• 제목/요약/키워드: least squares estimation

검색결과 571건 처리시간 0.032초

Probabilistic damage detection of structures with uncertainties under unknown excitations based on Parametric Kalman filter with unknown Input

  • Liu, Lijun;Su, Han;Lei, Ying
    • Structural Engineering and Mechanics
    • /
    • 제63권6호
    • /
    • pp.779-788
    • /
    • 2017
  • System identification and damage detection for structural health monitoring have received considerable attention. Various time domain analysis methodologies based on measured vibration data of structures have been proposed. Among them, recursive least-squares estimation of structural parameters which is also known as parametric Kalman filter (PKF) approach has been studied. However, the conventional PKF requires that all the external excitations (inputs) be available. On the other hand, structural uncertainties are inevitable for civil infrastructures, it is necessary to develop approaches for probabilistic damage detection of structures. In this paper, a parametric Kalman filter with unknown inputs (PKF-UI) is proposed for the simultaneous identification of structural parameters and the unmeasured external inputs. Analytical recursive formulations of the proposed PKF-UI are derived based on the conventional PKF. Two scenarios of linear observation equations and nonlinear observation equations are discussed, respectively. Such a straightforward derivation of PKF-UI is not available in the literature. Then, the proposed PKF-UI is utilized for probabilistic damage detection of structures by considering the uncertainties of structural parameters. Structural damage index and the damage probability are derived from the statistical values of the identified structural parameters of intact and damaged structure. Some numerical examples are used to validate the proposed method.

2개의 기준유량계를 이용한 유량계 교정장치의 측정불확도 평가에 관한 연구 (A Study on the Uncertainty Estimation of Flowmeter Calibrator with Two Master Flowmeters)

  • 최종오;이완규;임기원
    • 대한기계학회논문집B
    • /
    • 제28권10호
    • /
    • pp.1219-1230
    • /
    • 2004
  • Comparing to the gravimetric and volumetric method, the flowmeter calibration based on the master meter method is relatively economical and convenient, especially for high flowrate. The uncertainty of flow quantity and flowrate using the master meter method was evaluated according to the GUM (Guide to the Expression of Uncertainty in Measurement). In order to apply for the wider flow range, two master meters (electromagnetic flow meter) were employed as reference flowmeters. The uncertainty of the master meter was obtained by combining the statistical variation of the repeated measurements and the variation of fluid density and pipe material due to temperature and pressure changes were scrutinized. for a practical application, the uncertainty of calibrator, whose measuring capacity of 1000 ㎥/h obtained by employing two 500 ㎥/h electromagnetic How meters, was evaluated. The uncertainty budget shows the quantitative contribution of each uncertainty component to the overall uncertainty of the calibrator. As a result, it was found that the dominant uncertainties were from the master meter, which was evaluated statistically, and from the process of least squares fitting. On the contrary, the uncertainties arising from the variation of the fluid density and the pipe volume due to the temperature and pressure were negligible.

비대칭 라플라스 분포를 이용한 분위수 회귀 (Quantile regression using asymmetric Laplace distribution)

  • 박혜정
    • Journal of the Korean Data and Information Science Society
    • /
    • 제20권6호
    • /
    • pp.1093-1101
    • /
    • 2009
  • 분위수 회귀모형은 확률변수들 사이에 확률적인 관계구조를 포함한 함수 모형을 좀 더 완벽하게 추정하도록 제공한다. 본 논문에서는 함수 추정에 로버스트하다고 알려져 있는 서포트벡터기계 기법과 이중벌칙커널기계를 이용하여 분위수 회귀모형을 추정하고자 한다. 이중벌칙커널기계는 고차원의 입력변수에 대한 분위수 회귀가 요구될 때 분위수 회귀모형을 잘 추정한다고 알려져 있다. 또한 본 논문에서는 광범위한 형태의 분위수 회귀모형 추정을 위해서 정규분포보다 비대칭 라플라스 분포를 이용한다. 본 논문에서 제안한 모형은 분위수 회귀모형 추정을 위해서 서포트벡터기계 기법에 이중벌칙커널기계를 이용하여 각각의 평균과 분산을 동시에 추정한다. 평균과 분산함수 추정을 위해 사용된 커널함수의 모수들은 최적의 값을 찾기 위해 일반화근사 교차타당성을 이용한다.

  • PDF

A Fast and Precise Blind I/Q Mismatch Compensation for Image Rejection in Direct-Conversion Receiver

  • Kim, Suna;Yoon, Dae-Young;Park, Hyung Chul;Yoon, Giwan;Lee, Sang-Gug
    • ETRI Journal
    • /
    • 제36권1호
    • /
    • pp.12-21
    • /
    • 2014
  • In this paper, we propose a new digital blind in-phase/quadrature-phase (I/Q) mismatch compensation technique for image rejection in a direct-conversion receiver (DCR). The proposed image-rejection circuit adopts DC offset cancellation and a sign-sign least mean squares (LMS) algorithm with a unique step size adaptation both for a fast and precise I/Q mismatch estimation. In addition, several performance-optimizing design considerations related to accuracy, speed, and hardware simplicity are discussed. The implementation of the proposed circuit in an FPGA results in an image-rejection ratio (IRR) of 65 dB, which is the best performance with modulated signals, along with an adaptation time of 0.9 seconds, which is a tenfold increase in the compensation speed as compared to previously reported circuits. The proposed technique will be a promising solution in the area of image rejection to increase both the speed and accuracy of future DCRs.

Predicting Soil Chemical Properties with Regression Rules from Visible-near Infrared Reflectance Spectroscopy

  • Hong, Suk Young;Lee, Kyungdo;Minasny, Budiman;Kim, Yihyun;Hyun, Byung Keun
    • 한국토양비료학회지
    • /
    • 제47권5호
    • /
    • pp.319-323
    • /
    • 2014
  • This study investigates the prediction of soil chemical properties (organic matter (OM), pH, Ca, Mg, K, Na, total acidity, cation exchange capacity (CEC)) on 688 Korean soil samples using the visible-near infrared reflectance (VIS-NIR) spectroscopy. Reflectance from the visible to near-infrared spectrum (350 to 2500 nm) was acquired using the ASD Field Spec Pro. A total of 688 soil samples from 168 soil profiles were collected from 2009 to 2011. The spectra were resampled to 10 nm spacing and converted to the 1st derivative of absorbance (log (1/R)), which was used for predicting soil chemical properties. Principal components analysis (PCA), partial least squares regression (PLSR) and regression rules model (Cubist) were applied to predict soil chemical properties. The regression rules model (Cubist) showed the best results among these, with lower error on the calibration data. For quantitatively determining OM, total acidity, CEC, a VIS-NIR spectroscopy could be used as a routine method if the estimation quality is more improved.

Torusity Tolerance Verification using Swarm Intelligence

  • Prakasvudhisarn, Chakguy;Kunnapapdeelert, Siwaporn
    • Industrial Engineering and Management Systems
    • /
    • 제6권2호
    • /
    • pp.94-105
    • /
    • 2007
  • Measurement technology plays an important role in discrete manufacturing industry. Probe-type coordinate measuring machines (CMMs) are normally used to capture the geometry of part features. The measured points are then fit to verify a specified geometry by using the least squares method (LSQ). However, it occasionally overestimates the tolerance zone, which leads to the rejection of some good parts. To overcome this drawback, minimum zone approaches defined by the ANSI Y14.5M-1994 standard have been extensively pursued for zone fitting in coordinate form literature for such basic features as plane, circle, cylinder and sphere. Meanwhile, complex features such as torus have been left to be dealt-with by the use of profile tolerance definition. This may be impractical when accuracy of the whole profile is desired. Hence, the true deviation model of torus is developed and then formulated as a minimax problem. Next, a relatively new and simple population based evolutionary approach, particle swarm optimization (PSO), is applied by imitating the social behavior of animals to find the minimum tolerance zone torusity. Simulated data with specified torusity zones are used to validate the deviation model. The torusity results are in close agreement with the actual torusity zones and also confirm the effectiveness of the proposed PSO when compared to those of the LSQ.

정부 R&D 지원의 기업 R&D 투자에 대한 효과 분석 -제약산업을 중심으로- (An Analysis on the Effect of the Government R&D Subsidies on the Private R&D Investments : in the Case of the Pharmaceutical Industry)

  • 사공진;신유원
    • 보건행정학회지
    • /
    • 제20권1호
    • /
    • pp.183-203
    • /
    • 2010
  • The purpose of this study is to analyze the effect of the R&D subsidies by the government on the private firms' R&D investments in the Korean pharmaceutical industry, which are supposed to have positive effects on their economic performance. We also estimate the relationship between the private firms' R&D investments and firms' economic outcome. Empirical analysis is done by Error Component 2 Stage Least Squares(EC2SLS) estimation using 43 pharmaceutical firms' 8 years' panel data. The elasticity of the government R&D subsidies on the private R&D investments is 0.021%, which we cannot say 'efficient'. Also R&D investments have positive effects on the economic outcome of the pharmaceutical firms, as we expected. We propose several suggestions in the conclusion for the efficient way of government R&D subsidies to induce more private R&D investments.

공적분 분석을 이용한 우리나라 수입수산물의 수요함수 추정 : 관세감축영향분석 (Estimation of Demand Functions for Imported Fisheries Products Using Cointegration Analysis: Effect Analysis of Tariff Reduction)

  • 남종오;김수진
    • Ocean and Polar Research
    • /
    • 제32권1호
    • /
    • pp.23-40
    • /
    • 2010
  • This study investigated the effects of imported fisheries products on WTO/DDA tariff negotiations. To calculate the results, the study estimated the demand functions of imported fisheries products by using unit root and cointegration approaches. These approaches allowed us to solve spurious regression problems with macro-economic variables. In addition, this study surmised the effects of change by individually imported fish products from a tariff negotiation model using price elasticities of estimated import demand function. In a process of the analysis for estimating import effects, this study found out that 39 out of 128 imported fish products had positive (+) price elasticities or did not exhibit cointegrations. To cure this problem, this study suggested that the effects of these 39 imported products be estimated with the average variation rate of import volume, rather than by the Ordinary Least Squares approach. In this study, a case-study of tariff formula with coefficient 8 based on a 'Swiss formula' for priority duty rate of 2001 and 2008 was used by to analyze the effect of change in the 128 imported fish products of both years, respectively.

Examination of experimental errors in Scanlan derivatives of a closed-box bridge deck

  • Rizzo, Fabio;Caracoglia, Luca
    • Wind and Structures
    • /
    • 제26권4호
    • /
    • pp.231-251
    • /
    • 2018
  • The objective of the investigation is the analysis of wind-tunnel experimental errors, associated with the measurement of aeroelastic coefficients of bridge decks (Scanlan flutter derivatives). A two-degree-of-freedom experimental apparatus is used for the measurement of flutter derivatives. A section model of a closed-box bridge deck is considered in this investigation. Identification is based on free-vibration aeroelastic tests and the Iterative Least Squares method. Experimental error investigation is carried out by repeating the measurements and acquisitions thirty times for each wind tunnel speed and configuration of the model. This operational procedure is proposed for analyzing the experimental variability of flutter derivatives. Several statistical quantities are examined; these quantities include the standard deviation and the empirical probability density function of the flutter derivatives at each wind speed. Moreover, the critical flutter speed of the setup is evaluated according to standard flutter theory by accounting for experimental variability. Since the probability distribution of flutter derivatives and critical flutter speed does not seem to obey a standard theoretical model, polynomial chaos expansion is proposed and used to represent the experimental variability.

고속 표적 좌표의 오차추정 (Error Estimation of Fast Target Coordinate)

  • 오준호;조칠석;이상화;이부환;박종일
    • 한국방송∙미디어공학회:학술대회논문집
    • /
    • 한국방송공학회 2011년도 하계학술대회
    • /
    • pp.441-445
    • /
    • 2011
  • 본 논문에서는 적외선 스테레오 카메라를 이용하여 고속으로 날아가는 표적의 좌표들을 측정하고 회귀분석을 통한 오차특성을 이용하여 추정하는 시스템을 제안한다. 표적과 배경의 온도차이로 표적 영역을 검출하고 적외선 스테레오 카메라 정합과 카메라 파라미터를 이용하여 표적의 좌표를 추정한다. 본 논문에서 제안하는 적외선 스테레오 카메라 시스템을 검증하기 위해 3차원 궤적(x,y,z) 측정기로 표적의 속도와 거리를 측정하여 표적 궤도를 예측하고, 여러 차례 실험한 비디오 데이터로부터 스테레오 정합을 이용하여 z, x축의 거리(좌표)들을 구하고 회귀 분석(regression analysis)을 사용하여 최소 자승법(Least squares method)으로 표적의 궤적들을 비교하였다. 적외선 스테레오 정합 시스템에 오차특성을 적용하여 표적의 좌표를 보정할 수 있었다. 향후 다양한 표적들의 오차를 모델화하여 고속표적들의 좌표 측정을 향상 시킬 수 있을 것으로 기대된다.

  • PDF