• 제목/요약/키워드: Initial Parameter

검색결과 971건 처리시간 0.031초

Testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are unknown

  • Jeong, Dong-bin;Sahadeb Sarkar
    • Journal of the Korean Statistical Society
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    • 제27권2호
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    • pp.165-187
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    • 1998
  • Shin and Sarkar (1993, 1994) studied the problem of testing for a unit root in an AR(p) signal observed with MA(q) noise when the MA parameters are known. In this paper we consider the case when the MA parameters are unknown and to be estimated. Test statistics are defined using unit root parameter estimates based on three different estimation methods of Hannan and Rissanen (1982), Kohn (1979) and Shin and Sarkar (1995). An AR(p) process contaminated by MA(q) noise is a .estricted ARMA model, for which Shin and Sarkar (1995) derived an easy-to-compute Newton- Raphson estimator The two-stage estimation p.ocedu.e of Hannan and Rissanen (1982) is used to compute initial parameter estimates in implementing the iterative estimation methods of both Shin and Sarkar (1995) and Kohn (1979). In a simulation study we compare the relative performance of these unit root tests with respect to both size and power for p=q=1.

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비선형회귀모형에서의 불안정성 (Instability in nonlinear regression model)

  • 박병무;김영일;장대흥
    • 응용통계연구
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    • 제30권1호
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    • pp.195-202
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    • 2017
  • 가끔 비선형회귀분석에서 수치해를 사용시 불안정성을 보게 된다. 비선형회귀분석에서 모든 반복처리 방법들은 초기추정값을 요구한다. 그러나, 오차제곱합에 복수 개의 국소최소값이 존재하면 잘못된 초기추정값은 원하지 않는 정상점에 수렴하게 된다. 이런 경우 초기추정값은 카오스 현상을 일으킨다.

Determination of Stress Intensity Factor $K_I$ from Two Fringe Orders by Fringe Multiplication and Sharpening

  • Chen, Lei;Baek, Tae-Hyun
    • 비파괴검사학회지
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    • 제27권6호
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    • pp.550-555
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    • 2007
  • Stress intensity factor is one of the most important parameters in fracture mechanics. Both the stress field distribution and the crack propagation are closely related to these parameters. Due to the complexity of actual engineering problems, it is difficult to calculate the stress intensity factor by theoretical formulation, so photoelasticity method is a good choice. In this paper, modified two parameter method is employed to calculate stress intensity factor for opening mode by using data from more than one photoelastic fringe loop. For getting accurate experiment results, the initial fringes are doubled and sharpened by digital image programs from the fringe patterns obtained by a CCD camera. Photoelastic results are compared with those obtained by the use of empirical equation and FEM. Good agreement shows that the methods utilized in experiments are considerably reliable. The photoelastic experiment can be used for bench mark in theoretical study and other experiments.

A discrete iterative learning control method with application to electric servo motor control

  • Park, Hee-J.;Cho, Hyung-S.;Oh, Sang-R.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 26-27 Oct. 1990
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    • pp.1387-1392
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    • 1990
  • In this paper, an iterative learning control algorithm for unknown linear discrete systems is proposed by employing a parameter estimator together with an inverse system model. Regardless of initial error and inherent parameter uncertainty, a good tracking control performance is obtained using the proposed learning control algorithm characterized by recursive operations. A sufficient condition for convergency is provided to show the effectiveness of the proposed algorithm. To investigate the performance of the algorithm a series of simulations and experiments were performed for the tracking control of a servo motor.

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On-load Parameter Identification of an Induction Motor Using Univariate Dynamic Encoding Algorithm for Searches

  • Kim, Jong-Wook;Kim, Nam-Gun;Choi, Seong-Chul;Kim, Sang-Woo
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2004년도 ICCAS
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    • pp.852-856
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    • 2004
  • An induction motor is one of the most popular electrical apparatuses owing to its simple structure and robust construction. Parameter identification of the induction motor has long been researched either for a vector control technique or fault detection. Since vector control is a well-established technique for induction motor control, this paper concentrates on successive identification of physical parameters with on-load data for the purpose of condition monitoring and/or fault detection. For extracting six physical parameters from the on-load data in the framework of the induction motor state equation, unmeasured initial state values and profiles of load torque have to be estimated as well. However, the analytic optimization methods in general fail to estimate these auxiliary but significant parameters owing to the difficulty of obtaining their gradient information. In this paper, the univariate dynamic encoding algorithm for searches (uDEAS) newly developed is applied to the identification of whole unknown parameters in the mathematical equations of an induction motor with normal operating data. Profiles of identified parameters appear to be reasonable and therefore the proposed approach is available for fault diagnosis of induction motors by monitoring physical parameters.

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Automatic Parameter Tuning for Simulated Annealing based on Threading Technique and its Application to Traveling Salesman Problem

  • Fangyan Dong;Iyoda, Eduardo-Masato;Kewei Chen;Hajime Nobuhara;Kaoru Hirota
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2003년도 ISIS 2003
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    • pp.439-442
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    • 2003
  • In order to solve the difficulties of parameter settings in SA algorithm, an improved practical SA algorithm is proposed by employing the threading techniques, appropriate software structures, and dynamic adjustments of temperature parameters. Threads provide a mechanism to realize a parallel processing under a disperse environment by controlling the flux of internal information of an application. Thread services divide a process by multiple processes leading to parallel processing of information to access common data. Therefore, efficient search is achieved by multiple search processes, different initial conditions, and automatic temperature adjustments. The proposed are methods are evaluated, for three types of Traveling Salesman Problem (TSP) (random-tour, fractal-tour, and TSPLIB test data)are used for the performance evaluation. The experimental results show that the computational time is 5% decreased comparing to conventional SA algorithm, furthermore there is no need for manual parameter settings. These results also demonstrate that the proposed method is applicable to real-world vehicle routing problems.

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순차적 반응표면법을 이용한 마이크로 정적 믹서의 최적설계 (Parameter Optimization of a Micro-Static Mixer Using Successive Response Surface Method)

  • 한석영;맹주성;김성훈
    • 대한기계학회논문집A
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    • 제28권9호
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    • pp.1314-1319
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    • 2004
  • In this study, parameter optimization of micro-static mixer with a cantilever beam was accomplished for maximizing the mixing efficiency by using successive response surface approximations. Variables were chosen as the length of cantilever beam and the angle between horizontal and the cantilever beam. Sequential approximate optimization method was used to deal with both highly nonlinear and non-smooth characteristics of flow field in a micro-static mixer. Shape optimization problem of a micro-static mixer can be divided into a series of simple subproblems. Approximation to solve the subproblems was performed by response surface approximation, which does not require the sensitivity analysis. To verify the reliability of approximated objective function and the accuracy of it, ANOVA analysis and variables selection method were implemented, respectively. It was verified that successive response surface approximation worked very well and the mixing efficiency was improved very much comparing with the initial shape of a micro-static mixer.

Scattering of torsional surface waves in a three layered model structure

  • Gupta, Shishir;Pati, Prasenjit;Mandi, Anand;Kundu, Santimoy
    • Structural Engineering and Mechanics
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    • 제68권4호
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    • pp.443-457
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    • 2018
  • In this article, a comparative study has been made to investigate the scattering behaviour of three layered structure model on torsional surface wave. For such model intermediate layer is taken as fiber reinforced composite, resting over a dry sandy Gibson substratum and underlying by different anelastic media. We consider two distinct mediums for topmost layer. In the first case, topmost layer has been taken as fluid saturated homogeneous porous layer, while in the second case the fluid saturated porous layer has been replaced by a transversely isotropic layer. Simple form expression for the secular equation of torsional surface wave has been worked out in both the cases by executing specific boundary conditions, which comprises Whittaker's function and its derivative, for imminent result that have been elaborated asymptotically. Some special cases have been constituted which are in excellent compliance with recorded literatures. For the sake of comparative study, numerical estimation and graphical illustration have been accomplished to identify the effects of the width ratio of the layers, Biot's gravity parameter, sandy parameter, porosity parameter and other heterogeneity parameters corresponding to the layers and half spaces, horizontal compressive and tensile initial stress on the phase velocity of torsional surface wave.

최적화 기법을 이용한 로봇핸드 트래킹 모델의 파라미터 추정 (Parameter Identification of Robot Hand Tracking Model Using Optimization)

  • 이종광;이효직;윤광호;박병석;윤지섭
    • 제어로봇시스템학회논문지
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    • 제13권5호
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    • pp.467-473
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    • 2007
  • In this paper, we present a position-based robot hand tracking scheme where a pan-tilt camera is controlled such that a robot hand is always shown in the center of an image frame. We calculate the rotation angles of a pan-tilt camera by transforming the coordinate systems. In order to identify the model parameters, we applied two optimization techniques: a nonlinear least square optimizer and a particle swarm optimizer. From the simulation results, it is shown that the considered parameter identification problem is characterized by a highly multimodal landscape; thus, a global optimization technique such as a particle swarm optimization could be a promising tool to identify the model parameters of a robot hand tracking system, whereas the nonlinear least square optimizer often failed to find an optimal solution even when the initial candidate solutions were selected close to the true optimum.

두 개의 매개변수로 표현되는 탄성지반 위에 놓인 낮은 아치의 최저차 대칭 및 역대칭 고유진동수 (Lowest Symmetrical and Antisymmetrical Natural Frequencies of Shallow Arches on Two-Parameter Elastic Foundations)

  • 오상진;서종원;이병구
    • 한국전산구조공학회논문집
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    • 제15권2호
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    • pp.367-377
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    • 2002
  • 이 논문은 탄성지반 위에 놓인 낮은 아치의 자유진동에 관한 연구이다. Pasternak가 제안한 두 개의 매개변수로 표현되는 지반모형을 채택하여 대상아치의 자유진동을 지배하는 미분방정식을 유도하였다. 양단회전 및 양단고정의 단부 조건을 갖는 두 종류의 아치선형을 유도된 지배방정식에 적용하여 Galerkin method로 해석함으로써 최저차 대칭 및 역대칭 고유진동수 방정식을 산출하였다 아치높이, Winkler지반계수 및 전단지반계수가 고유진동수에 미치는 영향을 분석하였으며, 아치선형이 고유진동수에 미치는 영향을 분석하였다.