• Title/Summary/Keyword: ARMA system modeling

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A Technique for Generation of Template Signal using Stable Minimum-Phase ARMA System Modeling for Coherent Impulse Communication Systems (안정성을 갖는 최소 위상 ARMA시스템 모델링을 이용한 코히어런트 임펄스 통신 수신단 참조 신호 발생 기법)

  • Lee Won Cheol;Park Woon Yong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.12C
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    • pp.1606-1616
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    • 2004
  • This paper introduces a technique for generating an appropriate template signal via modeling of minimum-phase stable ARMA (Auto-Regressive Moving Average) system for coherent impulse communication systems. It has been well known that the transmitted impulse signal becomes deformed because of dispersive and resonant characteristics. Accordingly, in spite of using ideal template signal at the correlator, these impairments degrade overall performance attributed to low level of coherence. To increase the degree of coherence, our proposed scheme realizes A3U system derived by Gaussian pulse signal, which simulates the overall characteristic of transfer function in between transmit and receive wideband antennas so as to generate an appropriate template signal in a form of output. The performance of proposed scheme will be shown in results from computer simulations to verify its affirmative impact on impulse communication system with regarding several distinctively shaped antennas.

Residual-based Robust CUSUM Control Charts for Autocorrelated Processes (자기상관 공정 적용을 위한 잔차 기반 강건 누적합 관리도)

  • Lee, Hyun-Cheol
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.3
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    • pp.52-61
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    • 2012
  • The design method for cumulative sum (CUSUM) control charts, which can be robust to autoregressive moving average (ARMA) modeling errors, has not been frequently proposed so far. This is because the CUSUM statistic involves a maximum function, which is intractable in mathematical derivations, and thus any modification on the statistic can not be favorably made. We propose residual-based robust CUSUM control charts for monitoring autocorrelated processes. In order to incorporate the effects of ARMA modeling errors into the design method, we modify parameters (reference value and decision interval) of CUSUM control charts using the approximate expected variance of residuals generated in model uncertainty, rather than directly modify the form of the CUSUM statistic. The expected variance of residuals is derived using a second-order Taylor approximation and the general form is represented using the order of ARMA models with the sample size for ARMA modeling. Based on the Monte carlo simulation, we demonstrate that the proposed method can be effectively used for statistical process control (SPC) charts, which are robust to ARMA modeling errors.

A Modeling Method of Equivalent Vibratory System in End Milling (엔드밀링에서 등가 진동계 모델링)

  • 백대균;고태조;김희술
    • Journal of the Korean Society for Precision Engineering
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    • v.20 no.12
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    • pp.135-141
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    • 2003
  • For the analysis of machined surface topography and machine-tool chatter, the cutting system is considered to be a single degree of freedom system. This paper presents a modeling method of equivalent vibratory system for precision cutting in end-milling using an impact test, an Autoregressive Moving Average (ARMA) mode] and a bisection method It has been shown that the proposed modeling method provides a good identification of the cutting system. The advantages of the proposed method in comparison to the existing method are that it is very easy and accurate.

Design of An Integrated Neural Network System for ARMA Model Identification (ARMA 모형선정을 위한 통합된 신경망 시스템의 설계)

  • Ji, Won-Cheol;Song, Seong-Heon
    • Asia pacific journal of information systems
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    • v.1 no.1
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    • pp.63-86
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    • 1991
  • In this paper, our concern is the artificial neural network-based patten classification, when can resolve the difficulties in the Autoregressive Moving Average(ARMA) model identification problem To effectively classify a time series into an approriate ARMA model, we adopt the Multi-layered Backpropagation Network (MLBPN) as a pattern classifier, and Extended Sample Autocorrelation Function (ESACF) as a feature extractor. To improve the classification power of MLBPN's we suggest an integrated neural network system which consists of an AR Network and many small-sized MA Networks. The output of AR Network which will gives the MA order. A step-by-step training strategy is also suggested so that the learned MLBPN's can effectively ESACF patterns contaminated by the high level of noises. The experiment with the artificially generated test data and real world data showed the promising results. Our approach, combined with a statistical parameter estimation method, will provide a way to the automation of ARMA modeling.

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Real-Time Flood Forecasting System For the Keum River Estuary Dam(I) -System Development- (금강하구둑 홍수예경보 시스템 개발(I) -시스템의 구성-)

  • 정하우;이남호;김현영;김성준
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.36 no.2
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    • pp.79-87
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    • 1994
  • A real-time flood forecasting system(FLOFS) was developed for the real-time and predictive determination of flood discharges and stages, and to aid in flood management decisions in the Keum River Estuary Dam. The system consists of three subsystems : data subsystem, model subsystem, and user subsystem. The data subsystem controls and manages data transmitted from telemetering systems and simulated by models. The model subsystem combines various techniques for rainfall-runoff modeling, tidal-level forecasting modeling, one-dimensional unsteady flood routing, Kalman filtering, and autoregressivemovingaverage(ARMA) modeling. The user subsystem in a menu-driven and man-machine interface system.

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A Compensation Technique for Dispersive and Resonant Wideband Antenna using Stable Minimum-Phase ARMA System Modeling for Coherent Impulse Communication Systems (안정성을 갖는 최소 위상 ARMA 시스템 모델링을 이용한 코히어런트 임펄스 통신 시스템의 광대역 안테나 확산 및 공진 특성 보상 기법)

  • Lee Won-Cheol;Park Woon-Yong
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.15 no.10 s.89
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    • pp.983-995
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    • 2004
  • This paper introduces a pre-compensation filter for compensating dispersive and resonant properties experienced along the usage of non-ideal wideband antennas in impulse communication systems. It has been well blown that the transmitted impulse signal becomes deformed because of dispersive and resonant characteristics. Accordingly, in spite of using ideal template signal at the correlator in coherent receiver, these impairments degrade overall performance attributed to low level of coherence. To overcome this problem this paper exploits a realization technique of pre-compensation filter purposely installed at transmitter whose stability is automatically guaranteed because it has an inversion form of minimum-phase ARMA (Auto-Regressive Moving Average) system. The performance of proposed scheme will be shown in results from computer simulations to verify its affirmative impact on impulse communication system with regarding several distinctively shaped antennas.

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

  • 윤문철;조현덕;김성근
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.8 no.3
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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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Decentralized Adaptive Control of Interconnected System using Off-Set Modeling (오프셋 모형화 기법을 이용한 상호연관 시스템의 분산형 적응제어)

  • 양흥석;박용식;주성순
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.37 no.12
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    • pp.879-883
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    • 1988
  • In this paper, self tuning control of interconnected systems are dealt in view point of large scale system control. The plant model is given in MIMO ARMA procss. This process is simlified as independent SISO ARMA processes having offset terma, which are considered as effects of interconnections. In each decentralized system, self tuning controller with instrumental variable method is adopted. As a result, this algorithm enables the paramter estimation to be unbiased and non-drift. This controller contains a new implicit offset rejection technique. Simulation results consider well with the analysis in case of linear interconnection.

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Low-Order Modeling of HRTF using ARMA-System (ARMA시스템을 이용한 머리전달함수 저차 모델링)

  • Kim Hong-Choul;Lee Ou-Seb;Lee Won-Cheol
    • Proceedings of the Acoustical Society of Korea Conference
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    • spring
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    • pp.203-206
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    • 2000
  • 입체음향 시스템에서 모노음에 방향감을 제어하기 위한 방법으로 FIR 필터 형태의 머리전달함수( HRTF : Head-Related Transfer Function)를 사용한다. 그러나 이때 사용되는 FIR형태의 머리전달함수는 높은 차수를 가지고 있어 실시간 음상정위 처리가 어려운 문제점을 가지고 있다. 본 논문에서는 FIR 형태의 머리전달함수를 ARMA 시스템 인지기법을 이용하여 저차의 IIR필터 형태로 모델링하여 실시간 데이터 처리가 가능하도록 하였다. 본 논문에서 제안하는 ARMA 시스템 인지기법을 이용하게 되면 주어진 고차의 FIR형태의 머리전달함수를 다양한 안정성을 갖는 IIR모델들을 얻을 수 있으며, 이들 중 적절한 스펙트럼오차를 갖는 저차의 IIR모델을 선택 할 수 있다.

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An analysis of cutting process with ultrasonic vibration by ARMA model (자동회귀-이동평균(ARMA) 모델에 의한 초음파 진동 절삭 공정의 해석)

  • I.H. Choe;Kim, J.D.
    • Journal of the Korean Society for Precision Engineering
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    • v.11 no.2
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    • pp.85-94
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    • 1994
  • The cutting mechanism of ultrasonic vibration machining is characterized as two phases, that is, an impact at the cutting edge and a reduction of cutting force due to non-contact interval between tool and workpiece. In this paper, in order to identify cutting dynamics of a system with ultrasonically vibrated cutting tool, an ARMA modeling is performed on experimental cutting force signals which have a dominant effect on cutting dynamics. The aim of this study is, through Dynamic Date System methodology, to find the inherent characteristics of an ultrasonic vibration cutting process by considering natural frequency and damping coefficient. Surface roughness and stability of cutting process under ultrasonic vibration are also considered

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