968 resultados para singular value decomposition (SVD)
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The variability of summer precipitation in the southeastern United States is examined in this study using 60-yr (1948-2007) rainfall data. The Southeast summer rainfalls exhibited higher interannual variability with more intense summer droughts and anomalous wetness in the recent 30 years (1978-2007) than in the prior 30 years (1948-77). Such intensification of summer rainfall variability was consistent with a decrease of light (0.1-1 mm day-1) and medium (1-10 mm day-1) rainfall events during extremely dry summers and an increase of heavy (.10 mm day-1) rainfall events in extremely wet summers. Changes in rainfall variability were also accompanied by a southward shift of the region of maximum zonal wind variability at the jet stream level in the latter period. The covariability between the Southeast summer precipitation and sea surface temperatures (SSTs) is also analyzed using the singular value decomposition (SVD) method. It is shown that the increase of Southeast summer precipitation variability is primarily associated with a higher SST variability across the equatorial Atlantic and also SST warming in the Atlantic. © 2010 American Meteorological Society.
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A novel application-specific instruction set processor (ASIP) for use in the construction of modern signal processing systems is presented. This is a flexible device that can be used in the construction of array processor systems for the real-time implementation of functions such as singular-value decomposition (SVD) and QR decomposition (QRD), as well as other important matrix computations. It uses a coordinate rotation digital computer (CORDIC) module to perform arithmetic operations and several approaches are adopted to achieve high performance including pipelining of the micro-rotations, the use of parallel instructions and a dual-bus architecture. In addition, a novel method for scale factor correction is presented which only needs to be applied once at the end of the computation. This also reduces computation time and enhances performance. Methods are described which allow this processor to be used in reduced dimension (i.e., folded) array processor structures that allow tradeoffs between hardware and performance. The net result is a flexible matrix computational processing element (PE) whose functionality can be changed under program control for use in a wider range of scenarios than previous work. Details are presented of the results of a design study, which considers the application of this decomposition PE architecture in a combined SVD/QRD system and demonstrates that a combination of high performance and efficient silicon implementation are achievable. © 2005 IEEE.
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Latent semantic indexing (LSI) is a popular technique used in information retrieval (IR) applications. This paper presents a novel evaluation strategy based on the use of image processing tools. The authors evaluate the use of the discrete cosine transform (DCT) and Cohen Daubechies Feauveau 9/7 (CDF 9/7) wavelet transform as a pre-processing step for the singular value decomposition (SVD) step of the LSI system. In addition, the effect of different threshold types on the search results is examined. The results show that accuracy can be increased by applying both transforms as a pre-processing step, with better performance for the hard-threshold function. The choice of the best threshold value is a key factor in the transform process. This paper also describes the most effective structure for the database to facilitate efficient searching in the LSI system.
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Latent semantic indexing (LSI) is a technique used for intelligent information retrieval (IR). It can be used as an alternative to traditional keyword matching IR and is attractive in this respect because of its ability to overcome problems with synonymy and polysemy. This study investigates various aspects of LSI: the effect of the Haar wavelet transform (HWT) as a preprocessing step for the singular value decomposition (SVD) in the key stage of the LSI process; and the effect of different threshold types in the HWT on the search results. The developed method allows the visualisation and processing of the term document matrix, generated in the LSI process, using HWT. The results have shown that precision can be increased by applying the HWT as a preprocessing step, with better results for hard thresholding than soft thresholding, whereas standard SVD-based LSI remains the most effective way of searching in terms of recall value.
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Relatório do Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Electrónica e Telecomunicações
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In this paper a new system identification algorithm is introduced for Hammerstein systems based on observational input/output data. The nonlinear static function in the Hammerstein system is modelled using a non-uniform rational B-spline (NURB) neural network. The proposed system identification algorithm for this NURB network based Hammerstein system consists of two successive stages. First the shaping parameters in NURB network are estimated using a particle swarm optimization (PSO) procedure. Then the remaining parameters are estimated by the method of the singular value decomposition (SVD). Numerical examples including a model based controller are utilized to demonstrate the efficacy of the proposed approach. The controller consists of computing the inverse of the nonlinear static function approximated by NURB network, followed by a linear pole assignment controller.
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A system identification algorithm is introduced for Hammerstein systems that are modelled using a non-uniform rational B-spline (NURB) neural network. The proposed algorithm consists of two successive stages. First the shaping parameters in NURB network are estimated using a particle swarm optimization (PSO) procedure. Then the remaining parameters are estimated by the method of the singular value decomposition (SVD). Numerical examples are utilized to demonstrate the efficacy of the proposed approach.
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Nesse trabalho, procuramos identificar fatores sistemáticos que expliquem uma variação significativa nos fluxos destinados às diversas categorias de fundos de investimento brasileiros, a partir de análises de uma amostra de dados agregados de captações e resgates nesses produtos. O estudo buscou avaliar a existência de padrões de comportamento comuns aos investidores de fundos locais através da análise da migração de fluxos entre as diversas classes de fundos. Foram inicialmente tratados os fatores não comportamentais conhecidos que impactam o fluxo dos fundos, a variável dependente. Esses fatores conhecidos foram apurados através de uma revisão dos trabalhos acadêmicos dos mercados internacional e local. Após esse tratamento foi aplicado o método de decomposição de valores singulares (SVD - Singular Value Decomposition), com o objetivo de avaliarmos os efeitos comportamentais agrupados dos investidores. A decomposição em valores singulares sugere como principais fatores comuns comportamentos de entrada e saída de fundos em massa e migrações entre as classes de fundos de menor e as de maior risco, o que Baker e Wurgler (2007) chamaram de demanda especulativa, e que, segundo esses e outros autores pesquisados, poderia ser interpretada como uma proxy do sentimento dos investidores. Guercio e Tkac (2002) e Edelen et al. (2010), encontraram em suas pesquisas evidências da diferença de comportamento entre investidores de atacado e de varejo, o que foi detectado para a classes de fundos de Renda Variável no caso do presente estudo sobre o mercado brasileiro. O entendimento das variações na tolerância a risco dos investidores de fundos de investimento pode auxiliar na oferta de produtos mais compatíveis com a demanda. Isso permitiria projetar captações para os produtos com base nas características dessa oferta, o que também desenvolvemos nessa pesquisa para o caso das categorias de fundos Multimercado e Renda variável, através de um modelo de espaço de estados com sazonalidade determinística e inicialização SVD. O modelo proposto nesse trabalho parece ter conseguido capturar, na amostra avaliada (2005-2008), um comportamento que se manteve fora da amostra (2009-2011), validando, ao menos na amostra considerada, a proposta de extração dos componentes principais agregados do comportamento dos investidores de fundos brasileiros.
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Pós-graduação em Engenharia Mecânica - FEIS
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We establish a fundamental equivalence between singular value decomposition (SVD) and functional principal components analysis (FPCA) models. The constructive relationship allows to deploy the numerical efficiency of SVD to fully estimate the components of FPCA, even for extremely high-dimensional functional objects, such as brain images. As an example, a functional mixed effect model is fitted to high-resolution morphometric (RAVENS) images. The main directions of morphometric variation in brain volumes are identified and discussed.
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A basic approach to study a NVH problem is to break down the system in three basic elements – source, path and receiver. While the receiver (response) and the transfer path can be measured, it is difficult to measure the source (forces) acting on the system. It becomes necessary to predict these forces to know how they influence the responses. This requires inverting the transfer path. Singular Value Decomposition (SVD) method is used to decompose the transfer path matrix into its principle components which is required for the inversion. The usual approach to force prediction requires rejecting the small singular values obtained during SVD by setting a threshold, as these small values dominate the inverse matrix. This assumption of the threshold may be subjected to rejecting important singular values severely affecting force prediction. The new approach discussed in this report looks at the column space of the transfer path matrix which is the basis for the predicted response. The response participation is an indication of how the small singular values influence the force participation. The ability to accurately reconstruct the response vector is important to establish a confidence in force vector prediction. The goal of this report is to suggest a solution that is mathematically feasible, physically meaningful, and numerically more efficient through examples. This understanding adds new insight to the effects of current code and how to apply algorithms and understanding to new codes.
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El flameo o flutter es un fenómeno vibratorio debido a la interacción de fuerzas inerciales, elásticas y aerodinámicas. Consiste en un intercambio de energía, que se puede observar en el cambio de amortiguamientos, entre dos o más modos estructurales, denominados modos críticos, cuyas frecuencias tienden a acercarse (coalescencia de frecuencias). Los ensayos en vuelo de flameo suponen un gran riesgo debido a la posibilidad de una perdida brusca de estabilidad aeroelástica (flameo explosivo) con la posibilidad de destrucción de la aeronave. Además existen otros fenómenos asociados que pueden aparecer como el LCO (Limit Cycle Oscillation) y la interacción con los mandos de vuelo. Debido a esto, se deben llevar a cabo análisis exhaustivos, que incluyen GVT (vibraciones en tierra), antes de comenzar los ensayos en vuelo, y estos últimos deben ser ejecutados con robustos procedimientos. El objetivo de los ensayos es delimitar la frontera de estabilidad sin llegar a ella, manteniéndose siempre dentro de la envolvente estable de vuelo. Para lograrlo se necesitan métodos de predicción, siendo el “Flutter Margin”, el más utilizado. Para saber cuánta estabilidad aeroelástica tiene el avión y lo lejos que está de la frontera de estabilidad (a través de métodos de predicción) los parámetros modales, en particular la frecuencia y el amortiguamiento, son de vital importancia. El ensayo en vuelo consiste en la excitación de la estructura a diferentes condiciones de vuelo, la medición de la respuesta y su análisis para obtener los dos parámetros mencionados. Un gran esfuerzo se dedica al análisis en tiempo real de las señales como un medio de reducir el riesgo de este tipo de ensayos. Existen numerosos métodos de Análisis Modal, pero pocos capaces de analizar las señales procedentes de los ensayos de flameo, debido a sus especiales características. Un método novedoso, basado en la Descomposición por Valores Singulares (SVD) y la factorización QR, ha sido desarrollado y aplicado al análisis de señales procedentes de vuelos de flameo del F-18. El método es capaz de identificar frecuencia y amortiguamiento de los modos críticos. El algoritmo se basa en la capacidad del SVD para el análisis, modelización y predicción de series de datos con características periódicas y en su capacidad de identificar el rango de una matriz, así como en la aptitud del QR para seleccionar la mejor base vectorial entre un conjunto de vectores para representar el campo vectorial que forman. El análisis de señales de flameo simuladas y reales demuestra, bajo ciertas condiciones, la efectividad, robustez, resistencia al ruido y capacidad de automatización del método propuesto. ABSTRACT Flutter involves the interaction between inertial, elastic and aerodynamic forces. It consists on an exchange of energy, identified by change in damping, between two or more structural modes, named critical modes, whose frequencies tend to get closer to each other (frequency coalescence). Flight flutter testing involves high risk because of the possibility of an abrupt lost in aeroelastic stability (hard flutter) that may lead to aircraft destruction. Moreover associated phenomena may happen during the flight as LCO (Limit Cycle Oscillation) and coupling with flight controls. Because of that, intensive analyses, including GVT (Ground Vibration Test), have to be performed before beginning the flights test and during them consistent procedures have to be followed. The test objective is to identify the stability border, maintaining the aircraft always inside the stable domain. To achieve that flutter speed prediction methods have to be used, the most employed being the “Flutter Margin”. In order to know how much aeroelastic stability remains and how far the aircraft is from the stability border (using the prediction methods), modal parameters, in particular frequency and damping are paramount. So flight test consists in exciting the structure at various flight conditions, measuring the response and identifying in real-time these two parameters. A great deal of effort is being devoted to real-time flight data analysis as an effective way to reduce the risk. Numerous Modal Analysis algorithms are available, but very few are suitable to analyze signals coming from flutter testing due to their special features. A new method, based on Singular Value Decomposition (SVD) and QR factorization, has been developed and applied to the analysis of F-18 flutter flight-test data. The method is capable of identifying the frequency and damping of the critical aircraft modes. The algorithm relies on the capability of SVD for the analysis, modelling and prediction of data series with periodic features and also on its power to identify matrix rank as well as QR competence for selecting the best basis among a set of vectors in order to represent a given vector space of such a set. The analysis of simulated and real flutter flight test data demonstrates, under specific conditions, the effectiveness, robustness, noise-immunity and the capability for automation of the method proposed.
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This paper presents a robust approach for recognition of thermal face images based on decision level fusion of 34 different region classifiers. The region classifiers concentrate on local variations. They use singular value decomposition (SVD) for feature extraction. Fusion of decisions of the region classifier is done by using majority voting technique. The algorithm is tolerant against false exclusion of thermal information produced by the presence of inconsistent distribution of temperature statistics which generally make the identification process difficult. The algorithm is extensively evaluated on UGC-JU thermal face database, and Terravic facial infrared database and the recognition performance are found to be 95.83% and 100%, respectively. A comparative study has also been made with the existing works in the literature.
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As análises biplot que utilizam os modelos de efeitos principais aditivos com inter- ação multiplicativa (AMMI) requerem matrizes de dados completas, mas, frequentemente os ensaios multiambientais apresentam dados faltantes. Nesta tese são propostas novas metodologias de imputação simples e múltipla que podem ser usadas para analisar da- dos desbalanceados em experimentos com interação genótipo por ambiente (G×E). A primeira, é uma nova extensão do método de validação cruzada por autovetor (Bro et al, 2008). A segunda, corresponde a um novo algoritmo não-paramétrico obtido por meio de modificações no método de imputação simples desenvolvido por Yan (2013). Também é incluído um estudo que considera sistemas de imputação recentemente relatados na literatura e os compara com o procedimento clássico recomendado para imputação em ensaios (G×E), ou seja, a combinação do algoritmo de Esperança-Maximização com os modelos AMMI ou EM-AMMI. Por último, são fornecidas generalizações da imputação simples descrita por Arciniegas-Alarcón et al. (2010) que mistura regressão com aproximação de posto inferior de uma matriz. Todas as metodologias têm como base a decomposição por valores singulares (DVS), portanto, são livres de pressuposições distribucionais ou estruturais. Para determinar o desempenho dos novos esquemas de imputação foram realizadas simulações baseadas em conjuntos de dados reais de diferentes espécies, com valores re- tirados aleatoriamente em diferentes porcentagens e a qualidade das imputações avaliada com distintas estatísticas. Concluiu-se que a DVS constitui uma ferramenta útil e flexível na construção de técnicas eficientes que contornem o problema de perda de informação em matrizes experimentais.
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To represent the local orientation and energy of a 1-D image signal, many models of early visual processing employ bandpass quadrature filters, formed by combining the original signal with its Hilbert transform. However, representations capable of estimating an image signal's 2-D phase have been largely ignored. Here, we consider 2-D phase representations using a method based upon the Riesz transform. For spatial images there exist two Riesz transformed signals and one original signal from which orientation, phase and energy may be represented as a vector in 3-D signal space. We show that these image properties may be represented by a Singular Value Decomposition (SVD) of the higher-order derivatives of the original and the Riesz transformed signals. We further show that the expected responses of even and odd symmetric filters from the Riesz transform may be represented by a single signal autocorrelation function, which is beneficial in simplifying Bayesian computations for spatial orientation. Importantly, the Riesz transform allows one to weight linearly across orientation using both symmetric and asymmetric filters to account for some perceptual phase distortions observed in image signals - notably one's perception of edge structure within plaid patterns whose component gratings are either equal or unequal in contrast. Finally, exploiting the benefits that arise from the Riesz definition of local energy as a scalar quantity, we demonstrate the utility of Riesz signal representations in estimating the spatial orientation of second-order image signals. We conclude that the Riesz transform may be employed as a general tool for 2-D visual pattern recognition by its virtue of representing phase, orientation and energy as orthogonal signal quantities.