• Title/Summary/Keyword: Impulse response model

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Two-Stage Estimator Design Using Stable Recursive FIR Filter and Smoother

  • Kim, Jong-Ju;Kim, Jae-Hun;Lyou, Joon
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2532-2537
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    • 2005
  • FIR(Finite Impulse Response) filter is well known to be ideal for the finite time state-space model, but it requires much computation due to its inherent non-recursive structure especially when the measurement interval grows to a large extent. And often a fixed-lag smoother based on the finite time interval is needed to monitor the soundness of the system model and the measurement model, but the computation burden of FIR-type smoother imposes much restriction of its usage for real-time application. Conventional recursive forms of FIR estimator[1]-[4] could not be used for real time applications, since they are numerically unstable in their recursive equations. To cope with this problem, we suggest a stable recursive form FIR estimator(SRFIR) and its usefulness is demonstrated for designing the real-time fixed-lag smoother on the finite time window through an example of detection of rate bias in the anti-aircraft gun fire control system.

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Analysis of causality of Baltic Drybulk index (BDI) and maritime trade volume (발틱운임지수(BDI)와 해상 물동량의 인과성 검정)

  • Bae, Sung-Hoon;Park, Keun-Sik
    • Korea Trade Review
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    • v.44 no.2
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    • pp.127-141
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    • 2019
  • In this study, the relationship between Baltic Dry Index(BDI) and maritime trade volume in the dry cargo market was verified using the vector autoregressive (VAR) model. Data was analyzed from 1992 to 2018 for iron ore, steam coal, coking coal, grain, and minor bulks of maritime trade volume and BDI. Granger causality analysis showed that the BDI affects the trade volume of coking coal and minor bulks but the trade volume of iron ore, steam coal and grain do not correlate with the BDI freight index. Impulse response analysis showed that the shock of BDI had the greatest impact on coking coal at the two years lag and the impact was negligible at the ten years lag. In addition, the shock of BDI on minor cargoes was strongest at the three years lag, and were negligible at the ten years lag. This study examined the relationship between maritime trade volume and BDI in the dry bulk shipping market in which uncertainty is high. As a result of this study, there is an economic aspect of sustainability that has helped the risk management of shipping companies. In addition, it is significant from an academic point of view that the long-term relationship between the two time series was analyzed through the causality test between variables. However, it is necessary to develop a forecasting model that will help decision makers in maritime markets using more sophisticated methods such as the Bayesian VAR model.

A Numerical Dynamic Simulation of the Slider in HDD (하드디스크 슬라이더의 동적수치해석)

  • 김도완;임윤철
    • Proceedings of the Korean Society of Tribologists and Lubrication Engineers Conference
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    • 1999.11a
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    • pp.146-153
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    • 1999
  • A numerical dynamic simulation is necessary to investigate the capacity of the HDD. The slider surface become more and more complicated to make the magnetized area smaller and readback signal stronger. So a numerical dynamic simulation must be preceded to develop a new slider in HDD. The dynamic simulations of air-lubricated slider bearing have been peformed using FIFD(Factored Implicit Finite Difference) method. The governing equation, Reynolds equation Is modified with Fukui and Kaneko model(FK model) which includes the first and the second-order slip. The equations of motion for the slider bearing are solved simultaneously with the modified Reynolds equation for the case of three degrees of freedom. The slider transient response for disk step bump and slider impulse force is given for various case and for iteration algorithm and new algorithm.

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Salary and Wage Earners's Households' Perceptions on the Eating-out (외식에 대한 근로자 가구의 인식)

  • Kim, Young-Suk;Mo, Soo-Won
    • Journal of the Korean Society of Food Culture
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    • v.19 no.6
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    • pp.630-639
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    • 2004
  • Korean households' expenditures on foodservices are on the steady increase. This paper aims to examine the foodservice expenditures of salary and wage earners's households by income decile group. This is analysed through comparing foodservice expenditures with private education expenditures because households' expenditures are likely to be weighted in favor of eating-out rather than private education. We also model the consumption function in terms of income and price, examining the responsiveness of private education demand and eating-out demand to changes in income and price using econometric methods such as regression, rolling regression and impulse response. This paper show that foodservice demand increases more than the private education does in the long-run. The result indicates that households are likely to evaluate the desire for foodservice more important than private education contrary to our expectations in the long-run. The impulse response analysis, however, suggests that households tend to increase private education expenditures rather than eating-out expenditures in the short-run.

Design of the ANC algorithm using IIR filter bases (IIR 필터를 기저로 이용한 능동소음제어 알고리즘의 설계 기법)

  • 오시환;박영진
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.445-448
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    • 1996
  • For a lightly damped system, IIR based filter can have better performance than FIR filter as an adaptive filter in ANC algorithm. IIR based filter which has an infinite impulse response can model a lightly damped acoustic system with a small number of weights compared that of FIR filter and has no nonlinearity and instability problems on weight updating process which are associated to the conventional IIR filters. There are, however, some drawbacks such as design parameters to be determined earlier to get better performance and much increased computational power especially in the presence of error path. In this study, base filter parameters are determined in systematic manner, with the knowledge of the nominal impulse response of the system which should be identified, by Prony's method. Three methods reducing the computational load are proposed and their performance and application limits are discussed. Simulation and experimental results demonstrate the feasibility of the proposed method.

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Indentification of continuous systems in the presence of input-output measurement noises

  • Yang, Zi-Jiang;Sagara, Setsuo;Wada, Kiyoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10b
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    • pp.1222-1227
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    • 1990
  • The problem of identification of continuous systems is considered when both the discrete input and output measurements are contaminated by white noises. Using a predesigned digital low-pass filter, a discrete-time estimation model is constructed easily without direct approximations of system signal derivatives from sampled data. If the pass-band of the filter is designed so that it includes the main frequencies of both the system input and output signals in some range, the noise effects are sufficiently reduced, accurate estimates can be obtained by least squares(LS) algorithm in the presence of low measurement noises. Two classes of filters(infinite impulse response(IIR) filter and finite impulse response(FIR) filter) are employed. The former requires less computational burden and memory than the latter while the latter is suitable for the bias compensated least squares(BCLS) method, which compensates the bias of the LS estimate by the estimates of the input-output noise variances and thus yields unbiased estimates in the presence of high noises.

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Cointegrated Relations between Foreign Ownership and Business Conditions in the Level of Korean Capital Market

  • Kim, Ju-Wan
    • The Korean Journal of Financial Management
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    • v.26 no.1
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    • pp.127-163
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    • 2009
  • This paper examines the results of survey that the foreign ownership is cointegrated with capital market conditions in Korea using Vector Error Correction Model (VECM) and how the mechanism of innovations and dynamics among the foreign ownership and capital market proxies in the VECM was described. Specifically, we find that the foreign ownership and capital market proxies follow I (1) process and there are cointegrated relations between the foreign ownership and capital market proxies. Adopting the impulse response function and variance decomposition in the VECM, we suggest, in turn, the default risk premia, liquidity of market and the rate of interest in long term business cycle take on a special function on the KSE and KOSDAQ. Finally, we also offer evidences of which there are differences of the mechanism of dynamics and innovations between on the KSE and on the KOSDAQ.

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Hardware Implementation of Time Skew Calibration Block for Time Interleaved ADC (TI ADC를 위한 시간 왜곡 교정 블록의 하드웨어 구현)

  • Khan, Sadeque Reza;Choi, Goangseog
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.13 no.3
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    • pp.35-42
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    • 2017
  • This paper presents hardware implementation of background timing-skew calibration technique for time-interleaved analog-to-digital converters (TI ADCs). The timing skew between any two adjacent analog-digital (A/D) channels is detected by using pure digital Finite Impulse Response (FIR) delay filter. This paper includes hardware architecture of the system, main units and small sub-blocks along with control logic circuits. Moreover, timing diagrams of logic simulations using ModelSim are provided and discussed for further understanding about simulations. Simulation process in MATLAB and Verilog is also included and provided with basic settings need to be done. For hardware implementation it not practical to work with all samples. Hence, the simulation is conducted on 512 TI ADC output samples which are stored in the buffer simultaneously and the correction arithmetic is done on those samples according to the time skew algorithm. Through the simulated results, we verified the implemented hardware is working well.

Acoustic Impulse Method with Neural Network for Detection of Cracks in Eggshell (음향충격법과 인공신경망에 의한 파란 검출)

  • 최완규;조한근;백진하;장영창
    • Journal of Biosystems Engineering
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    • v.23 no.6
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    • pp.621-628
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    • 1998
  • In order to develop an inspection algorithm for an automatic eggshell inspection system, acoustic impulse response with neural network method was studied. An improved error backpropagation algorithm was selected as a loaming rule of neural network, and three layer network was chosen for the neural network architecture. Acoustic signals in time domain and theirs power spectrum were studied as the input to the neural network. The classification feasibility and success rate were investigated in terms of statistical analysis and neural network approach. As a result, the success rate was 95% with the statistical model having five independent variables. Among the neural network models studied, the power spectrum of acoustic signal as the input with 64 input neurons and the two impact data showed the success rate of 95.5% which was slightly higher than of statistical analysis.

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Curl-based efficient constraint model for wet curly hair (젖은 곱슬머리를 표현하기 위한 컬 기반의 효율적인 제약 모델)

  • An, Jang Hoon;Kim, Jong-Hyun
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2022.07a
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    • pp.567-568
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    • 2022
  • 헤어 시뮬레이션은 수많은 가닥으로 구성되어 있으며, 헤어 동역학을 기반으로 계산되기 때문에 일반적으로 계산양이 큰 범주에 속한다. 뿐만 아니라 곱슬머리 형태를 유지하려는 제약은 더 큰 계산을 요구하며, 본 논문에서는 수분에 의해 곱슬머리가 젖었을 때 표현되는 구부러짐과 수축을 모델링 할 수 있는 새로운 알고리즘을 제시한다. 이전 연구에서는 곱슬머리에 대한 헤어 시뮬레이션은 곱슬머리의 회전(Curl)형태를 유지하려는 알고리즘을 제안했지만, 강한 외력에 의한 회전형태만을 유지하려고 했으며, 수분이나 열에 의한 곱슬머리의 상태변화는 고려하지 못했다. 따라서 본 논문에서는 IIR(Infinite impulse response) 필터로 스무딩된 헤어 커브를 따라 회전의 수직 성분을 추출하여 회전의 세로방향 신축성을 제어할 수 있는 방법을 제안한다. 우리의 헤어 모델은 곱슬머리의 회전과 신축성을 제어하기 위해 스프링 동역학을 사용하며, 젖은 헤어의 부분적인 상태 변화에도 안정적으로 표현할 수 있음을 보여준다.

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