• Title/Summary/Keyword: Impulse response model

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Inter-regional Employment Equilibrium and Dynamics

  • Park, Heon-Soo
    • Journal of the Korean Regional Science Association
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    • v.14 no.1
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    • pp.143-161
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    • 1998
  • This paper applies dynamic versions of shift share models to a simple regional employment model. It tests for the existence of a long run interregional employment equilibrium and then estimates the impulse response functions for each employment series to determine which shocks are temporary and which are permanent.

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Order identification of transfer function-noise model

  • Park, Seongju;Bae, Hankyung;Huh, Kyungmoo
    • 제어로봇시스템학회:학술대회논문집
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    • 1992.10b
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    • pp.164-169
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    • 1992
  • Classical methods for estimating transfer function models have not always been successful. A statistic approach to the identification of transfer function models which is corrupted by disturbances or noise is presented. The estimated impulse response is obtained from the autocorrelation function and cross correlation function between the measured input and output. Several data analysis tools such as R- , S- and GPAC array for the estimated impulse response give us pretty clear information on the order of transfer function models.

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The Errors and Reducing Method in 1-dof Frequency Response Function from Impact Hammer Testing (충격햄머 실험에 의한 1자유도 주파수응답함수의 오차와 해결방법)

  • 안세진;정의봉
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.12 no.9
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    • pp.702-708
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    • 2002
  • The spectrum of impulse response signal from an impulse hammer testing is widely used to obtain frequency response function(FRF). However the FRFs obtained from impact hammer testing have not only leakage errors but also finite record length errors when the record length for the signal processing is not sufficiently long. The errors cannot be removed with the conventional signal analyzer which treats the signals as if they are always steady and periodic. Since the response signals generated by the impact hammer are transient and have damping, they are undoubtedly non-periodic. It is inevitable that the signals be acquired for limited recording time, which causes the errors. This paper makes clear the relation between the errors of FRF and the length of recording time. A new method is suggested to reduce the errors of FRF in this paper. Several numerical examples for 1-dof model are carried out to show the property of the errors and the validity of the proposed method.

Impulse Responses Analysis of Government and Public Sector R&D in IT Industry (정보통신산업 공공 연구개발(R&D)투자의 파급효과 분석)

  • Yang, Chang-Joon;Hong, Jung-Sik;Ko, Sang-Won
    • Korean Management Science Review
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    • v.25 no.3
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    • pp.13-26
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    • 2008
  • We investigate the effect of government and public sector R&D Investment at IT Industry on the amount of Production, export and nongovernment R&D Investment at IT Industry. We, firstly, examine the stationarity of each variable by the unit root t-test and perform the co-integration test for the pairs of variables. We use YECM(Vector Error Correction Model) according to the results of co-integration test for the examination of Granger-causality between variables. It is found that there exist an Granger-causality between public sector R&D Investment and nongovernment R&D investment and also between public sector R&D Investment and export. Secondly, we analyze the impulse response of government and public sector R&D Investment at IT Industry on the amount of production, export and nongovernment R&D investment at IT Industry based on VECM model. It is found that the response of the amount of production is highest at 3th period and is lowest at 8th period and that of export shows similar pattern.

An inverse filtering technique for the recursive digital filter model (Recursive 디지털 필터 모델에 대한 역 필터링 기법)

  • Sung-Jin Kim
    • Journal of the Institute of Convergence Signal Processing
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    • v.5 no.2
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    • pp.151-158
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    • 2004
  • In this paper, an inverse filtering technique for the digital filter model is proposed. This technique enables us to obtain a stable non-causal m inverse filter by transforming (approximating) it to a causal stable inverse system. In practice, a causal FIR approximation to this inverse filter is proposed. It can be shown that the impulse response of the inverse filter for all-pass systems is simply the mirror image of the impulse response for the system. Specially, due to this symmetric property of the impulse response of all-pass systems, the proposed technique is more useful for all-pass systems than other systems. In order to illustrate the proposed inverse filtering technique, four examples are presented. Two of them are for all-pass filters. The other two examples are for IIR and FIR filters. Also, computer simulations demonstrate that the proposed technique works very well.

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Blind MMSE Equalization of FIR/IIR Channels Using Oversampling and Multichannel Linear Prediction

  • Chen, Fangjiong;Kwong, Sam;Kok, Chi-Wah
    • ETRI Journal
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    • v.31 no.2
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    • pp.162-172
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    • 2009
  • A linear-prediction-based blind equalization algorithm for single-input single-output (SISO) finite impulse response/infinite impulse response (FIR/IIR) channels is proposed. The new algorithm is based on second-order statistics, and it does not require channel order estimation. By oversampling the channel output, the SISO channel model is converted to a special single-input multiple-output (SIMO) model. Two forward linear predictors with consecutive prediction delays are applied to the subchannel outputs of the SIMO model. It is demonstrated that the partial parameters of the SIMO model can be estimated from the difference between the prediction errors when the length of the predictors is sufficiently large. The sufficient filter length for achieving the optimal prediction is also derived. Based on the estimated parameters, both batch and adaptive minimum-mean-square-error equalizers are developed. The performance of the proposed equalizers is evaluated by computer simulations and compared with existing algorithms.

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The Nexus Between Monetary Policy and Economic Growth: Evidence from Vietnam

  • NGUYEN, Hoang Chung
    • The Journal of Asian Finance, Economics and Business
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    • v.9 no.1
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    • pp.153-166
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    • 2022
  • The study estimates the Structured VAR and the Dynamic Stochastic General Equilibrium Model for the Vietnamese economy based on the new Keynesian model for small and open economies, with the output gap, inflation, policy interest rate, the Vietnamese exchange rate, and the inflation and interest rate in the United States. The paper aims to clarify the impulse response of the macro variables through their shocks. It offers to model the SVAR and DSGE processes, as well as describe why and how interest rate policy is important in the impulse response of macro variables like the output gap and inflation process. The study supports the central role of monetary policy by giving empirical evidence for the new Keynesian theory, according to which an interest rate shock causes the output gap to widen and inflation to decrease. Finally, the application of the DSGE model is becoming more and more popular in the State Bank of Viet Nam to improve its policy planning, analyzing, and forecasting policy towards sustainable and stable growth.

Thrust Measurement in a Impulse Facility (충격파 시험장치를 이용한 추력 측정)

  • Jin, Sangwook;Hwang, Kiyoung;Park, Dongchang;Min, Seongki
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2017.05a
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    • pp.310-319
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    • 2017
  • This paper introduces the method how to measure the thrust in impulse facility. In a Facility having such a short duration time of steady flow, there's no time to reach a steady state of the forces acting on model so that the test model vibrates until the end of the flow. The forces exerted on an engine exist with vibration so that the usual force balance can not be used. SWFB(Stress Wave Force Balance) technique is utilized in a shock tunnel to get the thrust. As an example, a model force balance has been calculated its strain against impulse force by using FEM(Finite Element Method). A transfer function between the impulse force and strain has been obtained by the way of de-convolution.

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The Effect of Chinese Price on the Price of Korea, United States, and Japan (중국 물가가 한국.미국.일본의 물가에 미치는 영향)

  • Noh, Sang-Chae;Kim, Chang-Beom
    • International Commerce and Information Review
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    • v.10 no.3
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    • pp.355-367
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    • 2008
  • The purpose of this study is to estimate and analyse the relationship between Chinese price and the price of Korea, United States, and Japan. First of all, We test for a unit-root for stability of variable. This paper employs GPH cointegration test since the model must be stationary to get the accurate predicted values. The empirical results show that the model is mean-reverting. This paper also applies impulse-response functions to the model. The empirical results show that the price of Korea, United States, and Japan respond positively to the shocks in Chinese price and then decay slowly.

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A Study on the Dynamic Characteristics of Catenary (가선계의 동특성 해석)

  • 최병두;김정수
    • Proceedings of the KSR Conference
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    • 1998.05a
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    • pp.525-532
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    • 1998
  • In this study, dynamic characteristics of catenary that supplies electrical power to high-speed trains is investigated. A particular emphasis is placed on the effect of droppers on the dynamic response of the contact wire, a dropper is an element that connects the contact wire with the messenger wire so as to maintain near uniform compliance, Finite element model compressing 3 spans is constructed. For the linear model, droppers are modeled as linear springs with various stiffness values. Modal analysis is performed to obtain the natural frequencies and modes and the variation in the modal density distribution for changing stiffness values are noted. Impulse response is also obtained through computer simulation. In practice, dropper is a nonlinear element with low stiffness in compression and high stiffness in tension. Hence, dropper can be modeled as a nonlinear spring with hi-directional stiffness values. Impulse and harmonic responses are obtained for the nonlinear model through simulation. The responses aye also compared with the linear cases.

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