• Journal of the Computational Structural Engineering Institute of Korea
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• v.13 no.4
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• pp.405-415
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• 2000

Time series of wind-induced pressure on a structure are modeled using autoregressive moving average (ARMA) model. In an AR process, the current value of the time series is expressed in terms of a finite, linear combination of the previous values and a white noise. In a MA process, the value of the time series is linearly dependent on a finite number of the previous white noises. The ARMA process is a combination of the AR and MA processes. In this paper, the ARMA models with several different combinations of the AR and MA orders are fitted to the wind-induced pressure time series, and the procedure to select the most appropriate ARMA model to represent the data is described. The maximum likelihood method is used to estimate the model parameters, and the AICC model selection criterion is employed in the optimization of the model order, which is assumed to be a measure of the temporal complexity of the pressure time series. The goodness of fit of the model is examined using the LBP test. It is shown that AR processes adequately fit wind pressure time series.

• Journal of Advanced Navigation Technology
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• v.11 no.3
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• pp.252-258
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• 2007

There has been a lot of research done in scheme guaranteeing user's mobility and effective resources management to satisfy the requested by users in the wireless/mobile networks. In this paper, we propose a predictive resource allocation scheme based on ARMA(Auto Regressive Moving Average) prediction model to meet QoS requirements(handoff dropping rate) for guaranteeing users' mobility. The proposed scheme predicts the demanded amount of resource in the future time by ARMA time series prediction model, and then reserves it. The ARMA model can be used to take into account the correlation of future handoff resource demands with present and past handoff demands for provision of targeted handoff dropping rate. Simulation results show that the proposed scheme outperforms the existing RCS(Reserved channel scheme) in terms of handoff connection dropping rate and resource utilization.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.34 no.4
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• pp.47-52
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• 2006

Using the equivalent ARMA model representation of the mixed random errors, we propose Klaman filter design methods for aided INS(Inertial Navigation System) which contains the gyroscope mixed random errors. At first step, considering the characteristic of indirect feedback Kalman filter used in the aided INS, we perform the time difference of equivalent ARMA model. Next, according to the order of the time differenced ARMA model, we achieve the state space conversion of that by two methods. If the order of AR part is greater than MA part, we use controllable or observable canonical form. Otherwise, we establish the state apace equation via the method that several step ahead predicts are included in the state variable, where we can derive high and low order models depending on the variable which is compensated from gyroscope output. At final step, we include the state space equation of gyroscope mixed random errors into aided INS Kalman filter model. Through the simulation, we show that both the high and low order filter models proposed give less navigation errors compared to the conventional filter which assume the mixed random errors as white noise.

• 제어로봇시스템학회:학술대회논문집
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• 1993.10a
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• pp.754-759
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• 1993

An adaptive model predictive control (AMPC) strategy using auto-regression moving-average (ARMA) models is presented. The characteristic features of this methodology are the small computer memory requirement, high computational speed, robustness, and easy handling of nonlinear and time varying MIMO systems. Since the process dynamic behaviors are expressed by ARMA models, the model parameter adaptation is simple and fast to converge. The recursive least square (RLS) method with exponential forgetting is used to trace the process model parameters assuming the process is slowly time varying. The control performance of the AMPC is verified by both comparative simulation and experimental studies on distillation column control.

• Journal of the Korea institute for structural maintenance and inspection
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• v.19 no.4
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• pp.43-48
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• 2015

In this study, a method to enhance the dynamic range of seismic sensor is proposed. The low frequency noise included in the measurement of seismic sensor is modelled as an ARMA(Auto Regressive Moving Average) model and the order and parameters of the model are identified through system identification method. The identified noise model is augmented into Kalmman filter which estimate seismic signal from sensor measurement. The proposed method is applied to a newly developed seismic sensor which is MEMS based 3-axis accelerometer type. The experiment show that the proposed method can enhance the dynamic range compared to the simple low pass filtering.

• The Journal of the Acoustical Society of Korea
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• v.11 no.1
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• pp.67-79
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• 1992

For effective on-line ARMA parameter estimation, a covariance type ARMA fast transversal filter (FTF) algorithm is presented. The proposed algorithm is a covariance type implementation of ELS(Extended Least Squares) estimator and it is a fast time update recursion which is based on the fact that the correlation matrix of ARMA model satisfies the shift invariance property in each sub-block. The geometric approach is used in the derivation of the proposed algorithm. It takes small computational burden of 13N+37 MADPR(Multiplication And Division Per Recursion). Also, AR and MA orders can be independetly and arbitrarily specified.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.15 no.26
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• pp.181-187
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• 1992

본 논문은 CIMS에서 적응되는 ARMA 공정제어의 새로운 3단계절차를 제안한다. 첫번째 단계는 다변량 ARMA모델을 식별하여 모수를 추정하고, white noise로 진단된 잔차 series에 대하여 다변량 제어통계량(즉, 다변량 Hotelling T$^2$통계량, 다변량 CUSUM, 다변량 EWHA 통계량, 다변량 MA 통계량)등을 계산한다. 마지막으로 본 논문에서 제안한 8가지 다변량 제어통계량을 상호비교하여 이상점을 발견한다.

• Proceedings of the Acoustical Society of Korea Conference
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• spring
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• pp.203-206
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• 2000

입체음향 시스템에서 모노음에 방향감을 제어하기 위한 방법으로 FIR 필터 형태의 머리전달함수( HRTF : Head-Related Transfer Function)를 사용한다. 그러나 이때 사용되는 FIR형태의 머리전달함수는 높은 차수를 가지고 있어 실시간 음상정위 처리가 어려운 문제점을 가지고 있다. 본 논문에서는 FIR 형태의 머리전달함수를 ARMA 시스템 인지기법을 이용하여 저차의 IIR필터 형태로 모델링하여 실시간 데이터 처리가 가능하도록 하였다. 본 논문에서 제안하는 ARMA 시스템 인지기법을 이용하게 되면 주어진 고차의 FIR형태의 머리전달함수를 다양한 안정성을 갖는 IIR모델들을 얻을 수 있으며, 이들 중 적절한 스펙트럼오차를 갖는 저차의 IIR모델을 선택 할 수 있다.

• Journal of Advanced Marine Engineering and Technology
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• v.41 no.1
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• pp.56-61
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• 2017

This paper presents a data prediction method and its application to haptic-based teleoperation systems. In general, time delays inevitably occur during data transmission in a network environment, which degrades the overall performance of haptic-based teleoperation systems. To address this situation, this paper proposes an autoregressive moving average (ARMA) model-based data prediction algorithm for estimating model parameters and predicting future data recursively in real time. The proposed method was applied to haptic data captured every 5 ms while bilateral haptic interaction was carried out by two users with an object in a virtual space. The results showed that the prediction performance of the proposed method had an error of less than 1 ms when predicting position-level data 100 ms ahead.

• Journal of Biomedical Engineering Research
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• v.15 no.4
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• pp.395-400
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• 1994

High resolution spectral analysis is essential for ECG anaysis. The fast Fourier transform has been widely used for frequency analysis of ECG signals but this procedure provides poor resolution when the data record is short and shows Gibb's phenomena. The ARMA FTF (Fast Transversal Filter) algorithm is used for high resolution spectral analysis. The reason of unsalability of this algorithm is investigated and the method for improving the numerical stability is proposed. The proposed algorithm is applied to spectral analysis of the ECG. Since this result has less variations than the FFT based results, it can be used for the computerized diagonosis of the ECG.