• 제목/요약/키워드: Instrumentation and control systems

검색결과 733건 처리시간 0.032초

Some Observations for Portfolio Management Applications of Modern Machine Learning Methods

  • Park, Jooyoung;Heo, Seongman;Kim, Taehwan;Park, Jeongho;Kim, Jaein;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제16권1호
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    • pp.44-51
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    • 2016
  • Recently, artificial intelligence has reached the level of top information technologies that will have significant influence over many aspects of our future lifestyles. In particular, in the fields of machine learning technologies for classification and decision-making, there have been a lot of research efforts for solving estimation and control problems that appear in the various kinds of portfolio management problems via data-driven approaches. Note that these modern data-driven approaches, which try to find solutions to the problems based on relevant empirical data rather than mathematical analyses, are useful particularly in practical application domains. In this paper, we consider some applications of modern data-driven machine learning methods for portfolio management problems. More precisely, we apply a simplified version of the sparse Gaussian process (GP) classification method for classifying users' sensitivity with respect to financial risk, and then present two portfolio management issues in which the GP application results can be useful. Experimental results show that the GP applications work well in handling simulated data sets.

Receding horizon tracking control as a predicitive control for the continuous-time systems

  • Noh, Seon-Bong;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 26-27 Oct. 1990
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    • pp.1055-1059
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    • 1990
  • This paper proposed a predictive tracking controller for the continuous-time systems by using the receding horizon concept in the optimal tracking control. This controller is the continuous-time version of the previous RHTC (Receding Horizon Tracking Control) for the discrete-time state space models. The problems in implementing the feedforward part of this controller is discussed and a approximate method of implementing this controller is presented. This approximate method utilizes the information of the command signals on the receding horizon and has simple constant feedback and feedforward gain. To perform the offset free control, the integral action is included in the continuous time RHTC. By simulation it is shown that the proposed method gives better performance than the conventional steady state tracking control.

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a survey and some new stability results

  • Byun, Dae-Gyu;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집(한일합동학술편); 한국과학기술대학, 충남; 16-17 Oct. 1987
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    • pp.734-740
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    • 1987
  • Various kinds of predictive control design methods such as MAC(Model Algorithmic Control), DMC(Dynamic Matrix Control), MC(Extended Horizon Adaptive Control), GPC(Generalized Predictive Control), RHTC(Receding Horizon Tracking Controller), and PVC(PreView Controller) are surveyed and compared in this paper. In addition, stability properties of these control laws known to date are summarized and some new stability results are presented.

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Inverse Model Control of An ER Damper System

  • Cho Jeong-Mok;Jung Taeg-Eun;Kim Dong-Hyeon;Joh Joong-Seon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제6권1호
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    • pp.64-69
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    • 2006
  • Due to the inherent nonlinear nature of Electro-rheological (ER) fluid dampers, one of the challenging aspects for utilizing these devices to achieve high system performance is the development of accurate models and control algorithms that can take advantage of their unique characteristics. In this paper, the nonlinear damping force model is made to identify the properties of the ER damper using higher order spectrum. The higher order spectral analysis is used to investigate the nonlinear frequency coupling phenomena with the damping force signal according to the sinusoidal excitation of the damper. Also, this paper presents an inverse model of the ER damper, i.e., the model can predict the required voltage so that the ER damper can produce the desired force for the requirement of vibration control of vehicle suspension systems. The inverse model is constructed by using a multi-layer perceptron neural network. A quarter-car suspension model is considered in this paper for analysis and simulation. Simulation results show that the proposed inverse model of ER damper can obtain control voltage of ER damper for required damping force.

Optimal nonlinear Parameter Estimation of Steady-State Induction Motor using Immune Algorithm

  • Kim, Dong-Hwa;Cho, Jae-Hoon;Hong, Won-Pyo;Lee, Seung-Hack;Lee, Hwan
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2004년도 ICCAS
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    • pp.891-895
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    • 2004
  • This paper suggests the techniques in determining the values of the steady-state equivalent circuit parameters of a three-phase squirrel-cage induction machine using immune algorithm. The parameter estimation procedure is based on the steady state phase current versus slip and input power versus slip characteristics. The proposed estimation algorithm is of a nonlinear kind based on clonal selection in immune algorithm. The machine parameters are obtained as the solution of a minimization of least-squares cost function by immune algorithm. Simulation shows better results than the conventional approaches.

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상태변수 추정을 이용한 김발형 관성항법시스템의 교정기법에 대한 연구 (Calibration of gimballed inertial navigation systems using state estimation)

  • 김갑진;송택렬
    • 제어로봇시스템학회논문지
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    • 제4권1호
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    • pp.62-67
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    • 1998
  • Gimballed Inertial Navigation Systems(GINS) are sophisticated autonomous electro-mechanical systems which supply the position, velocity and attitude of the vehicle on which they are mounted. In order to maintain accuracy of outputs, the GINS are required to regularly calibrate senior errors. However, existing calibration methods take up a long time due to multiposition alignments needed to increase accuracy. A particular system formulation for calibration of a GINS is proposed to enhance system observability and thus to expedite calibration procedure. Performance of the proposed calibration method is compared with existing methods such as Schuler test and muliposition alignment. Simulation studies show the proposed system formulation associated with a suggested suboptimal filter is accurate as well as efficient in error identification essential to GINS calibration.

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공진효과 및 클롱마찰이 있는 서보 시스템의 $H_{\infty}$ 위치 제어기 설계 ($H_{\infty}$ Position Controller Design for Servo Systems Containing Resonance Effects and Coulomb Friction)

  • 홍국남;임동진
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1995년도 하계학술대회 논문집 B
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    • pp.720-725
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    • 1995
  • The most important problems which should be considered in designing servo controllers are resonance effects and nonlinear friction. These problems exist in almost all the servo systems, especially for the robotic maniplators and numerical control systems and cause difficulties in designing controllers. In this paper, controller design procedure which employs $H_{\infty}$ control theory is proposed for the servo systems with these problems. Sometimes, for these systems, there is a possibility of limit cycles due to the interation between the nonlinear friction and integrator. To check the possibility of limit cycles, describing fuction method is used.

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3상 4선식 배전계통에서 중성선 전류 고조파의 제거를 위한 능동전력필터의 새로운 제어기술 (New Control Technique of Active Power Filter to Cancel Neutral Current Harmonics in Three-Phase Four-Wire Electric Distribution Systems)

  • 최세완;장민수;김태훈;김기용
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2001년도 하계학술대회 논문집 B
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    • pp.1123-1125
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    • 2001
  • 최근 스위칭 전원장치를 사용하는 PC, UPS, 정류기 및 조명기기등 비선형부하의 증가에 따라 3상 4선식 배전계통에서 평형부하인 경우에도 중성선에 큰 고조파전류가 흘러 계통내 많은 문제를 야기하고 있다. 본 논문에서는 단상인버터에 의한 중성선전류 제어 기술 (6)로서 불평형하에서 기본파의 영상전류에 의해 필터장치에 과부하가 걸리는 것을 방지하기위한 새로운 제어기법을 제안하고 이론에 의한 분석과 모의실험 및 실험에 의하여 타당성을 입증한다.

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Self-Tuning PID Controller Based on PLC

  • Phonphithak, A.;Pannil, P.;Suesut, T.;Masuchun, R.;Julsereewong, P.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2004년도 ICCAS
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    • pp.272-276
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    • 2004
  • The conventional PID (Proportional-Integral-Derivative) control technique is widely used for the process control in many industries since it is simple in structure and provides the good response. Nowadays, this control technique has been developed on the Programmable Logic Controller (PLC) to use for the process control loop. However, using this technique is difficult when tuning the PID parameters ($K_p$, $T_i$ and $T_d$) to achieve the best response. Moreover, trial-and-error procedure along with the operator experiences are required to obtain the best results when tuning the PID controller parameters. This paper proposes the self-tuning PID controller based on PLC for the process control in the industries. The proposed self-tuning PID controller uses the PLC-based PID structures to control the process production. The proposed PID tuning utilizes the PLC to synthesize and analyze controller parameter as well as to tune for appropriate parameters using Dahlin method and extrapolation. Experimental results using a self-tuning PID controller to control temperature of the oven show that the controller developed is capable of controlling the process very effectively and provides a good response.

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A Fuzzy Skyhook Algorithm Using Piecewise Linear Inverse Model

  • Cho Jeong-Mok;Yoo Bong-Soo;Joh Joong-Seon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제6권3호
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    • pp.190-196
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    • 2006
  • In this paper, the nonlinear damping force model is made to identify the properties of the ER damper using higher order spectrum. The higher order spectral analysis is used to investigate the nonlinear frequency coupling phenomena with the damping force signal according to the sinusoidal excitation of the damper. Also, this paper presents an inverse model of the ER damper, i.e., the model can predict the required voltage so that the ER damper can produce the desired force for the requirement of vibration control of vehicle suspension systems. The inverse model has been constructed by using piecewise linear damping force model. In this paper, the fuzzy logic control based on heuristic knowledge is combined with the skyhook control. And it is simulated for a quarter car model. The acceleration of the sprung mass is included in the premise part of the fuzzy rules to reduce the vertical acceleration RMS value of the sprung mass. Then scaling factors and membership functions are tuned using genetic algorithm to obtain optimal performance.