• 제목/요약/키워드: realized covariance

검색결과 10건 처리시간 0.026초

Asymptotics for realized covariance under market microstructure noise and sampling frequency determination

  • Shin, Dong Wan;Hwang, Eunju
    • Communications for Statistical Applications and Methods
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    • 제23권5호
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    • pp.411-421
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    • 2016
  • Large frequency limiting distributions of two errors in realized covariance are investigated under noisy and non-synchronous high frequency sampling situations. The first distribution characterizes increased variance of the realized covariance due to noise for large frequency and the second distribution characterizes decreased variance of the realized covariance due to discretization for large frequency. The distribution of the combined error enables us to determine the sampling frequency which depends on a nuisance parameter. A consistent estimator of the nuisance parameter is proposed.

Additional degree of freedom in phased-MIMO radar signal design using space-time codes

  • Vahdani, Roholah;Bizaki, Hossein Khaleghi;Joshaghani, Mohsen Fallah
    • ETRI Journal
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    • 제43권4호
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    • pp.640-649
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    • 2021
  • In this paper, an additional degree of freedom in phased multi-input multi-output (phased-MIMO) radar with any arbitrary desired covariance matrix is proposed using space-time codes. By using the proposed method, any desired transmit covariance matrix in MIMO radar (phased-MIMO radars) can be realized by employing fully correlated base waveforms such as phased-array radars and simply extending them to different time slots with predesigned phases and amplitudes. In the proposed method, the transmit covariance matrix depends on the base waveform and space-time codes. For simplicity, a base waveform can be selected arbitrarily (ie, all base waveforms can be fully correlated, similar to phased-array radars). Therefore, any desired covariance matrix can be achieved by using a very simple phased-array structure and space-time code in the transmitter. The main advantage of the proposed scheme is that it does not require diverse uncorrelated waveforms. This considerably reduces transmitter hardware and software complexity and cost. One the receiver side, multiple signals can be analyzed jointly in the time and space domains to improve the signal-to-interference-plus-noise ratio.

유도전동기의 통일적 벡터제어에 관한 연구 (A Study on Unified Vector Control of Induction Motor)

  • 김영대;이동철
    • 동력기계공학회지
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    • 제5권3호
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    • pp.95-103
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    • 2001
  • This study is applied to common induction motor, and vector control is realized by using an indirect type of induction motor which has a simple composition. In this study extended Kalman filter is used from control theoretical viewpoint, and primary resistance and secondary resistance which change according to the temperature of motor are simultaneously estimated. This paper aims to research an indirect vector control in which the secondary resistance obtained from this estimation is consistent with secondary flux. This estimation is made by on-line estimation, but on-line estimation is difficult because extended Kalman filter takes long time in computation time. So off-line estimation was made on the assumption that the variation of temperature in motor is slow temporally.

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Mathematical Algorithms for Two-Dimensional Positioning Based on GPS Pseudorange Technique

  • Ko, Kwang-Soob;Choi, Chang-Mook
    • Journal of information and communication convergence engineering
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    • 제8권5호
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    • pp.602-607
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    • 2010
  • Recently, one has realized that the threedimensional positioning technique used in GPS can be effectively applied to the modern two-dimensional positioning. Such a technique might has applied to the twodimensional positioning in fields of the mobile communication, eLORAN and the GPS jamming/ electronic warfare system. In the paper, we have studied on algorithms for two-dimensional positioning based on GPS Pseudorange Technique. The main works and results are summarized below. First, the linearized state equation was mathematically derived based on GPS pseudorange technique. Second, the geometry model with respect to triangles formed using unit-vectors were proposed for investigation of land-based radio positioning. Finally, the corresponding mathematical formulations for DOP values and covariance matrix were designed for two-dimensional positioning.

공분산구조모델에 의한 싱글 PPM 품질혁신 운동 추진현황 분석 (An Analysis of Single PPM Quality Innovation's Status using Covariance Structure Model)

  • 구일섭;김태성
    • 산업경영시스템학회지
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    • 제28권4호
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    • pp.102-108
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    • 2005
  • Single PPM Quality Innovation Movement is originally developed quality program in Korea for supplier's quality level-up since 1995. The quality target is below the 10ppm(parts per million) in outgoing quality and delivered goods plus field claim. Recently 1,053 companies is received Single PPM Quality Certification from government. This quality program is to realized the anticipated results not only duality level's increasing, but also company's confidence, competitiveness. We were able to obtain participations of 75 questionnaire, and derived statistics by means of SPSS/PC version 10.0. In this study, we find the bottleneck factor for promotion and upgrade S-PPM, and suggest a way out of difficulties.

공분산구조모델을 이용한 건설현장 품질경영 요인 분석 (A Study of Domestic Construction Quality Management Factor Analysis using Covariance Structure Model)

  • 구일섭;김태성;임남규
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2005년도 춘계학술대회
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    • pp.467-475
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    • 2005
  • This research has been conducted in order to assess the effects on quality management factor of the construction sites. 30 companies abiding by the 'construction industry law' and 32 companies abiding by the 'housing construction promotion law' have been researched in areas of quality-management environment, quality-management understanding, quality-management education on construction field, quality-system and quality-improvement. This construction quality factors are to realized the anticipated results not only quality level's increasing, but also company's confidence, competitiveness. We were able to obtain participations of 62 questionnaire, and derived statistics by means of SPSS/PC version 10.0. In this study, we find the bottleneck factor for promotion and upgrade quality management factor of the construction sites and suggest a way out of difficulties.

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국내건설현장 품질경영 요인 분석에 관한 연구(공분산구조모델을 이용) (A Study of Domestic Construction Quality Management Factor Analysis - (using Covariance Structure Model))

  • 김태성;구일섭;임남규
    • 대한안전경영과학회지
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    • 제7권3호
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    • pp.29-36
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    • 2005
  • This research has been conducted in order to assess the effects on quality management factor of the construction sites. 30 companies abiding by the 'construction industry law' and 32 companies abiding by the 'housing construction promotion law' have been researched in areas of quality-management environment, quality-management understanding, quality-management education on construction field, quality-system and quality-improvement. This construction quality factors are to realized the anticipated results not only quality level's increasing, but also company's confidence, competitiveness. We were able to obtain participations of 62 questionnaire, and derived statistics by means of SPSS/PC version 10.0. In this study, we find the bottleneck factor for promotion and upgrade quality management factor of the construction sites and suggest a way out of difficulties.

Wind load estimation of super-tall buildings based on response data

  • Zhi, Lun-hai;Chen, Bo;Fang, Ming-xin
    • Structural Engineering and Mechanics
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    • 제56권4호
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    • pp.625-648
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    • 2015
  • Modern super-tall buildings are more sensitive to strong winds. The evaluation of wind loads for the design of these buildings is of primary importance. A direct monitoring of wind forces acting on super-tall structures is quite difficult to be realized. Indirect measurements interpreted by inverse techniques are therefore favourable since dynamic response measurements are easier to be carried out. To this end, a Kalman filtering based inverse approach is developed in this study so as to estimate the wind loads on super-tall buildings based on limited structural responses. The optimum solution of Kalman filter gain by solving the Riccati equation is used to update the identification accuracy of external loads. The feasibility of the developed estimation method is investigated through the wind tunnel test of a typical super-tall building by using a Synchronous Multi-Pressure Scanning System. The effects of crucial factors such as the type of wind-induced response, the covariance matrix of noise, errors of structural modal parameters and levels of noise involved in the measurements on the wind load estimations are examined through detailed parametric study. The effects of the number of vibration modes on the identification quality are studied and discussed in detail. The made observations indicate that the proposed inverse approach is an effective tool for predicting the wind loads on super-tall buildings.

상업용 난용종계 집단에서의 유전적 개량량 추정에 관한 연구 (Estimation of Genetic Gains in Commercial Layer Breeding Population)

  • 오봉국;최연호
    • 한국가금학회지
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    • 제17권4호
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    • pp.243-254
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    • 1990
  • 본 연구는 상업용 목적으로 선발, 유지되어 온 계군에서의 선발에 의한 유전모수 추정치의 변화양상을 살펴보고, 추정된 유전모수를 바탕으로 하여 차세대의 유전적 개량량을 예측한 후 이를 선발결과 나타난 관측치와 비교, 분석하기 위하여 수행되었다. 분석에 이용된 자료는 단관백색레그혼종 1계통(Line-W)과 갈색난용종 1계통(Line-B)에 대한 1980년부터 1986년까지의 5세대간 자료로써 표현형 능력변화와 선발형질들에 대한 유전력 및 유전상관계수를 추정하고, 이들을 바탕으로 하여 추적선발지수방법에 의해 유전적 개량량을 추정하였다. 추정된 각 형질의 유전적 재량량을 살펴 보면, 두 계통에서 초산일령의 경우 각각 세대당 1.67일과 1.14일씩 단축된 것으로 나타났고, 300일령 산란수는 각각 4.15개와 2.37개, 400일령 산란수는 각각 5.92개와 3.73개씩 증가된 것으로 분석되었으며, 30주령시 난중과 40주령시 난중은 거의 변화가 없었던 것으로 나타났다. 이상에서 얻어진 각 형질의 유전적 개량량의 수치는 300일령 산란수 한 형질만을 모가계 선발에 의해 선발한 경우의 유전적 개량량과 유사한 것으로 나타났으며, 추정된 유전적 개량량에 의해 차세대의 능력을 예측한 후 이를 관측치와 비교한 결과 선발 후기세 대(4세대와 5세대)에서 두 계군이 환경의 영향을 크게 받았던 것으로 판단되었다.

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대두육종에 있어서의 선발에 관한 실험적연구 -속보 : 유전력ㆍ유전상관, 그리고 선발지수의 재검토- (Studies on the selection in soybean breeding. -II. Additional data on heritability, genotypic correlation and selection index-)

  • 장권열
    • 한국작물학회지
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    • 제3권
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    • pp.89-98
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    • 1965
  • 대두증산의 중요성에 미추어 대두의 다수계통 선발을 위하여 전년에 공시한 22품종을 재료로 각 형질의 유전력, 각 형질상호간의 유전상관, 그리고 선발지수 등을 재검토하기 위하여 선발시험을 한 바 대체로 전보 전년의 결과와 같다. 1. 유전력 : 유전력을 추정하기 위하여 파종기별로 각 형질의 평균치의 변동을 보면 제1표와 같이 파종기가 지연됨에 따라 형질의 평균치는 감소하고 (Table 1), 형질중에는 환경에 따라 크게 영향을 받는 것도 있으며(Table 2), 각 형질별 유전력을 추정한 바 그 결과는 제3표와 같다. 즉 개화일수ㆍ결실일수ㆍ생육일수 등 생유기간에 관계되는 형질은 그의 유전력이 높고 형태적 특성에 관계되는 형질중에서도 경장 100입중은 높으나 수량에 관여하는 형질 등은 낮았다. 그리고 파종기에 따라서도 변동을 하며 대체로 파종기가 늦어짐에 따라 감소하는 경향이 보인다(Table 3). 2. 유전상관 : 각 형질 상호간의 유전상관ㆍ표현형상관을 알기 위하여 각 형질의 표현형분산과 각 형질 상호간의 표현형공분산ㆍ유전공분산. 그리고 환경공분산을 산출한 바 그 결과는 제4,5표와 같고(Table 4,5), 그들의 유전상관과 표현형상관은 제6표와 같다(Table 6). 대체로 유전사관의 정도는 표현형상관보다높으나 파종기에 따라서도 변동하고 있다. 일주입중 즉 수랴오가 타형질과의 상관을 보면 대체로 전보와 같이 100입중이외의 제형질은 정의 상관을 보이며, 파종기에 따라서도 그 값이 변동을 하나 전보에서는 일주입중과 분지수 사이에 고도의 상관관계가 보였으나, 본실험에 있어서는 상관의 경향이 보였을 따름이다. 그리고 본실험에 있어서는 일주협수와 일주입수간에서 유전상관이 1이상의 이상치를 보였다. 3. 선발지수 : 선발이 최종 대상형질을 일주입중(형질 Y)으로 하여 여기에 어려 형질을 조합한 선발지수(Selection index A)와 최종 대상형질을 수량과 높은 유전상관이 있는 일주협수(형질 Y')로 하여 여기에 여러 형질을 조합한 선발지수(Selection index B)를 Robinson et al.의 방법에 의하여 작성하여 본 바 제7표와 같다(Table 7). 전보의 결과와 같이 대두의 선발에 있어서는 최종 대상형질을 일주입중 대신에 일주협수로써 선발하여도 대차가 없고, 선발대상형질을 4개형질이상인 경우에는 그 효과가 조사와 산출에 요하는 노력에 비하여 크게 기대될 정도가 못된다. 이와 같은 점에서 다수확을 목표로 하는 선발은 탈곡조제 전에 일주협수ㆍ분지수ㆍ경직경 등에 대하여 조사를 하고 선발지수를 산출하여 Selection score가 큰 계통부터 선발하여 가면 될 것으로 믿는다. 그리고 선발을 위한 대상형질로는 생육일수(X$_1$)ㆍ분지수(X$_2$)ㆍ경직경(X$_3$), 그리고 일주협수(X$_4$)의 4개형질 혹은 분지수(X$_2$)ㆍ경직경(X$_3$), 그리고 일주협수(X$_4$)의 3개형질로 할 것이 요망되고, 이들 형질의 측정치로 선발지수를 작성하여 그 지수에서 산출된 Selection score가 큰 계통부터 선발해 나가는 것이 선발지수의 이용상 실용적이고 효과적인 방법이라 하겠다.

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