• 제목/요약/키워드: Derivative of Covariance

검색결과 11건 처리시간 0.024초

INFLUENCE ANALYSIS OF CHOLESKY DECOMPOSITION

  • Kim, Myung-Geun
    • Journal of applied mathematics & informatics
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    • 제28권3_4호
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    • pp.913-921
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    • 2010
  • The derivative influence measure is adapted to the Cholesky decomposition of a covariance matrix. Formulas for the derivative influence of observations on the Cholesky root and the inverse Cholesky root of a sample covariance matrix are derived. It is easy to implement this influence diagnostic method for practical use. A numerical example is given for illustration.

THE LIMITING SPECTRAL DISTRIBUTION FUNCTION OF LARGE DIMENSIONAL RANDOM MATERICES OF SAMPLE COVARIANCE TYPE

  • Choi, Sang-Il
    • Journal of applied mathematics & informatics
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    • 제5권2호
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    • pp.465-474
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    • 1998
  • Results on the analytic behavior to the limiting spectral distribution of matrices of sample convariance type. studied in Marcenko and Pastur [2] are derived. using the Stieltjes transform it is shown that the limiting distrbution has a continuous derivative away from zero the derivative being analytic whenever it is positive and the behavior of it resembles the behavior of a square root function near the boundary of its support.

Identification of 18 flutter derivatives by covariance driven stochastic subspace method

  • Mishra, Shambhu Sharan;Kumar, Krishen;Krishna, Prem
    • Wind and Structures
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    • 제9권2호
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    • pp.159-178
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    • 2006
  • For the slender and flexible cable supported bridges, identification of all the flutter derivatives for the vertical, lateral and torsional motions is essential for its stability investigation. In all, eighteen flutter derivatives may have to be considered, the identification of which using a three degree-of-freedom elastic suspension system has been a challenging task. In this paper, a system identification technique, known as covariance-driven stochastic subspace identification (COV-SSI) technique, has been utilized to extract the flutter derivatives for a typical bridge deck. This method identifies the stochastic state-space model from the covariances of the output-only (stochastic) data. All the eighteen flutter derivatives have been simultaneously extracted from the output response data obtained from wind tunnel test on a 3-DOF elastically suspended bridge deck section-model. Simplicity in model suspension and measurements of only output responses are additional motivating factors for adopting COV-SSI technique. The identified discrete values of flutter derivatives have been approximated by rational functions.

Determination of flutter derivatives by stochastic subspace identification technique

  • Qin, Xian-Rong;Gu, Ming
    • Wind and Structures
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    • 제7권3호
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    • pp.173-186
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    • 2004
  • Flutter derivatives provide the basis of predicting the critical wind speed in flutter and buffeting analysis of long-span cable-supported bridges. In this paper, one popular stochastic system identification technique, covariance-driven Stochastic Subspace Identification(SSI in short), is firstly presented for estimation of the flutter derivatives of bridge decks from their random responses in turbulent flow. Secondly, wind tunnel tests of a streamlined thin plate model and a ${\Pi}$ type blunt bridge section model are conducted in turbulent flow and the flutter derivatives are determined by SSI. The flutter derivatives of the thin plate model identified by SSI are very comparable to those identified by the unifying least-square method and Theodorson's theoretical values. As to the ${\Pi}$ type section model, the effect of turbulence on aerodynamic damping seems to be somewhat notable, therefore perhaps the wind tunnel tests for flutter derivative estimation of those models with similar blunt sections should be conducted in turbulent flow.

Extraction of bridge aeroelastic parameters by one reference-based stochastic subspace technique

  • Xu, F.Y.;Chen, A.R.;Wang, D.L.;Ma, R.J.
    • Wind and Structures
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    • 제14권5호
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    • pp.413-434
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    • 2011
  • Without output covariance estimation, one reference-based Stochastic Subspace Technique (SST) for extracting modal parameters and flutter derivatives of bridge deck is developed and programmed. Compared with the covariance-driven SST and the oscillation signals incurred by oncoming or signature turbulence that adopted by previous investigators, the newly-presented identification scheme is less time-consuming in computation and a more desired accuracy should be contributed to high-quality free oscillated signals excited by specific initial displacement. The reliability and identification precision of this technique are confirmed by a numerical example. For the 3-DOF sectional models of Sutong Bridge deck (streamlined) and Suramadu Bridge deck (bluff) in wind tunnel tests, with different wind velocities, the lateral bending, vertical bending, torsional frequencies and damping ratios as well as 18 flutter derivatives are extracted by using SST. The flutter derivatives of two kinds of typical decks are compared with the pseudo-steady theoretical values, and the performance of $H_1{^*}$, $H_3{^*}$, $A_1{^*}$, $A_3{^*}$ is very stable and well-matched with each other, respectively. The lateral direct flutter derivatives $P_5{^*}$, $P_6{^*}$ are comparatively more accurate than other relevant lateral components. Experimental procedure seems to be more critical than identification technique for refining the estimation precision.

차륜 가속도 예측방법에 대한 연구 (A Study on the Estimation Method of the Wheel Acceleration)

  • 김중배;민중기
    • 한국자동차공학회논문집
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    • 제5권2호
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    • pp.120-126
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    • 1997
  • In this study, an effective estimation method of wheel acceleration is presented. The wheel acceleration is mainly used in the ABS(anti-lick brake system) and the TCS(traction control system). The wheel acceleration is a derivative term of the wheel speed which is generally measured by the wheel speed sensors. The results of a simple differentiation of the signal and an observation of the signal by Kalman filter show that Kalman filter has better performance than the simple differentiation. The differentiated sine signal which is contaminated with random noise shows a rugged signal compared with the signal which is filtered by the Kalman filter. The covariance of the differentiated signal is higher than that of the Kalman-filtered signal, too. The presented Kalman filter technique shows an effective way of solution to get the estimated wheel acceleration value which is sufficient to be applied to ABS or TCS control algorithms.

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유가식 생물반응기에서의 용존산소농도 및 비성장속도의 제어 (Control of dissolved Oxygen Concentration and Specific Growth Rate in Fed-batch Fermentation)

  • 김창겸;이태호;이승철;장용근;장호남
    • 한국미생물·생명공학회지
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    • 제21권4호
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    • pp.354-365
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    • 1993
  • A novel control method with automatic tuning of PID controller parameters has been developed for efficient regulation of dissolved oxygen concentration in fed-batch fermentations of Escherichia coli. Agitation speed and oxygen partial pressure in the inlet gas stream were chosen to be the manipulated variables. A heuristic reasoning allowed improved tuning decisions from the supervision of control performance indices and it coule obviate the needs for process assumptions or disturbance patterns. The control input consisted of feedback and feedforword parts. The feedback part was determined by PID control and the feedforward part is determined from the feed rate. The proportional gain was updated on-line by a set of heuristics rules based on the supervision of three performance indices. These indices were output error covariance, the average value of output error, and input covariance, which were calculated on-line using a moving window. The integral and derivative time constants were determined from the period of output response. The specific growth rate was maintained at a low level to avoid acetic acid accumulation and thus to achieve a high cell density. The specific growthe rate was estimated from the carbon dioxide evolution rate. In fed-batch fermentation, the simutaneous control of dissolved oxygen concentration (at 0.2; fraction of saturated value) and specific growth rate (at 0.25$hr^{-1}$) was satisfactory for the entire culture period in spite of the changes in the feed rate and the switching of control input.

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Effect of rain on flutter derivatives of bridge decks

  • Gu, Ming;Xu, Shu-Zhuang
    • Wind and Structures
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    • 제11권3호
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    • pp.209-220
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    • 2008
  • Flutter derivatives provide the basis of predicting the critical wind speed in flutter and buffeting analysis of long-span cable-supported bridges. Many studies have been performed on the methods and applications of identification of flutter derivatives of bridge decks under wind action. In fact, strong wind, especially typhoon, is always accompanied by heavy rain. Then, what is the effect of rain on flutter derivatives and flutter critical wind speed of bridges? Unfortunately, there have been no studies on this subject. This paper makes an initial study on this problem. Covariance-driven Stochastic Subspace Identification (SSI in short) which is capable of estimating the flutter derivatives of bridge decks from their steady random responses is presented first. An experimental set-up is specially designed and manufactured to produce the conditions of rain and wind. Wind tunnel tests of a quasi-streamlined thin plate model are conducted under conditions of only wind action and simultaneous wind-rain action, respectively. The flutter derivatives are then extracted by the SSI method, and comparisons are made between the flutter derivatives under the two different conditions. The comparison results tentatively indicate that rain has non-trivial effects on flutter derivatives, especially on and $H_2$ and $A_2$thus the flutter critical wind speeds of bridges.

DIRECT, MATERNAL AND CYTOPLASMIC GENETIC EFFECTS ON DAILY GAIN FROM BIRTH TO 45 DAYS OF BEEF CALVES

  • Shimada, K.;Willham, R.L.
    • Asian-Australasian Journal of Animal Sciences
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    • 제5권3호
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    • pp.567-570
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    • 1992
  • Variance components were estimated for calf daily gain from birth to 45 days of age in small (S), medium (M) and large (L) lines of beef cattle. Analyses involved records collected on 682 (S), 510 (M) and 228 (L) calves in Iowa, USA from 1978 to 1986. Cytoplasmic lines were determined based on the foundation female in the maternal lineage of each animal. Data were analyzed separately by size line using a derivative-free restricted maximum likelihood procedure under an animal model including additive direct (a), additive maternal (m), cytoplasmic lineage effects and covariance (a, m). The heritabilities for direct and maternal, and the cytoplasmic effects, were 0.13, 0.35 and 0.00 for S, 0.14, 0.32 and 0.00 for M, and 0.05, 0.33 and 0.03 for L. Genetic correlations (a, m) for S, M and L were -0.33, -0.57 and -1.00, respectively. The maternal genetic effect was the most important for calf growth between birth and 45 dyas of age and cytoplasmic variances were not important in any line.

RADAR 시스템과 SGP4 모델을 이용한 저궤도 위성의 실시간 궤도결정 (REAL - TIME ORBIT DETERMINATION OF LOW EARTH ORBIT SATELLITES USING RADAR SYSTEM AND SGP4 MODEL)

  • 이재광;이성섭;윤재철;최규홍
    • Journal of Astronomy and Space Sciences
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    • 제20권1호
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    • pp.21-28
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    • 2003
  • 다른 나라의 저궤도 위성에 대한 궤도 정보를 레이더 시스템을 이용하여 독자적으로 획득할 경우, 이에 필요한 궤도결정 알고리즘을 해석적 모델인 SGP4 모델과 실시간 처리방식인 확장 칼만필터를 이용하여 수치적 방법으로 개발하였다. 궤도결정 알고리즘의 상태벡터를 Kepler 6궤도 요소로 지정할 경우, 상태천이 행렬 계산시 궤도 경사각과 이심률에 대해 특이점 문제가 발생한다. 이를 해결하기 위해 평균 궤도 요소를 평균 위치 및 속도 요소로 변환하여 상태벡터로 지정하였다. 필터 구성시 상태천이 행렬(State Transition Matrix)과 공분산 행렬(Covariance Matrix)은 SGP4모델과 수치적 방법인 finite difference방법을 이용하여 계산하였으며, 관측 자료는 방위 각, 고도각, 그리고 시선거리 형태로 각각 입력되며 각 관측 형태에 따라 일괄적으로 처리하도록 필터를 구성하였다. TOPEX/POSEIDON POE를 이용 시뮬레이션 생성한 관측간을 사용하여 개발한 궤도결정 알고리즘의 성능을 분석한 결과 개발한 알고리즘은 약 1km의 위치 오차를 가지며 7일 동안 약 3km의 위치 오차를 가지는 NORAD시스템과 동일한 성능을 가지기 위해 필요한 레이더 시스템의 최소 성능 요구조건은 방위각과 고도각은 0.1도 이내이고 시선거리는 50m이 내여야 한다.