• 제목/요약/키워드: ARMA (Auto Regressive Moving Average)

검색결과 27건 처리시간 0.021초

Multivariable Nonlinear Model Predictive Control of a Continuous Styrene Polymerization Reactor

  • Na, Sang-Seop;Rhee, Hyun-Ku
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1999년도 제14차 학술회의논문집
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    • pp.45-48
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    • 1999
  • Model predictive control algorithm requires a relevant model of the system to be controlled. Unfortunately, the first principle model describing a polymerization reaction system has a large number of parameters to be estimated. Thus there is a need for the identification and control of a polymerization reactor system by using available input-output data. In this work, the polynomial auto-regressive moving average (ARMA) models are employed as the input-output model and combined into the nonlinear model predictive control algorithm based on the successive linearization method. Simulations are conducted to identify the continuous styrene polymerization reactor system. The input variables are the jacket inlet temperature and the feed flow rate whereas the output variables are the monomer conversion and the weight-average molecular weight. The polynomial ARMA models obtained by the system identification are used to control the monomer conversion and the weight-average molecular weight in a continuous styrene polymerization reactor It is demonstrated that the nonlinear model predictive controller based on the polynomial ARMA model tracks the step changes in the setpoint satisfactorily. In conclusion, the polynomial ARMA model is proven effective in controlling the continuous styrene polymerization reactor.

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SPI의 EOF분석을 이용한 경기도 지역 가뭄특성 연구 (A Study for Brought Characteristics of Gyeonggi-Do Using EOF of SPI)

  • 장연규;김상단;최계운
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2005년도 학술발표회 논문집
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    • pp.867-872
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    • 2005
  • This study introduces a method to evaluate the probability of a specific area to be affected by a drought of a given severity and shows its potential for investigating agricultural drought characteristics. The method is applied to Gyeonggi as a case study. The proposed procedure includes Standard Precipitation Index(SPI) time series, which are linearly transformed by the Empirical Orthogonal Functions(EOF) method, These EOFs are extended temporally with AutoRegressive Moving Average(ARMA) method and spatially with Kriging method. By performing these simulations, long time series of SPI can be simulated for each designed grid cell in whole Gyeonggi area. The probability distribution functions of the area covered by a drought and the drought severity are then derived and combined to produce drought severity-area-frequency(SAF) curves.

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ARMA 모델링과 스펙트럼분석법에 의한 가공시스템의 진단에 관한 연구 (A Study on Diagnostics of Machining System with ARMA Modeling and Spectrum Analysis)

  • 윤문철;조현덕;김성근
    • 한국생산제조학회지
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    • 제8권3호
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    • pp.42-51
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    • 1999
  • An experimental modeling of cutting and structural dynamics and the on-line detection of malfunction process is substantial not only for the investigation of the static and dynamic characteristics of cutting process but also for the analytic realization of diagnostic systems. In this regard, We have discussed on the comparative assessment of two recursive time series modeling algorithms that can represent the machining process and detect the abnormal machining behaviors in precision round shape machining such as turning, drilling and boring in mold and die making. In this study, simulation and experimental work were performed to show the malfunctioned behaviors. For this purpose, two new recursive approach (REIVM, RLSM) were adopted fur the on-line system identification and monitoring of a machining process, we can apply these new algorithm in real process for the detection of abnormal machining behaviors such as chipping, chatter, wear and round shape lobe waviness.

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시계열 예측 Application S/W 개발에 관한 연구 (Study on the Development of a Time-Series Prediction Application Software)

  • 김치호;홍태화;김학배
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 하계학술대회 논문집 D
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    • pp.2983-2985
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    • 2000
  • 이 논문의 목적은 시계열 예측 엔진의 개발과 그 엔진을 Application S/W로 구현하는 것이다 시계열 예측 엔진은 과거의 데이터를 분석하여 예측을 위한 식의 차수와 형태를 결정하고 이를 바탕으로 파라미터를 결정한 후 미래의 간을 예측하는 3가지 단계를 거친다. 석기에 쓰이는 기법들은 여러 가지가 있는데 본 논문에서는 ARMA(Auto Regressive Moving Average)를 기본으로 분석하였다 Application S/W는. 개발된 예측 엔진에서 분석될 과거 데이터를 입력받아 예측 엔진 구동에 사용되고 그 결과를 그래프로 나타내는 일련의 과정을 거친다. Application S/W 개발의 많은 Programming Language가 존재하지만 본 논문에서는 Visual C누 +을 사용하였다. 또한 이 논문에선, 특정 교차로를 통과하는 교통량 변화에 대한 데이터를 이용하여 예측을 수행하고. 그 결과를 Application S/W에 적용시켰다.

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INNOVATION ALGORITHM IN ARMA PROCESS

  • Sreenivasan, M.;Sumathi, K.
    • Journal of applied mathematics & informatics
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    • 제5권2호
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    • pp.373-382
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    • 1998
  • Most of the works in Time Series Analysis are based on the Auto Regressive Integrated Moving Average (ARIMA) models presented by Box and Jeckins(1976). If the data exhibits no ap-parent deviation from stationarity and if it has rapidly decreasing autocorrelation function then a suitable ARIMA(p,q) model is fit to the given data. Selection of the orders of p and q is one of the crucial steps in Time Series Analysis. Most of the methods to determine p and q are based on the autocorrelation function and partial autocor-relation function as suggested by Box and Jenkins (1976). many new techniques have emerged in the literature and it is found that most of them are over very little use in determining the orders of p and q when both of them are non-zero. The Durbin-Levinson algorithm and Innovation algorithm (Brockwell and Davis 1987) are used as recur-sive methods for computing best linear predictors in an ARMA(p,q)model. These algorithms are modified to yield an effective method for ARMA model identification so that the values of order p and q can be determined from them. The new method is developed and its validity and usefulness is illustrated by many theoretical examples. This method can also be applied to an real world data.

공구파손검출을 위한 시스템인식에 관한 연구 (A Study on the System Identification for Detection of Tool Breakage)

  • 사승윤
    • 한국생산제조학회지
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    • 제9권5호
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    • pp.144-149
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    • 2000
  • The demands for robotic and automatic system are continually increasing in manufacturing fields. There have been many studies to monitor and predict the system, but they have mainly focused upon measuring cutting force, and current of motor spindle, and upon using acoustic sensor, etc. In this study, time series sequence of cutting force was acquired by taking advantage of piezoelectric type tool dynamometer. Radial cutting force was obtained from it and was available for useful observation data. The parameter was estimated using PAA(parameter adaptation algorithm) from observation data. ARMA(auto regressive moving average) model was selected for system model and second order was decided according to parameter estimation. Uncorrelation test was also carried out to verify convergence of parameter.

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On-line Optimal EMS Implementation for Distributed Power System

  • Choi, Wooin;Baek, Jong-Bok;Cho, Bo-Hyung
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2012년도 추계학술대회 논문집
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    • pp.33-34
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    • 2012
  • As the distributed power system with PV and ESS is highlighted to be one of the most prominent structure to replace the traditional electric power system, power flow scheduling is expected to bring better system efficiency. Optimal energy management system (EMS) where the power from PV and the grid is managed in time-domain using ESS needs an optimization process. In this paper, main optimization method is implemented using dynamic programming (DP). To overcome the drawback of DP in which ideal future information is required, prediction stage precedes every EMS execution. A simple auto-regressive moving-average (ARMA) forecasting followed by a PI-controller updates the prediction data. Assessment of the on-line optimal EMS scheme has been evaluated on several cases.

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전력 계통 안정화 제어를 위한 이산시간 제어기 설계 (A Study on digital Controller for Power System Stabilization)

  • 박영문;현승호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1992년도 하계학술대회 논문집 A
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    • pp.135-137
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    • 1992
  • A new algorithm for self-tuning digital controller is proposed. The system to be controlled is identified on line in auto-regressive-moving-average(ARMA) form via recursive least mean square method. The control law is obtained from the minimization of an objective function. The proposed objective function is similar to that of Generalized Minimum Variance(GMV) method but modified to lessen the overshoot and to avoid numerical divergence problem. This algorithm is applied to the power system stabilization and the comparison of the proposed method with a conventional power system stabilizer(PSS) is presented.

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채터로브 계산을 위한 고유모우드 분석법 (Natural Mode Analysis for Chatter Lobe Estimation)

  • 윤문철;조현덕;이응숙
    • 한국기계가공학회지
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    • 제2권2호
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    • pp.60-66
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    • 2003
  • For the estimation of chatter lobe boundary it is very important to calculate the natural mode of cutting process. There are many time series algorithms for getting the natural mode of structural endmilling dynamics considering the cutting process. In this study, we have compared several time series methods such as AR algorithm, ARX, ARMAX, ARMA, Box Jenkins, Output Error, Recursive ARX, Recursive ARMAX considering the sampling frequency. As a results, the ARX, ARMAX and IV 4 are more desirable algorithms for the calculation of modal parameters such as natural frequency and damping ratio In endmilling operation. Also these algorithms may be adopted for the natural mode estimation of endmilling operation for chatter lobe prediction.

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선삭가공에서 공구파손 검출 시스템 인식에 관한 연구 (A Study on the System Identification of Tool Breakage Detection in Turning)

  • 사승윤
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 1999년도 추계학술대회 논문집 - 한국공작기계학회
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    • pp.40-45
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    • 1999
  • The demands for robotic and automatic system are continually increasing in manufacturing fields. There have been many studies to monitor and predict the system, but they have mainly focused upon measuring cutting force, and current of motor spindle, and upon using acoustic sensor, etc.In this study, time series sequence of cutting force was acquired by taking advantage of piezoelectric type tool dynamometer. Radial cutting force was obtained from it and was available for useful observation data. The parameter was estimated using PAA (parameter adaptation algorithm) from observation data. ARMA(auto regressive moving average) model was selected for system model and second order was decided according to parameter estimation. Uncorrelation test was also carried out to verify convergence of parameter.

  • PDF