• Journal of Institute of Control, Robotics and Systems
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• v.13 no.7
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• pp.683-687
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• 2007

In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and Closed-Form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-Form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a Self-Tuning Weighted Least Square AOA algorithm that is a modified version of the conventional Closed-Form solution. In order to estimate the error covariance matrix as a weight, a two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

• Communications of the Korean Mathematical Society
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• v.33 no.2
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• pp.677-693
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• 2018

In this work, we generalize a family of optimal eighth order weighted-Newton methods to Banach spaces and study its local convergence to approximate a locally-unique solution of a system of nonlinear equations. The convergence in this study is shown under hypotheses only on the first derivative. Our analysis avoids the usual Taylor expansions requiring higher order derivatives but uses generalized Lipschitz-type conditions only on the first derivative. Moreover, our new approach provides computable radius of convergence as well as error bounds on the distances involved and estimates on the uniqueness of the solution based on some functions appearing in these generalized conditions. Such estimates are not provided in the approaches using Taylor expansions of higher order derivatives which may not exist or may be very expensive or impossible to compute. The convergence order is computed using computational order of convergence or approximate computational order of convergence which do not require usage of higher derivatives. This technique can be applied to any iterative method using Taylor expansions involving high order derivatives. The study of the local convergence based on Lipschitz constants is important because it provides the degree of difficulty for choosing initial points. In this sense the applicability of the method is expanded. Finally, numerical examples are provided to verify the theoretical results and to show the convergence behavior.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.135-145
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• 1995

A new algorithm was given to successively fit the multiexponential function/nonlinear function to data by a weighted least squares method, using Gauss-Newton, Marquardt, gradient and DUD methods for convergence. This study also considers the problem of linear-nonlimear weighted least squares estimation which is based upon the usual Taylor's formula process.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• v.1
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• pp.485-489
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• 2006

In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and closed-form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a self-tuning weighted least square AOA algorithm that is a modified version of the conventional closed-form solution. In order to estimate the error covariance matrix as a weight, two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.

• Communications for Statistical Applications and Methods
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• v.13 no.2
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• pp.429-440
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• 2006

In statistical computing, it is often for researchers to need the distribution of a weighted sum of noncentral chi-square variables. In this case, it is very limited to know its exact distribution. There are many works to contribute to this topic, e.g. Imhof (1961) and Solomon-Stephens (1977). Imhof's method gives good approximation to the true distribution, but it is not easy to apply even though we consider the development of computer technology Solomon-Stephens's three moment chi-square approximation is relatively easy and accurate to apply. However, they skipped many details, and their simulation is limited to a weighed sum of central chi-square random variables. This paper gives details on Solomon-Stephens's method. We also extend their simulation to the weighted sum of non-central chi-square distribution. We evaluated approximated powers for homogeneous test and compared them with the true powers. Solomon-Stephens's method shows very good approximation for the case.

• Nuclear Engineering and Technology
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• v.54 no.1
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• pp.49-60
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• 2022

Motivated by the high-resolution properties of high-order Weighted Essentially Non-Oscillatory (WENO) and flux limiter (FL) for steep-gradient problems and the robust convergence of Jacobian-free Newton-Krylov (JFNK) methods for nonlinear systems, the preconditioned JFNK fully implicit high-order WENO and FL schemes are proposed to solve the transient two-phase two-fluid models. Specially, the second-order fully-implicit BDF2 is used for the temporal operator and then the third-order WENO schemes and various flux limiters can be adopted to discrete the spatial operator. For the sake of the generalization of the finite-difference-based preconditioning acceleration methods and the excellent convergence to solve the complicated and various operational conditions, the random vector instead of the initial condition is skillfully chosen as the solving variables to obtain better sparsity pattern or more positions of non-zero elements in this paper. Finally, the WENO_JFNK and FL_JFNK codes are developed and then the two-phase steep-gradient problem, phase appearance/disappearance problem, U-tube problem and linear advection problem are tested to analyze the convergence, computational cost and efficiency in detailed. Numerical results show that WENO_JFNK and FL_JFNK can significantly reduce numerical diffusion and obtain better solutions than traditional methods. WENO_JFNK gives more stable and accurate solutions than FL_JFNK for the test problems and the proposed finite-difference-based preconditioning acceleration methods based on the random vector can significantly improve the convergence speed and efficiency.