• 소음진동
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• 제8권6호
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• pp.1103-1112
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• 1998

A new time series method, directional ARMAX (dARMAX) model-based approach. is proposed for rotor dynamics identification. The dARMAX processes complex-valued signals, utilizing the complex modal testing theory which enables the separation of the backward and forward modes in the two-sided frequency domain and makes effective modal parameter identification possible, to account for the dynamic characteristics inherent in rotating machinery. This paper is divided into two parts : The dARMAX modeling, analysis. and fitting strategy are presented in the first part. whereas a evaluation of its performance characteristics based on both simulated and experimental data is presented in the second.

• 소음진동
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• 제9권1호
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• pp.60-69
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• 1999

In the first paper of this research$^{(1)}$. a new time series method. directional ARMAX (dARMAX) model-based approach. was proposed for rotordynamics identification. The dARMAX processes complex-valued signals, utilizing the complex modal testing theory which enables the separation of the backward and forward modes in the two-sided frequency domain and makes effective modal parameter identification possible. to account for the dynamic characteristics inherent in rotating machinery. In this second part. an evaluation of its performance characteristics based on both simulated and experimental data is presented. Numerical simulations are carried out to show that the method. a complex time series method. successfully implements the complex modal testing in the time domain. and it is superior in nature to the conventional ARMAX and the frequency-domain methods in the estimation of the modal parameters for isotropic and weakly anisotropic rotor systems. Experiments are carried out to demonstrate the applicability and the effectiveness of the dARMAX model-based approach, following the proposed fitting strategy. for the rotordynamics identification.

• 한국정보통신학회:학술대회논문집
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• 한국해양정보통신학회 1998년도 추계종합학술대회
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• pp.146-150
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• 1998

본 논문에서는 유전자 알고리즘을 이용하는 새로운 시스템 식별 방식을 제안한다. 제안 한 방식은 ARMAX 모델을 이용하여 비선형 시스템을 파라미터 벡터와 측정 벡터로 나누고, 파라미터 벡터를 유전자 알고리즘을 이용하여 최적의 값을 구하여 ARMAX 모델의 파라미터를 조정한다. 기존의 Narendra의 4가지 식별 모델을 대상으로 시뮬레이션하여 제안한 식별 방식의 유용성을 확인하였다.

• 전산구조공학
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• 제2권4호
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• pp.111-116
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• 1989

구조설계에 작용되는 하중과 이로 인한 동적거동의 측정기록을 바탕으로 하여 구조계의 미지계수 행렬을 추정하는 방법에 대하여 연구하였다. 이를 위하여 통상 미분방정식으로 주어지는 운동방정식을 ARMAX 모형식으로 변환시켜 ARMAX 식의 계수행렬을 추정한 후, 이로부터 운동방정식의 계수행렬을 구하였다. ARMAX 계수의 추정은 최소자승법, Instrumental Variable방법, Maximum Likelihood방법 및 Limited Information Maximum Likelihood방법을 사용하여 수행하였으며, 지진 하중을 받는 3층 건물 모형을 예제로 하여 각 방법의 효율성을 비교분석하였다.

• 한국정밀공학회지
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• 제16권7호
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• pp.178-187
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• 1999

In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

• 대한전기학회논문지
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• 제37권3호
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• pp.180-185
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• 1988

This paper considers the problem of the optimal input design for parameter estimtion in the ARMAX model in which the system and noise transfer function have the common denominator polynomial. Deriving the information matrix, in detail, for the assumed model structure and using the autocorrelation functin of the filtered input as design variables, it is shown that D-optimal input signal can be realized as an autoregressive moving average process. Computer simulations are carried out to show the standard-deviation reduction in the parameter estimtes using the optimal input signal.

• 전산구조공학
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• 제3권4호
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• pp.143-148
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• 1990

다자유도를 가진 구조계로 부터 얻어진 동적거동의 측정치를 이용하여 구조물의 모우드계수를 추정하는 시간영역방법에 대해 연구하였다. 이를 위해 운동방정식을 실험적 모우드식으로 변환한 다음 이를 다시 이산시간 영역의 식인 ARMAX식으로 나타내었다. 순차적 예측 오차 방법을 이용하여 ARMAX식의 계수들을 추정한 후, 이들로 부터 구조물의 모우드 계수들을 계산하였다. 지진하중을 받는 3층 빌딩 구조물의 실험치를 이용하여 얻은 모우드 계수들은 서로 다른 실험간에 좋은 일치를 보였으며, 또한 계산된 계수들을 이용하여 다시 구한 구조물 응답의 시간이력들은 실험치들과 좋은 일치를 보였다.

• Journal of Advanced Marine Engineering and Technology
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• 제24권1호
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• pp.94-103
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• 2000

This paper describes the model identification and the discrete-time sliding mode control of electro-hydraulic servo systems which are composed of servo valves, double-rod cylinder and load mass. The controlled plant is identified as a 3th-order discrete-time ARMAX model obtained from the prediction error algorithm, where a nominal model and modeling errors are zuantitatively constructed. The discrete sliding mode controller for 3th-order ARMAX model is designed in discrete-time domain, where all states are observed from Kalman filter. The discrete sliding mode controller has better tracking performance than that obtained from continuous-time sliding mode controller, in experiment.

• 응용통계연구
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• 제29권1호
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• pp.145-155
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• 2016

이 논문에서는 기상에 따른 고령 환자의 질병 발생빈도를 예측하는 방법을 비교한다. 분석을 위해 건강보험심사평가원의 고령 환자 의료 자료와 기상청 자료를 주별, 권역별로 병합한다. 기상에 영향을 받는 질병의 주별 발생 빈도를 ARMAX모형, VARMAX모형, TSCS회귀모형으로 분석하고 MSE, MAPE, MAE 기준으로 모형을 비교했다.

• Structural Engineering and Mechanics
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• 제72권6호
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• pp.689-712
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• 2019

Time-series models like AR-ARX and ARMAX, provide a robust way to capture the dynamic properties of structures, and their residuals can be effectively used as features for damage detection. Even though several research papers discuss the implementation of AR-ARX and ARMAX models for damage diagnosis, they are basically been exploited so far for detecting the time instant of damage and also the spatial location of the damage. However, the inverse problem associated with damage quantification i.e. extent of damage using time series models is not been reported in the literature. In this paper, an approach to detect the extent of damage by combining the ARMAX model by formulating the inverse problem as a multi-constrained optimization problem and solving using a newly developed hybrid adaptive differential search with dynamic interaction is presented. The proposed variant of the differential search technique employs small multiple populations which perform the search independently and exchange the information with the dynamic neighborhood. The adaptive features and local search ability features are built into the algorithm in order to improve the convergence characteristics and also the overall performance of the technique. The multi-constrained optimization formulations of the inverse problem, associated with damage quantification using time series models, attempted here for the first time, can considerably improve the robustness of the search process. Numerical simulation studies have been carried out by considering three numerical examples to demonstrate the effectiveness of the proposed technique in robustly identifying the extent of the damage. Issues related to modeling errors and also measurement noise are also addressed in this paper.