• 제목/요약/키워드: Minimum Variance

검색결과 467건 처리시간 0.033초

A Study on the Design of Excitation Controller using Self Tuning Adaptive Control (자기동조 적응제어를 이용한 여자제어기 설계에 관한 연구)

  • Yoo, Hyun-Ho;Lee, Sang-Keun;Kim, Joon-Hyun
    • Proceedings of the KIEE Conference
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    • 대한전기학회 1991년도 하계학술대회 논문집
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    • pp.375-378
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    • 1991
  • This paper presents a design method of synchronous generator excitation controller using self-tuning PID algorithm. Controller parameter is determined by using adaptive control theory in order to maintain optimal operation of generator under the various operating conditions. To determine the optimal parameter of controller. minimum variance algorithm using the recursive leastsquare(RLS) indentification method is adopted and the difference between the speed deviation with weighted factor and voltage deviation is used as the input signal of adaptive controller, which provides good damping and conversion characteristics. The results tested on a single machine infinite bus system verify that the proposed controller has better dynamic performances than conventional controller.

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Selection of Optimal Values in Spatial Estimation of Environmental Variables using Geostatistical Simulation and Loss Functions

  • Park, No-Wook
    • Journal of the Korean earth science society
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    • 제31권5호
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    • pp.437-447
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    • 2010
  • Spatial estimation of environmental variables has been regarded as an important preliminary procedure for decision-making. A minimum variance criterion, which has often been adopted in traditional kriging algorithms, does not always guarantee the optimal estimates for subsequent decision-making processes. In this paper, a geostatistical framework is illustrated that consists of uncertainty modeling via stochastic simulation and risk modeling based on loss functions for the selection of optimal estimates. Loss functions that quantify the impact of choosing any estimate different from the unknown true value are linked to geostatistical simulation. A hybrid loss function is especially presented to account for the different impact of over- and underestimation of different land-use types. The loss function-specific estimates that minimize the expected loss are chosen as optimal estimates. The applicability of the geostatistical framework is demonstrated and discussed through a case study of copper mapping.

A Projected Exponential Family for Modeling Semicircular Data

  • Kim, Hyoung-Moon
    • The Korean Journal of Applied Statistics
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    • 제23권6호
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    • pp.1125-1145
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    • 2010
  • For modeling(skewed) semicircular data, we derive a new exponential family of distributions. We extend it to the l-axial exponential family of distributions by a projection for modeling any arc of arbitrary length. It is straightforward to generate samples from the l-axial exponential family of distributions. Asymptotic result reveals that the linear exponential family of distributions can be used to approximate the l-axial exponential family of distributions. Some trigonometric moments are also derived in closed forms. The maximum likelihood estimation is adopted to estimate model parameters. Some hypotheses tests and confidence intervals are also developed. The Kolmogorov-Smirnov test is adopted for a goodness of t test of the l-axial exponential family of distributions. Samples of orientations are used to demonstrate the proposed model.

Using mean shift and self adaptive Canny algorithm enhance edge detection effect (Mean Shift 알고리즘과 Canny 알고리즘을 이용한 에지 검출 향상)

  • Lei, Wang;Shin, Seong-Yoon;Rhee, Yang-Won
    • Proceedings of the Korean Society of Computer Information Conference
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    • 한국컴퓨터정보학회 2008년도 제39차 동계학술발표논문집 16권2호
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    • pp.207-210
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    • 2009
  • Edge detection is an important process in low level image processing. But many proposed methods for edge detection are not very robust to the image noise and are not flexible for different images. To solve the both problems, an algorithm is proposed which eliminate the noise by mean shift algorithm in advance, and then adaptively determine the double thresholds based on gradient histogram and minimum interclass variance, With this algorithm, it can fade out almost all the sensitive noise and calculate the both thresholds for different images without necessity to setup any parameter artificially, and choose edge pixels by fuzzy algorithm.

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Conditional Value-at-Risk Optimization for Conversion of Convertible Bonds (전환사채 주식전환을 위한 조건부 VaR 최적화)

  • Park, Koo-Hyun;Shim, Eun-Tak
    • Korean Management Science Review
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    • 제28권2호
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    • pp.1-16
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    • 2011
  • In this study we suggested two optimization models to answer a question from an investor standpoint : how many convertible bonds should one convert, and how many keep? One model minimizes certain risk to the minimum required expected return, the other maximizes the expected return subject to the maximum acceptable risk. In comparison with Markowitz portfolio models, which use the variance of return, our models used Conditional Value-at-Risk(CVaR) for risk measurement. As a coherent measurement, CVaR overcomes the shortcomings of Value-at-Risk(VaR). But there are still difficulties in solving CVaR including optimization models. For this reason, we adopted Rockafellar and Uryasev's[18, 19] approach. Then we could approximate the models as linear programming problems with scenarios. We also suggested to extend the models with credit risk, and applied examples of our models to Hynix 207CB, a convertible bond issued by the global semiconductor company Hynix.

Optimum Rotor Shape Design of Flux Switching Motor using RSM and Performance Improvement by New Type Winding Method (RSM을 이용한 FSM의 로터 형상 설계와 특성 개선을 위한 새로운 권선 기법)

  • Jun, Myung-Jin;Jang, Soon-Myung;Lee, Jung-Ho
    • Proceedings of the KIEE Conference
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    • 대한전기학회 2011년도 제42회 하계학술대회
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    • pp.1059-1060
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    • 2011
  • This paper deals with optimum design criteria for maximum torque density & minimum torque ripple of Flux Switching Motor (FSM) using RSM & FEM. The focus of this paper is to find a design solution through the comparison of torque density and torque ripple according to rotor shape variations. And then, a central composite design(CCD) mixed resolution is introduced, and analysis of variance (ANOVA) is conducted to determine the significance of the fitted regression model.

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Indoor Temperature Estimation System for Reduction of Building Energy Consumption (건물 에너지 절감을 위한 실내 온도 추정 시스템)

  • Kim, Jeong-Hoon;You, Sung Hyun;Lee, Sang Su;Kim, Kwan-Soo;Ahn, Choon-Ki
    • Proceedings of the Korea Information Processing Society Conference
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    • 한국정보처리학회 2017년도 춘계학술발표대회
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    • pp.885-888
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    • 2017
  • In this paper, a new strategy for estimating building temperature based on the modified resistance capacitance (R - C) network thermal dynamic model is proposed. The proposed method gives accurate indoor temperature estimation using minimum variance finite impulse response filter. Our study is clarified by the experimental validation of the proposed indoor temperature estimation method. This experiment scenario environment is composed of a demand response (DR) server and home energy management system (HEMS) in a test bed.

Beamforming Optimization Using Filterbank-based Frost Algorithm (필터뱅크 기반 프로스트 알고리즘을 이용한 빔포밍 최적화)

  • Park, Ji-Hoon;Lee, Sung-Joo;Hong, Jeong-Pyo;Jeong, Sang-Bae;Hahn, Min-Soo
    • MALSORI
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    • 제66호
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    • pp.73-86
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    • 2008
  • Beamforming is one of the spatial filtering techniques which extract only desired signals from noisy environments using microphone arrays. Fixed beamforming is a simple concept and easy to implement. However, it does not show good performance in real noisy conditions. As an adaptive beamforming, Frost algorithm can be a good candidate. It uses the concept of the linearly constrained minimum variance (LCMV) algorithm. The difference between the Frost and the LCMV algorithm is the error correction scheme which is very effective feature in the aspect of performance. In this paper, as quadrature mirror filtering (QMF)-based filterbank is utilized as the pre-processing of the Frost beamformning, the filter length and the learning rate of each band is optimized to improve the performance. The performance is measured by the signal-to-noise ratio (SNR) and the Bark's scale spectral distortion (BSD).

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Tracking Filter Design for a Maneuvering target Using Jump Processes

  • Lim, Sang-Seok
    • Journal of Electrical Engineering and information Science
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    • 제3권3호
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    • pp.373-384
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    • 1998
  • This paper presents a maneuvering target model with the maneuver dynamics modeled as a jump process of Poisson-type. The jump process represents the deterministic maneuver(or pilot commands) and is described by a stochastic differential equation driven by a Poisson process taking values a set of discrete states. Employing the new maneuver model along with the noisy observations described by linear difference equations, the author has developed a new linear, recursive, unbiased minimum variance filter, which is structurally simple, computationally efficient, and hence real-time implementable. Futhermore, the proposed filter does not involve a computationally burdensome technique to compute the filter gains and corresponding covariance matrices and still be able to track effectively a fast maneuvering target. The performance of the proposed filter is assessed through the numerical results generated from the Monte-Carlo simulation.

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Risk-based Optimal Transmission Expansion Planning (위험도기반 최적송전확장계획)

  • Son, Min-Kyun;Kim, Dong-Min;Kim, Jin-O
    • Proceedings of the KIEE Conference
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    • 대한전기학회 2006년도 추계학술대회 논문집 전력기술부문
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    • pp.393-395
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    • 2006
  • In competitive market, it is important to establish a plan of transmission expansion considering uncertainty of future generation and load behavior. For this reason, revised transmission expansion model is proposed in this paper. In the proposed model, information of predictable future condition are included in a cost function of transmission expansion investment. Also, to reduce risk of the investment, mean-variance Markowitz approach is added to the objective function of cost. By optimization programming, the most robust and the minimum cost plan can be obtained.

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