• Title/Summary/Keyword: Linear Process

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BERRY-ESSEEN BOUND FOR MLE FOR LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION

  • RAO B.L.S. PRAKASA
    • Journal of the Korean Statistical Society
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    • v.34 no.4
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    • pp.281-295
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    • 2005
  • We investigate the rate of convergence of the distribution of the maximum likelihood estimator (MLE) of an unknown parameter in the drift coefficient of a stochastic process described by a linear stochastic differential equation driven by a fractional Brownian motion (fBm). As a special case, we obtain the rate of convergence for the case of the fractional Ornstein- Uhlenbeck type process studied recently by Kleptsyna and Le Breton (2002).

Effects of Material Parameters and Process Conditions on the Roll-Drafting Dynamics

  • Huh, You;Kim, Jong-S.
    • Fibers and Polymers
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    • v.7 no.4
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    • pp.424-431
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    • 2006
  • Roll drafting, a mechanical operation attenuating fiber bundles to an appropriate thickness, is an important operation unit for manufacturing staple yams. It influences not only the linear density regularity of the slivers or staple yams that are produced, but also the quality of the textile product and the efficiency of the thereafter processes. In this research, the dynamic states of the fiber bundle in the roll drafting zone were analyzed by simulation, based on the mathematical model that describes the dynamic behavior of the flowing bundle. The state variables are the linear density and velocity of the fiber bundles and we simulated the dynamics states of the bundle flow, e.g., the profiles of the linear density and velocity in the draft zone for various values of the model parameters and boundary conditions, including the initial conditions to obtain their influence on the dynamic state. Results showed that the mean velocity profile of the fiber bundle was strongly influenced by draft ratio and process speed, while the input sliver linear density has hardly affected the process dynamics. Velocity variance of individual fibers that could be supposed to be a disturbing factor in drafting was also influenced by the process speed. But the major disturbance occurred due to the velocity slope discontinuity at the front roll, which was strongly influenced by the process speed. Thickness of input sliver didn't play any important role in the process dynamics.

Development of Levitation Control for High Accuracy Magnetic Levitation Transport System (초정밀 자기부상 이송장치의 부상제어기 개발)

  • Ha, Chang-Wan;Kim, Chang-Hyun;Lim, Jaewon
    • Journal of Institute of Control, Robotics and Systems
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    • v.22 no.7
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    • pp.557-561
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    • 2016
  • Recently, in the manufacturing process of flat panel displays, mass production methods of inline system has been emerged. In particular the next generation OLED display manufacturing process, horizontal inline evaporation process has been tried. It is important for the success of OLED inline evaporation process to develop a magnetic levitation transport system capable of transferring a carrier equipped with a mother glass with high accuracy without any physical contact along the rail under vacuum condition. In the case of existing wheel-based transfer system, it is not suitable for OLED evaporation process requiring high cleanliness. On the other hand, the magnetic levitation transport system has an advantage that it does not generate any dust and it is possible to achieve high-precision control because there are not non-linear factors such as friction force. In this paper, we introduce the high-precision magnetic levitation transport system, which is currently under development, for OLED evaporation process.

Hydrogen Separation from Multi-Component Mixture Gases by Pressure Swing Adsorption Process (PSA 공정을 이용한 다성분 혼합가스의 수소 분리)

  • Yang, Se-Il;Ahn, Eui-Sub;Jang, Seong-Cheol;Choi, Do-Young;Choi, Dae-Ki
    • 한국신재생에너지학회:학술대회논문집
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    • 2006.11a
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    • pp.447-450
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    • 2006
  • Hydrogen separation from multi-component mixture gases by the four-bed PSA process was studied experimentally and theoretically using layered bed of activated carbon and zeolited 5A. Effects of the adsorption time, the linear velocity on the process performance were investigated. The adsorption time and linear velocity affected the purity and recovery of the product $H_2$ purity is increases according as the adsorption time and linear velocity decrease; however, $H_2$ recovery shows an opposite phenomena to the purity. PSA process simulation studied to find optimum operation condition. In the results, 50sec adsorption time, 3cm/s linear velocity might be optimal values to obtain more than 99.999% purity and 65% recovery hydrogen.

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Mechanical Characteristics Evaluation of Metal Matrix Composites Cylinder Linear Fabricated by Thixoforging Process (Thixoforging Process에 의하여 제조한 금속복합재료 실린더라이너 부품의 기계적 특성 평가)

  • 허재찬;이승후;강충길
    • Journal of the Korean Society for Precision Engineering
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    • v.20 no.2
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    • pp.58-65
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    • 2003
  • The conventional forming process such as squeeze casting or die casting for fabricating metal matrix composites products have a disadvantage such as non homogenous distribution of reinforcement, weak bonding between matrix and reinforcement and cost increase in parts fabrication. Thixoforming process has been accepted as a new method for fabricating the net shaped metal matrix composites with lightweight and wear resistance. In this paper, the effect of volume fraction and reinforcement sizes on mechanical properties in cylinder liner part of metal matrix composites has been investigated with processes parameters such as pressure and velocity. Moreover, the methods to obtain the thixoforged composites cylinder liner with high quality has been proposed. To evaluate the composites cylinder linear fabricated at the conditions proposed in this study, mechanical properties of fabricated composites cylinder linear were compared with those of commercial composites cylinder linear.

ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR THE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VARIABLES IN A HILBERT SPACE

  • Ko, Mi-Hwa;Kim, Tae-Sung
    • Communications of the Korean Mathematical Society
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    • v.23 no.1
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    • pp.133-140
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    • 2008
  • Let {${\xi}_k,\;k\;{\in}\;{\mathbb{Z}}$} be a strictly stationary associated sequence of H-valued random variables with $E{\xi}_k\;=\;0$ and $E{\parallel}{\xi}_k{\parallel}^2\;<\;{\infty}$ and {$a_k,\;k\;{\in}\;{\mathbb{Z}}$} a sequence of linear operators such that ${\sum}_{j=-{\infty}}^{\infty}\;{\parallel}a_j{\parallel}_{L(H)}\;<\;{\infty}$. For a linear process $X_k\;=\;{\sum}_{j=-{\infty}}^{\infty}\;a_j{\xi}_{k-j}$ we derive that {$X_k} fulfills the functional central limit theorem.

Rate of Convergence of Empirical Distributions and Quantiles in Linear Processes with Applications to Trimmed Mean

  • Lee, Sangyeol
    • Journal of the Korean Statistical Society
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    • v.28 no.4
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    • pp.435-441
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    • 1999
  • A 'convergence in probability' rate of the empirical distributions and quantiles of linear processes is obtained. As an application of the limit theorems, a trimmed mean for the location of the linear process is considered. It is shown that the trimmed mean is asymptotically normal. A consistent estimator for the asymptotic variance of the trimmed mean is provided.

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A Weak Convergence of the Linear Random Field Generated by Associated Randomvariables ℤ2

  • Kim, Tae-Sung;Ko, Mi-Hwa;Kim, Hyun-Chull
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.959-967
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    • 2008
  • In this paper we show the weak convergence of the linear random(multistochastic process) field generated by identically distributed 2-parameter array of associated random variables. Our result extends the result in Newman and Wright (1982) to the linear 2-parameter processes as well as the result in Kim and Ko (2003) to the 2-parameter case.

A COMPLETE CONVERGENCE FOR LINEAR PROCESS UNDER ρ-MIXING ASSUMPTION

  • Kim, Hyun-Chull;Ryu, Dae-Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.23 no.1
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    • pp.127-136
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    • 2010
  • For the maximum partial sum of linear process generated by a doubly infinite sequence of identically distributed $\rho$-mixing random variables with mean zeros, a complete convergence is obtained under suitable conditions.

Structural Optimization for Non-Linear Behavior Using Equivalent Static Loads by Proportional Transformation of Loads (비례하중변환법의 등가정하중을 이용한 비선형 거동을 하는 구조물의 최적설계)

  • Park Ki-Jong;Kwon Yong-Deok;Song Kee-Nam;Park Gyung-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.1 s.244
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    • pp.66-75
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    • 2006
  • Nonlinear response structural optimization using equivalent static loads (NROESL) has been proposed. Nonlinear response optimization is solved by sequential linear response optimization with equivalent static loads which are generated from the nonlinear responses and linear stiffness matrix. The linear stiffness matrix should be obtained in NROESL, and this process can be fairly difficult for some applications. Proportional transformation of loads (PTL) is proposed to overcome the difficulties. Equivalent static loads are obtained by PTL. It is the same as NROESL except for the process of calculating equivalent static loads. PTL is developed for large-scale probems. First, linear and nonlinear responses are evaluated from linear and nonlinear analyses, respectively. At a DOF of the finite element method, the ratio of the two responses is calculated and an equivalent static load is made by multiplying the ratio and the loads for linear analysis. Therefore, the mumber of the equivalent static loads is as many as that of DOF's and an equivalent static load is used with the reponse for the corresponding DOF in the optimization process. All the equivalent static loads are used as multiple loading conditions during linear response optimization. The process iterates until it converges. Examples are solved by using the proposed method and the results are compared with conventional methods.