• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국제학술편); KOEX, Seoul; 19-21 Oct. 1992
• /
• pp.214-218
• /
• 1992

In this paper, we propose a method for obtaining state-space realization form of two-dimensional transfer function matrices (2DTFM). It contains free parameters. And, we perform various consideration about it. Moreover, we present the conditions so that the state-space realization form exists.

• 제어로봇시스템학회:학술대회논문집
• /
• 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
• /
• pp.468-471
• /
• 1995

In this paper, we propose a new strategy for a space robot to control its attitude. A space robot is an example of a class of non-holonomic systems, a system of which cannot be stabilized into its equilibria with continuous static state feedbacks even in the case that the system is, in some sense, controllable. Thus, we cannot design stabilizing controllers for space robots using conventional control theories. The strategy presented here transforms the non-holonomic system into a time-state control form, and allows us to make the state of the original system any desired one. In the stabilization, any conventional control theory can be applied. For simplicity, a space robot with a two-link manipulator is considered, and a simulated motion of the controlled system is shown.

• 호남수학학술지
• /
• 제24권1호
• /
• pp.35-41
• /
• 2002

The solutions of a homogeneous system in state space form $\dot{x}=Ax$ are to the form $x=e^{At}x_0$ and the solutions of an inhomogeneous system $\dot{x}=Ax(t)+f(t)$ are to the form $x=e^{At}x_0+{{\int}_0^t}\;e^{A(t-{\tau})}f({\tau})d{\tau}$. In this note we show that the solution of descriptor systems under some conditions exists, and is unique, moreover it is interesting to know the solutions of descriptor system are schematically like the solutions as in the state space form. Also we will give some algorithms to compute these solutions.

• Communications for Statistical Applications and Methods
• /
• 제29권6호
• /
• pp.695-708
• /
• 2022

Recently, several studies have been conducted using state space model. In this study, a dynamic linear model with state space model form is applied to stock data. The monthly returns for 135 Korean stocks are fitted to a dynamic linear model, to obtain an estimate of the time-varying 𝛽-coefficient time-series. The model formula used for the return is a capital asset pricing model formula explained in economics. In particular, the transition equation of the state space model form is appropriately modified to satisfy the assumptions of the error term. k-shape clustering is performed to classify the 135 estimated 𝛽 time-series into several groups. As a result of the clustering, four clusters are obtained, each consisting of approximately 30 stocks. It is found that the distribution is different for each group, so that it is well grouped to have its own characteristics. In addition, a common pattern is observed for each group, which could be interpreted appropriately.

• 대한전기학회논문지
• /
• 제45권3호
• /
• pp.399-406
• /
• 1996

This paper presents a method of hierarchical state estimation of the time-varying linear systems via Block-pulse function(BPF). When we estimate the state of the systems where noise is considered, it is very difficult to obtain the solutions because minimum error variance matrix having a form of matrix nonlinear differential equations is included in the filter gain calculation. Therefore, hierarchical approach is adapted to transpose matrix nonlinear differential equations to a sum of low order state space equation from and Block-pulse functions are used for solving each low order state space equation in the form of simple and recursive algebraic equation. We believe that presented methods are very attractive nd proper for state estimation of time-varying linear systems on account of its simplicity and computational convenience. (author). 13 refs., 10 figs.

• 호남수학학술지
• /
• 제27권4호
• /
• pp.595-602
• /
• 2005

Comtrans algebras are modules equipped with two trilinear operations: a left alternative commutator and a translator satisfying the Jacobi identity, the commutator and translator being connected by the so-called comtrans identity. These identities have analogues for trilinear forms. On a given vector space, the set of all comtrans algebra structures itself forms a vector space. In this paper, the dimension of the space of comtrans algebra structures on a finite-dimensional vector space is determined.

• 대한수학회보
• /
• 제31권2호
• /
• pp.215-236
• /
• 1994

The purpose of the present paper is to study generic submanifolds of a Sasakian space form with nonvanishing parallel mean curvature vector field such that the shape operator in the direction of the mean curvature vector field commutes with the structure tensor field induced on the submanifold. In .cint. 1 we state general formulas on generic submanifolds of a Sasakian manifold, especially those of a Sasakian space form. .cint.2 is devoted to the study a generic submanifold of a Sasakian manifold, which is not tangent to the structure vector. In .cint.3 we investigate generic submanifolds, not tangent to the structure vector, of a Sasakian space form with nonvanishing parallel mean curvature vactor field. In .cint.4 we discuss generic submanifolds tangent to the structure vector of a Sasakian space form and compute the restricted Laplacian for the shape operator in the direction of the mean curvature vector field. As a applications of these, in the last .cint.5 we prove our main results.

• 제어로봇시스템학회논문지
• /
• 제20권1호
• /
• pp.6-11
• /
• 2014

Repetitive control is a specialized control scheme to track and/or attenuate a periodic reference trajectory and/or disturbance. Most researches about repetitive control have been performed in the frequency domain. Recently, several approaches to deal with repetitive control systems in the state space are developed by representing a q filter as a state-space equation. This paper presents a design method of a repetitive control system in the state space to satisfy $H_{\infty}$ performance. The overall system is composed of a plant, a repetitive controller, and a state-feedback controller, which can be converted to a standard form used in $H_{\infty}$ control. A LMI (Linear Matrix Inequality)-based stability condition is derived for fixed state-feedback gains. Under a given q filter, another LMI condition is derived to improve $H_{\infty}$ performance and is employed to find state-feedback gains by solving an optimization problem. Finally, to verify the feasibility of the proposed method, a numerical example is demonstrated.

• 대한전기학회:학술대회논문집
• /
• 대한전기학회 2001년도 하계학술대회 논문집 D
• /
• pp.1976-1978
• /
• 2001

In this paper, a new robust deadbeat minimax FIR filter (DMFF) is proposed for continuous-time state space signal models. Linearity, deadbeat property, FIR structure, and independence of the initial state information will be required in advance, in addition to a performance index of the worst case gain between the disturbance and the current estimation error. The proposed DMFF is obtained by directly minimizing a performance index with the deadbeat constraint. The proposed DMFF is represented first in a standard FIR form and then in an iterative form. The DMFF will be shown to be used also for the IIR structure. It is shown that the DMFF is similar in form to the existing receding horizon unbiased FIR filter (RHUFF) with some noise covariances. The former is a deterministic filter, while the latter is a stochastic filter.

• 응용통계연구
• /
• 제25권6호
• /
• pp.925-932
• /
• 2012

The article introduces a method to estimate a cointegrated vector autoregressive model, using mixed-frequency data, in terms of a state-space representation of the vector error correction(VECM) of the model. The method directly estimates the parameters of the model, in a state-space form of its VECM representation, using the available data in its mixed-frequency form. Then it allows one to compute in-sample smoothed estimates and out-of-sample forecasts at their high-frequency intervals using the estimated model. The method is applied to a mixed-frequency data set that consists of the quarterly real gross domestic product and three monthly coincident indicators. The result shows that the method produces accurate smoothed and forecasted estimates in comparison to a method based on single-frequency data.