• Title/Summary/Keyword: exact closed form

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ESTIMATION OF NON-INTEGRAL AND INTEGRAL QUADRATIC FUNCTIONS IN LINEAR STOCHASTIC DIFFERENTIAL SYSTEMS

  • Song, IL Young;Shin, Vladimir;Choi, Won
    • Korean Journal of Mathematics
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    • v.25 no.1
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    • pp.45-60
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    • 2017
  • This paper focuses on estimation of an non-integral quadratic function (NIQF) and integral quadratic function (IQF) of a random signal in dynamic system described by a linear stochastic differential equation. The quadratic form of an unobservable signal indicates useful information of a signal for control. The optimal (in mean square sense) and suboptimal estimates of NIQF and IQF represent a function of the Kalman estimate and its error covariance. The proposed estimation algorithms have a closed-form estimation procedure. The obtained estimates are studied in detail, including derivation of the exact formulas and differential equations for mean square errors. The results we demonstrate on practical example of a power of signal, and comparison analysis between optimal and suboptimal estimators is presented.

Inference on Overlapping Coefficients in Two Exponential Populations Using Ranked Set Sampling

  • Samawi, Hani M.;Al-Saleh, Mohammad F.
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.147-159
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    • 2008
  • We consider using ranked set sampling methods to draw inference about the three well-known measures of overlap, namely Matusita's measure $\rho$, Morisita's measure $\lambda$ and Weitzman's measure $\Delta$. Two exponential populations with different means are considered. Due to the difficulties of calculating the precision or the bias of the resulting estimators of overlap measures, because there are no closed-form exact formulas for their variances and their exact sampling distributions, Monte Carlo evaluations are used. Confidence intervals for those measures are also constructed via the bootstrap method and Taylor series approximation.

Equivalent Image Method for the Analysis of Electrostatic Problems

  • Kim, Eui-Joong;Lee, Young-Soon;Kim, Kun-Woo;Cho, Young-Ki
    • Journal of electromagnetic engineering and science
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    • v.3 no.1
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    • pp.72-76
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    • 2003
  • For the purpose of numerically efficient analysis for electrostatic problems, an improved equivalent image method, by which infinite exact image of a point charge in parallel-plate and rectangular conducting structures can be replaced by only a few equivalent images, is considered. Through this study, it is observed that the error is of the order of 0.001 % when the present method is used to evaluate electric potential for a point charge in parallel-plate and rectangular conducting planes.

Vibration Analysis of Multi-Span Timoshenko Beams Due to Moving Loads (여러 스팬을 갖는 티모센코 보 구조물의 이동하중에 의한 진동 해석)

  • Hong, Seong-Uk;Kim, Jong-Uk
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.23 no.11 s.170
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    • pp.2058-2066
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    • 1999
  • The present paper proposes a new dynamic analysis method for multi-span Timoshenko beam structures supported by joints with damping subject to moving loads. An exact dynamic element matrix method is adopted to model Timoshenko beam structures. A generalized modal analysis method is applied to derive response formulae for beam structures subject to moving loads. The proposed method offers an exact and closed form solution. Two numerical examples are provided for validating and illustrating the proposed method. In the first numerical example, a single span beam with multiple moving loads is considered. A dynamic analysis on a multi-span beam under a moving load is considered as the second example, in which the flexibility and damping of supporting joints are taken into account. The numerical study proves that the proposed method is useful for the vibration analysis of multi-span beam-hype structures by moving loads.

A Generalized Modal Analysis for Multi-Stepped, Distributed-Parameter Rotor-Bearing Systems (다단 연속 회전체 베어링 계의 일반화된 모드 해석)

  • 박종혁;홍성욱
    • Journal of KSNVE
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    • v.9 no.3
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    • pp.525-534
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    • 1999
  • The present paper proposes a generalized modal analysis procedure for non-uniform, distributed-parameter rotor-bearing systems. An exact element matrix is derived for a Timoshenko shaft model which contains rotary inertia, shear deformation, gyroscopic effect and internal damping. Complex coordinates system is adopted for the convenience in formulation. A generalized orthogonality condition is provided to make the modal decomposition possible. The generalized modal analysis by using a modal decomposition delivers exact and closed form solutions both for frequency and time responses. Two numerical examples are presented for illustrating the proposed method. The numerical study proves that the proposed method is very efficient and useful for the analysis of distributed-parameter rotor-bearing systems.

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A New Formula to Predict the Exact Detection Probability of a Generalized Order Statistics CFAR Detector for a Correlated Rayleigh Target

  • Kim, Chang-Joo
    • ETRI Journal
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    • v.16 no.2
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    • pp.15-25
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    • 1994
  • In this paper we present a new formula which can predict the exact detection probability of a generalized order statistics (GOS) constant false alarm rate (DFAR) detector for a partially correlated Rayleigh target model (0 < $ \rho$< 1) in a closed form, where $\rho$ is the correlation coefficient between returned pulses. By simply substituting a set of specific coefficient into the derived formula, one can obtain the detection probability of any kind of CFAR detector. Detectors may include the order statistics CFAR detector, the censored mean level detector, and the trimmed mean CFAR detector, but are not necessarily restricted to them. The numerical result for the first order Markov correlation model as applied to some of the detectors shows that as $\rho$ increases from zero to one, higher signal-to-noise ratio is required to achieve the same detection probability.

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Exact and complete fundamental solutions for penny-shaped crack in an infinite transversely isotropic thermoporoelastic medium: mode I problem

  • LI, Xiang-Yu;Wu, J.;Chen, W.Q.;Wang, Hui-Ying;Zhou, Z.Q.
    • Structural Engineering and Mechanics
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    • v.42 no.3
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    • pp.313-334
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    • 2012
  • This paper examines the problem of a penny-shaped crack in a thermoporoelastic body. On the basis of the recently developed general solutions for thermoporoelasticity, appropriate potentials are suggested and the governing equations are solved in view of the similarity to those for pure elasticity. Exact and closed form fundamental solutions are expressed in terms of elementary functions. The singularity behavior is then discussed. The present solutions are compared with those in literature and an excellent agreement is achieved. Numerical calculations are performed to show the influence of the material parameters upon the distribution of the thermoporoelastic field. Due to its ideal property, the present solution is a natural benchmark to various numerical codes and simplified analyses.

Exact Error and Outage Probability Formulas for Alamouti Space Time Code 2 $\times$ J

  • Kong, Hyung-Yun;Khuong, Ho-Van;Nam, Doo-Hee
    • Journal of Communications and Networks
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    • v.9 no.2
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    • pp.177-184
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    • 2007
  • Alamouti space-time code (STC) is a part of the UMTS-WCDMA standard. However, up to the best of our knowledge no exact closed-form outage and bit error probability (BEP) formulas for this famous code exists. Evaluating its performance through simulations is time-consuming and therefore, there should be analytical performance graphs to serve as a reference which are derived in this paper for coherently MPSK-modulated data. Additionally, analytical results take into account different channel fading levels from transmit antennas to receive ones.

Formulae for the frequency equations of beam-column system carrying a fluid storage tank

  • El-Sayed, Tamer. A.;Farghaly, Said. H.
    • Structural Engineering and Mechanics
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    • v.73 no.1
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    • pp.83-95
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    • 2020
  • In this work, a mathematical model of beam-column system carrying a double eccentric end mass system is investigated, and solved analytically based on the exact solution analysis. The model considers the case in which the double eccentric end mass is a rigid storage tank containing fluid. Both Timoshenko and Bernoulli-Euler beam bending theories are considered. Equation of motion, general solution and boundary conditions for the present system model are developed and presented in dimensional and non-dimensional format. Several important non-dimensional design parameters are introduced. Symbolic and/or explicit formulae of the frequency and mode shape equations are formulated. To the authors knowledge, the present reduced closed form symbolic and explicit frequency equations have not appeared in literature. For different applications, the results are validated using commercial finite element package, namely ANSYS. The beam-column system investigated in this paper is significant for many engineering applications, especially, in mechanical and structural systems.

Output feedback receding horizon control for uncertain LTV systems

  • Seuncheol Jeong;Park, Poo-Gyeon
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.27.3-27
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    • 2001
  • In this paper, a robust receding horizon controller for uncertain linear time-varying systems is presented in the dynamic output-feedback form. The existing output-feedback receding horizon controller in the literature is composed of a state observer and a static controller associated with the observer states (similar to LQC control), where the fundamental assumption is that the state observer will supply the exact states as time goes up. The performance of those controllers may be much degraded and even the closed-loop stability may not be guaranteed when the system suffers from disturbances and uncertainties or is time-varying. The proposed controller, which is not necessary to have the state-observer, overcomes such difficulties. Using matrix inequality conditions on the terminal weighting matrix, the closed-loop system stability is guaranteed. Numerical examples are ...

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