• 제목/요약/키워드: ARMA Model Identification

검색결과 30건 처리시간 0.031초

Adaptive Kalman Filter Design for an Alignment System with Unknown Sway Disturbance

  • Kim, Jong-Kwon;Woo, Gui-Aee;Cho, Kyeum-Rae
    • International Journal of Aeronautical and Space Sciences
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    • 제3권1호
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    • pp.86-94
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    • 2002
  • The initial alignment of inertial platform for navigation system was considered. An adaptive filtering technique is developed for the system with unknown and varying sway disturbance. It is assumed that the random sway motion is the second order ARMA(Auto Regressive Moving Average) model and performed parameter identification for unknown parameters. Designed adaptive filter contain both a Kalman filter and a self-tuning filter. This filtering system can automatically adapt to varying environmental conditions. To verify the robustness of the filtering system, the computer simulation was performed with unknown and varying sway disturbance.

충주호 수질변동의 추계학적 특성 (Stochastic Characteristics of Water Quality Variation of the Chungju Lake)

  • 정효준;황대호;백도현;이홍근
    • 한국환경보건학회지
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    • 제27권3호
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    • pp.35-42
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    • 2001
  • The characteristics of water quality variation were predicted by stochastic model in Chungju dam, north Chungcheong province of south Korea, Monthly time series data of water quality from 1989 to 2001;temperature, BOD, COD and SS, were obtained from environmental yearbook and internet homepage of ministry of environment. Development of model was carried out with Box-Jenkins method, which includes model identification, estimation and diagnostic checking. ACF and PACF were used to model identification. AIC and BIC were used to model estimation. Seosonal multiplicative ARIMA(1, 0, 1)(1, 1, 0)$_{12}$ model was appropriate to explain stochastic characteristics of temperature. BOD model was ARMa(2, 2, 1), COD was seasonal multiplicative ARIMA(2. 0. 1)(1. 0, 1)$_{12}$, and SS was ARIMA(1, 0, 2) respectively. The simulated water quality data showed a good fitness to the observed data, as a result of model verification.ion.

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시계열 및 예측모델 선택과정에서 스펙트럼의 이용 (The use of spectral analysis in choosing time series and forecasting models)

  • 전덕빈
    • 대한산업공학회지
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    • 제14권1호
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    • pp.51-56
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    • 1988
  • A spectrum analysis method is presented with an example as an aid to Box and Jerkins' model identification procedure, where the theoretical spectrum of ARMA model and its confidence intervals derived by chi-square distribution are compared. An APL (A Programming Language) program for the method is developed for the 16-bit personal computer.

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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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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.

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Modeling of a Building System and its Parameter Identification

  • Park, Herie;Martaj, Nadia;Ruellan, Marie;Bennacer, Rachid;Monmasson, Eric
    • Journal of Electrical Engineering and Technology
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    • 제8권5호
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    • pp.975-983
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    • 2013
  • This study proposes a low order dynamic model of a building system in order to predict thermal behavior within a building and its energy consumption. The building system includes a thermally well-insulated room and an electric heater. It is modeled by a second order lumped RC thermal network based on the thermal-electrical analogy. In order to identify unknown parameters of the model, an experimental procedure is firstly detailed. Then, the different linear parametric models (ARMA, ARX, ARMAX, BJ, and OE models) are recalled. The parameters of the parametric models are obtained by the least square approach. The obtained parameters are interpreted to the parameters of the physically based model in accordance with their relationship. Afterwards, the obtained models are implemented in Matlab/Simulink(R) and are evaluated by the mean of the sum of absolute error (MAE) and the mean of the sum of square error (MSE) with the variable of indoor temperature of the room. Quantities of electrical energy and converted thermal energy are also compared. This study will permit a further study on Model Predictive Control adapting to the proposed model in order to reduce energy consumption of the building.

Identification of flutter derivatives of bridge decks using CFD-based discrete-time aerodynamic models

  • Zhu, Zhiwen;Gu, Ming
    • Wind and Structures
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    • 제18권3호
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    • pp.215-233
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    • 2014
  • This paper presents a method to extract flutter derivatives of bridge decks based on a combination of the computational fluid dynamics (CFD), system simulations and system identifications. The incompressible solver adopts an Arbitrary Lagrangian-Eulerian (ALE) formulation with the finite volume discretization in space. The imposed sectional motion in heaving or pitching relies on exponential time series as input, with aerodynamic forces time histories acting on the section evaluated as output. System identifications are carried out to fit coefficients of the inputs and outputs of ARMA models, as to establish discrete-time aerodynamic models. System simulations of the established models are then performed as to obtain the lift and moment exerting on the sections to a sinusoidal displacement. It follows that flutter derivatives are identified. The present approaches are applied to a hexagon thin plate and a real bridge deck. The results are compared to the Theodorsen closed-form solution and those from wind tunnel tests. Satisfactory agreements are observed.

상태(狀態)벡터 모형(模型)에 의한 하천유출(河川流出)의 실시간(實時間) 예측(豫測)에 관한 연구(研究) (Real-Time Prediction of Streamflows by the State-Vector Model)

  • 서병하;윤용남;강관원
    • 대한토목학회논문집
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    • 제2권3호
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    • pp.43-56
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    • 1982
  • 상태공간(狀態空間) 개념(槪念)에 기초(基礎)를 두어 시스템의 동적(動的) 거동(擧動)을 나타낸 Kalman filter와 자기공진(自己共振) 예측자(豫測子)의 순환(循還) 알고리즘에 의한 예측방법(豫測方法)을 연구(硏究)하여 하천유출(河川流出) 예측(豫測)에의 적용성(適用性)을 검토(檢討)하고 그 결과(結果)를 제시하였다. 강우(降雨)-유출과정(流出過程)의 동적(動的) 거동(擧動)을 자색(白色) Gaussian 잡음(雜音)이 있는 선형(線型), 이산형(離散型)시스템으로 보아서 낮은 차수(次數)의 ARMA 과정(過程)으로 나타내었으며 예측모형(豫測模型)의 상태(狀態)벡터를 random walk로 나타내었다. 예측오차(豫測誤差)에 대한 통계적(統計的)인 분석(分析)으로 모형구조(模型構造)를 결정하였으며 적용(適用)된 예측(豫測)알고리즘의 검정(檢正)을 위하여 시우량(時雨量)과 시유량(時流量)의 과거(過去) 기록치(記錄値)를 사용하였다. 예측결과(豫測結果)를 분석(分析)하나 Kalman filter에 의한 알고리즘이 자기공진(自己共振) 예측자(豫測子)보다 우수하다는 것을 알 수 있었다.

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초음파 진동자를 이용한 알루미늄 와이어 용접에 관한 연구 (A Study on the Aluminum Wire Bondingby Using Ultrasonic Vibrator)

  • 김희수;이건복
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 1994년도 추계학술대회 논문집
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    • pp.571-576
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    • 1994
  • In recent years, ultrasonic has been widely applied in measurement and industrial fields and its application range has been expanded as a result of continuous research and development. Wire Bonding Machine, an instrument fabricating semi-conductor, makes use of ultrasonic bonding method. In order to improve the currently used wire bonding machine using ultrasonic energy, technical accumulation is needed steadily through development of exciting device of ultrasonic composed of piezoelectic vibrator and horn. This study investigates the design conditions affecting the dynamic characteristics through the theoretical and experimental analysis of piezoelectric vibrator and horn, The study conducts separately the system identification of piezoelectric vibrator in time domain and the modal analysis of horn in frequency domain. In theoretical model, the integrated modeling is conducted via a combination of dynamic identification of piezoelectric vibrator and theoretical analysis of horn. Hence comparison is made for theoretical and experimental results of the dynamic characteristics of the ultrasonic transducer composed of piezoelectric vibrator and horn. Form the results of this study we develop the design technique of ultrasonic transducer using dynamic characteristic analysis and propose the possibility of ultrasonic welding considering the optimal condition of the natural frequency and vibration mode of horn.

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초음파 트랜스듀서의 종진동을 이용한 알루미늄 와이어 용접 (Aluminum Wire Bonding by Longitudinal Vibration of Ultrasonic Transducer)

  • Lee, G.B.;Kim, H.S.
    • 한국정밀공학회지
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    • 제13권11호
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    • pp.38-45
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    • 1996
  • In recent years, ultrasonic has been widely applied in measurement and industrial fields and its application range has been expanded as a result of continuous research and development. Wire Bonding Machine, an instrument fabricating semi-conductor, makes use of ultrasonic bonding method. Specially, the method utilizes the longitudinal vibration of ultrasonic transducer composed of piezoelectric vibrator and horn. This work investigates the design conditions affecting the dynamic characteristics through the theretical and experimental analysis. It conducts separately the system identification of piezoelectric vibrator in time domain and the modal analysis of horn in frequency domain. The integrated modeling is conducted via a combbination of dynamic identification of piezoelectric vibrator and theroretical analysis of horn. Then comparison is made for theroretical and experimental results of the dynamic characteristics of the ultrasonic transducer comprised of piezoelectric vibrator and horn. Form the results of the comparison we develop the design technique of ultrasonic transducer using dynamic characteristics analysis and propose the possibility of ultrasonic bonding considering the optimal conditions for the longitudinal vibration of ultrasonic transducer and other conditions.

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