• 한국국방경영분석학회지
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• 제8권1호
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• pp.71-76
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• 1982

A procedure is established for combining a regression model and a time series model to fit to a set of autocorrelated data. This procedure is based on an iterative method to compute regression parameter estimates and time series parameter estimates simultaneously. The time series model which is discussed is basically AR(p) model, since MA(q) model or ARMA(p,q) model can be inverted to AR({$\infty$) model which can be approximated by AR(p) model. The procedure discussed in this articled is applied in general to any combination of regression model and time series model.

• 전자공학회논문지SC
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• 제40권4호
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• pp.251-263
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• 2003

본 논문에서는 연속시간과 이산시간에서 파라미터 불확실성을 가지는 선형 시불변 특이시스템에 대한 Η₂제어기 존재조건과 설계방법을 행렬부등식으로 제안한다. 먼저, 연속시간의 경우에는 Η₂제어기가 존재하기 위한 필요충분조건과 설계방법을 선형행렬부등식(linear matrix inequality)으로 제시하고, 이산시간의 경우에는 Η₂제어기가 존재하기 위한 충분조건과 설계방법을 행렬부등식으로 제시한다. 마지막으로 연속시간과 이산시간 각각의 경우에서, 파라미터 불확실성을 고려하여 제시한 조건들을 견실 Η₂제어문제로 확장하고, 간단한 예제를 통해 제시한 조건의 타당성을 검토해 본다.

• 산업경영시스템학회지
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• 제30권3호
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• pp.103-108
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• 2007

This paper presents the conceptual framework for estimating and predicting system's susceptibility to failure as function of condition parameter value which is representing the current status of performance measure using on-line performance reliability. The performance of such system depends on one parameter with a probability distribution that degrades with time gracefully. Performance reliability represents the probability that physical performance will remain satisfactory over a finite period of time or usage cycles in the future. An empirical physical performance function is constructed to incorporate explanatory variables (operating and environmental conditions) over a time or usage dimension. This function enables one to model device performance and the associated classical reliability measures simultaneously, in the performance domain and time domain. The conditional performance reliability structure developed represents a tool to predict system performance over time or usage for next usage period. By enabling such a framework, it can bring us more efficient planning and execution in system's operation control as well as maintenance to reduce costs and/or increase profits.

• 한국소성가공학회:학술대회논문집
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• 한국소성가공학회 1994년도 추계학술대회 논문집
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• pp.74-79
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• 1994

The log-log presentation of stress versus Larson-Miller parameter is obtained by uniaxial tensile test instead of the long time creep test. The used material for example calculations is SUS304 stainless steel. The temperature of the uniaxial tensile test can be determined by the Larson-Miller parameter of the design stress and the 0.1hr's rupture time of the uniaxial tensile test. The rupture time at the design temperature and stress can be determined by the Larson-Miller parameter of the stress. The average creep rate is the total deformation of the tensile test divided by the rupture time at the design stress and temperature. The liner trend and the order of the data of the average creep rate by this method is almost same as that of experimental results.

• Transactions on Control, Automation and Systems Engineering
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• 제2권3호
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• pp.175-181
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• 2000

This paper investigates the robust nonlinear H$_{\infty}$ filter with FIR(Finite Impulse Response) structure for nonlinear discrete time-varying uncertain systems represented by the state-space model having parameter uncertainty. Firstly, when there is no parameter uncertainty in the system, the discrete-time nominal nonlinear H$_{\infty}$ FIR filter is derived by using the equivalence relationship between the FIR filter and the recursive filter, which corresponds to the standard nonlinear H$_{\infty}$ filter. Secondly, when the system has the parameter uncertainty, the robust nonlinear H$_{\infty}$ FIR filter is proposed for the discrete-time nonlinear uncertain systems.

• 대한전기학회논문지
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• 제41권9호
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• pp.1021-1030
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• 1992

When using a least squares estimator with exponential forgetting factor to identify continuous-time deterministic system, the problem of determining minimum eigenvalue is described in this paper. It is well known fact that the convergence rate of parameter estimates relies on various factors consisting of the estimator and especially, theirproperties can be directly affected by all eigenvalues in the parameter error differential equation. Fortunately, there exists only one adjusting eigenvalue in the given estimator and then, the parameter convergence rates depend on this minimum eigenvalue. In this note, a new result to determine the minimum eigenvalue is proposed. Under the assumption that the input has as many spectral lines as the number of parameter estimates, it can be proven that the minimum eigenvalue converges to a constant value, which is a function of the forgetting factor and the parameter estimates number.

• 대한전기학회논문지
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• 제36권8호
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• pp.594-602
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• 1987

This paper proposes a new method of reducing the processing time and the size of consummimg memories in Hough transform. In this method, only the functional patterns are considered. The candidate points which are accumulated into the parameter space are computed in a many-to-one fashion and the parameter space is quantized dynamically to maintain a fine precision where it is needed. And a coarse-to-fine extraction method is used to reduce the processing time. The many-to-one fashional computation results in a relatively high-densed accumulation of candidate points around the parameter points corresponding to the image patterns in the image space. So, the dynamic quantization procedure can be simplified and the local maxima can be determined easily. And more effective reduction can be obtained as the dimension of parameter space is increased.

• International Journal of Control, Automation, and Systems
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• 제5권2호
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• pp.170-183
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• 2007

This paper presents a delay-dependent approach to robust filtering for linear parameter-varying (LPV) systems with discrete and distributed time-invariant delays in the states and outputs. It is assumed that the state-space matrices affinely depend on parameters that are measurable in real-time. Some new parameter-dependent delay-dependent stability conditions are established in terms of linear matrix inequalities (LMIs) such that the filtering process remains asymptotically stable and satisfies a prescribed $H_{\infty}$ performance level. Using polynomially parameter-dependent quadratic (PPDQ) functions and some Lagrange multiplier matrices, we establish the parameter-independent delay-dependent conditions with high precision under which the desired robust $H_{\infty}$ filters exist and derive the explicit expression of these filters. A numerical example is provided to demonstrate the validity of the proposed design approach.

• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.651-662
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• 2017

We propose an alternative procedure to select penalty parameter in $L_1$ penalized robust regression. This procedure is based on marginalization of prior distribution over the penalty parameter. Thus, resulting objective function does not include the penalty parameter due to marginalizing it out. In addition, its estimating algorithm automatically chooses a penalty parameter using the previous estimate of regression coefficients. The proposed approach bypasses cross validation as well as saves computing time. Variable-wise penalization also performs best in prediction and variable selection perspectives. Numerical studies using simulation data demonstrate the performance of our proposals. The proposed methods are applied to Boston housing data. Through simulation study and real data application we demonstrate that our proposals are competitive to or much better than cross-validation in prediction, variable selection, and computing time perspectives.

• 전자공학회논문지SC
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• 제47권4호
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• pp.1-6
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• 2010

본 논문에서는 상태에 시변 시간지연과 폴리토픽 변수 불확실성을 가지는 특이시스템을 위한 새로운 지연 종속 및 변수 종속 강인 안정성 조건을 제시한다. 새로운 변수종속 리아푸노프 함수를 기반으로 구한 강인 안정성 조건은 볼록최적화가 가능한 선형행렬부등식으로 나타난다. 제안하는 조건은 비특이시스템과 특이시스템의 강인 안정성 문제에 동시에 적용가능한 일반적인 알고리듬이다. 수치예제를 통하여 제시한 강인 안정성 조건의 타당성을 보이고, 기존의 비특이시스템의 결과들과의 비교를 통하여 제안한 조건이 덜 보수적임을 확인한다.