Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9

Search results for: ill-condition

9 A Survey on Quasi-Likelihood Estimation Approaches for Longitudinal Set-ups

Authors: Naushad Mamode Khan

Abstract:

The Com-Poisson (CMP) model is one of the most popular discrete generalized linear models (GLMS) that handles both equi-, over- and under-dispersed data. In longitudinal context, an integer-valued autoregressive (INAR(1)) process that incorporates covariate specification has been developed to model longitudinal CMP counts. However, the joint likelihood CMP function is difficult to specify and thus restricts the likelihood-based estimating methodology. The joint generalized quasi-likelihood approach (GQL-I) was instead considered but is rather computationally intensive and may not even estimate the regression effects due to a complex and frequently ill-conditioned covariance structure. This paper proposes a new GQL approach for estimating the regression parameters (GQL-III) that is based on a single score vector representation. The performance of GQL-III is compared with GQL-I and separate marginal GQLs (GQL-II) through some simulation experiments and is proved to yield equally efficient estimates as GQL-I and is far more computationally stable.

Keywords: Longitudinal, Com-Poisson, Ill-conditioned, INAR(1), GLMS, GQL.

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8 Damage Localization of Deterministic-Stochastic Systems

Authors: Yen-Po Wang, Ming-Chih Huang, Ming-Lian Chang

Abstract:

A scheme integrated with deterministic–stochastic subspace system identification and the method of damage localization vector is proposed in this study for damage detection of structures based on seismic response data. A series of shaking table tests using a five-storey steel frame has been conducted in National Center for Research on Earthquake Engineering (NCREE), Taiwan. Damage condition is simulated by reducing the cross-sectional area of some of the columns at the bottom. Both single and combinations of multiple damage conditions at various locations have been considered. In the system identification analysis, either full or partial observation conditions have been taken into account. It has been shown that the damaged stories can be identified from global responses of the structure to earthquakes if sufficiently observed. In addition to detecting damage(s) with respect to the intact structure, identification of new or extended damages of the as-damaged (ill-conditioned) counterpart has also been studied. The proposed scheme proves to be effective.

Keywords: Damage locating vectors, deterministic-stochastic subspace system, shaking table tests, system identification.

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7 Adaptive Shape Parameter (ASP) Technique for Local Radial Basis Functions (RBFs) and Their Application for Solution of Navier Strokes Equations

Authors: A. Javed, K. Djidjeli, J. T. Xing

Abstract:

The concept of adaptive shape parameters (ASP) has been presented for solution of incompressible Navier Strokes equations using mesh-free local Radial Basis Functions (RBF). The aim is to avoid ill-conditioning of coefficient matrices of RBF weights and inaccuracies in RBF interpolation resulting from non-optimized shape of basis functions for the cases where data points (or nodes) are not distributed uniformly throughout the domain. Unlike conventional approaches which assume globally similar values of RBF shape parameters, the presented ASP technique suggests that shape parameter be calculated exclusively for each data point (or node) based on the distribution of data points within its own influence domain. This will ensure interpolation accuracy while still maintaining well conditioned system of equations for RBF weights. Performance and accuracy of ASP technique has been tested by evaluating derivatives and laplacian of a known function using RBF in Finite difference mode (RBFFD), with and without the use of adaptivity in shape parameters. Application of adaptive shape parameters (ASP) for solution of incompressible Navier Strokes equations has been presented by solving lid driven cavity flow problem on mesh-free domain using RBF-FD. The results have been compared for fixed and adaptive shape parameters. Improved accuracy has been achieved with the use of ASP in RBF-FD especially at regions where larger gradients of field variables exist.

Keywords: CFD, Meshless Particle Method, Radial Basis Functions, Shape Parameters

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6 On Modified Numerical Schemes in Vortex Element Method for 2D Flow Simulation Around Airfoils

Authors: Ilia Marchevsky, Victoriya Moreva

Abstract:

The problem of incompressible steady flow simulation around an airfoil is discussed. For some simplest airfoils (circular, elliptical, Zhukovsky airfoils) the exact solution is known from complex analysis. It allows to compute the intensity of vortex layer which simulates the airfoil. Some modifications of the vortex element method are proposed and test computations are carried out. It-s shown that the these approaches are much more effective in comparison with the classical numerical scheme.

Keywords: Vortex element method, vortex layer, integral equation, ill-conditioned matrix.

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5 Multiple Power Flow Solutions Using Particle Swarm Optimization with Embedded Local Search Technique

Authors: P. Acharjee, S. K. Goswami

Abstract:

Particle Swarm Optimization (PSO) with elite PSO parameters has been developed for power flow analysis under practical constrained situations. Multiple solutions of the power flow problem are useful in voltage stability assessment of power system. A method of determination of multiple power flow solutions is presented using a hybrid of Particle Swarm Optimization (PSO) and local search technique. The unique and innovative learning factors of the PSO algorithm are formulated depending upon the node power mismatch values to be highly adaptive with the power flow problems. The local search is applied on the pbest solution obtained by the PSO algorithm in each iteration. The proposed algorithm performs reliably and provides multiple solutions when applied on standard and illconditioned systems. The test results show that the performances of the proposed algorithm under critical conditions are better than the conventional methods.

Keywords: critical conditions, ill-conditioned systems, localsearch technique, multiple power flow solutions, particle swarmoptimization.

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4 A Modified Genetic Based Technique for Solving the Power System State Estimation Problem

Authors: A. A. Hossam-Eldin, E. N. Abdallah, M. S. El-Nozahy

Abstract:

Power system state estimation is the process of calculating a reliable estimate of the power system state vector composed of bus voltages' angles and magnitudes from telemetered measurements on the system. This estimate of the state vector provides the description of the system necessary for the operation and security monitoring. Many methods are described in the literature for solving the state estimation problem, the most important of which are the classical weighted least squares method and the nondeterministic genetic based method; however both showed drawbacks. In this paper a modified version of the genetic algorithm power system state estimation is introduced, Sensitivity of the proposed algorithm to genetic operators is discussed, the algorithm is applied to case studies and finally it is compared with the classical weighted least squares method formulation.

Keywords: Genetic algorithms, ill-conditioning, state estimation, weighted least squares.

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3 Application of Load Transfer Technique for Distribution Power Flow Analysis

Authors: Udomsak Thongkrajay, Padej Pao-La-Or, Thanatchai Kulworawanichpong

Abstract:

Installation of power compensation equipment in some cases places additional buses into the system. Therefore, a total number of power flow equations and voltage unknowns increase due to additional locations of installed devices. In this circumstance, power flow calculation is more complicated. It may result in a computational convergence problem. This paper presents a power flow calculation by using Newton-Raphson iterative method together with the proposed load transfer technique. This concept is to eliminate additional buses by transferring installed loads at the new buses to existing two adjacent buses. Thus, the total number of power flow equations is not changed. The overall computational speed is expectedly shorter than that of solving the problem without applying the load transfer technique. A 15-bus test system is employed for test to evaluate the effectiveness of the proposed load transfer technique. As a result, the total number of iteration required and execution time is significantly reduced.

Keywords: Load transfer technique, Newton-Raphson power flow, ill-condition

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2 Variable Step-Size Affine Projection Algorithm With a Weighted and Regularized Projection Matrix

Authors: Tao Dai, Andy Adler, Behnam Shahrrava

Abstract:

This paper presents a forgetting factor scheme for variable step-size affine projection algorithms (APA). The proposed scheme uses a forgetting processed input matrix as the projection matrix of pseudo-inverse to estimate system deviation. This method introduces temporal weights into the projection matrix, which is typically a better model of the real error's behavior than homogeneous temporal weights. The regularization overcomes the ill-conditioning introduced by both the forgetting process and the increasing size of the input matrix. This algorithm is tested by independent trials with coloured input signals and various parameter combinations. Results show that the proposed algorithm is superior in terms of convergence rate and misadjustment compared to existing algorithms. As a special case, a variable step size NLMS with forgetting factor is also presented in this paper.

Keywords: Adaptive signal processing, affine projection algorithms, variable step-size adaptive algorithms, regularization.

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1 Robust H∞ Filter Design for Uncertain Fuzzy Descriptor Systems: LMI-Based Design

Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang

Abstract:

This paper examines the problem of designing a robust H∞ filter for a class of uncertain fuzzy descriptor systems described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain nonlinear descriptor systems to have an H∞ performance are derived. To alleviate the ill-conditioning resulting from the interaction of slow and fast dynamic modes, solutions to the problem are given in terms of linear matrix inequalities which are independent of the singular perturbation ε, when ε is sufficiently small. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard uncertain nonlinear descriptor systems. A numerical example is provided to illustrate the design developed in this paper.

Keywords: H∞ control, Takagi-Sugeno (TS) fuzzy model, Linear Matrix Inequalities (LMIs), Descriptor systems.

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