• Title/Summary/Keyword: Hamilton filter

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Strain Rate Self-Sensing for a Cantilevered Piezoelectric Beam

  • Nam, Yoonsu;Sasaki, Minoru
    • Journal of Mechanical Science and Technology
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    • v.16 no.3
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    • pp.310-319
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    • 2002
  • This paper deals with the analytical modeling, and the experimental verification of the strain rate self-sensing method using a hybrid adaptive filter for a cantilevered piezoelectric beam. The piezoelectric beam consists of two laminated lead zirconium titanates (PZT) on a metal shim. A mathematical model of the beam dynamics is derived by Hamilton's principle and the accuracy of the modeling is verified through the comparison with experimental results. For the strain rate estimation of the cantilevered piezoelectric beam, a self-sensing mechanism using a hybrid adaptive filter is considered. The discrete parts of this mechanism are realized by the DS1103 DSP board manufactured by dSPACE$\^$TM/. The efficacy of this method is investigated through the comparison of experimental results with the predictions from the derived analytical model.

Marginal Propensity to Consume with Economic Shocks - FIML Markov-Switching Model Analysis (경제충격 시기의 한계소비성향 분석 - FIML 마코프-스위칭 모형 이용)

  • Yoon, Jae-Ho;Lee, Joo-Hyung
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.11
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    • pp.6565-6575
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    • 2014
  • Hamilton's Markov-switching model [5] was extended to the simultaneous equations model. A framework for an instrumental variable interpretation of full information maximum likelihood (FIML) by Hausman [4] can be used to deal with the problem of simultaneous equations based on the Hamilton filter [5]. A comparison of the proposed FIML Markov-switching model with the LIML Markov-switching models [1,2,3] revealed the LIML Markov-switching models to be a special case of the proposed FIML Markov-switching model, where all but the first equation were just identified. Moreover, the proposed Markov-switching model is a general form in simultaneous equations and covers a broad class of models that could not be handled previously. Excess sensitivity of marginal propensity to consume with big shocks, such as housing bubble bursts in 2008, can be determined by applying the proposed model to Campbell and Mankiw's consumption function [6], and allowing for the possibility of structural breaks in the sensitivity of consumption growth to income growth.