• Title/Summary/Keyword: recursive system

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ESD(Exponential Standard Deviation) Band centered at Exponential Moving Average (지수이동평균을 중심으로 하는 ESD밴드)

  • Lee, Jungyoun;Hwang, Sunmyung
    • Journal of Intelligence and Information Systems
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    • v.22 no.2
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    • pp.115-125
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    • 2016
  • The Bollinger Band indicating the current price position in the recent price action range is obtained by adding/substracting the simple standard deviation (SSD) to/from the simple moving average (SMA). In this paper, we first compare the characteristics of the SMA and the exponential moving average (EMA) in the operator's point of view. A basic equation is obtained between the interval length N of the SMA operator and the weighting factor ${\rho}$ of the EMA operator, that makes the centers of the 1st order momentums of each operator impulse respoinse identical. For equivalent N and ${\rho}$, frequency response examples are obtained and compared by using the discrete time Fourier transform. Based on observation that the SMA operator reacts more excessively than the EMA operator, we propose a novel exponential standard deviation (ESD) band centered at the EMA and derive an auto recursive formula for the proposed ESD band. Practical examples for the ESD band show that it has a smoother bound on the price action range than the Bollinger Band. Comparisons are also made for the gap corrected chart to show the advantageous feature of the ESD band even in the case of gap occurrence. Trading techniques developed for the Bollinger Band can be straight forwardly applied to those for the ESD band.

Driver Adaptive Control Algorithm for Intelligent Vehicle (운전자 주행 특성 파라미터를 고려한 지능화 차량의 적응 제어)

  • Min, Suk-Ki;Yi, Kyong-Su
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.27 no.7
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    • pp.1146-1151
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    • 2003
  • In this paper, results of an analysis of driving behavior characteristics and a driver-adaptive control algorithm for adaptive cruise control systems have been described. The analysis has been performed based on real-world driving data. The vehicle longitudinal control algorithm developed in our previous research has been extended based on the analysis to incorporate the driving characteristics of the human drivers into the control algorithm and to achieve natural vehicle behavior of the adaptive cruise controlled vehicle that would feel comfortable to the human driver. A driving characteristic parameters estimation algorithm has been developed. The driving characteristics parameters of a human driver have been estimated during manual driving using the recursive least-square algorithm and then the estimated ones have been used in the controller adaptation. The vehicle following characteristics of the adaptive cruise control vehicles with and without the driving behavior parameter estimation algorithm have been compared to those of the manual driving. It has been shown that the vehicle following behavior of the controlled vehicle with the adaptive control algorithm is quite close to that of the human controlled vehicles. Therefore, it can be expected that the more natural and more comfortable vehicle behavior would be achieved by the use of the driver adaptive cruise control algorithm.

An Efficient Dynamic Modeling Method for Hybrid Robotic Systems

  • Chung, Goo-Bong;Yi, Byung-Ju
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.2719-2724
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    • 2003
  • In this paper, we deal with the kinematic and dynamic modeling of hybrid robotic systems that are constructed by combination of parallel and serial modules or series of parallel modules. Previously, open-tree structure has been employed for dynamic modeling of hybrid robotic systems. Though this method is generally used, however, it requires expensive computation as the size of the system increases. Therefore, we propose an efficient dynamic modeling methodology for hybrid robotic systems. Initially, the dynamic model for the proximal module is obtained with respect to the independent joint coordinates. Then, in order to represent the operational dynamics of the proximal module, we model virtual joints attached at the top platform of the proximal module. The dynamic motion of the next module exerts dynamic forces to the virtual joints, which in fact is equivalent to the reaction forces exerted on the platform of the lower module by the dynamics of the upper module. Then, the dynamic forces at the virtual joints are distributed to the independent joints of the proximal module. For multiple modules, this scheme can be constructed as a recursive dynamic formulation, which results in reduction of the complexness of the open-tree structure method for modeling of hybrid robotic systems. Simulation for inverse dynamics is performed to validate the proposed modeling algorithm.

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Path coordinator by the modified genetic algorithm

  • Chung, C.H.;Lee, K.S.
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10b
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    • pp.1939-1943
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    • 1991
  • Path planning is an important task for optimal motion of a robot in structured or unstructured environment. The goal of this paper is to plan the shortest collision-free path in 3D, when a robot is navigated to pick up some tools or to repair some parts from various locations. To accomplish the goal of this paper, the Path Coordinator is proposed to have the capabilities of an obstacle avoidance strategy[3] and a traveling salesman problem strategy(TSP)[23]. The obstacle avoidance strategy is to plan the shortest collision-free path between each pair of n locations in 2D or in 3D. The TSP strategy is to compute a minimal system cost of a tour that is defined as a closed path navigating each location exactly once. The TSP strategy can be implemented by the Neural Network. The obstacle avoidance strategy in 2D can be implemented by the VGraph Algorithm. However, the VGraph Algorithm is not useful in 3D, because it can't compute the global optimality in 3D. Thus, the Path Coordinator is proposed to solve this problem, having the capabilities of selecting the optimal edges by the modified Genetic Algorithm[21] and computing the optimal nodes along the optimal edges by the Recursive Compensation Algorithm[5].

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A Study of Consumer Behavior Associated with Han-Gwa - Consumer Attitude, Behavioral Intention and Expense - (한과류에 대한 소비자의 구매행동 연구 -소비자태도, 구매의도 및 구매행동 -)

  • You So-Ye;You Myung-Nim
    • Journal of the Korean Home Economics Association
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    • v.42 no.10 s.200
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    • pp.129-141
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    • 2004
  • The purposes of this study were to explain consumer attitude, behavioral intention and behavior(expenses) in the purchase of Han-gwa and to explore the influencing factors on them. To achieve these purposes, the Heckman two-step model was utilized to utilize the recursive system of attitude, behavioral intention and behavior. The results of this study were as follows: 1) Seventy-six percent of consumers presented their favorable altitudes to purchase Han-gwa, while $47\%$ of consumers had behavioral intention for purchasing Han-gwa. In addition, purchasing expense of Han-gwa per year as a proxy variable of behavior was less than 100,000 won for most consumers. 2) First, consumer attitude was found to be significantly influenced by the type of family and food safety. Second, the behavioral intention for purchasing Han-gwa was found to be significantly influenced by consumer attitude, age, income, education and price. Finally, consumer behavior(expenses) of purchasing Han-gwa was found to be significantly influenced by the behavioral intention, income and purchasing place.

A Korean to English Dialogue Machine Translation System Using Speech Acts (문장의 화행을 반영한 한-영 대화체 기계번역)

  • Lee, Hyun-Jung;Seo, Jung-Yun
    • Annual Conference on Human and Language Technology
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    • 1997.10a
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    • pp.271-276
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    • 1997
  • 대화체는 문어체와는 달리 화자와 청자 사이의 질의/응답으로 이루어진 형태의 문장들을 가지며, 생략과 대용어가 빈번히 발생하는 특징을 갖는다. 이러한 대화 형태에서 어떠한 한 문장에는 화자가 전달하고자 하는 의도를 포함하고 있다. 이러한 대화체 문장들을 번역하는 것은 단순한 언어적 분석에 의한 번역으로서는 많은 번역상의 오류가 발생하게 된다. 따라서 대화체 문장들의 올바른 번역을 위해서는 대화의 상황을 반영하는 문맥 정보가 부가적으로 요구된다. 본 연구에서는 이러한 문맥 정보로서 화행을 사용하여 대화체 기계번역을 수행하고자 한다. 화행(Speech Act)이란 화자에 의해 의도되어 발화 속에 포함된 언어적 행위를 나타내며, 이러한 화행을 분석함으로써 화자의 의도를 파악하고 이를 통해 올바른 번역을 수행할 수 있게 된다. 본 기계번역 시스템에 포함된 화행 분석 과정에서는 대화를 화행으로 모델링한 담화 문법과 유사한 형태의 재귀적 대화 전이망(Recursive Dialog Transition Network)을 사용하게 된다. 본 논문에서는 호텔 예약 영역에서의 기계번역 시스템에 대한 간단한 소개와 화행의 종류 및 분석 방법과 이를 통한 기계번역 방식에 대해 살펴보도록 하겠다.

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An Adaptive Algorithm Applied to a Design of Robust Observer

  • Son, Young-Ik;Hyungbo Shim;Juhoon Back;Jo, Nam-Hoon
    • Journal of Mechanical Science and Technology
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    • v.17 no.10
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    • pp.1443-1449
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    • 2003
  • Primary goal of adaptive observers would be to estimate the true states of a plant. Identification of unknown parameters is of secondary interest and is achieved frequently with the persistent excitation condition of some regressors. Nevertheless, two problems are linked to each other in the classical approaches to adaptive observers; as a result, we get a good state estimate once after a good parameter estimate is obtained. This paper focuses on the state estimation without parameter identification so that the state is estimated regardless of persistent excitation. In this direction of research, Besancon (2000) recently summarized that most of adaptive observers in the literature share one common canonical form, in which unknown parameters do not affect the unmeasured states. We enlarge the class of linear systems from the canonical form of (Besancon, 2000) by proposing an adaptive observer (with additional dynamics) that allows unknown parameters to affect those unmeasured states. A recursive algorithm is presented to design the proposed dynamic observer systematically. An example confirms the design procedure with a simulation result.

Study of the Interaction between Tracked Vehicle and Terrain (궤도차량과 토양의 상호작용에 대한 연구)

  • Park, Cheon-Seo;Lee, Seung-Jong
    • Journal of the Korean Society for Precision Engineering
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    • v.19 no.2
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    • pp.140-150
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    • 2002
  • The planar tracked vehicle model used in this investigation consists of two kinematically decoupled subsystems, i.e., the chassis subsystem and the track subsystem. The chassis subsystem includes the chassis frame, sprocket, idler and rollers, while the track subsystem is represented as a closed kinematic chain consisting of rigid links interconnected by revolute joints. In this study, the recursive kinematic and dynamic formulation of the tracked vehicle is used to find the vertical terce and the distance of an arbitrary track moved in the driving direction along the track. These distances and vertical forces obtained are used to get the deformation and sinkage of a terrain. The FEM(Finite Element Method) is adopted to analyze the interaction between tracked vehicle and terrain. The terrain is represented by a system of elements wish specified constitutive relationships and considered as a piecewise linear elastic, plastic and isotropic material. When the tracked vehicle is moving with different speeds on the terrain, the elastic and plastic deformations and the maximum sinkage for the four different types of isotropic soils are simulated.

Research for the 5 axis machining simulation system with Octree Algorithm (옥트리에 기반한 5 축 가공 시뮬레이션을 위한 연구)

  • Kim Y.H.;Ko S.L.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2005.06a
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    • pp.956-959
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    • 2005
  • The overall goal of this thesis is to develop a new algorithm based on the octree model for geometric and mechanistic milling operation at the same time. Most commercial machining simulators are based on the Z map model, which has several limitations in terms of achieving a high level of precision in five-axis machining simulation. Octree representation being a three-dimensional (3D) decomposition method, an octree-based algorithm is expected to be able to overcome such limitations. With the octree model, storage requirement is reduced. Moreover, recursive subdivision is processed in the boundaries, which reduces useless computations. To achieve a high level of accuracy, fast computation time and less memory consumption, the advanced octree model is suggested. By adopting the supersampling technique of computer graphics, the accuracy can be significantly improved at approximately equal computation time. The proposed algorithm can verify the NC machining process and estimate the material removal volume at the same time.

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Active Control of Noise in Ducts Using Stabilized Multi-Channel RLMS Filters (안정화된 다중채널 순환 LMS 필터를 이용한 덕트의 능동소음제어)

  • Nam Hyun-Do;Nam Seung-Uk
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.55 no.8
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    • pp.375-377
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    • 2006
  • An adaptive IIR filter in ANC(Active Noise Control) systems is more effective than an adaptive FIR filter when acoustic feedback exists, in which cause an order of an adaptive FIR filter must be very large if some of poles of the ideal control filter are near the unit circle. But the IIR filters may have stability problems especially when the adaptive algorithm for adaptive filters is not yet converged. In this paper, a stabilized multi-channel recursive LMS (MCRLMS) algorithm for an adaptive multi-channel IIR filter is presented. RLMS algorithms usually diverge before the algorithm is not yet converged. So, in the beginning of the ANC system, the stability of the RLMS algorithms could be improved by pulling the poles of the IIR filter to the center of the unit circle, and returning the poles to their original positions after the filter converges. Computer simulations and experiments for dipole ducts using a TMS320C32 digital signal processor have performed to show the effectiveness of a proposed algorithm.