• 제목/요약/키워드: Adaptive

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비정상 자기회귀모형에서의 벌점화 추정 기법에 대한 연구 (Model selection for unstable AR process via the adaptive LASSO)

  • 나옥경
    • 응용통계연구
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    • 제32권6호
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    • pp.909-922
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    • 2019
  • 벌점화 추정 기법 중 adaptive LASSO 방법은 모형 선택과 모수 추정을 동시에 할 수 있는 유명한 방법으로 이미 정상 자기회귀모형에서 연구된 적이 있다. 본 논문에서는 이를 확장하여 확률보행과정과 같은 비정상 자기회귀모형에서 adaptive LASSO 추정량이 갖는 성질을 모의실험을 통해 연구하였다. 다만 비정상 자기회귀모형에서는 단위근의 존재 여부를 판단하는 것과 모형의 차수를 선택하는 것이 가장 중요하므로, 이를 위해 원 자기회귀모형이 아닌 ADF 검정에서 고려하는 회귀모형으로 변환하여 adaptive LASSO를 적용하였다. 일반적으로 Adaptive LASSO를 적용할 때 조절모수의 선택이 가장 중요한 문제이며, 본 논문에서는 교차검증, AIC, BIC 세 가지 방법을 이용하여 조절모수를 선택하였다. 모의실험 결과를 보면, 이 중에서 BIC가 최소가 되도록 선택한 조절모수에 대응되는 adaptive LASSO 추정량이 단위근의 존재 여부를 잘 판단할 뿐만 아니라 자기회귀모형의 차수 또한 비교적 정확하게 선택함을 확인할 수 있다.

적응 등화기를 이용한 적응 OFDM 시스템 성능분석 (Performance Analysis of Adaptive OFDM Systems using Adaptive Equalizer)

  • 강희조
    • 디지털콘텐츠학회 논문지
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    • 제12권3호
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    • pp.355-360
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    • 2011
  • 본 논문에서 OFDM 시스템의 성능분석을 Matlab 시뮬레이터를 이용하여 시뮬레이션 하였다. 적응 OFDM 시스템에 채널 추정 알고리즘을 적용하고 멀티미디어 무선통신 다중경로 페이딩 채널환경에서 시스템에 미치는 영향을 분석하고 추정된 결과를 이용하여 적응 등화기를 적용한 적응 OFDM 시스템의 성능을 BER을 통하여 분석하였다. 분석결과, 채널상태에 따라 가변을 취하는 적응변조 OFDM 시스템의 경우 일반적인 시스템에 비해 (BER=$10^{-1}$)를 기준으로 약 7dB 성능의 이득이 있음을 확인하였다. 따라서 고속 멀티미디어 무선통신 채널환경에서 효율적인 전송을 위해 제안한 적응 시스템이 효율적임을 확인 하였다.

A Note on Adaptive Estimation for Nonlinear Time Series Models

  • Kim, Sahmyeong
    • Journal of the Korean Statistical Society
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    • 제30권3호
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    • pp.387-406
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    • 2001
  • Adaptive estimators for a class of nonlinear time series models has been proposed by several authors. Koul and Schick(1997) proposed the adaptive estimators without sample splitting for location-type time series models. They also showed by simulation that the adaptive estimators without sample splitting have smaller mean squared errors than those of the adaptive estimators with sample splitting. the present paper generalized the result in a case of location-scale type nonlinear time series models by simulation.

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보일러를 위한 적응 제어기 설계 (Design of adaptive controllers for the boiler system)

  • 박태건;류지수;이기상
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.337-340
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    • 1997
  • In this paper we propose direct and indirect adaptive controllers for a nonlinear multivariable steam generating unit(200MW). In the direct adaptive scheme the estimation of the controller parameter are achieved from tracking error, while in the indirect approach the unknown parameter of the boiler system is estimated by the Hopfield network-based identifier. The performance of two proposed adaptive controllers is shown through simulations.

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On the Performances of Block Adaptive Filters Using Fermat Number Transform

  • 민병기
    • ETRI Journal
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    • 제4권3호
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    • pp.18-29
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    • 1982
  • In a block adaptive filtering procedure, the filter coefficients are adjusted once per each output block while maintaining performance comparable to that of widely used LMS adaptive filtering in which the filter coefficients are adjusted once per each output data sample. An efficient implementation of block adaptive filter is possible by means of discrete transform technique which has cyclic convolution property and fast algorithms. In this paper, the block adaptive filtering using Fermat Number Transform (FNT) is investigated to exploit the computational efficiency and less quantization effect on the performance compared with finite precision FFT realization. And this has been verified by computer simulation for several applications including adaptive channel equalizer and system identification.

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매개변수화 어파인 모델에 기반한 꼬리날개 제어유도탄의 적응제어 (Adaptive Control based on a ParametricAffine Model for tail-control led Missiles)

  • 최진영;좌동경
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.2-2
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    • 2000
  • This paper presents an adaptive control against uncertainties in tail-controlled STT (skid-to-Turn) missiles. First, we derive an analytic uncertainty model from a parametricaffine missile model developed by the authors. Based on this analytic model, an adaptive feedbacklinearizing control law accompanied by a sliding model control law is proposed. We provide analyses of stability and output tracking performance of the overall adaptive missile system. The performance and validity of the proposed adaptive control scheme is demonstrated by simulation.

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적응보상기를 채용한 주파수영역 적응 잡음제거 시스템 및 알고리즘 (Frequency-Domain Adaptive Noise Canceller and Its Algorithm with Adaptive Compensator)

  • 손경식;김수중
    • 대한전자공학회논문지
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    • 제27권9호
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    • pp.1456-1467
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    • 1990
  • The time domain adaptive noise canceller (time domain ANC) with the adaptive compensator and its algorithm, so called compensated least mean squares(CLMS) algorithm, had been introduced to improve the performance of ANC[1]. In this paper the time domain ANC with the adaptive compensator is transformed into the frequency domain ANC with the adaptive ocmpensator. An compensated frequency-domain least mean squares(CFLMS) algorithm that can adapt the proposed frequency domain ANC is presented.

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고속 웨이브렛 변환 적응알고리즘을 이용한 적응잡음제거기에 관한 연구 (Adaptive Noise Canceler Using Fast Wavelet Transform Adaptive Algorithm)

  • 이채욱;박세기;오신범;강명수
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 하계종합학술대회 논문집(4)
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    • pp.179-182
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    • 2002
  • In this paper, we propose a wavelet based adaptive algorithm which improves the convergence speed and reduces computational complexity using the fast running FIR filtering efficiently We compared the performance of the proposed algorithm with time and frequence domain adaptive algorithm using computer simulation of adaptive noise canceler based on synthesis speech. As the result, the proposed algorithm is suitable for adaptive signal processing area using speech or acoustic field.

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Modification of Generalized Side-lobe Canceller with an Adaptive filter and Compensator

  • Jeon, Byung-Wook;Park, Keun-Soo;Park, Jang-Sik;Son, Kyung-Sik
    • 한국멀티미디어학회:학술대회논문집
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    • 한국멀티미디어학회 2003년도 춘계학술발표대회논문집
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    • pp.427-430
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    • 2003
  • This paper proposes a modified generalized side-lobe canceller with a summed adaptive filter and an adaptive compensator. A summed adaptive filter reduces computational loads and the adaptive compensator minimizes the misadjustment of the adaptive filter coefficients . Computer simulations explain the performance improvement of the proposed method and the conventional generalized side-lobe canceller.

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A Robust Adaptive Control of Robot Manipulator Based on TMS320C80

  • Han, Sung-Hyun;Jung, Dong-Yean;Shin, Heang-Bong
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.2540-2545
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    • 2003
  • We propose a new technique to the design and real-time implementation of an adaptive controller for robotic manipulator based on digital signal processors in this paper. The Texas Instruments DSPs(TMS320C80) chips are used in implementing real-time adaptive control algorithms to provide enhanced motion control performance for dual-arm robotic manipulators. In the proposed scheme, adaptation laws are derived from model reference adaptive control principle based on the improved direct Lyapunov method. The proposed adaptive controller consists of an adaptive feed-forward and feedback controller and time-varying auxiliary controller elements. The proposed control scheme is simple in structure, fast in computation, and suitable for real-time control. Moreover, this scheme does not require any accurate dynamic modeling, nor values of manipulator parameters and payload. Performance of the proposed adaptive controller is illustrated by simulation and experimental results for a dual arm robot consisting of two 4-d.o.f. robots at the joint space and cartesian space.

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