• Title/Summary/Keyword: 선형효용함수

Search Result 38, Processing Time 0.023 seconds

A Study on the Lateral Vibretion of a Railway Vehicle Utilizing Statistical Linearization Technique (확률적 선형화를 이용한 철도차량의 횡방향 진동에 관한 연구)

  • 임종순;박윤식
    • Transactions of the Korean Society of Mechanical Engineers
    • /
    • v.10 no.5
    • /
    • pp.742-750
    • /
    • 1986
  • The lateral vibrating motion of a railway vehicle over a certain critical speed is a well known problem in the field of train dynamics. It is known that the train equations of motion are strongly coupled and highly nonlinear with the motion and causing that it is very difficult to solve the equations simultaneously. In this paper, a 8 degree of feedom model of a railway vehicle was suggested to solve the rail vehicle lateral motion. In stead of solving the nonlinear equation simultaneously, statistical linearization technique was adopted to solve those equations. The analysis results from the statistical linearization method were directly compared with those from direct nonlinear equations and found that the linearization technique can be very effective and economical for railroad vehicle analysis. By the way, it was found that the analysis results can analytically explain the intermittent hunting phenomena which has been frequently observed in experiments.

Implementation of Multispectral Imaging System (멀티스펙트럼 영상 획득 시스템 구현)

  • Jin, Yoon-Jong;Lee, Moon-Hyun;Noh, Sung-Kyu;Park, Jong-Il
    • 한국HCI학회:학술대회논문집
    • /
    • 2008.02a
    • /
    • pp.717-721
    • /
    • 2008
  • This paper proposes an image system that can efficiently measure the spectral reflectance of a scene using RGB cameras and LED light sources. Multispectral imaging system is composed of LED controllers, LED clusters and RGB cameras. It captures full-spectral images at real-time. The system adopts a simple, empirical linear model to estimate the full spectral reflectance at each pixel. Since the model is linear, the reconstruction is efficient and stable. We estimated the spectral reflectance of various scenes using the system and showed the effectiveness of the proposed system.

  • PDF

A Double Auction Model based on Nonlinear Utility Functions : Genetic Algorithms Approach for Market Optimization (비선형 효용함수 기반의 다중경매 모형 : 시장 최적화를 위한 유전자 알고리즘 접근법)

  • Choi, Jin-Ho;Ahn, Hyun-Chul
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.33 no.1
    • /
    • pp.19-33
    • /
    • 2008
  • In the previous double auction research for the market optimization, two basic assumptions are usually applied - (1) each trader has a linear or quasi-linear utility function of price and quantity, and (2) buyers as well as sellers have identical utility functions. However, in practice, each buyer and seller in a double auction market may have diverse utility functions for trading goods. Therefore, a flexible and integrated double auction mechanism that can integrate all traders' diverse utility functions is necessary. In particular, the flexible mechanism is more useful in a synchronous double auction because traders can properly change utilities in each round. Therefore, in this paper, we propose a flexible synchronous double auction mechanism in which traders can express diverse utility functions for the price and quantity of the goods, and optimal total market utility is guaranteed. In order to optimize the total market utility which consists of multiple complex utility functions of traders. We show the viability of the proposed mechanism through a several simulation experiments.

Observer-Based Output Feedback Stochastic Stabilizer for T-S Fuzzy Systems with Input Delay (입력지연을 갖는 T-S 퍼지 시스템의 관측기기반 출력궤환 안정화기 설계)

  • Lee, Sang-In;Park, Jin-Bae;Joo, Young-Hoon
    • Proceedings of the KIEE Conference
    • /
    • 2003.11c
    • /
    • pp.840-843
    • /
    • 2003
  • 본 논문은 임의의 입력지연을 갖는 Takagi-Sugeno (T-S) 퍼지 시스템의 관측기 기반 출력궤환 제어 시스템을 논의한다. 설계된 연속시간 T-S 퍼지 관측기 시스템을 영차의 샘플/홀드 함수를 이용하여 이산시간 관측기를 설계한다. 이때 플랜트와 관측기의 출력에러가 제어기를 통하여 궤환되기 때문에 이산화 과정에서 발생한 에러를 보정할 수 있다. 여기에서 시스템의 제어 입력은 임의로 변화하는 유한개의 상태를 갖는 마코프 확률과정으로 표현한다. 생성된 시스템의 확률적 안정 가능성 조건은 선형 행렬 부등식의 형태로 표현한다. 이러한 결과를 2자유도 헬리콥터의 모델에 대한 모의실험을 통하여 효용성을 확인한다.

  • PDF

Generation of an Optimal Trajectory for Rotorcraft Subject to Multiple Waypoint Constraints (다중 경로점 제한 조건하의 헬리콥터의 최적 경로 생성)

  • Choe,Gi-Yeong
    • Journal of the Korean Society for Aeronautical & Space Sciences
    • /
    • v.31 no.8
    • /
    • pp.50-57
    • /
    • 2003
  • Controlling rotorcraft to fly precisely through multiple, irregularly, and closely spaced waypoints is a common and practical mission. However, finding an optimal trajectory for this kind of mission is quite challenging. Usability of traditional approaches such as inverse control or direct methods to this kind of problem is limited because of either limitation on the specification of the constraints or requirement of extensive computation time. This paper proposes a method that can easily compute the full trajectory and control history for rotorcraft to pass through waypoints while satisfying other general constraints of states such as velocities and attitudes on each waypoint. The proposed method is applied to rotorcraft guidance problems of slalom and linear trajectory in the middle of general curved trajectory. The algorithm is test for various situations and demonstrates its usability.

Observer-Based Output Feedback Stochastic Stabilization for T-S Fuzzy Systems with Input Delay (입력지연을 갖는 T-S 퍼지 시스템의 관측기기반 출력궤환 확률적 안정화)

  • Lee, Sang In;Park, Jin Bae;Joo, Young Hoon
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.14 no.3
    • /
    • pp.298-303
    • /
    • 2004
  • This paper deals with a stochastic stabilization of observer-based output-feedback control Takagi-Sugeno (T-S) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delay of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time T-S fuzzy system with the Markovian input delay is discretized for easy handling delay, accordingly, the discretized T-S fuzzy system is represented by a discrete-time T-S fuzzy system with jumping parameters. The stochastic stabilizability of the jump T-S fuzzy system is derived and formulated in terms of linear matrix inequalities (LMIs). The usefulness of the proposed algorithm is also certificated by simulation of 2 degree of freedom helicopter model.

Development and Application of the Mode Choice Models According to Zone Sizes (분석대상 규모에 따른 수단분담모형의 추정과 적용에 관한 연구)

  • Kim, Ju-Yeong;Lee, Seung-Jae;Kim, Do-Gyeong;Jeon, Jang-U
    • Journal of Korean Society of Transportation
    • /
    • v.29 no.6
    • /
    • pp.97-106
    • /
    • 2011
  • Mode choice model is an essential element for estimating- the demand of new means of transportation in the planning stage as well as in the establishment phase. In general, current demand analysis model developed for the mode choice analysis applies common parameters of utility function in each region which causes inaccuracy in forecasting mode choice behavior. Several critical problems from using common parameters are: a common parameter set can not reflect different distribution of coefficient for travel time and travel cost by different population. Consequently, the resulting model fails to accurately explain policy variables such as travel time and travel cost. In particular, the nonlinear logit model applied to aggregation data is vulnerable to the aggregation error. The purpose of this paper is to consider the regional characteristics by adopting the parameters fitted to each area, so as to reduce prediction errors and enhance accuracy of the resulting mode choice model. In order to estimate parameter of each area, this study used Household Travel Survey Data of Metropolitan Transportation Authority. For the verification of the model, the value of time by marginal rate of substitution is evaluated and statistical test for resulting coefficients is also carried out. In order to crosscheck the applicability and reliability of the model, changes in mode choice are analyzed when Seoul subway line 9 is newly opened and the results are compared with those from the existing model developed without considering the regional characteristics.

The Business Restructuring for Sell-Offs and Tobin's Q (사업구조조정을 위한 자산매각(資産賣却)(Sell-Offs)과 Tobin's Q)

  • Kim, Won-Ki;Park, Choon-Kwang
    • The Korean Journal of Financial Management
    • /
    • v.16 no.2
    • /
    • pp.27-51
    • /
    • 1999
  • 본 연구는 사업구조조정을 위하여 기업이 자발적으로 자산을 매각할 때, 부채변제 목적으로 자산을 매각하는 경우를 제외한 재투자 목적으로 자산을 매각한 경우에 없어 자산매각에 따른 주가변동인 공시효과를 살펴보고 또한 이런 공시효과가 매각기업의 매각직전 경영성과인 Tobin's Q에 따라 달리 나타날 수 있으므로 이에 따른 공시효과의 차이를 비교해 본다. 그 다음에, 기업이 자산매각을 통하여 확보한 유동성을 새로 재투자할 기회를 갖는 자산매각의 경우에 있어, 이런 기회가 사업을 집중화할 목적인지 혹은 아닌지에 따라 장기간의 경영성과인 Tobin's Q와 어떤 영향관계를 갖는 지와, 또 매각자산의 상대적 매각규모가 장기간의 경영성과와 어떤 영향관계를 갖는 지를 분석한다. 분석결과, 자산매각에 대한 중시효과는 통계적으로 유의한 정의 비정상수익률을 실현하였으며, 자산매각직전의 경영성과를 나타내는 Tobin's Q값의 우열에 따리 분류한 4사분위별 집단의 비정상수익률은 Tobin's Q값이 낮거나 높은 기업일수록 정의 비정상수익률을 크게 실현하였다. 그리고 사업을 집중화할 목적으로 자산매각을 실시한 경우와 그렇지 않은 경우에 없어서 경영성과는 두 집단간에 유의적인 차이를 나타냈으나, 매각이후 각 연도기말의 Tobin's Q값들 사이에 대한 전년도와의 차이는 통계적인 유의성을 찾을 수가 없었다. 그렇지만 기업의 경영성과인 Tobin's Q는 집중화 집단이 비집중화 집단보다 크게 나타났었다. 또한 자산매각 이후에 없어, Tobin's Q와 집중화등기 및 상대적 매각규모는 유의적인 정의 관계를 나타냈다.었다.가 높은 한국, 영국, 독일에서는 환율이 주가에 비해 선행하여 변동한다고 볼 수 있다.하는 것이 필요할 것이다. 초과가치가 크게 나타나는 것으로 분석되어, 다각화 기업이 더 많은 부채부담능력을 가질 수 있고, 부채의 세금절감효과에 의해 기업가치를 증가시킬 수 있음을 알 수 있었다.있는 과정이므로 장기기대 주가의 미지성이 평균회귀 과정의 기각을 유도하게 된다. 우리나라의 투자자들은 무위험자산과 위험을 동시에 고려하여 투자활동을 전개하고 있음이 발견되었다. 선형의 효용함수를 갖는 위험중립적 태도의 투자자가 아니다. 위험기피형 효용함수 아래에서 투자활동을 수행하고 있는 합리적 투자자들이라 할 수 있다. 뿐 만 아니라 자신의 평생에 걸친 소비를 소비가 이루어지는 각 기마다 가급적 일정하게 하는 소비행동을 목표로 삼고 소비와 투자에 대한 의사결정을 내리고 있음이 실증분석을 통하여 밝혀졌다. 투자자들은 무위험 자산과 위험성 자산을 동시에 고려하여 포트폴리오를 구성하는 투자활동을 행동에 옮기고 있다.서, Loser포트폴리오를 매수보유하는 반전거래전략이 Winner포트폴리오를 매수보유하는 계속거래전략보다 적합한 전략임을 알 수 있었다. 다섯째, Loser포트폴리오와 Winner포트폴리오를 각각 투자대상종목으로써 매수보유한 반전거래전략과 계속거래 전략에 대한 유용성을 비교검증한 Loser포트폴리오와 Winner포트폴리오 각각의 1개월 평균초과수익률에 의하면, 반전거래전략의 Loser포트폴리오가 계속거래전략의 Winner포트폴리오보다 약 5배정도의 높은 1개월 평균초과수익률을 실현하였고, 반전거래전략의 유용성을

  • PDF

A Potential-Based Panel Method for the Analysis of A Two-Dimensional Super-Cavitating Hydrofoil (양력판(揚力板) 이론(理論)에 의(依)한 2차원(次元) 수중익(水中翼)의 초월(超越) 공동(空洞) 문제(問題) 해석(解析))

  • Y.G. Kim;C.S. Lee;J.T. Lee
    • Journal of the Society of Naval Architects of Korea
    • /
    • v.28 no.2
    • /
    • pp.159-173
    • /
    • 1991
  • This paper describes a potential-based panel method formulated for the analysis of a super-cavitating two-dimensional hydrofoil. The method employs normal dipoles and sources distributed on the foil and cavity surfaces to represent the potential flow around the cavitating hydrofoil. The kinematic boundary condition on the wetted portion of the foil surface is satisfied by requiring that the total potential vanish in the fictitious inner flow region of the foil, and the dynamic boundary condition on the cavity surface is satisfied by requiring thats the potential vary linearly, i.e., the tangential velocity be constant. Green's theorem then results in a potential-based integral equation rather than the usual velocity-based formulation of Hess & Smith type. With the singularities distributed on the exact hydrofoil surface, the pressure distributions are predicted with improved accuracy compared to those of the linearized lilting surface theory, especially near the leading edge. The theory then predicts the cavity shape and cavitation number for an assumed cavity length. To improve the accuracy, the sources and dipoles on the cavity surface are moved to the newly computed cavity surface, where the boundary conditions are satisfied again. This iteration process is repeated until the results are converged. Characteristics of iteration and discretization of the present numerical method are much faster and more stable than the existing nonlinear theories. The theory shows good correlations with the existing theories and experimental results for the super-cavitating flow. In the region of small angles of attack, the present prediction shows and excellent comparison with the Geurst's linear theory. For the long cavity, the method recovers the trends of the Wu's nonlinear theory. In the intermediate regions of the short super-cavitation, the method compares very well with the experimental results of Parkin and also those of Silberman.

  • PDF

A Case Study of Back-analysis Technique in Tunnelling Using Extended Bayesian Method and Relative Convergence Measurement (확장 Baysian 방법과 상대변위를 이용한 터널 역해석 기법의 적용사례연구)

  • Lee In-Mo;Choi Min-Kwang;Cho Kook-Hwan;Lee Geun-Ha;Choi Chung-Sik
    • Journal of the Korean Geotechnical Society
    • /
    • v.21 no.3
    • /
    • pp.109-118
    • /
    • 2005
  • It is a very difficult task to estimate engineering properties of the ground when designing underground structures, especially in tunnelling. Therefore, a feed-back system to combine the data measured in construction field with priorly estimated information at the design stage is necessary. In this paper, 3-dimensional back-analysis in tunnelling, to which only relative convergence is applied as input values, is carried out to estimate the optimum geotechnical parameters. For this purpose, the Extended Bayesian Method (EBM), which appropriately combines the objective information with the subjective one, is applied to optimize engineering parameters and 3-dimensional numerical analysis is carried out to predict a trend of relative convergence occurrence. The data measured from two tunnelling sites are used to verify the applicability of the proposed back-analysis technique. from the results of analysis, the proposed back-analysis technique is verified.