• Journal of the Korean Data and Information Science Society
• /
• v.17 no.3
• /
• pp.1009-1019
• /
• 2006

In this paper, we consider the simultaneous estimation problem for the normal means. We set up the model structure using the several different distributions of the errors for observing their effects of model perturbation for the error terms in obtaining the empirical Bayes and hierarchical Bayes estimators. We compare the performance of those estimators under model perturbation based on a simulation study.

• Journal of the Korean Society for Precision Engineering
• /
• v.13 no.1
• /
• pp.62-68
• /
• 1996

Linear controllers, such as LQG/LTR controller, have been investigated to control flexible link manipulators. The performance and complexity of these depend largely on the linearized model upon which the controller is designed. In this study, singular perturbation model is tested in designing a LQG/LTR controller for a flexible link manipulator. The order of the resulting controller is much lower than the one based on a full model. Through numerical study, it is shown that the performance of the proposed controller reaches reasonably to the one based on the full model.

• Journal of the Korean Statistical Society
• /
• v.22 no.1
• /
• pp.27-37
• /
• 1993

Since the analytic expression for a diagnostic in the logistic regression model is not available, one-step estimation is often used by a case-deletion point of view. In this paper, infinitesimal perturbation approach is used, and it is shown that the scale transformation of infinitesimal perturbation approach is eventually equal to the weighted perturbation of local influence approach and the replacement measure. Also, multiple cases deletion for the masking effect is considered.

• Smart Structures and Systems
• /
• v.10 no.4_5
• /
• pp.427-442
• /
• 2012

An effective approach for updating finite element model is presented which can provide reliable estimates for structural updating parameters from identified operational modal data. On the basis of the dynamic perturbation method, an exact relationship between the perturbation of structural parameters such as stiffness change and the modal properties of the tested structure is developed. An iterative solution procedure is then provided to solve for the structural updating parameters that characterise the modifications of structural parameters at element level, giving optimised solutions in the least squares sense without requiring an optimisation method. A regularization algorithm based on the Tikhonov solution incorporating the generalised cross-validation method is employed to reduce the influence of measurement errors in vibration modal data and then to produce stable and reasonable solutions for the structural updating parameters. The Canton Tower benchmark problem established by the Hong Kong Polytechnic University is employed to demonstrate the effectiveness and applicability of the proposed model updating technique. The results from the benchmark problem studies show that the proposed technique can successfully adjust the reduced finite element model of the structure using only limited number of frequencies identified from the recorded ambient vibration measurements.

• Management Science and Financial Engineering
• /
• v.21 no.2
• /
• pp.25-30
• /
• 2015

This short article compares different solution methods for a basic RBC model (Hansen, 1985). We solve and simulate the model using two main algorithms: the methods of perturbation and projection, respectively. One novelty is that we offer a type of the hybrid method: we compute easily a second-order approximation to decision rules and use that approximation as an initial guess for finding Chebyshev polynomials. We also find that the second-order perturbation method is most competitive in terms of accuracy for standard RBC model.

• Journal of Institute of Control, Robotics and Systems
• /
• v.15 no.1
• /
• pp.72-81
• /
• 2009

This paper presents a robust adaptive control method using model reference control strategy against autonomous robot systems with random friction nature. We approximate a nonlinear robot system model by means of a feedback linearization approach to derive nominal control law. We construct a Least Square (LS) based observer to estimate friction dynamics online and then represent a perturbed system model with respect to approximation error between an actual friction and its estimation. Model reference based control design is achieved to implement an auxiliary control in order for reducing control error in practice due to system perturbation. Additionally, we conduct theoretical study to demonstrate stability of the perturbed system model through Lyapunov theory. Numerical simulation is carried out for evaluating the proposed control methodology and demonstrating its superiority by comparing it to a traditional nominal control method.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.10 no.4
• /
• pp.35-42
• /
• 1990

A method for the damage assessment of a structure by an inverse modal perturbation technique is studied. The first few natural frequencies and mode shapes of the damaged structure are assumed to be known. Then, the perturbation equation is formulated for the changes of the modal properties due to the stiffness changes. The stiffness changes due to damages are evaluated, using optimization techniques. Example analyses are carried out for several cases of stick models and a truss model. Results indicate that the present method yields very reasonable estimates for the element stiffness changes.

• Journal of Electrical Engineering and Technology
• /
• v.3 no.1
• /
• pp.14-19
• /
• 2008

The paper presents an intelligent time series model to predict uncertain electricity market price in the deregulated industry environment. Since the price of electricity in a deregulated market is very volatile, it is difficult to estimate an accurate market price using historically observed data. The parameter of an intelligent time series model is obtained based on the simultaneous perturbation stochastic approximation (SPSA). The SPSA is flexible to use in high dimensional systems. Since prediction models have their modeling error, an error compensator is developed as compensation. The SPSA based intelligent model is applied to predict the electricity market price in the Pennsylvania-New Jersey-Maryland (PJM) electricity market.

• International Journal of Control, Automation, and Systems
• /
• v.6 no.4
• /
• pp.506-514
• /
• 2008

This paper presents an intelligent model; named as free model, approach for a closed-loop system identification using input and output data and its application to design a power system stabilizer (PSS). The free model concept is introduced as an alternative intelligent system technique to design a controller for such dynamic system, which is complex, difficult to know, or unknown, with input and output data only, and it does not require the detail knowledge of mathematical model for the system. In the free model, the data used has incremental forms using backward difference operators. The parameters of the free model can be obtained by simultaneous perturbation stochastic approximation (SPSA) method. A linear transformation is introduced to convert the free model into a linear model so that a conventional linear controller design method can be applied. In this paper, the feasibility of the proposed method is demonstrated in a one-machine infinite bus power system. The linear quadratic regulator (LQR) method is applied to the free model to design a PSS for the system, and compared with the conventional PSS. The proposed SPSA-based LQR controller is robust in different loading conditions and system failures such as the outage of a major transmission line or a three phase to ground fault which causes the change of the system structure.

• Transactions of the Korean Society of Mechanical Engineers B
• /
• v.36 no.9
• /
• pp.907-913
• /
• 2012

High-order perturbation solutions have been obtained for the simple physical model describing the liquid pool spreading with a continuous spill, and these are shown to improve over first-order perturbation solutions. The non-dimensional governing equations for the model are derived to obtain more general solutions. Non-dimensional parameters are sought as the governing parameters for the non-dimensional equations, and the non-dimensional evaporation rate is used as the perturbation parameter. The results show that the high-order solutions exhibit an improvement over the first-order solutions with respect to the pool volume as well as the spreading radius. In addition, as the order of the perturbation solutions increases, the difference between the numerical solutions and the perturbation solutions is significantly reduced. Finally, it is revealed that the third-order solutions are reasonable because they almost agree with the numerical solutions.