• 제목/요약/키워드: Time-varying parameter

검색결과 373건 처리시간 0.025초

A Study on Rudder-Roll Stabilization System Design for Ship with Varying Ship Speed (선박 주행속도 변화를 고려한 Rudder-Roll Stabilization System 설계에 관한 연구)

  • Kim, Young-Bok;Chea, Gyu-Hoon
    • Journal of Institute of Control, Robotics and Systems
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    • 제8권5호
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    • pp.363-372
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    • 2002
  • In ship operation, the roll motions can seriously degrade the performance of mechanical and personnel effectiveness. So many studies for the roll stabilization system design have been performed and good results have been achieved. In many studies, the stabilizing fins are used. Recently rudders, which have been extensively modified, have been used exclusively to stabilize the roll. But, in the roll stabilization control system, the control performance is very sensitive to the ship speed. So, we can see that it is important to consider the ship speed in the rudder roll control system design. The gain-scheduling control technique is very useful in the control problem incorporating time varying parameters which can be measured in real time. Based on this fact, in this paper we examine the;$H_{\infty}$-Gain Scheduling control design technique. Therefore, we assume that a parameter, the ship speed which can be estimated in real time, is varying and apply the gain-scheduling control technique to design the course keeping and anti-rolling control system far a ship. In this control system, the controller dynamics is adjusted in real-time according to time-varying plant parameters. The simulation result shows that the proposed control strategy is shown to be useful for cases when the ship speed is varying and robust to disturbances like wind and wave.

The Risk-Return Relationship in Crude Oil Markets during COVID-19 Pandemic: Evidence from Time-Varying Coefficient GARCH-in-Mean Model

  • HONGSAKULVASU, Napon;LIAMMUKDA, Asama
    • The Journal of Asian Finance, Economics and Business
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    • 제7권10호
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    • pp.63-71
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    • 2020
  • In this paper, we propose the new time-varying coefficient GARCH-in-Mean model. The benefit of our model is to allow the risk-return parameter in the mean equation to vary over time. At the end of 2019 to the beginning of 2020, the world witnessed two shocking events: COVID-19 pandemic and 2020 oil price war. So, we decide to use the daily data from December 2, 2019 to May 29, 2020, which cover these two major events. The purpose of this study is to find the dynamic movement between risk and return in four major oil markets: Brent, West Texas Intermediate, Dubai, and Singapore Exchange, during COVID-19 pandemic and 2020 oil price war. For the European oil market, our model found a significant and positive risk-return relationship in Brent during March 26-April 21, 2020. For the North America oil market, our model found a significant positive risk return relationship in West Texas Intermediate (WTI) during March 12-May 8, 2020. For the Middle East oil market, we found a significant and positive risk-return relationship in Dubai during March 12-April 14, 2020. Lastly, for the South East Asia oil market, we found a significant positive risk return relationship in Singapore Exchange (SGX) from March 9-May 29, 2020.

The Determinants and their Time-Varying Spillovers on Liquefied Natural Gas Import Prices in China Based on TVP-FAVAR Model

  • Ying Huang;Yusheng Jiao
    • Journal of Information Processing Systems
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    • 제20권1호
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    • pp.93-104
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    • 2024
  • China is playing more predominant role in the liquefied natural gas (LNG) market worldwide and LNG import price is subject to various factors both at home and abroad. Nevertheless, previous studies rarely heed a multiple of factors. A time-varying parameter factor augmented vector auto-regression (TVP-FAVAR) model is adopted to discover the determinants of China's LNG import price and their dynamic impacts from January 2012 to December 2021. According to the findings, market fundamentals have a greater impact on the import price of natural gas in China than overall economic demand, financial considerations, and world oil prices. The primary determinants include domestic gas consumption, consumer confidence and other demand-side information. Then, there are diverse and time-varying spillover effects of the four common determinants on the volatility of China's LNG import price at different intervals and time nodes. The price volatility is more sensitive and long-lasting to domestic natural gas pricing reform than other negative shocks such as the Sino-US trade war and the COVID-19 pandemic. The results in this study further proves the importance of domestic natural gas market liberalization. China ought to do more to support the further marketization of natural gas prices while working harder to guarantee natural gas supplies.

Online Estimation of Rotational Inertia of an Excavator Based on Recursive Least Squares with Multiple Forgetting

  • Oh, Kwangseok;Yi, Kyong Su;Seo, Jaho;Kim, Yongrae;Lee, Geunho
    • Journal of Drive and Control
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    • 제14권3호
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    • pp.40-49
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    • 2017
  • This study presents an online estimation of an excavator's rotational inertia by using recursive least square with forgetting. It is difficult to measure rotational inertia in real systems. Against this background, online estimation of rotational inertia is essential for improving safety and automation of construction equipment such as excavators because changes in inertial parameter impact dynamic characteristics. Regarding an excavator, rotational inertia for swing motion may change significantly according to working posture and digging conditions. Hence, rotational inertia estimation by predicting swing motion is critical for enhancing working safety and automation. Swing velocity and damping coefficient were used for rotational inertia estimation in this study. Updating rules are proposed for enhancing convergence performance by using the damping coefficient and forgetting factors. The proposed estimation algorithm uses three forgetting factors to estimate time-varying rotational inertia, damping coefficient, and torque with different variation rates. Rotational inertia in a typical working scenario was considered for reasonable performance evaluation. Three simulations were conducted by considering several digging conditions. Presented estimation results reveal the proposed estimation scheme is effective for estimating varying rotational inertia of the excavator.

Design of a Variable Structure Controller Using Nonlinear Fuzzy Sliding Surfaces (비선형 퍼지 슬라이딩면을 이용한 가변구조 제어기의 설계)

  • 이희진;손홍엽;김은태;조영환;박민용
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 한국퍼지및지능시스템학회 1997년도 추계학술대회 학술발표 논문집
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    • pp.449-452
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    • 1997
  • In this paper, we suggest a variable structure controller using the time-varying nonlinear sliding surface instead of the fixed sliding surface, which has been the robustness against parameter variations and extraneous disturbance during the reaching phase. As appling TS fuzzy algorithm to the regulation of the nonlinear sliding surface, the reaching time of the system trajectory is faster than the fixed method . This proposed scheme has better performance than the conventional method in reaching time parameter variation and extraneous disturbance. To demonstrate its performance, the proposed control algorithm is applied to a rotational inverted pendulum.

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Robust and Non-fragile $H^{i~}$ State Feedback Controller Design for Time Delay Systems

  • Cho, Sang-Hyun;Kim, Ki-Tae;Park, Hong-Bae
    • International Journal of Control, Automation, and Systems
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    • 제1권4호
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    • pp.503-510
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    • 2003
  • This paper describes the synthesis of robust and non-fragile $H^{i~}$state feedback controllers for linear varying systems with time delay and affine parameter uncertainties, as well as static state feedback controller with structural uncertainty. The sufficient condition of controller existence, the design method of robust and non-fragile $H^{i~}$static state feedback controller, and the region of controllers satisfying non-fragility are presented. Also, using some change of variables and Schur complements, the obtained conditions can be rewritten as parameterized Linear Matrix Inequalities (PLMIs), that is, LMIs whose coefficients are functions of a parameter confined to a compact set. We show that the resulting controller guarantees the asymptotic stability and disturbance attenuation of the closed loop system in spite of time delay and controller gain variations within a resulted polytopic region.

STUDY ON THE OPERATING CONDITION AND STABILITY OF CONTROL SYSTEM IN THE SPACE OF ADJUSTING PARAMETERS (조정파라미터 공간에서의 제어계 동작점과 안정성에 관한 연구)

  • 최순만
    • Journal of Advanced Marine Engineering and Technology
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    • 제24권4호
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    • pp.470-477
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    • 2000
  • The states of control loops in existing actual systems are changed according to time varying conditions of controllest process and other system components. Adjusting control parameters properly at site which is performed generally by Ziegler & Nichols mthod is important for safe and efficient operation, but the method may require much time to adjust and not easy to inexperienced engineers. This study is aimed to propose more handy method to adjust control parameters by plotting operating conditions on the space of adjusting parameters. One loop of model control system without perturbation condition has been adopted and its stability limit was plotted on the coordinates of Gain and Integral time which was acquired after analyzing Nyquist diagrams and time domain responses. The result showed that the sets of adjusting parameters according to critical stability and proper stability could be acquired reasonably through both responses and the curves on parameter space revealed available patterns for the purpose of easy maintenance of control characteristics.

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Design of Robust Guaranteed Cost State Feedback Controller for Uncertain Discrete-time Singular Systems using LMI (선형행렬부등식을 이용한 불확실성 이산시간 특이시스템의 강인 보장비용 상태궤환 제어기 설계)

  • Kim, Jong-Hae
    • The Transactions of The Korean Institute of Electrical Engineers
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    • 제57권8호
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    • pp.1429-1433
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    • 2008
  • In this paper, we consider the design method of robust guaranteed cost controller for discrete-time singular systems with norm-bounded time-varying parameter uncertainty. In order to get the optimum(minimum) value of guaranteed cost, an optimization problem is given by linear matrix inequality (LMI) approach. The sufficient condition for the existence of controller and the upper bound of guaranteed cost function are proposed in terms of strict LMIs without decompositions of system matrices. Numerical examples are provided to show the validity of the presented method.

Residual capacity assessment of in-service concrete box-girder bridges considering traffic growth and structural deterioration

  • Yuanyuan Liu;Junyong Zhou;Jianxu Su;Junping Zhang
    • Structural Engineering and Mechanics
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    • 제85권4호
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    • pp.531-543
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    • 2023
  • The existing concrete bridges are time-varying working systems, where the maintenance strategy should be planned according to the time-varying performance of the bridge. This work proposes a time-dependent residual capacity assessment procedure, which considers the non-stationary bridge load effects under growing traffic and non-stationary structural deterioration owing to material degradations. Lifetime bridge load effects under traffic growth are predicated by the non-stationary peaks-over-threshold (POT) method using time-dependent generalized Pareto distribution (GPD) models. The non-stationary structural resistance owing to material degradation is modeled by incorporating the Gamma deterioration process and field inspection data. A three-span continuous box-girder bridge is illustrated as an example to demonstrate the application of the proposed procedure, and the time-varying reliability indexes of the bridge girder are calculated. The accuracy of the proposed non-stationary POT method is verified through numerical examples, where the shape parameter of the time-varying GPD model is constant but the threshold and scale parameters are polynomial functions increasing with time. The case study illustrates that the residual flexural capacities show a degradation trend from a slow decrease to an accelerated decrease under traffic growth and material degradation. The reliability index for the mid-span cross-section reduces from 4.91 to 4.55 after being in service for 100 years, and the value is from 4.96 to 4.75 for the mid-support cross-section. The studied bridge shows no safety risk under traffic growth and structural deterioration owing to its high design safety reserve. However, applying the proposed numerical approach to analyze the degradation of residual bearing capacity for bridge structures with low safety reserves is of great significance for management and maintenance.

A Study on Office Rental Cycle and Time-Varying Regression Parameters of Rental Determinants in Hedonic Price Model (오피스 임대료 하락기 및 상승기의 임대료 결정모형 회귀모수의 변화 - 서울시 강남과 도심권역을 중심으로 -)

  • Choi, Jonggeun;Kim, Suhkyong
    • Journal of the Korean Regional Science Association
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    • 제34권1호
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    • pp.3-17
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    • 2018
  • This paper empirically investigates time-varying regression parameter of hedonic price model for Seoul office rental market in distinct periods of a market cycle. Office rental index is constructed and the index indicates that the global financial crisis differentiates the analysis period into decline stage and recovery stage. Pre-crisis period is classified into decline stage and post-crisis is classified into recovery stage. Structural break-point test suggests structural change of hedonic model of rent determinants occurred in 2008. Evidence indicates that individual regression parameters of hedonic price model for decline stage are significantly different from those for recovery stage. Changes in the regression parameters of land price, distance to metro, building size, building age, and conversion rate are consistent. In recovery stage, the effect of locational advantage on office rent decreases whereas the effect of building characteristics on the rent increases.