• Title/Summary/Keyword: Minimum Variance Method

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A Study on the Characteristics Improvement of Fluid Power Actuator Using Adaptive Control (적응제어를 이용한 유압 액츄에이터의 특성개선에 관한 연구)

  • 염만오;윤일로
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.1
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    • pp.124-132
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    • 2004
  • A hydraulic system is difficult to keep the performance due to non-linearity, load pressure which changes according to working condition and system parameter variation, the requirement of control algorithm has been risen in order to satisfy them. An adaptive control is a control method which is suggested to achieve a control object though plant characteristics change. In spite of the case that plant characteristics and the degree of variation are difficult to grasp, adaptive control can keep the characteristics of closed-loop system regularly. In this study GMVAC(generalized minimum variance adaptive control) combined with output error feedback is proposed in order to solve problems of non-minimum phase, vibration and overshoot in initial response of the plant. The control performance according to the variation of characteristics of the plant is evaluated by changing the supply pressure only.

Synthesis of the State-space Digital Filter with Minimum Statistical Cofficient Sensitivity (최소총계적계수 감도를 갖는 상태공간 디지틀 필터의 합성)

  • 문용선;박종안
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.13 no.6
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    • pp.510-520
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    • 1988
  • In this paper, the output error variance due to the differential vcariation of the state-space coefficient [ABCD], which is the coefficient quentization error, is normalized on the variance for cases that infinite wordlength state-space digital filter is realized by the finite one. That is, defining S as the statistical sensitivity and extending controllability gramian, observability gramian, and 2nd order mode analysis method to the state space digital filter, we synthesize the realization structure with the minimum statistical sensitivity and prove the effecency of the minimum statistical sensitivity structure synthesis by the simulation.

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Improved Minimum Variance Matched field Processing Technique for Underwater Acoustic Source Localization (수중 음원 위치 추정을 위한 개선된 최소 분산 정합장 처리 기법)

  • 양인식;김준환;김기만
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 1999.11a
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    • pp.169-172
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    • 1999
  • Matched field processing technique is performed by considering complex underwater environments. Specially, tile performance of minimum variance processor is greatly degraded by eigenvalue problem. In this paper, we .propose the minimum valiance matched field processor using shaping matrix. This shaping matrix makes that the input covariance matrix is invertible and enhances the desired acoustic source component. It was proved effectively range/depth localization of the proposed method with vertical array data collected by NATO SACLANT Center north of the island of Elba off the Italian west coast.

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Portfolio Optimization of Diversified Investments with Minimum Risk Asset and Non-Positive Correlation Assets (최소위험 종목과 비양의 상관관계를 갖는 종목들 분산투자 포트폴리오 최적화)

  • Lee, Sang-Un
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.22 no.1
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    • pp.103-110
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    • 2022
  • This paper deals with portfolio optimization problem that you could lower the total risk of an investment portfolio by adding risky assets to the mix than the minimum risk of single asset. Popular Markowitz's mean-variance(MV) model construct the portfolio with the point in the efficient frontier using principle of domination where the variance is minimized for a given mean return. While this paper suggest the portfolio with minimum risk asset with non-positive(negative and uncorrelated) correlation assets to it. As a result of experiments, the proposed method shows lower risk(standard deviation) than MV.

A Study on Individual Tap-Power Estimation for Improvement of Adaptive Equalizer Performance

  • Kim, Nam-Yong
    • Journal of electromagnetic engineering and science
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    • v.4 no.1
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    • pp.23-29
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    • 2004
  • In this paper we analyze convergence constraints and time constant of IT-LMS algorithm and derive a method of making it's time constant independent of signal power by using input variance estimation. The method for estimating the input variance is to use a single-pole low-pass filter(LPF) with common smoothing parameter value, θ. The estimator is with narrow bandwidth for large θ but with wide bandwidth for small θ. This small θ gives long term average estimation(low frequency) of the fluctuating input variance well as short term variations (high frequency) of the input power. In our simulations of multipath communication channel equalization environments, the method with large θ has shown not as much improved convergence speed as the speed of the original IT-LMS algorithm. The proposed method with small θ=0.01 reach its minimum MSE in 100 samples whereas the IT-LMS converges in 200 samples. This shows the proposed, tap-power normalized IT-LMS algorithm can be applied more effectively to digital wireless communication systems.

Analysis of Cutting Properties with Reference to Amount of Coolant used in an Environment-Conscious Turning Process

  • Yang, Seung-Han;Lee, Young-Moon;Kim, Young-Suk
    • Journal of Mechanical Science and Technology
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    • v.18 no.12
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    • pp.2182-2189
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    • 2004
  • In the recent years, environmentally conscious design and manufacturing technologies have attracted considerable attention. The coolants, lubricants, solvents, metallic chips and discarded tools from manufacturing operations will harm our environment and the earth's ecosystem. In the present work, the Tukey method of multiple comparisons is used to select the minimum level of coolant required in a turning process. The amount of coolant is varied in 270 designed experiments and the parameters cutting temperature, surface roughness, and specific cutting energy are carefully evaluated. The effects of coolant mix ratio as well as the amount of coolant on the turning process are studied in the present work. The cutting temperature and surface roughness for different quantity of coolant are investigated by analysis of variance (ANOVA) - test and a multiple comparison method. ANOVA-test results signify that the average tool temperature and surface roughness depend on the amount of coolant. Based on Tukey's Honestly Significant Difference (HSD) method, one of the multiple comparison methods, the minimum level of coolant is 1.0 L/min with 2% mix ratio in the aspect of controlling tool temperature. F-test concludes that the amount of coolant used does not have any significant effect on specific cutting energy. Finally, Tukey method ascertains that 0.5 L/min with 6% mix ratio is the minimum level of coolant required in turning process without any serious degradation of the surface finish. Considering all aspects of cutting, the minimum coolant required is 1.0 L/min with 6% mix ratio. It is merely half the coolant currently used i.e. 2.0 L/min with 10% mix ratio. Minimal use of coolant not only economically desirable for reducing manufacturing cost but also it imparts fewer hazards to human health. Also, sparing use of coolant will eventually transform the turning process into a more environment-conscious manufacturing process.

An Efficient Method for Computing MINQUE Estimators in the Mixed Models

  • Lee, Jang-Taek;Kim, Byung-Chun
    • Journal of the Korean Statistical Society
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    • v.18 no.1
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    • pp.4-12
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    • 1989
  • An efficient method for computing minimum norm quadratic unbiased estimates (MINQUE) of variance components in the mixed model is developed. This computing algorithm which used W-matrix saves both storage usage and computing time.

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Design Criterion for Estimating Mean and Variance Functions

  • Lim, Yong B.
    • International Journal of Quality Innovation
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    • v.1 no.1
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    • pp.32-37
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    • 2000
  • In an industrial process, the proper objective is to find the optimal operating conditions with minimum process variability around the target. Vining and Myers(1990) suggest to use the separate model for the mean response and the process varian linear predictor ${\tau}_i={\log}\;{\sigma}^2_i$ is unknown and should be estimated. Noting that the variance of $\hat{{\tau}_i}$ is heterogeneous, another appropriate D-optimality criterion $D_3$ based on the method of generalized least squares is proposed in this paper.

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A Microphone Array Beamforming Algorithm with Inverse Filtering of Relative Transfer Functions in Car Environments (상대전달함수의 역필터링을 이용한 자동차 환경에서의 마이크로폰 어레이 빔형성 기법)

  • Kang Hong-Goo;Hwang Youngsoo;Youn Dae-Hee;Han Chul-Hee
    • The Journal of the Acoustical Society of Korea
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    • v.25 no.1
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    • pp.30-35
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    • 2006
  • In this paper. we Propose a frequency domain beamforming algorithm composed of inverse-filtering stages followed by a MVDR (Minimum-Variance Distortionless Response) beamformer or a GSC (Generalized Sidelobe Canceller). The proposed method is shown to require less complexity than the conventional RTF-MVDR and TF-GSC. respectively, and it is shown that the Proposed method is equivalent to the conventional RTF-MVDR and TF-GSC in optimum solution. In order to evaluate the performance of the Proposed method. speech recognition experiments are performed using the speech database recorded in a car. The Proposed method shows equal or slightly degraded Performance comparing to the conventional methods in terms of the speech recognition rate.