10 resultados para Newton-Raphson method

em CentAUR: Central Archive University of Reading - UK


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The Newton‐Raphson method is proposed for the solution of the nonlinear equation arising from a theoretical model of an acid/base titration. It is shown that it is necessary to modify the form of the equation in order that the iteration is guaranteed to converge. A particular example is considered to illustrate the analysis and method, and a BASIC program is included that can be used to predict the pH of any weak acid/weak base titration.

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Different optimization methods can be employed to optimize a numerical estimate for the match between an instantiated object model and an image. In order to take advantage of gradient-based optimization methods, perspective inversion must be used in this context. We show that convergence can be very fast by extrapolating to maximum goodness-of-fit with Newton's method. This approach is related to methods which either maximize a similar goodness-of-fit measure without use of gradient information, or else minimize distances between projected model lines and image features. Newton's method combines the accuracy of the former approach with the speed of convergence of the latter.

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Quasi-Newton-Raphson minimization and conjugate gradient minimization have been used to solve the crystal structures of famotidine form B and capsaicin from X-ray powder diffraction data and characterize the chi(2) agreement surfaces. One million quasi-Newton-Raphson minimizations found the famotidine global minimum with a frequency of ca 1 in 5000 and the capsaicin global minimum with a frequency of ca 1 in 10 000. These results, which are corroborated by conjugate gradient minimization, demonstrate the existence of numerous pathways from some of the highest points on these chi(2) agreement surfaces to the respective global minima, which are passable using only downhill moves. This important observation has significant ramifications for the development of improved structure determination algorithms.

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This report presents the canonical Hamiltonian formulation of relative satellite motion. The unperturbed Hamiltonian model is shown to be equivalent to the well known Hill-Clohessy-Wilshire (HCW) linear formulation. The in°uence of perturbations of the nonlinear Gravitational potential and the oblateness of the Earth; J2 perturbations are also modelled within the Hamiltonian formulation. The modelling incorporates eccentricity of the reference orbit. The corresponding Hamiltonian vector ¯elds are computed and implemented in Simulink. A numerical method is presented aimed at locating periodic or quasi-periodic relative satellite motion. The numerical method outlined in this paper is applied to the Hamiltonian system. Although the orbits considered here are weakly unstable at best, in the case of eccentricity only, the method ¯nds exact periodic orbits. When other perturbations such as nonlinear gravitational terms are added, drift is signicantly reduced and in the case of the J2 perturbation with and without the nonlinear gravitational potential term, bounded quasi-periodic solutions are found. Advantages of using Newton's method to search for periodic or quasi-periodic relative satellite motion include simplicity of implementation, repeatability of solutions due to its non-random nature, and fast convergence. Given that the use of bounded or drifting trajectories as control references carries practical di±culties over long-term missions, Principal Component Analysis (PCA) is applied to the quasi-periodic or slowly drifting trajectories to help provide a closed reference trajectory for the implementation of closed loop control. In order to evaluate the e®ect of the quality of the model used to generate the periodic reference trajectory, a study involving closed loop control of a simulated master/follower formation was performed. 2 The results of the closed loop control study indicate that the quality of the model employed for generating the reference trajectory used for control purposes has an important in°uence on the resulting amount of fuel required to track the reference trajectory. The model used to generate LQR controller gains also has an e®ect on the e±ciency of the controller.

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This contribution introduces a new digital predistorter to compensate serious distortions caused by memory high power amplifiers (HPAs) which exhibit output saturation characteristics. The proposed design is based on direct learning using a data-driven B-spline Wiener system modeling approach. The nonlinear HPA with memory is first identified based on the B-spline neural network model using the Gauss-Newton algorithm, which incorporates the efficient De Boor algorithm with both B-spline curve and first derivative recursions. The estimated Wiener HPA model is then used to design the Hammerstein predistorter. In particular, the inverse of the amplitude distortion of the HPA's static nonlinearity can be calculated effectively using the Newton-Raphson formula based on the inverse of De Boor algorithm. A major advantage of this approach is that both the Wiener HPA identification and the Hammerstein predistorter inverse can be achieved very efficiently and accurately. Simulation results obtained are presented to demonstrate the effectiveness of this novel digital predistorter design.

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The Gauss–Newton algorithm is an iterative method regularly used for solving nonlinear least squares problems. It is particularly well suited to the treatment of very large scale variational data assimilation problems that arise in atmosphere and ocean forecasting. The procedure consists of a sequence of linear least squares approximations to the nonlinear problem, each of which is solved by an “inner” direct or iterative process. In comparison with Newton’s method and its variants, the algorithm is attractive because it does not require the evaluation of second-order derivatives in the Hessian of the objective function. In practice the exact Gauss–Newton method is too expensive to apply operationally in meteorological forecasting, and various approximations are made in order to reduce computational costs and to solve the problems in real time. Here we investigate the effects on the convergence of the Gauss–Newton method of two types of approximation used commonly in data assimilation. First, we examine “truncated” Gauss–Newton methods where the inner linear least squares problem is not solved exactly, and second, we examine “perturbed” Gauss–Newton methods where the true linearized inner problem is approximated by a simplified, or perturbed, linear least squares problem. We give conditions ensuring that the truncated and perturbed Gauss–Newton methods converge and also derive rates of convergence for the iterations. The results are illustrated by a simple numerical example. A practical application to the problem of data assimilation in a typical meteorological system is presented.

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Liquid clouds play a profound role in the global radiation budget but it is difficult to remotely retrieve their vertical profile. Ordinary narrow field-of-view (FOV) lidars receive a strong return from such clouds but the information is limited to the first few optical depths. Wideangle multiple-FOV lidars can isolate radiation scattered multiple times before returning to the instrument, often penetrating much deeper into the cloud than the singly-scattered signal. These returns potentially contain information on the vertical profile of extinction coefficient, but are challenging to interpret due to the lack of a fast radiative transfer model for simulating them. This paper describes a variational algorithm that incorporates a fast forward model based on the time-dependent two-stream approximation, and its adjoint. Application of the algorithm to simulated data from a hypothetical airborne three-FOV lidar with a maximum footprint width of 600m suggests that this approach should be able to retrieve the extinction structure down to an optical depth of around 6, and total opticaldepth up to at least 35, depending on the maximum lidar FOV. The convergence behavior of Gauss-Newton and quasi-Newton optimization schemes are compared. We then present results from an application of the algorithm to observations of stratocumulus by the 8-FOV airborne “THOR” lidar. It is demonstrated how the averaging kernel can be used to diagnose the effective vertical resolution of the retrieved profile, and therefore the depth to which information on the vertical structure can be recovered. This work enables exploitation of returns from spaceborne lidar and radar subject to multiple scattering more rigorously than previously possible.