• 제목/요약/키워드: prediction estimator

검색결과 86건 처리시간 0.023초

구조물의 자유진동특성 추정을 위한 실험적 연구 (Experimental Study for Modal Parameter Estimation of Structural Systems)

  • 윤정방;이형진
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1994년도 가을 학술발표회 논문집
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    • pp.175-182
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    • 1994
  • As for the safety evaluation of existing large-scale structures, methods for estimation of the structural and dynamic properties are studied. Sequential prediction error method in time domain and improved FRF estimator in frequency domain are comparatively studied. For this purpose, impact tests of 2 bay 3 floor steel frame structure are performed. Results from both methods are found to be consistent to each others, however those from the finite-element analysis are slightly different from experimental results.

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증분형 추정기를 사용한 새로운 장구간 예측 자기동조 제어 (A Novel extended Horizon Self-tuning Control Using Incremental Estimator)

  • 박정일;최계근
    • 대한전자공학회논문지
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    • 제25권6호
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    • pp.614-628
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    • 1988
  • In the original incremental Extended Horizon Control, the control inputs are computed recursively each step in the prediction horizon. But in this paper, we propose another incremental Extended Horizon Self-tuning Control version in which control inputs can be computed directly in any time interval. The effectiveness of this algorithm in a variable time delay or load disturbances environment is demonstrated by computer simulation. The controlled plant is a nonminimum phase system.

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ARMA Modeling for Nonstationary Time Series Data without Differencing

  • Shin, Dong-Wan;Park, You-Sung
    • Journal of the Korean Statistical Society
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    • 제28권3호
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    • pp.371-387
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    • 1999
  • For possibly nonstationary autoregressive moving average, modeling based on the original observations rather than the differenced observations is considered. Under this scheme, sample autocorrelation functions, parameter estimates, model diagnostic statistics, and prediction are all computed from the original data instead of the differenced data. The methods and results established under stationarity of data are shown to naturally extend to the nonstationarity of one autoregressive unit root. The sample ACF and PACF can be used for ARMA order determination. The BIC order is strongly consistent. The parameter estimates are asymptotically normal. The portmanteau statistic has chi-square distribution. The predictor is asymptotically equivalent to that based on the differenced data.

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Implementation of Robust Prediction Observer Controller for DC-DC Converter

  • Shenbagalakshmi, R.;Raja, T. Sree Renga
    • Journal of Electrical Engineering and Technology
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    • 제8권6호
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    • pp.1389-1399
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    • 2013
  • A discrete controller is designed for low power dc-dc switched mode power supplies. The approach is based on time domain and the control loop continuously and concurrently tunes the compensator parameters to meet the converter specifications. A digital state feedback control combined with the load estimator provides a complete compensation, which further improves the dynamic performance of the closed loop system. Simulation of digitally controlled Buck converter is performed with MATLAB/Simulink. Experimental results are given to demonstrate the effectiveness of the controller using LabVIEW with a data acquisition card (model DAQ Pad - 6009).

Structural Change in the Price-Dividend Ratio and Implications on Stock Return Prediction Regression

  • Lee, Ho-Jin
    • 재무관리연구
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    • 제24권2호
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    • pp.183-206
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    • 2007
  • The price-dividend ratio is one of the most frequently used financial variables to predict long-horizon stock return. However, the persistency of the price-dividend ratio is found to cause the spuriousness of the stock return prediction regression. The stable relationship between the stock price and the dividend, however, seems to weaken after World War II and to experience structural break. In this paper, we identify a structural change in the cointegrating relationship between the log of the stock price and the log of the dividend. Confirming a structural break in 1962, we subdivide the sample and apply the fully modified estimator to correct for the nonstationarity of the regressor. With the subdivided sample, we exercise the nonparametric bootstrap procedure to derive the empirical distribution of the test statistics and fail to find return predictability in each subsample period.

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SOC 응용을 위한 효율적인 8비트 CMOS AD 변환기 설계 (Design of Efficient 8bit CMOS AD Converter for SOC Application)

  • 권승탁
    • 대한전자공학회논문지SD
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    • 제45권12호
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    • pp.22-28
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    • 2008
  • 본 논문은 SOC 응용을 위한 효율적인 8비트 AD 변환기(Analog-to-Digital Converter)를 설계하였다. 이 구조는 2개의 수정된 4 비트 플래시 AD 변환기로 구성되었고, 그것은 기존의 플래시 AD 변환기 보다 더 효율적인 구조를 가지고 있다. 이것은 입력신호에 연결된 저항들의 일정 범위를 예측하고 초기 예측을 기반으로 입력신호에 가까운 위치를 정한다. 입력신호의 예측은 전압예측기에 의하여 가능하다. 4비트 해상도를 가진 경우 수정된 플래시 AD 변환기는 단지 6개의 비교기가 필요하다. 그러므로 8비트 AD 변환기는 12개의 비교기와 32개의 저항을 사용한다. 이 AD 변환기의 변환속도는 기존의 플래시 AD 변환기와 거의 같지만 비교기와 저항의 수가 줄어들기 때문에 다이의 면적의 소모를 현저하게 줄일 수 있다. 이것은 반 플래시 AD 변환기보다 더 적은 비교기를 사용한다, 본 논문에서 구현한 회로들은 LT SPICE 컴퓨터 소프트웨어 툴을 이용하여 시뮬레이션 하였다.

김발형 초음파 이동음원 추적센서 개발을 위한 의사최적 도래각 추정기법 (Quasi-Optimal DOA Estimation Scheme for Gimbaled Ultrasonic Moving Source Tracker)

  • 한슬기;이혜경;나원상;박진배;임재일
    • 전기학회논문지
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    • 제61권2호
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    • pp.276-283
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    • 2012
  • In this paper, a practical quasi-optimal DOA(direction of arrival) estimator is proposed in order to develop a one-axis gimbaled ultrasonic source tracker for mobile robot applications. With help of the gimbal structure, the ultrasonic moving source tracking problem can be simply reduced to the DOA estimation. The DOA estimation is known as one of the representative long-pending nonlinear filtering problems, but the conventional nonlinear filters might be restrictive in many actual situations because it cannot guarantee the reliable performance due to the use of nonlinear signal model. This motivates us to reformulate the DOA estimation problem in the linear robust state estimation setting. Based on the assumption that the received ultrasonic signals are noisy sinusoids satisfying linear prediction property, a linear uncertain measurement model is newly derived. To avoid the DOA estimation performance degradation caused by the stochastic parameter uncertainty contained in the linear measurement model, the recently developed NCRKF (non-conservative robust Kalman filter) scheme [1] is utilized. The proposed linear DOA estimator provides excellent DOA estimation performance and it is suitable for real-time implementation for its linear recursive filter structure. The effectiveness of the suggested DOA estimation scheme is demonstrated through simulations and experiments.

Instruction-Level Power Estimator for Sensor Networks

  • Joe, Hyun-Woo;Park, Jae-Bok;Lim, Chae-Deok;Woo, Duk-Kyun;Kim, Hyung-Shin
    • ETRI Journal
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    • 제30권1호
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    • pp.47-58
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    • 2008
  • In sensor networks, analyzing power consumption before actual deployment is crucial for maximizing service lifetime. This paper proposes an instruction-level power estimator (IPEN) for sensor networks. IPEN is an accurate and fine grain power estimation tool, using an instruction-level simulator. It is independent of the operating system, so many different kinds of sensor node software can be simulated for estimation. We have developed the power model of a Micaz-compatible mote. The power consumption of the ATmega128L microcontroller is modeled with the base energy cost and the instruction overheads. The CC2420 communication component and other peripherals are modeled according to their operation states. The energy consumption estimation module profiles peripheral accesses and function calls while an application is running. IPEN has shown excellent power estimation accuracy, with less than 5% estimation error compared to real sensor network implementation. With IPEN's high precision instruction-level energy prediction, users can accurately estimate a sensor network's energy consumption and achieve fine-grained optimization of their software.

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축소예측을 이용한 소지역 추정 (Shrinkage Prediction for Small Area Estimations)

  • 황희진;신기일
    • 응용통계연구
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    • 제21권1호
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    • pp.109-123
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    • 2008
  • 많은 소지역 추정량이 제안되었으며, 국내외에서 소지역 추정에 관한 많은 연구가 진행되고 있다. 또한 소지역 추정량의 특성과 우수성을 비교하기위한 비교통계량도 연구되고 있다. 기존의 소지역 추정량은 MSE(Mean square error)를 최소화하여 얻어지며, 이에 따라 추정량의 우수성도 MSE를 기준으로 판단하고 있다. 본 논문에서는 최근 새롭게 재조명 되고 있는 MSPE(Mean square percentage error)를 최소화하는 추정량을 제안하였다. 신기일 등 (2007)에서 사용된 비교통계량과 MSE 그리고 MSPB를 이용하여 제안된 추정량과 기존의 소지역 추정량을 비교하였다.

풍력단지 제어를 위한 생산가능 출력에 대한 연구 (Study on the Available Power of a Wind Turbine for Wind Farm Control)

  • 오용운;백인수;남윤수;라요한
    • 한국태양에너지학회 논문집
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    • 제34권1호
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    • pp.1-7
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    • 2014
  • A study on the available power of a wind turbine to be used for wind farm control was performed in this study, To accurately estimate the available power it is important to obtain a suitable wind which represents the three dimensional wind that the wind turbine rotor faces and also used to calculate the power. For this, two different models, the equivalent wind and the wind speed estimator were constructed and used for dynamic simulation using matlab simulink. From the comparison of the simulation result with that from a commercial code based on multi-body dynamics, it was found that using the hub height wind to estimate available power from a turbine results in high frequency components in the power prediction which is, in reality, filtered out by the rotor inertia. It was also found that the wind speed estimator yielded less error than the equivalent wind when compared with the result from the commercial code.