• Journal of KSNVE
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• v.8 no.6
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• pp.1103-1112
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• 1998

A new time series method, directional ARMAX (dARMAX) model-based approach. is proposed for rotor dynamics identification. The dARMAX processes complex-valued signals, utilizing the complex modal testing theory which enables the separation of the backward and forward modes in the two-sided frequency domain and makes effective modal parameter identification possible, to account for the dynamic characteristics inherent in rotating machinery. This paper is divided into two parts : The dARMAX modeling, analysis. and fitting strategy are presented in the first part. whereas a evaluation of its performance characteristics based on both simulated and experimental data is presented in the second.

• Journal of KSNVE
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• v.9 no.1
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• pp.60-69
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• 1999

In the first paper of this research$^{(1)}$. a new time series method. directional ARMAX (dARMAX) model-based approach. was proposed for rotordynamics identification. The dARMAX processes complex-valued signals, utilizing the complex modal testing theory which enables the separation of the backward and forward modes in the two-sided frequency domain and makes effective modal parameter identification possible. to account for the dynamic characteristics inherent in rotating machinery. In this second part. an evaluation of its performance characteristics based on both simulated and experimental data is presented. Numerical simulations are carried out to show that the method. a complex time series method. successfully implements the complex modal testing in the time domain. and it is superior in nature to the conventional ARMAX and the frequency-domain methods in the estimation of the modal parameters for isotropic and weakly anisotropic rotor systems. Experiments are carried out to demonstrate the applicability and the effectiveness of the dARMAX model-based approach, following the proposed fitting strategy. for the rotordynamics identification.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 1998.11a
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• pp.146-150
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• 1998

In this paper, we propose a nonlinear system identification method using the genetic algorithm. We represent the nonlinear system as a parameter vector and a measurement vector of ARMAX model. In order to identify the nonlinear system, we find the parameter vector using the genetic algorithm. The parameter vector is regarded as a chromosome of gene. The error between the desired output and estimated output every sampling period is used to calculate the fitness of one gene. The simulation results showed the effectiveness of using the genetic algorithm in the nonlinear system identification.

• Computational Structural Engineering
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• v.2 no.4
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• pp.111-116
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• 1989

Methods for the estimation of the coefficient matrices in the equation of motion for a linear multi-degree-of-freedom structure are studied. For this purpose, the equation of motion is transformed into an auto-regressive and moving average with auxiliary input(ARMAX) model. The ARMAX parameters are evaluated using several methods of parameter estimation : such as the least squares, the instrumental variable, the maximum likelihood and the limited information maximum likelihood methods. Then the parameters of the equation of motion are recovered therefrom. Numerical example is given for a 3-story building model subjected to an earthquake exitation.

• Journal of the Korean Society for Precision Engineering
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• v.16 no.7
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• pp.178-187
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• 1999

In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.37 no.3
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• pp.180-185
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• 1988

This paper considers the problem of the optimal input design for parameter estimtion in the ARMAX model in which the system and noise transfer function have the common denominator polynomial. Deriving the information matrix, in detail, for the assumed model structure and using the autocorrelation functin of the filtered input as design variables, it is shown that D-optimal input signal can be realized as an autoregressive moving average process. Computer simulations are carried out to show the standard-deviation reduction in the parameter estimtes using the optimal input signal.

• Computational Structural Engineering
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• v.3 no.4
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• pp.143-148
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• 1990

The modal parameter estimations of linear multi-degree-of-freedom structural dynamic systems are carried out in time domain. For this purpose, the equation of motion is transformed into the auto regressive and moving average model with auxiliary stochastic input(ARMAX) model. The parameters of the ARMAX model are estimated by using the sequential prediction error method. Then the modal parameters of the system are obtained thereafter. Experimental results are given for a 3-story budding model subject to ground exitations.

• Journal of Advanced Marine Engineering and Technology
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• v.24 no.1
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• pp.94-103
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• 2000

This paper describes the model identification and the discrete-time sliding mode control of electro-hydraulic servo systems which are composed of servo valves, double-rod cylinder and load mass. The controlled plant is identified as a 3th-order discrete-time ARMAX model obtained from the prediction error algorithm, where a nominal model and modeling errors are zuantitatively constructed. The discrete sliding mode controller for 3th-order ARMAX model is designed in discrete-time domain, where all states are observed from Kalman filter. The discrete sliding mode controller has better tracking performance than that obtained from continuous-time sliding mode controller, in experiment.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.145-155
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• 2016

In this paper, we compare forecasting models for disease occurrences in elderly patients due to the weather. For the analysis, the medical data of aged patients released from Health Insurance Review and the weather data of the Korea Meteorological Administration are weekly and regionally merged. The ARMAX model, the VARMAX model and the TSCS regression model are considered to analyze the number of weekly occurrences of some diseases attributable to climate conditions. These models are compared with MSE, MAPE, and MAE criteria.

• Structural Engineering and Mechanics
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• v.72 no.6
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• pp.689-712
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• 2019

Time-series models like AR-ARX and ARMAX, provide a robust way to capture the dynamic properties of structures, and their residuals can be effectively used as features for damage detection. Even though several research papers discuss the implementation of AR-ARX and ARMAX models for damage diagnosis, they are basically been exploited so far for detecting the time instant of damage and also the spatial location of the damage. However, the inverse problem associated with damage quantification i.e. extent of damage using time series models is not been reported in the literature. In this paper, an approach to detect the extent of damage by combining the ARMAX model by formulating the inverse problem as a multi-constrained optimization problem and solving using a newly developed hybrid adaptive differential search with dynamic interaction is presented. The proposed variant of the differential search technique employs small multiple populations which perform the search independently and exchange the information with the dynamic neighborhood. The adaptive features and local search ability features are built into the algorithm in order to improve the convergence characteristics and also the overall performance of the technique. The multi-constrained optimization formulations of the inverse problem, associated with damage quantification using time series models, attempted here for the first time, can considerably improve the robustness of the search process. Numerical simulation studies have been carried out by considering three numerical examples to demonstrate the effectiveness of the proposed technique in robustly identifying the extent of the damage. Issues related to modeling errors and also measurement noise are also addressed in this paper.