• Title/Summary/Keyword: 비선형 추정

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Nonlinear impact of temperature change on electricity demand: estimation and prediction using partial linear model (기온변화가 전력수요에 미치는 비선형적 영향: 부분선형모형을 이용한 추정과 예측)

  • Park, Jiwon;Seo, Byeongseon
    • The Korean Journal of Applied Statistics
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    • v.32 no.5
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    • pp.703-720
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    • 2019
  • The influence of temperature on electricity demand is increasing due to extreme weather and climate change, and the climate impacts involves nonlinearity, asymmetry and complexity. Considering changes in government energy policy and the development of the fourth industrial revolution, it is important to assess the climate effect more accurately for stable management of electricity supply and demand. This study aims to analyze the effect of temperature change on electricity demand using the partial linear model. The main results obtained using the time-unit high frequency data for meteorological variables and electricity consumption are as follows. Estimation results show that the relationship between temperature change and electricity demand involves complexity, nonlinearity and asymmetry, which reflects the nonlinear effect of extreme weather. The prediction accuracy of in-sample and out-of-sample electricity forecasting using the partial linear model evidences better predictive accuracy than the conventional model based on the heating and cooling degree days. Diebold-Mariano test confirms significance of the predictive accuracy of the partial linear model.

Estimation of the Fundamental Matrix using a Non-linear Minimization Technique and Its Accuracy Analysis (비선형 최소화에 의한 F행렬 추정 및 정확도 분석)

  • Eom, Seong-Hun;Lee, Jong-Su
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.38 no.6
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    • pp.657-664
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    • 2001
  • It is possible to extract a 3D models from its multiple views using the self-calibration. Though it is possible to construct 3D models of objects from their multiple views, accuracy of 3D models depends on the fundamental matrix estimated between two views. In this paper, we show the fundamental matrix accuracy can be improved by taking a non-linear minimization technique. Furthermore, the corresponding points which are completely mismatches or have greater discrepancy errors in their locations, reduce the fundamental matrix accuracy. Thus, applying the Monte Carlo technique and the non-linear minimization Levenberg-Marquardt method to remove the outliers, we can estimate the fundamental matrix with the higher accuracy.

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Nonlinear Observer Design for Satellite Angular Rate Estimation by SDRE Method (SDRE 기법을 이용한 위성 각속도 추정용 비선형 관측기 설계)

  • Jin, Jaehyun
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.42 no.10
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    • pp.816-822
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    • 2014
  • The estimation of the angular rate of a satellite has been discussed. A nonlinear observer has been proposed based on the state-dependent Riccati equation method. A sufficient stability condition for the convergence of estimation error has been presented. This condition is related to a state-dependent algebraic Riccati equation. It has been derived by transforming nonlinear error dynamics into a Lipschitz nonlinearity. An observer gain is obtained from this condition. Numerical simulations are presented to verify the proposed method.

Design of Nonlinear Unknown Input Observer by SDRE Method and Fault Detection of Reaction Wheels (SDRE 기법을 이용한 비선형 미지입력 관측기 설계와 반작용 휠의 고장 검출)

  • Yoon, Hyungjoo;Jin, Jaehyun
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.41 no.4
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    • pp.284-290
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    • 2013
  • The authors propose a nonlinear unknown input observer to estimate the angular speed of a satellite and to detect faults of reaction wheels. Input values are necessary to estimate the angular speed. Therefore, estimation errors are inevitable if faults occur in actuators or reaction wheels. Unknown input observers are useful to estimate the states of a system without being affected by unknown faults. The authors have designed a nonlinear unknown input observer by using the SDRE method and verified the proposed observer via numerical simulations. In spite of various and simultaneous faults, we have estimated the states and detected faults exactly by the proposed nonlinear unknown input observer.

Seismic Damage Assessment and Nonlinear Structural Identification Using Measured Seismic Responses (실측 지진응답을 이용한 지진손상도 평가 및 소성모형 추정)

  • 이형진;김남식
    • Journal of the Earthquake Engineering Society of Korea
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    • v.6 no.6
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    • pp.7-15
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    • 2002
  • In this paper, the nonlinear parameter estimation method using the estimated hysteresis of each structural members was studied for the purpose of efficient seismic damage prediction and estimation of MDOF nonlinear structural model in the shaking table test. The hysteresis of each structural members can be obtained by the conversion of measured response histories into relative motions of each structural members and member forces. These hysteresis can be used to evaluate various kinds of damage indices of each structural members. The MDOF nonlinear structural model for further analysis(re-analysis) can be easily reconstructed using estimated nonlinear structural parameters of each structural members. To demonstrate the proposed techniques, several numerical and experimental example analyses are carried out. The results indicate that the proposed method can be very useful to assess local seismic damages of structures.

Estimation of nonlinear GARCH-M model (비선형 평균 일반화 이분산 자기회귀모형의 추정)

  • Shim, Joo-Yong;Lee, Jang-Taek
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.831-839
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    • 2010
  • Least squares support vector machine (LS-SVM) is a kernel trick gaining a lot of popularities in the regression and classification problems. We use LS-SVM to propose a iterative algorithm for a nonlinear generalized autoregressive conditional heteroscedasticity model in the mean (GARCH-M) model to estimate the mean and the conditional volatility of stock market returns. The proposed method combines a weighted LS-SVM for the mean and unweighted LS-SVM for the conditional volatility. In this paper, we show that nonlinear GARCH-M models have a higher performance than the linear GARCH model and the linear GARCH-M model via real data estimations.

A Beamforming Method for a Perturbed Linear Towed Array (비선형 형상 견인 어레이를 위한 빔형성 기법)

  • 김승일;도경철;오원천;윤대희;이충용
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.5
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    • pp.478-484
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    • 2002
  • Linear towed arrays (LTA) have a nonlinear shape due to tow vessel motion, ocean swells and currents. By reasons of nominally linear shape, various towed array shape estimation techniques have been developed since the perturbed shape cause the error in target detection. In this paper,, we propose the beamforming method for the perturbed LTA with simple structure. The proposed method linearizes a nonlinear phase of steering vector with position information measured by two reference sensors. It can be proved using some properties of Markov transition matrix, and iteration number of linearization process is decided by variance of cross phase difference. As a result of computer simulation in the ocean environment, beampattern of the proposed method is almost same with the ideal case in my type of array shape. In the signal-to-noise ratio (SNR) performance simlation, the DOA estimation performance of the proposed beamforming method is evaluated, and the comparison with Bartlett beamformer of the LTA shows that the proposed method can estimate. the spatial characteristic of sources more accuracy.

Nonlinear System Estimation Using Higher Order Spectra of I.I.D. Signals (I.I.D. 신호의 고차 스펙트럼을 이용한 비선형 시스템 추정)

  • 조용수
    • The Journal of the Acoustical Society of Korea
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    • v.11 no.6
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    • pp.15-22
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    • 1992
  • i.i.d 신호의고차 모멘트와 스펙트럼의 성질에 대하여 4차까지 고찰하였으며 이의 결과를 이용하 여 2차 Volterra 급수로 표시되고, i.i.d. 입력 신호를 갖는 시불변 비선형 시스테므이 파라메타들을 추정 하는 알고리즘을 시간 영역과 주파수 영역에서 각각 제안하였다. 비록 2차 Volterra 급수가 i.i.d. 입력 신호에 대하여 orthogonal 모델이 아닐지라도 입력 신호의 각종 시간지연에 대한 모멘트나 역행렬의 계 산등이 요구되지 않으며 선형 전달함수와 2차 전달함수를 추정할 수 있는 알고리즘이 존재하는 것을 보 았다.

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Non-Linear Response of a Semi-Submersible with Non-linear Restoring Forces (비선형 복원력을 가지는 반잠수식 해양구조물의 비선형 응답)

  • Jo, Hyo-Jae
    • Journal of Ocean Engineering and Technology
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    • v.8 no.1
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    • pp.123-130
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    • 1994
  • 일반적으로 규칙파 또는 불규칙파중에서의 반잠수식 해양구조물의 응답을 추정할때, 선형계에 적합한 주파수 영역해석법을 사용하고 있다. 대다수의 해양구조물은 Lower Hull과 단면적이 일정한 Column으로 구성되어 있지만, 만약 Column의 단면적이 홀수에 따라 변화한다면 복원력항에 비선형계를 적용해야만 한다. 따라서 본 논문에서는 비선형 복원력을 고려한 반잠수식 해양구조물의 응답을 추정할 수 있는 시간 영역 해석법을 개발하였다. 그리고, Column형상이 다른 5개의 모델을 선정하여, 이들의 시간 영역 해석결과와 주파수 영역 해석 결과를 서로 비교하였다. 또한 파랑외력으로서 불규칙파를 적용할 때, 비선형 복원력이 해양구조물에 응답에 미치는 영향을 조사 하였다.

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Design and Analysis of Dynamic Positioning System Using a Nonlinear Robust Observer

  • Myung-Hyun Kim
    • Journal of Ocean Engineering and Technology
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    • v.16 no.4
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    • pp.54-60
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    • 2002
  • 본 연구는 슬라이딩 모드개념을 이용한 비선형 견실 상태 추정기의 선박 위치제어시스템에 대한 적용에 관한 연구이다. 개발된 상태추정기는 제어기 설계에 필요한 동적 모델에 있어서 고려되지 않은 비선형성과 불확실성 및 외란이 존재하더라도 견실히 상태추정을 수행할 수 있는 장점을 가지고 있다. 또한 선박의 속도 및 유체력으로 인한 외란의 추정이 가능하며, 파랑으로 인한 고주파 운동응답을 여과시킴으로 불필요한 작동기의 동작과 과도한 연료손실을 방지할 수 있다. 특히 상태 추정기에 불연속 함수를 도입함으로 비선형성, 외란 및 불확실성에 대해 강인한 특성을 가지고 있다. 제안된 상태추정기에 기초하여 Observer backstepping 방법을 이용한 위치 제어기가 설계되었으며, 제어시스템의 안정성을 Lyapunov 법을 이용하여 검증하였다. 일련의 수치 시뮬레이션을 수행함으로서 제안된 상태추정기 및 제어기의 선박위치제어시스템으로서의 성능을 예증하였다.