The effect of additional observations on a previous least squares estimate
Additional observations effect on previous least squares estimate
MATRIX ALGEBRA↗
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On the Routh approximation technique and least squares errors
A new method for calculating the coefficients of the numerator polynomial of the direct Routh approximation method (DRAM) using the least square error criterion is formulated. The necessary conditions have been obtained in terms of algebraic equations. The method is useful for low frequency as well as high frequency reduced-order models.
Aburdene, M. F.↗
A Full Multi-Grid Method for the Solution of the Cell Vertex Finite Volume Cauchy-Riemann Equations
The system of inhomogeneous Cauchy-Riemann equations defined on a square domain and subject to Dirichlet boundary conditions is considered. This problem is discretised by using the cell vertex finite volume method on quadrilateral meshes. The resulting algebraic problem is overdetermined and the solution is defined in a least squares sense. By this approach a consistent algebraic problem is obtained which differs from the original one by O(h(exp 2)) perturbations of the right-hand side. A suitable cell-based convergent smoothing iteration is presented which is naturally linked to the least squares formulation. Hence, a standard multi-grid algorithm is reported which combines the given smoother and cell-based transfer operators. Some remarkable reduction properties of these operators are shown. A full multi-grid method is discussed which solves the discrete problem to the level of truncation error by employing one multi-grid cycle at each current level of discretisation. Experiments and applications of the full multi-grid scheme are presented.
Borzi, A.↗
A new art code for tomographic interferometry
A new algebraic reconstruction technique (ART) code based on the iterative refinement method of least squares solution for tomographic reconstruction is presented. Accuracy and the convergence of the technique is evaluated through the application of numerically generated interferometric data. It was found that, in general, the accuracy of the results was superior to other reported techniques. The iterative method unconditionally converged to a solution for which the residual was minimum. The effects of increased data were studied. The inversion error was found to be a function of the input data error only. The convergence rate, on the other hand, was affected by all three parameters. Finally, the technique was applied to experimental data, and the results are reported.
Tan, H.↗
A Method to Solve Interior and Exterior Camera Calibration Parameters for Image Resection
An iterative method is presented to solve the internal and external camera calibration parameters, given model target points and their images from one or more camera locations. The direct linear transform formulation was used to obtain a guess for the iterative method, and herein lies one of the strengths of the present method. In all test cases, the method converged to the correct solution. In general, an overdetermined system of nonlinear equations is solved in the least-squares sense. The iterative method presented is based on Newton-Raphson for solving systems of nonlinear algebraic equations. The Jacobian is analytically derived and the pseudo-inverse of the Jacobian is obtained by singular value decomposition.
Samtaney, Ravi↗
Linear and circular digital spectral analysis of serial data
Two methods of digital spectral analysis of unevenly sampled data are developed and illustrated here. One method uses a linear function of time (or space), the other uses circular functions. The circular method turns out to be essentially equivalent to a least-squares sine-wave analysis. The linear, anharmonic method uses only the field of real numbers and elementary algebraic operations, and hence it can be made computationally very fast and accurate. Both methods are very general, properly handling all kinds of time series ranging from simple series consisting only of the times of events to complicated series consisting of pulses with long duty cycles. The two methods are here applied to the analysis of annual mean relative sunspot numbers.
Stothers, Richard B.↗
Least-squares finite element method for fluid dynamics
An overview is given of new developments of the least squares finite element method (LSFEM) in fluid dynamics. Special emphasis is placed on the universality of LSFEM; the symmetry and positiveness of the algebraic systems obtained from LSFEM; the accommodation of LSFEM to equal order interpolations for incompressible viscous flows; and the natural numerical dissipation of LSFEM for convective transport problems and high speed compressible flows. The performance of LSFEM is illustrated by numerical examples.
Jiang, Bo-Nan↗
Least-squares finite element method for fluid dynamics
An overview is given of new developments of the least squares finite element method (LSFEM) in fluid dynamics. Special emphasis is placed on the universality of LSFEM; the symmetry and positiveness of the algebraic systems obtained from LSFEM; the accommodation of LSFEM to equal order interpolations for incompressible viscous flows; and the natural numerical dissipation of LSFEM for convective transport problems and high speed compressible flows. The performance of LSFEM is illustrated by numerical examples.
Jiang, Bo-Nan↗
A vector approach to the algebra of rotations with applications
Vector analysis approach to algebra of rotations with applications to least-squares rotation and rigid body motion
LEAST SQUARES METHOD↗
An accurate method for evaluating the kernel of the integral equation relating lift to downwash in unsteady potential flow
The method is capable of generating approximations of arbitrary accuracy. It is based on approximating the algebraic part of the nonelementary integrals in the kernel by exponential functions and then integrating termwise. The exponent spacing in the approximation is a geometric sequence. The coefficients and exponent multiplier of the exponential approximation are computed by least squares so the method is completely automated. Exponential approximates generated in this manner are two orders of magnitude more accurate than the exponential approximation that is currently most often used for this purpose. The method can be used to generate approximations to attain any desired trade-off between accuracy and computing cost.
Desmarais, R. N.↗
An accurate and efficient method for evaluating the kernel of the integral equation relating pressure to normalwash in unsteady potential flow
This paper describes an accurate economical method for generating approximations to the kernel of the integral equation relating unsteady pressure to normalwash in nonplanar flow. The method is capable of generating approximations of arbitrary accuracy. It is based on approximating the algebraic part of the non elementary integrals in the kernel by exponential approximations and then integrating termwise. The exponent spacing in the approximation is a geometric sequence. The coefficients and exponent multiplier of the exponential approximation are computed by least squares so the method is completely automated. Exponential approximates generated in this manner are two orders of magnitude more accurate than the exponential approximation that is currently most often used for this purpose. Coefficients for 8, 12, 24, and 72 term approximations are tabulated in the report. Also, since the method is automated, it can be used to generate approximations to attain any desired trade-off between accuracy and computing cost.
Desmarais, R. N.↗
Accuracy of least-squares methods for the Navier-Stokes equations
Recently there has been substantial interest in least-squares finite element methods for velocity-vorticity-pressure formulations of the incompressible Navier-Stokes equations. The main cause for this interest is the fact that algorithms for the resulting discrete equations can be devised which require the solution of only symmetric, positive definite systems of algebraic equations. On the other hand, it is well-documented that methods using the vorticity as a primary variable often yield very poor approximations. Thus, here we study the accuracy of these methods through a series of computational experiments, and also comment on theoretical error estimates. It is found, despite the failure of standard methods for deriving error estimates, that computational evidence suggests that these methods are, at the least, nearly optimally accurate. Thus, in addition to the desirable matrix properties yielded by least-squares methods, one also obtains accurate approximations.
Bochev, Pavel B.↗
Accuracy of least-squares methods for the Navier-Stokes equations
Recently there has been substantial interest in least-squares finite element methods for velocity-vorticity-pressure formulations of the incompressible Navier-Stokes equations. The main cause for this interest is the fact that algorithms for the resulting discrete equations can be devised which require the solution of only symmetric, positive definite systems of algebraic equations. On the other hand, it is well-documented that methods using the vorticity as a primary variable often yield very poor approximations. Thus, here we study the accuracy of these methods through a series of computational experiments, and also comment on theoretical error estimates. It is found, despite the failure of standard methods for deriving error estimates, that computational evidence suggests that these methods are, at the least, nearly optimally accurate. Thus, in addition to the desirable matrix properties yielded by least-squares methods, one also obtains accurate approximations.
Bochev, Pavel B.↗
Optical systolic solutions of linear algebraic equations
The philosophy and data encoding possible in systolic array optical processor (SAOP) were reviewed. The multitude of linear algebraic operations achievable on this architecture is examined. These operations include such linear algebraic algorithms as: matrix-decomposition, direct and indirect solutions, implicit and explicit methods for partial differential equations, eigenvalue and eigenvector calculations, and singular value decomposition. This architecture can be utilized to realize general techniques for solving matrix linear and nonlinear algebraic equations, least mean square error solutions, FIR filters, and nested-loop algorithms for control engineering applications. The data flow and pipelining of operations, design of parallel algorithms and flexible architectures, application of these architectures to computationally intensive physical problems, error source modeling of optical processors, and matching of the computational needs of practical engineering problems to the capabilities of optical processors are emphasized.
Neuman, C. P.↗
Inverse methods for assessing ship-of-opportunity networks and estimating circulation and winds from tropical expendable bathythermograph data
Inverse methods for estimating the surface ciculation of the equatorial Pacific by combining a linear reduced-gravity shallow-water model with the Tropical Ocean-Global Atmosphere ship-of-opportunity expendable bathythermograph (TOGA SOP XBT) observing program are examined. It is demonstrated that a simple linear model of the upper circulation of the equatorial Pacific can be successfully used as a weak constraint when smoothing the TOGA SOP XBT data. A circulation is sought as the weighted least squares fit to the dynamics and the data. The solution method is an expansion in representer functions, and the generalized inverse problem is thereby reduced from a functional problem to an algebraic problem for the coefficients of the representer. A specific inverse calculation using synthetic forcing and data is presented.
Bennett, Andrew F.↗
The analysis of a rocket tomography measurement of the N2+3914A emission and N2 ionization rates in an auroral arc
Techniques were developed for recovering two-dimensional distributions of auroral volume emission rates from rocket photometer measurements made in a tomographic spin scan mode. These tomographic inversion procedures are based upon an algebraic reconstruction technique (ART) and utilize two different iterative relaxation techniques for solving the problems associated with noise in the observational data. One of the inversion algorithms is based upon a least squares method and the other on a maximum probability approach. The performance of the inversion algorithms, and the limitations of the rocket tomography technique, were critically assessed using various factors such as (1) statistical and non-statistical noise in the observational data, (2) rocket penetration of the auroral form, (3) background sources of emission, (4) smearing due to the photometer field of view, and (5) temporal variations in the auroral form. These tests show that the inversion procedures may be successfully applied to rocket observations made in medium intensity aurora with standard rocket photometer instruments. The inversion procedures have been used to recover two-dimensional distributions of auroral emission rates and ionization rates from an existing set of N2+3914A rocket photometer measurements which were made in a tomographic spin scan mode during the ARIES auroral campaign. The two-dimensional distributions of the 3914A volume emission rates recoverd from the inversion of the rocket data compare very well with the distributions that were inferred from ground-based measurements using triangulation-tomography techniques and the N2 ionization rates derived from the rocket tomography results are in very good agreement with the in situ particle measurements that were made during the flight. Three pre-prints describing the tomographic inversion techniques and the tomographic analysis of the ARIES rocket data are included as appendices.
Mcdade, Ian C.↗
An interpretation and solution of ill-conditioned linear equations
Data insufficiency, poorly conditioned matrices and singularities in equations occur regularly in complex optimization, correlation, and interdisciplinary model studies. This work concerns itself with two methods of obtaining certain physically realistic solutions to ill-conditioned or singular algebraic systems of linear equations arising from such studies. Two efficient computational solution procedures that generally lead to locally unique solutions are presented when there is insufficient data to completely define the model, or a least-squares error formulation of this system results in an ill-conditioned system of equations. If it is assumed that a reasonable estimate of the uncertain data is available in both cases cited above, then we shall show how to obtain realistic solutions efficiently, in spite of the insufficiency of independent data. The proposed methods of solution are more efficient than singular-value decomposition for dealing with such systems, since they do not require solutions for all the non-zero eigenvalues of the coefficient matrix.
Ojalvo, I. U.↗
Parameter identification for nonlinear aerodynamic systems
Parameter identification for nonlinear aerodynamic systems is examined. It is presumed that the underlying model can be arranged into an input/output (I/O) differential operator equation of a generic form. The algorithm estimation is especially efficient since the equation error can be integrated exactly given any I/O pair to obtain an algebraic function of the parameters. The algorithm for parameter identification was extended to the order determination problem for linear differential system. The degeneracy in a least squares estimate caused by feedback was addressed. A method of frequency analysis for determining the transfer function G(j omega) from transient I/O data was formulated using complex valued Fourier based modulating functions in contrast with the trigonometric modulating functions for the parameter estimation problem. A simulation result of applying the algorithm is given under noise-free conditions for a system with a low pass transfer function.
Pearson, Allan E.↗