• Journal of the Korean Statistical Society
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• v.21 no.1
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• pp.47-58
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• 1992

The autocorrelation function structures of bilinear time series model BL(p, q, r, s), $r \geq s$ are obtained and shown to be analogous to those of ARMA(p, l), l=max(q, s). Simulation studies are performed to investigate the adequacy of Akaike information criteria for identification between ARMA(p, l) and BL(p, q, r, s) models and for determination of orders of BL(p, q, r, s) models. It is suggested that the model of having minimum Akaike information criteria is selected for a suitable model.

• International Journal of Quality Innovation
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• v.3 no.2
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• pp.174-182
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• 2002

System identification and controller formulation are essential in dynamic process control. In system identification, data for system identification are obtained, and then they are analyzed so that the system model of the process is built, identified, and diagnosed. In controller formulation, the control equation is derived based on the result of the system identification. There has been much theoretical research on system identification and controller formulation. These theories are very useful when they are appropriately applied. To our regret, however, these theories are not always effectively applied in practice because the engineers and the operators who manage the process often do not have the necessary understanding of required time series analysis methods. On the other hand, because of widespread use of statistical packages, system identification such as estimating ARMA models can be done with little understanding of time series analysis methods. Therefore, it might be said that the most theoretically difficult part in practice is the controller formulation. In this paper, lists of control equations are proposed as a useful tool for practitioners to use. The tool supports bridging the gap between theory and practice in dynamic process control. Also, for some models, the generalized control equations are obtained.

• Proceedings of the KIEE Conference
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• 1990.07a
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• pp.147-153
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• 1990

This paper treats modeling of dynamic load characteristics for power for systems. The dynamic load is represented as 4th order multivariable ARMA model under the assumption that the dynamic load characteristics can be described by the dynamics of only one induction motor. The parameters of the proposed ARMA model are identified using the well-known RLS method. This paper presents two kind of identification results : one is for induction motors and the other is for field data at Donghae station. From these results, the proposed model is quite suitable for the dynamic load characteristics. It has, however, a disadvantage in the viewpoint that the identified parameters are not those of the induction motor.

• Industrial Engineering and Management Systems
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• v.8 no.4
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• pp.247-256
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• 2009

In mass production industries such as steel making that have large equipment, sudden stops of production process due to machine failure can cause severe problems. To prevent such situations, machine diagnosis techniques play important roles. Many methods have been developed focusing on this subject. In this paper, we propose a method for the early detection of the failure on rotating machine, which is the most common theme in the machine failure detection field. A simplified method of calculating autocorrelation function is introduced and is utilized for ARMA model identification. Furthermore, an absolute deterioration factor such as Bicoherence is introduced. Machine diagnosis can be executed by this simplified calculation method of system parameter distance with weight. Proposed method proved to be a practical index for machine diagnosis by numerical examples.

• Industrial Engineering and Management Systems
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• v.1 no.1
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• pp.79-86
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• 2002

This paper proposes a new algorithm for estimating ARMA model parameters. In estimating ARMA model parameters, several methods such as generalized least square method, instrumental variable method have been developed. Among these methods, the utilization of a bootstrap type algorithm is known as one of the effective approach for the estimation, but there are cases that it does not converge. Hence, in this paper, making use of a cross correlation function and utilizing the relation of structural a priori knowledge, a new bootstrap algorithm is developed. By introducing theoretical relations, it became possible to remove terms, which is liable to include much noise. Therefore, this leads to robust parameter estimation. It is shown by numerical examples that using this algorithm, all simulation cases converge while only half cases succeeded with the previous one. As for the calculation time, judging from the fact that we got converged solutions, our proposed method is said to be superior as a whole.

• Journal of applied mathematics & informatics
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• v.5 no.2
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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.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.156-159
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• 1996

An adaptive predictive control for steam-reforming plant which consist of a steam-gas reformer and a waste heat steam-boiler was studied by using MIMO bilinear model. The simulation experiments of the process identification were performed by using linear and bilinear models. From the simulation results it was found that the bilinear model represented the dynamic behavior of a steam-reforming plant very well. ARMA model was used in the process identification and the adaptive predictive control. To verify the performance and effectiveness of the adaptive predictive controller proposed in this study the simulation results of steam-reforming plant control based on bilinear model were compared to those of linear model. The simulation results showed that the adaptive predictive controller based on bilinear model provides better performance than those of linear model.

• Clean Technology
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• v.8 no.1
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• pp.27-37
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• 2002

To verify the performance and effectiveness of bilinear model for the development of ozone prediction system, the simulation experiments of the model identification for ozone formation were performed by using bilinear and linear models. And the prediction results of the ozone formation by bilinear model were compared to those of linear model and the measured data of Seoul. ARMA(Autoregressive Moving Average) model was used in the model identification. A recursive parameter estimation algorithm based on an equation error method was used to estimate parameters of model. From the results of model identification experiment, the ozone formation by bilinear model showed good agreement with the ozone formation from the simulator. From the comparison of the prediction results and the measured data, it appears that the method proposed in this work is a reasonable means of developing real-time short-term prediction of ozone formation for an ozone forecast system.

• Proceedings of the Korean Institute of IIIuminating and Electrical Installation Engineers Conference
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• 2000.11a
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• pp.199-204
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• 2000

Generally, The systems are so complex that it not possible to obtain reasonable model using physical insight. Also a model based on physical insight contains a number of unknown parameters even if the structure is derived from physical laws. To solve these problems, the systems identification is described in this paper. So, AC servo motor system which has both open loop and closed loop is selected as an example for identification. A state-space model of AC servo motor system is identified through open loop experiment and identified through closed loop experiment and using pole placement integral controller to open loop system. As the results, From ARMA model, We have obtained continuous-time state space model.

• Journal of Institute of Control, Robotics and Systems
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• v.22 no.8
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• pp.650-655
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• 2016

In this paper, a novel RLS-based DOB (Recursive Least Squares Disturbance Observer) scheme is proposed to improve the performance of DOB for nominal model identification. A nominal model can be generally assumed to be a second order system in the form of a proper transfer function of an ARMA (Autoregressive Moving Average) model. The RLS algorithm for the model identification is proposed in association with DOB. Experimental studies of the balancing control of a one-wheel robot are conducted to demonstrate the feasibility of the proposed method. The performances between the conventional DOB scheme and the proposed scheme are compared.