SINGULAR VALUE DECOMPOSITION AND LEAST SQUARES ORBIT DETERMINATION

Size: px
Start display at page:

Download "SINGULAR VALUE DECOMPOSITION AND LEAST SQUARES ORBIT DETERMINATION"

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 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 information

ORBIT 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 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 information

Contribution of ISON and KIAM space debris. space

Contribution 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 information

Performance of a Dynamic Algorithm For Processing Uncorrelated Tracks

Performance 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 information

14 Singular Value Decomposition

14 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 information

LINEARIZED ORBIT COVARIANCE GENERATION AND PROPAGATION ANALYSIS VIA SIMPLE MONTE CARLO SIMULATIONS

LINEARIZED 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 information

Review of Some Concepts from Linear Algebra: Part 2

Review 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 information

Numerical Optimization

Numerical 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 information

Vector and Matrix Norms. Vector and Matrix Norms

Vector 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 information

Constrained optimization. Unconstrained optimization. One-dimensional. Multi-dimensional. Newton with equality constraints. Active-set method.

Constrained 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 information

Optimization. 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 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 information

Astrodynamics 103 Part 1: Gauss/Laplace+ Algorithm

Astrodynamics 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 information

Constrained optimization: direct methods (cont.)

Constrained 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 information

10-725/36-725: Convex Optimization Prerequisite Topics

10-725/36-725: 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 information

A New Trust Region Algorithm Using Radial Basis Function Models

A 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 information

x n+1 = x n f(x n) f (x n ), n 0.

x 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 information

Solving Symmetric Indefinite Systems with Symmetric Positive Definite Preconditioners

Solving 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 information

Numerical Optimal Control Overview. Moritz Diehl

Numerical 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 information

Discrete 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 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 information

on space debris objects obtained by the

on 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 information

Improving the Convergence of Back-Propogation Learning with Second Order Methods

Improving 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 information

B5.6 Nonlinear Systems

B5.6 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 information

Collision Prediction for LEO Satellites. Analysis of Characteristics

Collision 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 information

Chapter 3. Algorithm for Lambert's Problem

Chapter 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 information

1 h 9 e $ s i n t h e o r y, a p p l i c a t i a n

1 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 information

Assignment #10: Diagonalization of Symmetric Matrices, Quadratic Forms, Optimization, Singular Value Decomposition. Name:

Assignment #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 information

7 Principal Component Analysis

7 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 information

STATISTICAL ORBIT DETERMINATION

STATISTICAL 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 information

Scientific Computing: Optimization

Scientific 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 information

linearly indepedent eigenvectors as the multiplicity of the root, but in general there may be no more than one. For further discussion, assume matrice

linearly 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 information

11 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.

11 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 information

Linear Algebra Review

Linear 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 information

EXPANDING KNOWLEDGE ON REAL SITUATION AT HIGH NEAR-EARTH ORBITS

EXPANDING 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 information

Radar-Optical Observation Mix

Radar-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 information

Long-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 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 information

Quadratic Programming

Quadratic Programming Quadratic Programming Outline Linearly constrained minimization Linear equality constraints Linear inequality constraints Quadratic objective function 2 SideBar: Matrix Spaces Four fundamental subspaces

More information

Notes on PCG for Sparse Linear Systems

Notes 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 information

AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends

AMS 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 information

ON SELECTING THE CORRECT ROOT OF ANGLES-ONLY INITIAL ORBIT DETERMINATION EQUATIONS OF LAGRANGE, LAPLACE, AND GAUSS

ON 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 information

Linear Algebra and Eigenproblems

Linear 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 information

Space Surveillance with Star Trackers. Part II: Orbit Estimation

Space 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 information

Outline. Relaxation. Outline DMP204 SCHEDULING, TIMETABLING AND ROUTING. 1. Lagrangian Relaxation. Lecture 12 Single Machine Models, Column Generation

Outline. 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 information

Half of Final Exam Name: Practice Problems October 28, 2014

Half 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 information

5 Linear Algebra and Inverse Problem

5 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 information

Linear Algebra Massoud Malek

Linear 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 information

Examples include: (a) the Lorenz system for climate and weather modeling (b) the Hodgkin-Huxley system for neuron modeling

Examples 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 information

AS3010: Introduction to Space Technology

AS3010: 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 information

Least Squares. Tom Lyche. October 26, Centre of Mathematics for Applications, Department of Informatics, University of Oslo

Least 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 information

Orbit Determination Using Satellite-to-Satellite Tracking Data

Orbit 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 information

Multigrid absolute value preconditioning

Multigrid 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 information

Linear Regression and Its Applications

Linear 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 information

Satellite Orbital Maneuvers and Transfers. Dr Ugur GUVEN

Satellite 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 information

Optimization. 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 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 information

Linear Algebra. Session 12

Linear 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 information

The 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) 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 information

Algorithms for constrained local optimization

Algorithms 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 information

Part 3: Trust-region methods for unconstrained optimization. Nick Gould (RAL)

Part 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 information

15 Singular Value Decomposition

15 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 information

Sparse Approximation of Signals with Highly Coherent Dictionaries

Sparse 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 information

Numerical Methods I Solving Nonlinear Equations

Numerical 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 information

Lecture 15 Perron-Frobenius Theory

Lecture 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 information

Numerical tensor methods and their applications

Numerical 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 information

RESEARCH ARTICLE. A strategy of finding an initial active set for inequality constrained quadratic programming problems

RESEARCH 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 information

NORMS ON SPACE OF MATRICES

NORMS 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 information

DEFINITION OF A REFERENCE ORBIT FOR THE SKYBRIDGE CONSTELLATION SATELLITES

DEFINITION 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 information

Lecture 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 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 information

Numerical approximation for optimal control problems via MPC and HJB. Giulia Fabrini

Numerical 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 information

Agenda. 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 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 information

Elementary linear algebra

Elementary 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 information

Examination paper for TMA4145 Linear Methods

Examination 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 information

Data dependent operators for the spatial-spectral fusion problem

Data 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 information

8 th US/Russian Space Surveillance Workshop

8 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 information

CS6964: Notes On Linear Systems

CS6964: 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 information

MA2AA1 (ODE s): The inverse and implicit function theorem

MA2AA1 (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 information

Chapter 6 Nonlinear Systems and Phenomena. Friday, November 2, 12

Chapter 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 information

Conditional Gradient (Frank-Wolfe) Method

Conditional 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 information

The Launch of Gorizont 45 on the First Proton K /Breeze M

The 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 information

Mathematical optimization

Mathematical 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 information

Iterative Methods. Splitting Methods

Iterative 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 information

Conjugate Gradient algorithm. Storage: fixed, independent of number of steps.

Conjugate 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 information

Applied Machine Learning for Biomedical Engineering. Enrico Grisan

Applied 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 information

MAT 419 Lecture Notes Transcribed by Eowyn Cenek 6/1/2012

MAT 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 information

CHAPTER 2: QUADRATIC PROGRAMMING

CHAPTER 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 information

On Sun-Synchronous Orbits and Associated Constellations

On 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 information

Computational Methods. Eigenvalues and Singular Values

Computational 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 information

STA141C: Big Data & High Performance Statistical Computing

STA141C: 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 information

Invariant Manifolds of Dynamical Systems and an application to Space Exploration

Invariant 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 information

Least Squares. Chapter Least Squares The Definition of Ordinary Least Squares

Least 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 information

Numerical Methods I Non-Square and Sparse Linear Systems

Numerical 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 information

Beyond Heuristics: Applying Alternating Direction Method of Multipliers in Nonconvex Territory

Beyond 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 information

When 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 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 information

Parallel Algorithm for Track Initiation for Optical Space Surveillance

Parallel 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 information

List 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 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 information

Orbits 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 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 information

Coordinate Update Algorithm Short Course Proximal Operators and Algorithms

Coordinate 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 information

Introduction to Scientific Computing

Introduction 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 information

Robust Principal Component Pursuit via Alternating Minimization Scheme on Matrix Manifolds

Robust 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 information

Preliminary Examination in Numerical Analysis

Preliminary 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 information

Numerical Methods I Eigenvalue Problems

Numerical 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 information

17 Solution of Nonlinear Systems

17 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