• Title/Summary/Keyword: Instrumental variable model

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A Study on Model Identification of Electro-Hydraulic Servo Systems (전기-유압 서보 시스템의 모델규명에 관한 연구)

  • 엄상오;황이철;박영산
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.3 no.4
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    • pp.907-914
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    • 1999
  • This paper studies on the model identification of electro-hydraulic servo systems, which are composed of servo valves, double-rod cylinder and load mass. The identified plant is described as a discrete-time ARX or ARMAX model which is respectively obtained from the identification algorithms of least square error method, instrumental variable method and prediction error method. where a nominal model and the variation of model parameters are quantitatively evaluated.

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A Study on Identification of State-Space Model for Refuse Incineration Plant (쓰레기 소각플랜트의 상태공간모델 규명에 관한 연구)

  • Hwang, l-Cheol;Jeon, Chung-Hwan;Lee, Jin-Kul
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.24 no.3
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    • pp.354-362
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    • 2000
  • This paper identifies a discrete-time linear combustion model of Refuse Incineration Plant(RIP) which characterizes steam generation quantity, where the RIP is considered as a MIMO system with thirteen-inputs and one-output. The structure of RIP model is described as an ARX model which are analytically obtained from the combustion dynamics. Furthermore, using the Instrumental Variable(IV) identification algorithm, model structure and unknown parameters are identified from experimental input-output data sets, In result, it is shown that the identified ARX model well approximates the input-output combustion characteristics given by experimental data sets.

Modified Instrumental Variable Methods for ARMA Spectral Estimation (ARMA 스펙트럼 추정을 위한 변형기구 변수법에 관한 연구)

  • 양흥석;정찬수;남도현;김국헌
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.35 no.10
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    • pp.438-444
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    • 1986
  • The signal can be modeled as a linear combination of its past values and present and past values of a hypothetical input to system whose output is given signal. Using this model spectral estimation problem can be reduced to estimate the ARMA parameters. This paper presents recursive modified instrumental variable algorithm which can estimate AR and MA parameters. For more accurate estimation, overdetermined modified IV algorithm is also derived. Computer simulations are presented to illustrate the above methods.

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Identification of Linear Structural Systems (선형 구조계의 동특성 추정법)

  • 윤정방
    • 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.

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Analysis and Lattice Implementation of Extended Instrumental Variable Methods for High Resolution Spectral Analysis (고해상도 스텍트럼 해석을 위한 확장 기구변수법의 해석 및 격자구조실현)

  • Nam, Hyun-Do
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.3
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    • pp.312-320
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    • 1990
  • Analysis and lattice implementation of Extended Instrumental Variable (EIV) methods for high resolution spectral analysis are presented. The performance of EIV is improved by using prefilters and the unbiasness of EIV is proved by using the fact that residual processes are white. We derive the order and time update formulas for the covariance lattice algorithm which is particularly useful in case of short data or nonstationary processes. The ARMA model can be modeled as two channel AR processes. Using this model, the lattice algorithms of EIV are derived. Computer simulations are performed to show the usefulness of the proposed algorithms.

A Learning Model of Forward Slip Ratio Based on Model Identification in Hot Strip Finishing Mill Process (모델규명법에 기초한 열간 사상압연 선진율 학습모델)

  • Hwang, I Cheol;Kim, Shin Il
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.1
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    • pp.63-68
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    • 2017
  • This paper reviews the learning model of a forward slip ratio in order to improve the mass-flow stability and strip qualities in the hot strip finishing mill process. Firstly, it is shown, from mathematical analysis, that the significant parameters of the forward slip ratio are the tension, looper angle, and roll velocity. Secondly, a discrete-time learning model of the forward slip ratio is proposed from these parameters, which is identified by an instrumental variable (IV) identification algorithm. Finally, it is shown from computer simulation that the proposed learning model is more effective than the existing learning model.

Identification of a Parametric ARX Model of a Steam Generation and Exhaust Gases for Refuse Incineration Plants (소각 프린트의 증기발생 및 배기가스에 대한 파라메트릭 ARX 모델규명)

  • Hwang, Lee-Cheol
    • Journal of Institute of Control, Robotics and Systems
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    • v.8 no.7
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    • pp.556-562
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    • 2002
  • This paper studies the identification of a combustion model, which is used to design a linear controller of a steam generation quantity and harmful exhaust gases of a Refuse Incineration Plant(RIP). Even though the RIP has strong nonlinearities and complexities, it is identified as a MIMO parametric ARX model from experimental input-output data sets. Unknown model parameters are decided from experimental input-output data sets, using system identification algorithm based on Instrumental Variables(IV) method. It is shown that the identified model well approximates the input-output combustion characteristics.

Model Identification of Refuse Incineration Plants (쓰레기 소각 플랜트의 모델규명)

  • Hwang, I.C.;Kim, J.W.
    • Journal of Power System Engineering
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    • v.3 no.2
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    • pp.34-41
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    • 1999
  • This paper identifies a linear combustion model of Refuse Incineration Plant(RIP) which characterizes its combustion dynamics, where the proposed model has thirteen-inputs and one-output. The structure of the RIP model is given as an ARX model which obtained from the theoretical analysis. And then, some unknown model parameters are decided from experimental input-output data sets, using system identification algorithm based on Instrumental Variables(IV) method. In result, it is shown that the proposed model well approximates the input-output combustion characteristics riven by experimental data sets.

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Analysis of Effect of Indemnity Private Health Insurance on Medical Utilization Using Instrumental Variable Regression (실손형 민간의료보험이 의료 이용에 미치는 영향: 도구변수를 활용한 분석)

  • You, Chang Hoon;Kwon, Young Dae;Choi, Ji Heon;Kang, Sungwook
    • The Journal of the Korea Contents Association
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    • v.18 no.1
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    • pp.268-276
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    • 2018
  • This study examined the effects of indemnity private health insurance on the medical utilization among the Korean adults. The used data were the 2014 survey data of Korea Health Panel, and the number of subjects was 11,436. Authors employed instrumental variable regression model where the instrument variables for controlling for endogeneity of indemnity were the purchasing of private pension and number of family members. The results showed that the number of outpatient visits and the number of hospitalizations for indemnity private health insurance subscribers were higher than non-subscribers. The number of household members and the private pension variables were proved to be appropriate as instrumental variables. This paper recommends the Korean government to monitor and evaluate the effects of indemnity private health insurance on the medical utilization in order to improve the efficiency of health care finance.

Temperature Control of Electric Furnaces using Adaptive Time Optimal Control (적응최적시간제어를 사용한 전기로의 온도제어)

  • Jeon, Bong-Keun;Song, Chang-Seop;Keum, Young-Tag
    • Journal of the Korean Society for Precision Engineering
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    • v.26 no.5
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    • pp.120-127
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    • 2009
  • An electric furnace, inside which desired temperatures are kept constant by generating heat, is known to be a difficult system to control and model exactly because system parameters and response delay time vary as the temperature and position are changed. In this study the heating system of ceramic drying furnaces with time-varying parameters is mathematically modeled as a second order system and control parameters are estimated by using a RIV (Recursive Instrumental-Variable) method. A modified bang-bang control with magnitude tuning is proposed in the time optimal temperature control of ceramic drying electric furnaces and its performance is experimentally verified. It is proven that temperature tracking of adaptive time optimal control using a second order model is more stable than the GPCEW (Generalized Predictive Control with Exponential Weight) and rapidly settles down by pre-estimation of the system parameters.