1 Let D = {x 1, x 2,..., x m
More information