• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.1009-1019
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• 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.

• 한국정밀공학회지
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• 제13권1호
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• pp.62-68
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• 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
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• 제22권1호
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• pp.27-37
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• 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
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• 제10권4_5호
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• pp.427-442
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• 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
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• 제21권2호
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• pp.25-30
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• 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.

• 제어로봇시스템학회논문지
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• 제15권1호
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• pp.72-81
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• 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.

• 대한토목학회논문집
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• 제10권4호
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• pp.35-42
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• 1990

구조물의 손상도를 Inverse Modal Perturbation 기법을 이용하여 추정하는 방법에 대하여 연구하였다. 손상된 구조물에 대하여 측정된, 제한된 수위 고유진동수와 고유진동모우드로 이루어진 Perturbation 식에 최적화기법을 적용하여, 손상된 구조물의 부재강성의 감소량을 추정하였다. 예제해석은 기둥모형과 트러스구조의 여러 가지 경우에 대하여 수행하였는데, 가정한 손상도에 따른 자유진동특성의 변화량을 바탕으로 측정한 손상도를 가정한 값과 비교하는 수치모의 실험방법을 통하여 본 기법의 효율성을 입증하였다.

• Journal of Electrical Engineering and Technology
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• 제3권1호
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• pp.14-19
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• 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
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• 제6권4호
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• pp.506-514
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• 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.

• 대한기계학회논문집B
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• 제36권9호
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• pp.907-913
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• 2012

연속적으로 누출되면서 원형으로 퍼져가고 있는 액체에 대한 모델에 대한 고차 섭동 해를 구하여 1차 섭동 해를 개선하였다. 일반적인 해를 얻기 위하여 무차원화된 지배방정식을 유도하고 무차원 지배 변수를 도출하였다. 무차원 증발계수를 섭동 변수로 이용하였다. 계산 결과 부피 및 확산 반경에 관해서 고차 섭동해가 1차 섭동 해를 개선시키고 있으며, 섭동해의 차수가 증가함 따라 오차를 감소시키는 경향을 보였다. 3차 섭동 해는 수치 해와 거의 일치하고 있어 3차 섭동해의 타당성을 보여주고 있다.