• Title/Summary/Keyword: Instrumental Variable Method

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A Study on Model Identification of Electro-Hydraulic Servo Systems (전기-유압 서보 시스템의 모델규명에 관한 연구)

  • 엄상오;황이철;박영산
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.3 no.4
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    • pp.907-914
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    • 1999
  • This paper studies on the model identification of electro-hydraulic servo systems, which are composed of servo valves, double-rod cylinder and load mass. The identified plant is described as a discrete-time ARX or ARMAX model which is respectively obtained from the identification algorithms of least square error method, instrumental variable method and prediction error method. where a nominal model and the variation of model parameters are quantitatively evaluated.

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An Analysis on the Employment Relationship of Domestic and Foreign Workers in the Regional Labor Market Using Instrumental Variable Method (도구변수법을 이용한 지역 노동시장의 내외국인근로자 고용관계 분석)

  • Cho, Eunji;Lee, Chanyoung
    • Journal of Labour Economics
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    • v.44 no.2
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    • pp.33-69
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    • 2021
  • This study estimates the employment relationship of domestic and foreign workers by establishing 16 municipal and provincial panel data for the period 2010-2018. It attempts to analyze industry-specific (manufacturing and construction), scale-specific (5-29, 5-29, 5-299 and 5 above) and uses the foreign worker's national share (foreigner's concentration index) as an instrumental variable to control the endogeneity of foreign workers. Finally, it compares the results of panel GLS, which does not consider the endogeneity of foreign workers, with the results using instrumental variable method that considers it. As a result of the analysis, the complementary relationship between domestic and foreign workers was confirmed in the panel GLS analysis. However, although the employment relationship between domestic and foreign workers was not statistically significant in the instrumental variable method, the analysis of the combination of manufacturing and construction industry showed a statistically significant substitute relationship. This study is highly regarded for the first time in Korea that an instrumental variable method was created to identify and control the endogeneity of foreign workers in estimating employment relationships between domestic and foreign workers.

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A New Estimator for Seasonal Autoregressive Process

  • So, Beong-Soo
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.31-39
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    • 2001
  • For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

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An Application of the Instrumental Variable Method(IVM) to a Parameter Identification of a Noise Contaminated Bearing Test Rig (IV 방법을 이용한 잡음이 포함된 베어링 실험 장치의 동특성 파라미터 추출)

  • 이용복;김창호;최동훈
    • Journal of KSNVE
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    • v.6 no.5
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    • pp.679-684
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    • 1996
  • The Instrumental Variable Method(IVM), modified from least square algorithm, is applied to parameter identification of a noise contaminated bearing test rig. The signal to noise ratio included in Frequency Response Function(FRF) can cause significant errors in parameter identification. Therefore, among several candidates of parameter identification method, results of the applied IVM were compared with noise-contaminated least square method. This study shows that the noise-contaminated least square method can have indonsistent accuracy depending on the degree of noise level, while the IVM has robuster performance to signal to noise ratio than least square method.

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Evaluation Method of NFR Slider Using Modal Analysis Method and Instrumental Variable Method (모드해석법과 보조변수법을 이용한 NFR 슬라이더 평가방법)

  • 안채헌;임경화
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2002.05a
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    • pp.688-693
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    • 2002
  • Identification method is formulated to evaluate the dynamic characteristics of air bearings under NFR(Near Field Recording) sliders. Impulse responses and frequency response functions of NFR sliders are obtained on numerical non-linear models including rigid motion of slider and fluid motion of air bearing under the slider. Modal parameters and system parameters are identified by modal analysis method and instrumental variable method. The parameters of sliders are utilized to evaluate the dynamic characteristics of air bearings. Also, this study shows the difference between the dynamic characteristics of NFR and HDD slides, and squeeze effect of air bearings.

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A Study on the Dynamic Characteristics of Air Foil Bearings Using LS(Least Square)/IV(Instrumental Variable) Method (LS/IV 기법을 이용한 공기 포일 베어링의 동특성 계수에 관한 연구)

  • Jo, Jun-Hyeon;Ryu, Keun;Kim, Chang-Ho;Lee, Yong-Bok
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2004.11a
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    • pp.677-684
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    • 2004
  • This paper describes a method for identifying the dynamic characteristics of air foil bearings for high speed turbomachinerys with the LS/IV method. In fact identifying the characteristics of air foil bearings is very difficult work, and it is tried to identify it. Experiments were conducted to determine the structural dynamic and hydrodynamic characteristics of air foil bearings. Numerical predictions compare the static and dynamic force performances. The housing of the bearing on the journal was driven by the impact hammer which were used to simulate impact force acting on air foil bearings. The characteristics of air foil bearings were extracted from the frequency response function (FRF) by LS(Least Square) method and IV(Instrumental Variable) method. The experiment was tested at 0 rpm and $10000\sim16000rpm$. And the test results were introduced about the dynamic characteristics of air foil bearings, and also compared with theoritical results.

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A Study on Identification of State-Space Model for Refuse Incineration Plant (쓰레기 소각플랜트의 상태공간모델 규명에 관한 연구)

  • Hwang, l-Cheol;Jeon, Chung-Hwan;Lee, Jin-Kul
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.24 no.3
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    • pp.354-362
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    • 2000
  • This paper identifies a discrete-time linear combustion model of Refuse Incineration Plant(RIP) which characterizes steam generation quantity, where the RIP is considered as a MIMO system with thirteen-inputs and one-output. The structure of RIP model is described as an ARX model which are analytically obtained from the combustion dynamics. Furthermore, using the Instrumental Variable(IV) identification algorithm, model structure and unknown parameters are identified from experimental input-output data sets, In result, it is shown that the identified ARX model well approximates the input-output combustion characteristics given by experimental data sets.

Temperature Control of Electric Furnaces using Adaptive Time Optimal Control (적응최적시간제어를 사용한 전기로의 온도제어)

  • Jeon, Bong-Keun;Song, Chang-Seop;Keum, Young-Tag
    • Journal of the Korean Society for Precision Engineering
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    • v.26 no.5
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    • pp.120-127
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    • 2009
  • An electric furnace, inside which desired temperatures are kept constant by generating heat, is known to be a difficult system to control and model exactly because system parameters and response delay time vary as the temperature and position are changed. In this study the heating system of ceramic drying furnaces with time-varying parameters is mathematically modeled as a second order system and control parameters are estimated by using a RIV (Recursive Instrumental-Variable) method. A modified bang-bang control with magnitude tuning is proposed in the time optimal temperature control of ceramic drying electric furnaces and its performance is experimentally verified. It is proven that temperature tracking of adaptive time optimal control using a second order model is more stable than the GPCEW (Generalized Predictive Control with Exponential Weight) and rapidly settles down by pre-estimation of the system parameters.

A Recursive Estimation Algorithm for FIR System Using Higher Order Cumulants (고차 큐뮬런트를 이용한 FIR 시스템의 회귀 추정 알고리듬)

  • Kim, Hyoung-Ill;Yang, Tae-Won;Jeon, Bum-Ki;Sung, Koeng-Mo
    • The Journal of the Acoustical Society of Korea
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    • v.16 no.3
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    • pp.81-85
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    • 1997
  • In this paper, a recursive estimation algorithm for FIR systems is proposed using the 3rd and 4th order cumulants. To obtain the Overdetermined Recursive Instrumental Variable(ORIV) method type algorithm, we transform the 3'th and 4'th order cumulant relationship to a certain matrix form which is consist of only output data. From the matrix form, we induce the proposed algorithm procedure following the ORIV method. The proposed algorithm provides improved estimation accuracy with smaller data and can be applied to a time varying system as well. In addition, it reduces the estimation error due to the additive Gaussian noise compared to conventional 2'rd order based algorithms since it only uses higher than 2'rd order cumulant. Simulation results are presented to compare the performance with other HOS-based algorithms.

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