• 제목/요약/키워드: State-space method

검색결과 1,167건 처리시간 0.032초

기관투자자 거래가 주가지수 변동성에 미치는 영향 (The Effect of Institutional Investors' Trading on Stock Price Index Volatility)

  • 유한수
    • 산학경영연구
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    • 제19권1호
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    • pp.81-92
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    • 2006
  • 본 연구에서는 기관투자자의 순매수가 주가지수 변동성에 어떤 영향을 미치는가에 대해 분석하였다. 기존의 연구들에서는 관측변동성을 가지고 분석이 이루어져 왔는데 본 연구에서는 상태공간모형과 칼만필터링을 이용하여 관측변동성을 기본적 변동성과 일시적 변동성으로 분해하여 이들 각각의 변동성에 어떠한 영향을 주었는지를 연구하였다. 분석대상기간은 2000년 1월 4일부터 2005년 6월 30일까지로 하였으며 분석대상지수는 KOSPI이다. 기관투자자 순매수와 관측변동성의 관계에 대한 분석결과 기관투자자 순매수와 관측변동성은 유의한 관계가 없는 것으로 나타났으며 상태공간모형과 칼만필터링을 이용하여 구한 기본적 변동성과 일시적 변동성에 대해 분석 결과도 기본적 변동성, 일시적 변동성 모두 기관투자자 순매수와 유의한 관계가 없는 것으로 나타났다.

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전력선 통신을 이용한 에어컨 피크 전력 제어 시스템 개발 (Development of Air Conditioner Peak Electric Power Control System using Power Line Communication)

  • 한재용;이순흠
    • 전자공학회논문지SC
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    • 제46권5호
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    • pp.44-51
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    • 2009
  • 본 논문에서는 전력선 통신을 이용한 에어컨 피크 전력 제어 시스템을 개발하였다. 기존의 유선 RS-485통신 방식의 경우 별도의 통신 선로 설치가 필요하여 기존 건물에 설치하기 어려운 문제점과 무선 통신 방식의 경우 차폐된 공간에서는 설치가 용이하지 못한 문제점을 전력선 통신 방식을 채택하여 개선하였다. 기존에는 단상에만 적용된 것을 3상 4선식에도 적용할 수 있도록 개선하여 국내 모든 전기 환경에서 설치가 가능하도록 하였다. 전력선 통신을 이용한 타 시스템의 경우 전력선 모뎀을 별도로 부착하도록 되어 있으나 본 논문에서는 일체형으로 설계 구현하여 안정성 및 경제성을 높였다. 따라서 본 시스템의 가장 큰 장점인 설치의 용이성, 안전성과 경제성으로 인하여, 보다 확대 적용이 가능하여 에너지 절약이 절실히 필요한 현 시점에서 에어컨 피크 전력 관리 시스템의 활성화에 크게 기여 할 수 있을 것이다. 본 논문에서 구현된 시스템의 검증은 원격 에어컨 제어기 및 전력선 게이트웨이에 대한 설계 검증 시험과 전체 시스템의 필드 시험을 통해 성능 및 신뢰성의 우수함을 검증하였다.

미성숙 미니돼지에서 방사선과 초음파를 이용한 복부장기의 평가 (Evaluation of Normal Abdominal Organs by Diagnostic Imaging in the Premature Miniature Pig)

  • 장진화;정주현;오선경;최민철
    • 생명과학회지
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    • 제19권3호
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    • pp.417-421
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    • 2009
  • 4, 8, 12, 20 주령의 미성숙 미니돼지에서 방사선과 초음파를 이용하여 복부 주요 장기의 형태학적 특징을 살펴보았다. 방사선 검사는 전반적인 장기의 형태를 확인하는 데 이용되는 가장 기본적이고 단순한 방법이다. 기본 복부방사선 사진에서 이용되는 평가해야 할 항목들은 우선 전반적인 복부세부음영의 정도, 간, 위, 비장, 신장, 방광, 장들의 위치, 크기, 형태, 변연, 후복강 평가이다. 초음파 검사는 이러한 주요 장기들의 내부 실질을 평가하는 데 주로 사용된다. 미니돼지는 개와 고양이와 비교했을 때 유사한 소견을 가진 것을 확인하였다.

유연한 지지 구조와 유체 동압 베어링으로 지지되는 HDD의 회전 유연 디스크-스핀들 시스템에 대한 유한 요소 고유 진동 해석 (Finite Element Modal Analysis of a Spinning Flexible Disk-spindle System Supported by Hydro Dynamic Bearings and Flexible Supporting Structures in a HDD)

  • 한재혁;장건희
    • 한국소음진동공학회논문집
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    • 제15권3호
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    • pp.251-258
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    • 2005
  • The free vibration of a spinning flexible disk-spindle system supported by hydro dynamic bearings (HDB) in an HDD is analyzed by FEM. The spinning flexible disk is described using Kirchhoff plate theory and von Karman non-linear strain, and its rigid body motion is also considered. It is discretized by annular sector element. The rotating spindle which includes the clamp, hub, permanent magnet and yoke, is modeled by Timoshenko beam including the gyroscopic effect. The flexible supporting structure with a complex shape which includes stator core, housing, base plate, sleeve and thrust pad is modeled by using a 4-node tetrahedron element with rotational degrees of freedom to satisfy the geometric compatibility. The dynamic coefficients of HDB are calculated from the HDB analysis program, which solves the perturbed Reynolds equation using FEM. Introducing the virtual nodes and the rigid link constraints defined in the center of HDB, beam elements of the shaft are connected to the solid elements of the sleeve and thrust pad through the spring and damper element. The global matrix equation obtained by assembling the finite element equations of each substructure is transformed to the state-space matrix-vector equation, and the associated eigen value problem is solved by using the restarted Arnoldi iteration method. The validity of this research is verified by comparing the numerical results of the natural frequencies with the experimental ones. Also the effect of supporting structures to the natural modes of the total HDD system is rigorously analyzed.

Chaotic particle swarm optimization in optimal active control of shear buildings

  • Gharebaghi, Saeed Asil;Zangooeia, Ehsan
    • Structural Engineering and Mechanics
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    • 제61권3호
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    • pp.347-357
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    • 2017
  • The applications of active control is being more popular nowadays. Several control algorithms have been developed to determine optimum control force. In this paper, a Chaotic Particle Swarm Optimization (CPSO) technique, based on Logistic map, is used to compute the optimum control force of active tendon system. A chaotic exploration is used to search the solution space for optimum control force. The response control of Multi-Degree of Freedom (MDOF) shear buildings, equipped with active tendons, is introduced as an optimization problem, based on Instantaneous Optimal Active Control algorithm. Three MDOFs are simulated in this paper. Two examples out of three, which have been previously controlled using Lattice type Probabilistic Neural Network (LPNN) and Block Pulse Functions (BPFs), are taken from prior works in order to compare the efficiency of the current method. In the present study, a maximum allowable value of control force is added to the original problem. Later, a twenty-story shear building, as the third and more realistic example, is considered and controlled. Besides, the required Central Processing Unit (CPU) time of CPSO control algorithm is investigated. Although the CPU time of LPNN and BPFs methods of prior works is not available, the results show that a full state measurement is necessary, especially when there are more than three control devices. The results show that CPSO algorithm has a good performance, especially in the presence of the cut-off limit of tendon force; therefore, can widely be used in the field of optimum active control of actual buildings.

Discharge Capacity Fading of LiCoyMn2-yO4 with Cycling

  • Kwon, Ik-Hyun;Song, Myoung-Youp
    • 한국세라믹학회지
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    • 제40권7호
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    • pp.620-624
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    • 2003
  • LiCo$_{y}$Mn$_{2-y}$O$_4$ samples were synthesized by calcining a mixture of LiOH.$H_2O$, MnO$_2$ (CMD) and CoCO$_3$ calcining at 40$0^{\circ}C$ for 10 h and then calcining twice at 75$0^{\circ}C$ for 24 h in air with intermediate grinding. All the synthesized samples exhibited XRD patterns for the cubic spinel phase with a space group Fd(equation omitted)m. The electrochemical cells were charged and discharged for 30 cycles at a current density 600 $mutextrm{A}$/$\textrm{cm}^2$ between 3.5 and 4.3 V. As the value of y increases, the size of particles becomes more homogeneous. The first discharge capacity decreases as the value of y increases, its value for y=0.00 being 92.8 mAh/g. The LiMn$_2$O$_4$ exhibits much better cycling performance than that reported earlier. The cycling performance increases as the value of y increases. The efficiency of discharge capacity is 98.9% for y=0.30. The larger lattice parameter for the smaller value of y is related to the larger discharge capacity. The more quantity of the intercalated and the deintercalated Li in the sample with the larger discharge capacity brings about the larger capacity fading rate.ate.

중·저온 영역 SOFC용 고체 전해질로의 응용을 위한 Bi가 첨가된 아파타이트형 란타늄 실리케이트의 전기적 특성 (Electrical Properties of Bi-doped Apatite-type Lanthanum Silicates Materials for SOFCs)

  • 김대영;정광호;이성갑
    • 한국전기전자재료학회논문지
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    • 제25권6호
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    • pp.486-490
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    • 2012
  • $La_{7.33}Bi_2(SiO_4)_6O_2$ specimens were fabricated by standard solid-state synthesis route for solid oxide electrolytes. The calcined powders exhibited uniform particles with a mean particle size of about $28{\mu}m$. The room-temperature structure of $La_{7.33}Bi_2(SiO_4)_6O_2$ specimens was analyzed as hexagonal, space group P63 or P63/m, and the unit cell volume increased with increase a sintering temperature. The specimens sintered at $1,175^{\circ}C$ showed X-ray patterns of homogeneous apatite single phase without the second phase such as $La_2Si_2O_7$ and $La_2SiO_5$. The specimen sintered at $1,175^{\circ}C$ showed the maximum sintered density of 5.49 $g/cm^3$. Increasing the sintering temperature, total conductivities increased, activation energy decreased and the values were $1.98{\times}10^{-5}Scm-1$ and 1.23 eV, respectively.

Lyapunov-based Semi-active Control of Adaptive Base Isolation System employing Magnetorheological Elastomer base isolators

  • Chen, Xi;Li, Jianchun;Li, Yancheng;Gu, Xiaoyu
    • Earthquakes and Structures
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    • 제11권6호
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    • pp.1077-1099
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    • 2016
  • One of the main shortcomings in the current passive base isolation system is lack of adaptability. The recent research and development of a novel adaptive seismic isolator based on magnetorheological elastomer (MRE) material has created an opportunity to add adaptability to base isolation systems for civil structures. The new MRE based base isolator is able to significantly alter its shear modulus or lateral stiffness with the applied magnetic field or electric current, which makes it a competitive candidate to develop an adaptive base isolation system. This paper aims at exploring suitable control algorithms for such adaptive base isolation system by developing a close-loop semi-active control system for a building structure equipped with MRE base isolators. The MRE base isolator is simulated by a numerical model derived from experimental characterization based on the Bouc-Wen Model, which is able to describe the force-displacement response of the device accurately. The parameters of Bouc-Wen Model such as the stiffness and the damping coefficients are described as functions of the applied current. The state-space model is built by analyzing the dynamic property of the structure embedded with MRE base isolators. A Lyapunov-based controller is designed to adaptively vary the current applied to MRE base isolator to suppress the quake-induced vibrations. The proposed control method is applied to a widely used benchmark base-isolated structure by numerical simulation. The performance of the adaptive base isolation system was evaluated through comparison with optimal passive base isolation system and a passive base isolation system with optimized base shear. It is concluded that the adaptive base isolation system with proposed Lyapunov-based semi-active control surpasses the performance of other two passive systems in protecting the civil structures under seismic events.

수평형 타워크레인 텔레스코핑 작업의 자동화를 위한 개념 모델 및 요소기술 분석 (Analysis of Conceptual Models and State-of-the-Art Technologies for the Automation of Telescoping Work in Horizontal Tower Cranes)

  • 이상호;김영석;이정호
    • 대한토목학회논문집
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    • 제31권5D호
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    • pp.705-717
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    • 2011
  • 타워크레인은 건설현장의 전체 자재인양 중 약 50%의 물량을 인양하는 양중 장비로 그 수는 빠른 속도로 증가하고 있으나, 건설현장에서의 소홀한 안전관리로 타워크레인 관련 안전사고는 매년 지속적으로 발생되고 있는 실정이다. 특히, 텔레스코핑 작업은 타워크레인 설치단계에서 텔레스코핑 케이지를 유압으로 상승시킨 후 생긴 빈 공간에 새로운 마스트를 삽입하여 요구 높이까지 상승시키는 작업으로 고소에서 다수의 작업자가 동시에 작업을 실시하여 추락 및 낙하의 위험성이 존재하는 등 타 작업에 비해 재해사례 비중이 가장 높은 것으로 분석되었다. 본 연구의 목적은 타워크레인 작업 중 특히 위험성이 높은 것으로 조사 및 분석된 텔레스코핑 작업의 안전성 및 생산성을 향상시킬 수 있는 타워크레인 텔레스코핑 자동화기술의 개념모델을 제안하고 이에 대한 안전성 측면에서의 잠재적 성능을 분석함으로써 향후 타워크레인 텔레스코핑 자동화기술 실물 제작을 위한 원천자료를 제공하는 것이다.

유연한 지지 구조와 유체 동압 베어링으로 지지되는 HDD의 회전 유연 디스크-스핀들 시스템에 대한 유한 요소 고유 진동 해석 (Finite Element Modal Analysis of a Spinning Flexible Disk-Spindle System Supported by Hydro Dynamic Bearings and Flexible Supporting Structures In a HDD)

  • 한재혁;장건희
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2003년도 추계학술대회논문집
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    • pp.572-578
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    • 2003
  • The free vibration of a spinning flexible disk-spindle system supported by hydro dynamic bearings in a HDD is analyzed by FEM. The spinning flexible disk is described using Kirchhoff plate theory and von Karman non-linear strain, and its rigid body motion is also considered. It is discretized by annular sector element. The rotating spindle which includes the clamp, hub, permanent magnet and yoke, is modeled by Timoshenko beam including the gyroscopic effect. The flexible supporting structure with a complex shape which includes stator core, housing, base plate, sleeve and thrust pad is modeled by using a 4-node tetrahedron element with rotational degrees of freedom to satisfy the geometric compatibility. The dynamic coefficients of HDB are calculated from the HDB analysis program, which solves the perturbed Raynolds equation using FEM. Introducing the virtual nodes and the rigid link constraints defined in the center of HDB, beam elements of the shaft are connected to the solid elements of the sleeve and thrust pad through the spring and damper element. The global matrix equation obtained by assembling the finite element equations of each substructure is transformed to the state-space matrix-vector equation, and the associated eigenvalue problem is solved by using the restarted Arnoldi iteration method. The validity of this research is verified by comparing the numerical results of the natural frequencies with the experimental ones. Also the effect of supporting structures to the natural modes of the total HDD system is rigorously analyzed.

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