• 제목/요약/키워드: Kalman decomposition

검색결과 18건 처리시간 0.021초

Eigensystem Realization Algorithm을 이용한 유연한 빔의 운동방정식 규명 (System Identification of Flexible beam Using Eigensystem Realization Algorithm)

  • 이인성;이재원;이수철
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2000년도 춘계학술대회논문집A
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    • pp.566-572
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    • 2000
  • The System identification is the process of developing or improving a mathematical model of a physical system using experimental data of the input, output and noise relationship. The field of system identification has been an important discipline within the automatic control area. The reason is the requirement that mathematical models having a specified accuracy must be used to apply modem control methods. In this paper, it is confirmed that we can obtain transfer function of flexible beam that is expressed in the forms of identified state-space system matrix A, B, C, D and identified observer gain G using Eigensystem Realization Algorithm including singular value decomposition. And these matrices can be applied to the automatic control. In addition to, it is also confirmed that transfer function can express a system using identified observer gain G, in spite of a noisy data or a periodic disturbance.

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이산 웨이블릿 변환의 디노이징 기법을 적용한 이차전지 SOC 추정알고리즘 구현 (Implementation of State-of-charge(SOC) Estimation using Denoising Technique based on the Discrete Wavelet Transform(DWT))

  • 김종훈
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2014년도 전력전자학술대회 논문집
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    • pp.150-151
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    • 2014
  • 높은 SOC(state-of-charge) 추정알고리즘의 성능을 위해서는 측정된 배터리 단자전압의 정확도가 요구된다. 그렇지만, 예기치 않은 에러로 인해 단자전압에 노이즈 성분이 추가될 경우 SOC 추정성능의 저하를 피할 수 없다. 그러므로, 본 논문에서는 이산 웨이블릿 변환(DWT;discrete wavelet transform)의 다해상도 분석(MRA;multi resolution analysis)의 디노이징(denoising)기법을 적용한 이차전지의 SOC 추정방법을 소개한다. MRA의 시간-주파수 분석을 통해 분해(decomposition)된 저주파 성분(approximation;$A_n$)과 고주파 성분(detail;$D_n$)중 노이즈에 관계된 $D_n$의 고주파 상세 계수(detail coefficient) $d_{j,k}$를 새로이 조정하고 이를 합성(synthesis)하여 디노이징을 마무리 한다. 확장 칼만필터(EKF;extended Kalman filter)의 비교 분석을 통해 제안된 방법의 타당성을 검증한다.

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Sparsity Adaptive Expectation Maximization Algorithm for Estimating Channels in MIMO Cooperation systems

  • Zhang, Aihua;Yang, Shouyi;Li, Jianjun;Li, Chunlei;Liu, Zhoufeng
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제10권8호
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    • pp.3498-3511
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    • 2016
  • We investigate the channel state information (CSI) in multi-input multi-output (MIMO) cooperative networks that employ the amplify-and-forward transmission scheme. Least squares and expectation conditional maximization have been proposed in the system. However, neither of these two approaches takes advantage of channel sparsity, and they cause estimation performance loss. Unlike linear channel estimation methods, several compressed channel estimation methods are proposed in this study to exploit the sparsity of the MIMO cooperative channels based on the theory of compressed sensing. First, the channel estimation problem is formulated as a compressed sensing problem by using sparse decomposition theory. Second, the lower bound is derived for the estimation, and the MIMO relay channel is reconstructed via compressive sampling matching pursuit algorithms. Finally, based on this model, we propose a novel algorithm so called sparsity adaptive expectation maximization (SAEM) by using Kalman filter and expectation maximization algorithm so that it can exploit channel sparsity alternatively and also track the true support set of time-varying channel. Kalman filter is used to provide soft information of transmitted signals to the EM-based algorithm. Various numerical simulation results indicate that the proposed sparse channel estimation technique outperforms the previous estimation schemes.

ARIMA 추세의 비관측요인 모형과 미국 GDP에 대한 예측력 (UC Model with ARIMA Trend and Forecasting U.S. GDP)

  • 이영수
    • 국제지역연구
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    • 제21권4호
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    • pp.159-172
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    • 2017
  • 비관측요인(unobserved-component)모형을 이용한 GDP의 추세-순환요인 분해에서, 통상적으로 추세는 확률보행 과정을 갖는 것으로 가정된다. 본 연구는 추세를 ARIMA 과정으로 표현하는 경우, GDP 변동에서 갖는 추세요인의 의미가 어떻게 달라지는가를 살펴보고, GDP에 대한 예측력이 개선될 수 있는가의 여부를 미국의 데이터를 이용하여 실증적으로 분석하였다. 모형은 GDP만의 단일변수모형과 물가를 포함하는 2변수모형의 두 가지를 고려하여 설정하였으며, 모형 추정은 비관측요인모형을 상태-공간모형으로 전환한 후 칼만 필터(Kalman filter)를 이용한 최대우도추정법을 사용하였다. GDP에 대한 예측은 축차적 추정(recursive estimation)을 이용한 동적 표본외예측(dynamic out-of-sample) 방식을 사용하였으며, 예측력 비교결과에 대한 검정은 Diebold-Mariano 검정을 이용하였다. 분석 결과는 첫째, 모형의 추정결과에서 ARIMA 추세의 계수가 통계적으로 유의적인 값을 가지며, 둘째, ARIMA 추세 모형이 확률보행 추세 모형보다 GDP 변동의 분산 및 자기 상관성(autocorrelation)을 보다 잘 설명하며, 셋째, 예측력에서 단일변수보다는 2변수모형의 예측력이 그리고 확률보행 추세보다는 ARIMA 추세를 갖는 모형의 예측력이 통계적으로 유의하게 높은 것으로 나타났다. 이러한 결과들은 GDP 추세-순환 요인 분해에서 추세를 ARIMA 과정으로 표현하는 것이 보다 타당하다는 것을 시사하고 있다.

Recovering structural displacements and velocities from acceleration measurements

  • Ma, T.W.;Bell, M.;Lu, W.;Xu, N.S.
    • Smart Structures and Systems
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    • 제14권2호
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    • pp.191-207
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    • 2014
  • In this research, an internal model based method is proposed to estimate the structural displacements and velocities under ambient excitation using only acceleration measurements. The structural response is assumed to be within the linear range. The excitation is assumed to be with zero mean and relatively broad bandwidth such that at least one of the fundamental modes of the structure is excited and dominates in the response. Using the structural modal parameters and partial knowledge of the bandwidth of the excitation, the internal models of the structure and the excitation can be respectively established, which can be used to form an autonomous state-space representation of the system. It is shown that structural displacements, velocities, and accelerations are the states of such a system, and it is fully observable when the measured output contains structural accelerations only. Reliable estimates of structural displacements and velocities are obtained using the standard Kalman filtering technique. The effectiveness and robustness of the proposed method has been demonstrated and evaluated via numerical simulations on an eight-story lumped mass model and experimental data of a three-story frame excited by the ground accelerations of actual earthquake records.

Research on damage and identification of mortise-tenon joints stiffness in ancient wooden buildings based on shaking table test

  • Xue, Jianyang;Bai, Fuyu;Qi, Liangjie;Sui, Yan;Zhou, Chaofeng
    • Structural Engineering and Mechanics
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    • 제65권5호
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    • pp.547-556
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    • 2018
  • Based on the shaking table tests of a 1:3.52 scale one-bay and one-story ancient wooden structure, a simplified structural mechanics model was established, and the structural state equation and observation equation were deduced. Under the action of seismic waves, the damage rule of initial stiffness and yield stiffness of the joint was obtained. The force hammer percussion test and finite element calculations were carried out, and the structural response was obtained. Considering the 5% noise disturbance in the laboratory environment, the stiffness parameters of the mortise-tenon joint were identified by the partial least squares of singular value decomposition (PLS-SVD) and the Extended Kalman filter (EKF) method. The results show that dynamic and static cohesion method, PLS-SVD, and EKF method can be used to identify the damage degree of structures, and the stiffness of the mortise-tenon joints under strong earthquakes is reduced step by step. Using the proposed model, the identified error of the initial stiffness is about 0.58%-1.28%, and the error of the yield stiffness is about 0.44%-1.21%. This method has high accuracy and good applicability for identifying the initial stiffness and yield stiffness of the joints. The identification method and research results can provide a reference for monitoring and evaluating actual engineering structures.

Exploiting Patterns for Handling Incomplete Coevolving EEG Time Series

  • Thi, Ngoc Anh Nguyen;Yang, Hyung-Jeong;Kim, Sun-Hee
    • International Journal of Contents
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    • 제9권4호
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    • pp.1-10
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    • 2013
  • The electroencephalogram (EEG) time series is a measure of electrical activity received from multiple electrodes placed on the scalp of a human brain. It provides a direct measurement for characterizing the dynamic aspects of brain activities. These EEG signals are formed from a series of spatial and temporal data with multiple dimensions. Missing data could occur due to fault electrodes. These missing data can cause distortion, repudiation, and further, reduce the effectiveness of analyzing algorithms. Current methodologies for EEG analysis require a complete set of EEG data matrix as input. Therefore, an accurate and reliable imputation approach for missing values is necessary to avoid incomplete data sets for analyses and further improve the usage of performance techniques. This research proposes a new method to automatically recover random consecutive missing data from real world EEG data based on Linear Dynamical System. The proposed method aims to capture the optimal patterns based on two main characteristics in the coevolving EEG time series: namely, (i) dynamics via discovering temporal evolving behaviors, and (ii) correlations by identifying the relationships between multiple brain signals. From these exploits, the proposed method successfully identifies a few hidden variables and discovers their dynamics to impute missing values. The proposed method offers a robust and scalable approach with linear computation time over the size of sequences. A comparative study has been performed to assess the effectiveness of the proposed method against interpolation and missing values via Singular Value Decomposition (MSVD). The experimental simulations demonstrate that the proposed method provides better reconstruction performance up to 49% and 67% improvements over MSVD and interpolation approaches, respectively.

GPS/INS센서 융합을 이용한 고 정밀 위치 추정에 관한 연구 (A Study of High Precision Position Estimator Using GPS/INS Sensor Fusion)

  • 이정환;김한실
    • 전자공학회논문지
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    • 제49권11호
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    • pp.159-166
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    • 2012
  • 위치를 추적하기 위해 사용되는 대표적인 방법은 위성항법시스템(GPS)과 관성 항법장치(INS)이다. 위성항법장치는 어떤 한 지점에 대해 오차가 발생할 수 있으나 누적 오차가 없다는 장점이 있다. 위치 정보를 얻기 위해서 3개 이상의 위성으로부터 GPS정보를 수신하여야 하나 수신 강도가 약하거나 터널과 같은 수신 불능지역인 지역에서는 위성항법시스템의 정보를 획득할 수 없다는 단점이 있다. 관성항법장치의 경우 자이로스코프 및 가속도계의 정보를 이용하여 항체의 위치 및 자세 정보를 수Hz부터 수백 Hz의 높은 데이터 송수신율로 속도 및 방향을 측정한다. 관성항법장치는 짧은 시간 동안 매우 정밀한 항법 성능을 나타내지만 가속도 및 각속도에서 속도성분으로 적분하는 과정에서 오차가 누적되어 시간이 경과함에 따라 항법 오차가 증가하는 단점이 있다. 본 논문에서는 이 두 시스템의 단점을 상호 보완하여 위성항법장치와 관성항법장치의 위치 정보에 센서융합 알고리즘 적용 및 실험을 통하여 성능분석을 하였다. 위성항법시스템의 수신 불능지역에서는 측정된 데이터를 SVD를 이용하여 모델링한 후 위치 보정 알고리즘을 적용하여 위치 정보를 획득하는 실험 결과를 통해 확인한다.