• 제목/요약/키워드: Nonlinear Parameter Estimation

검색결과 272건 처리시간 0.028초

DSM 모니터링을 위한 확산 모형의 계수 추정 (Parameter Estimation of the Diffusion Model for Demand Side Management Monitoring System)

  • 김진오;최청훈;김정훈;이창호;김창섭
    • 대한전기학회논문지:전력기술부문A
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    • 제48권10호
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    • pp.1183-1189
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    • 1999
  • This paper presents the method of parameter estimation of diffusion model for monitoring Demand-Side Management program. Bass diffusion model was applied in this paper, which has different values according to the following parameters; coefficients of innovation, imitation and potential adopters. Though it is very important to estimate three parameters precisely, there has been no empirical way in practice. Thus, this paper presents the method of parameter estimation in case of few data with constraints to reduce the possibility of bad estimation. The constraints can be empirical results or expert's decision. Case studies show the diffusion curves and forecasted values of the peak for the high-efficient lighting. The feedback and nonlinear least-square parameter estimation methods used in this paper enable us to evaluate the status and to predict the effect of DSM program.

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실측 지진응답을 이용한 지진손상도 평가 및 소성모형 추정 (Seismic Damage Assessment and Nonlinear Structural Identification Using Measured Seismic Responses)

  • 이형진;김남식
    • 한국지진공학회논문집
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    • 제6권6호
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    • pp.7-15
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    • 2002
  • 본 논문에서는 다자유도계 구조물의 진동대 실험결과 분석에서 효율적인 지진손상도 평가 및 소성모형 추정을 목적으로, 계측결과를 각 부재별 소성이력으로 환산하고 이 소성이력에 대해 비선형 계수 추정법을 적용하는 다단계 방안을 연구하였다. 이때, 추정된 부재별 소성이력은 부재별 지진 손상도를 평가하는 지표로 활용될 수 있으며, 추정된 비선형 모형 계수를 이용하여 구축된 비선형 다자유도계 구조는 다양한 구조재해석의 모형으로 활용될 수 있다. 제시된 방법의 검증을 위해, 해석적 방법과 실험적 방법의 예제해석이 수행되었다. 예제해석 결과는 해석적 방법과 실험적 방법 모두에서 본 논문의 방법이 매우 효과적임을 보여 주고 있다.

NUMERICAL METHDS USING TRUST-REGION APPROACH FOR SOLVING NONLINEAR ILL-POSED PROBLEMS

  • Kim, Sun-Young
    • 대한수학회논문집
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    • 제11권4호
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    • pp.1147-1157
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    • 1996
  • Nonlinear ill-posed problems arise in many application including parameter estimation and inverse scattering. We introduce a least squares regularization method to solve nonlinear ill-posed problems with constraints robustly and efficiently. The regularization method uses Trust-Region approach to handle the constraints on variables. The Generalized Cross Validation is used to choose the regularization parameter in computational tests. Numerical results are given to exhibit faster convergence of the method over other methods.

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PARAMETER ESTIMATION PROBLEM FOR NONHYSTERETIC INFILTRATION IN SOIL

  • CHO, CHUNG-KI;KANG, SUNGKWON;KWON, YONGHOON
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제4권1호
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    • pp.11-22
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    • 2000
  • Nonhysteretic infiltration in nonswelling soil is modelled by the Burgers equation under appropriate physical conditions. For this nonlinear partial differential equation the modal approximation scheme is used for estimating parameters such as soil water diffusivity and hydraulic conductivity. The parameter estimation convergence is proved, and numerical experiments are performed.

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수중 모래 퇴적물에서 차 주파수 음파를 이용한 비선형 변수 추정 (Estimation of Nonlinear Parameter in Water - saturated Sandy Sediment by using Difference Frequency Acoustic wave)

  • 김병남;이강일;윤석왕;최복경
    • 한국음향학회:학술대회논문집
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    • 한국음향학회 2004년도 추계학술발표대회논문집 제23권 2호
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    • pp.429-432
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    • 2004
  • Nonlinear acoustic responses of water-saturated sediments are very important to understand nonlinear phenomena of gassy ocean sediments. Especially, the second harmonic, the sum and the difference frequency acoustic waves in water-saturated sediments can provide practical criteria to estimate the nonlinear parameter of gassy sediments. In this paper, the difference frequency acoustic wave in water-saturated sandy sediment was observed in a water tank experiment with a pulse transmission technique. Its pressure level was 12 dB higher than the background noise level at a maximum undistorted driving pressure of source acoustic transducer. The experimental results were compared with a theoretical estimation of the parametric acoustic array. The nonlinear parameter of water-saturated sandy sediment was also estimated as 73 with their comparison. This value can be utilized as the background information to estimate gas void fraction in the water-saturated gassy sandy sediment.

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구조동특성해석을 위한 ARMAX 모형의 식별과 선형추정 알고리즘 (Identification of ARMAX Model and Linear Estimation Algorithm for Structural Dynamic Characteristics Analysis)

  • 최의중;이상조
    • 한국정밀공학회지
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    • 제16권7호
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    • pp.178-187
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    • 1999
  • In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

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Comparison of Parameter Estimation Methods in A Kappa Distribution

  • Park Jeong-Soo;Hwang Young-A
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.285-294
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    • 2005
  • This paper deals with the comparison of parameter estimation methods in a 3-parameter Kappa distribution which is sometimes used in flood frequency analysis. Method of moment estimation(MME), L-moment estimation(L-ME), and maximum likelihood estimation(MLE) are applied to estimate three parameters. The performance of these methods are compared by Monte-carlo simulations. Especially for computing MME and L-ME, three dimensional nonlinear equations are simplified to one dimensional equation which is calculated by the Newton-Raphson iteration under constraint. Based on the criterion of the mean squared error, L-ME (or MME) is recommended to use for small sample size( n$\le$100) while MLE is good for large sample size.

Function Approximation Based on a Network with Kernel Functions of Bounds and Locality : an Approach of Non-Parametric Estimation

  • Kil, Rhee-M.
    • ETRI Journal
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    • 제15권2호
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    • pp.35-51
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    • 1993
  • This paper presents function approximation based on nonparametric estimation. As an estimation model of function approximation, a three layered network composed of input, hidden and output layers is considered. The input and output layers have linear activation units while the hidden layer has nonlinear activation units or kernel functions which have the characteristics of bounds and locality. Using this type of network, a many-to-one function is synthesized over the domain of the input space by a number of kernel functions. In this network, we have to estimate the necessary number of kernel functions as well as the parameters associated with kernel functions. For this purpose, a new method of parameter estimation in which linear learning rule is applied between hidden and output layers while nonlinear (piecewise-linear) learning rule is applied between input and hidden layers, is considered. The linear learning rule updates the output weights between hidden and output layers based on the Linear Minimization of Mean Square Error (LMMSE) sense in the space of kernel functions while the nonlinear learning rule updates the parameters of kernel functions based on the gradient of the actual output of network with respect to the parameters (especially, the shape) of kernel functions. This approach of parameter adaptation provides near optimal values of the parameters associated with kernel functions in the sense of minimizing mean square error. As a result, the suggested nonparametric estimation provides an efficient way of function approximation from the view point of the number of kernel functions as well as learning speed.

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강우-유출모형을 이용한 실시간 홍수예측(I) : 이론과 모형화 (Real-Time Flood Forecasting Using Rainfall-Runoff Model(I) : Theory and Modeling)

  • 정동국;이길성
    • 물과 미래
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    • 제27권1호
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    • pp.89-99
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    • 1994
  • 현재까지 국내의 홍수예측업무는 과거에 수집된 자료집단을 이용한 변수추정에 의하여 시행되고 있으나, 최근 여러 가지 순환추정 알고리즘을 적용한 홍수예측 또는 변수추정에 관한 많은 연구가 이루어지고 있다. 본 논문은 실시간 홍수예측 및 변수추정에 관한 연구로서, 특히 강우-유출모형의 상태 및 매개변수의 동시추정에 관한 추계학적 현상을 고려하였다. 홍수예측에 관한 시스템은 $\phi$ 지수에 의한 유효강우의 산정과 지체효과를 고려한 n개의 비선형 저수지모형에 의한 홍수축적으로 구성하였다. 그리고 변수추정모형과 홍수추적 모형을 상호연계하여 변수를 포함하는 확대 상태-공간모형으로 상태 및 매개변수의 동시추정에 관한 시스템을 구성하였다. 상태-공간모형에 대한 상태 및 변수추정기법으로 GLS 추정과 MAP 추정에 대하여 비교 검토하였다. 모형의 식별을 위한 민감도 분석은 추정변수의 공분산 행렬을 사용하였다.

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대부하 정밀 표적지향 안정화 시스템의 비선형 제어기법 연구 (Nonlinear Control of High Precision Pointing Stabilization Systems with Heavy Loads)

  • 이대옥;강태하;김학성;박광웅
    • 한국군사과학기술학회지
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    • 제4권2호
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    • pp.157-178
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    • 2001
  • In this paper, the nonlinear control of high precision pointing stabilization system using feedback-linearization design methodology based on system parameter identification is discussed. Modern nonlinear servomechanism theory is adapted to cope with the hard nonlinearities inherent in the turret system. The mathematical models of electrical turret driving system to develop a high performance control algorithm are derived, and the parameter estimation algorithm identifying the unknown system parameters such as vicious and coulomb frictions, stiffness and inertia is developed. Through computer simulation and experiments, it is shown that pointing and tracking accuracy and stabilization against the wideband stochastic disturbance induced by vehicle running on the bump course are improved. Therefore, it is considered the proposed nonlinear control technique is effective in counteracting the nonlinearities and disturbances.

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