A noise-suppressing Newton-Raphson iteration algorithm for solving the time-varying Lyapunov equation and robotic tracking problems

2021 ◽  
Vol 550 ◽  
pp. 239-251
Author(s):  
Guancheng Wang ◽  
Haoen Huang ◽  
Limei Shi ◽  
Chuhong Wang ◽  
Dongyang Fu ◽  
...  
Author(s):  
Dongsheng Guo ◽  
Yunong Zhang

In this paper, a special type of neural dynamics (ND) is generalized and investigated for time-varying and static scalar-valued nonlinear optimization. In addition, for comparative purpose, the gradient-based neural dynamics (or termed gradient dynamics (GD)) is studied for nonlinear optimization. Moreover, for possible digital hardware realization, discrete-time ND (DTND) models are developed. With the linear activation function used and with the step size being 1, the DTND model reduces to Newton–Raphson iteration (NRI) for solving the static nonlinear optimization problems. That is, the well-known NRI method can be viewed as a special case of the DTND model. Besides, the geometric representation of the ND models is given for time-varying nonlinear optimization. Numerical results demonstrate the efficacy and advantages of the proposed ND models for time-varying and static nonlinear optimization.


Author(s):  
Martin Psotný

Abstract Postbuckling analysis of slender web loaded in compression is presented. The non-linear FEM equations [14] are derived from the variational principle of minimum of total potential energy [13]. To obtain the non-linear equilibrium paths, Newton-Raphson iteration algorithm [11], [12] is used. Peculiarities of the effect of the initial imperfections [7], [8] on load-deflection paths are investigated with respect to aspect ratio of the web. Special attention is focused on the postbuckling mode of the web.


2021 ◽  
Vol 2 (1) ◽  
pp. 37-45
Author(s):  
Riza Adrian Ibrahim ◽  
Sukono Sukono ◽  
Riaman Riaman

Extreme distribution is the distribution of a random variable that focuses on determining the probability of small values in the tail areaof the distribution. This distribution is widely used in various fields, one of which is reinsurance. An outbreak catastrophe is non-natural disaster that can pose an extreme risk of economic loss to a country that is exposed to it. To anticipate this risk, the government of a country can insure it to a reinsurance company which is then linkedto bonds in the capital market so that new securities are issued, namely outbreakcatastrophe bonds. In pricing, knowledge of the extreme distribution of economic losses due to outbreak catastrophe is indispensable. Therefore, this study aims to determine the extreme distribution model of economic losses due to outbreak catastrophe whose models will be determined by the approaches and methods of Extreme Value Theory and Peaks Over Threshold, respectively. The threshold value parameter of the model will be estimated by Kurtosis Method, while the other parameters will be estimated with Maximum Likelihood Estimation Method based on Newton-Raphson Iteration. The result of the research obtained is the resulting model of extreme value distribution of economic losses due to outbreak catastrophe that can be used by reinsurance companies as a tool in determining the value of risk in the outbreak catastrophe bonds.


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