• Title/Summary/Keyword: Linear Quadratic Estimation

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Comparison of various structural damage tracking techniques based on experimental data

  • Huang, Hongwei;Yang, Jann N.;Zhou, Li
    • Smart Structures and Systems
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    • v.6 no.9
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    • pp.1057-1077
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    • 2010
  • An early detection of structural damages is critical for the decision making of repair and replacement maintenance in order to guarantee a specified structural reliability. Consequently, the structural damage detection, based on vibration data measured from the structural health monitoring (SHM) system, has received considerable attention recently. The traditional time-domain analysis techniques, such as the least square estimation (LSE) method and the extended Kalman filter (EKF) approach, require that all the external excitations (inputs) be available, which may not be the case for some SHM systems. Recently, these two approaches have been extended to cover the general case where some of the external excitations (inputs) are not measured, referred to as the adaptive LSE with unknown inputs (ALSE-UI) and the adaptive EKF with unknown inputs (AEKF-UI). Also, new analysis methods, referred to as the adaptive sequential non-linear least-square estimation with unknown inputs and unknown outputs (ASNLSE-UI-UO) and the adaptive quadratic sum-squares error with unknown inputs (AQSSE-UI), have been proposed for the damage tracking of structures when some of the acceleration responses are not measured and the external excitations are not available. In this paper, these newly proposed analysis methods will be compared in terms of accuracy, convergence and efficiency, for damage identification of structures based on experimental data obtained through a series of laboratory tests using a scaled 3-story building model with white noise excitations. The capability of the ALSE-UI, AEKF-UI, ASNLSE-UI-UO and AQSSE-UI approaches in tracking the structural damages will be demonstrated and compared.

Parameter Identification of Nonlinear Dynamic Systems using Frequency Domain Volterra model (비선형 동적 시스템의 파라미터 산정을 위한 주파수 영역 볼테라 모델의 이용)

  • Paik, In-Yeol;Kwon, Jang-Sub
    • Journal of the Earthquake Engineering Society of Korea
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    • v.9 no.3 s.43
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    • pp.33-42
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    • 2005
  • Frequency domain Volterra model is applied to nonlinear parameter identification procedure for dynamic systems modeled by nonlinear function. The frequency domain Volterra kernels, which correspond io linear, quadratic, and cubic transfer functions in lime domain, are incorporated in nonlinear parametric identification procedure. The nonlinear transfer functions, which can be derived from the Volterra series representation of the nonlinear differential equation of the system by Schetzen's method(1980), are directly used for modeling input output relation. The error is defined by the difference between the observed output and the estimated output which is calculated by substituting the observed input to nonlinear frequency domain model. The system parameters are searched by minimizing the error. Volterra model guarantees enough accuracy and convergence and the estimated coefficients have a good agreement with their actual values not only in the linear frequency region but also in the legion where the $2^{nd}\;or\;3^{rd}$ order nonlinearity is dominant.

A study on a tendency of parameters for nonstationary distribution using ensemble empirical mode decomposition method (앙상블 경험적 모드분해법을 활용한 비정상성 확률분포형의 매개변수 추세 분석에 관한 연구)

  • Kim, Hanbeen;Kim, Taereem;Shin, Hongjoon;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.50 no.4
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    • pp.253-261
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    • 2017
  • A lot of nonstationary frequency analyses have been studied in recent years as the nonstationarity occurs in hydrologic time series data. In nonstationary frequency analysis, various forms of probability distributions have been proposed to consider the time-dependent statistical characteristics of nonstationary data, and various methods for parameter estimation also have been studied. In this study, we aim to introduce a parameter estimation method for nonstationary Gumbel distribution using ensemble empirical mode decomposition (EEMD); and to compare the results with the method of maximum likelihood. Annual maximum rainfall data with a trend observed by Korea Meteorological Administration (KMA) was applied. As a result, both EEMD and the method of maximum likelihood selected an appropriate nonstationary Gumbel distribution for linear trend data, while the EEMD selected more appropriate nonstationary Gumbel distribution than the method of maximum likelihood for quadratic trend data.

Position and Measurement Performance Analysis of GPS Receiver applied LQG based Vector Tracking Loop (LQG 기반 벡터 추적 루프를 적용한 GPS 수신기의 위치 및 측정치 성능 분석)

  • Park, Min-Huck;Jeon, Sang-Hoon;Kim, Chong-Won;Kee, Chang-Don;Seo, Seung-Woo;Jang, Jae-Gyu;So, Hyoung-Min;Park, Jun-Pyo
    • Journal of Advanced Navigation Technology
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    • v.21 no.1
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    • pp.43-49
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    • 2017
  • Generally, loop filter based scalar tracking loops (LF-STL) have been used for global positioning system (GPS) signal tracking algorithm. This paper introduces the accuracy and robustness of linear-quadratic-Gaussian based vector tracking loop (LQG-VTL) algorithm instead of LF-STL. To verify the accuracy of LQG-VTL, we confirm that the measurements estimation errors of the LQG based scalar tracking loops (LQG-STL) are improved by more than 60 % compared to LF-STL. Also, when LQG-VTL is used, measurements estimation errors decrease compared to LQG-STL, and position/velocity estimation errors also decrease as the number of satellites increases. To verify the robustness of LQG-VTL, we confirm that LQG-VTL can estimate position/velocity and measurements successively compared to LF-STL in temporal signal attenuation of 30 dB-Hz during 4 seconds.

Design of Digit Recognition System Realized with the Aid of Fuzzy RBFNNs and Incremental-PCA (퍼지 RBFNNs와 증분형 주성분 분석법으로 실현된 숫자 인식 시스템의 설계)

  • Kim, Bong-Youn;Oh, Sung-Kwun;Kim, Jin-Yul
    • Journal of the Korean Institute of Intelligent Systems
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    • v.26 no.1
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    • pp.56-63
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    • 2016
  • In this study, we introduce a design of Fuzzy RBFNNs-based digit recognition system using the incremental-PCA in order to recognize the handwritten digits. The Principal Component Analysis (PCA) is a widely-adopted dimensional reduction algorithm, but it needs high computing overhead for feature extraction in case of using high dimensional images or a large amount of training data. To alleviate such problem, the incremental-PCA is proposed for the computationally efficient processing as well as the incremental learning of high dimensional data in the feature extraction stage. The architecture of Fuzzy Radial Basis Function Neural Networks (RBFNN) consists of three functional modules such as condition, conclusion, and inference part. In the condition part, the input space is partitioned with the use of fuzzy clustering realized by means of the Fuzzy C-Means (FCM) algorithm. Also, it is used instead of gaussian function to consider the characteristic of input data. In the conclusion part, connection weights are used as the extended diverse types in polynomial expression such as constant, linear, quadratic and modified quadratic. Experimental results conducted on the benchmarking MNIST handwritten digit database demonstrate the effectiveness and efficiency of the proposed digit recognition system when compared with other studies.

Development of Wave by Wave Analysis Program using MATLAB (MATLAB을 이용한 개별파 분석 프로그램 개발)

  • Choi, Hyukjin;Jeong, Shin Taek;Cho, Hong Yeon;Ko, Dong Hui;Kang, Keum Seok
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.29 no.5
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    • pp.239-246
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    • 2017
  • In case of observing only wave height and period in the field, various wave characteristics are mainly calculated by wave by wave analysis method. In this paper, an wave by wave analysis program using MATLAB language is developed. It is possible to perform a function such as 1) correction for mean water level, 2) calculation for zero crossing time, 3) calculation for individual wave height, 4) time interval by using zero upcrossing and downcrossing method. The applicability of the developed program to the data of 0.2 second interval observed by using the WaveGuide Radar installed on HeMOSU-1 was examined. Tidal level variation removal and zero crossing time estimation were determined by linear or quadratic interpolation. It was judged that the Goda method was appropriate for calculating individual wave height, and the method proposed in this study seems to be improved through subsequent research. Due to the fineness of the sample, it can be seen that characteristics of representative waves are different from the results calculated by zero upcrossing and downcrossing method.

Effects of Raising Farm on Genetic Evaluation for Carcass Traits in Hanwoo Cows (사육농가의 효과가 한우 암소의 도체형질 유전 평가에 미치는 영향)

  • Lee, Chang-Woo;Lee, Cheong-Mook;Lee, Sung-Jin;Song, Young-Han;Lee, Jeong-Koo;Kim, Jong-Bok
    • Journal of Animal Science and Technology
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    • v.53 no.4
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    • pp.325-332
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    • 2011
  • This research was conducted to analyze the effects of raising farm on the heritability and breeding values of Hanwoo cows for their carcass traits, including cold carcass weight (CWT), back-fat thickness (BFT), eye-muscle area (EMA) and marbling score (MAR). The carcass data and pedigree data were collected from steers raised on Hanwoo farms in Pyeongchang-gun, Gangwon-do, South Korea. Three analytical models were applied for the estimation of heritabilities and breeding values. The first model (model 1) included slaughter house-year-month combination as fixed effects and age at slaughter was fitted as linear and quadratic covariates. The second model (model 2) was similar to model 1, but raising farm was additionally included as random effect. The third model (model 3) was similar to model 1 but farm effects were additionally included as fixed effect. The comparisons between the model 1 and the models including farm effect (model 2 and model 3) revealed that heritability estimates from model 2 or model 3 were smaller to those from model 1 for all carcass traits. Especially, obvious decrease of heritability was observed in CWT where heritability was 0.23 from model 1, 0.15 from model 2 and 0.18 from model 3. The maximum log likelihood of the model 2 and 3 were higher than those of model 1 for all traits. In model 2 that raising farm was included as a random effect, the ratio of farm variance to the total phenotypic variance were ranged from 4% (EMA) to 18% (CWT). Top 10% and bottom 10% of female cows were selected based on the breeding values from model 1, and the Spearman's rank correlation coefficients among models were estimated for each trait within selected group. The correlation coefficients were ranged from 0.57 to 0.95 in top 10% group and from 0.68 to 0.95 in bottom 10% group. These results show that the discrepancies in the rankings of breeding values can be based on the models applied. In conclusion, the results obtained in this study suggest that the herd effect or farm effect should be included in the analytical model when breeding values are estimated with the purpose of improvement of carcass traits of Hanwoo breeding cows.

A Study on the Determinants of Land Price in a New Town (신도시 택지개발사업지역에서 토지가격 결정요인에 관한 연구)

  • Jeong, Tae Yun
    • Korea Real Estate Review
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    • v.28 no.1
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    • pp.79-90
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    • 2018
  • The purpose of this study was to estimate the pricing factors of residential lands in new cities by estimating the pricing model of residential lands. For this purpose, hedonic equations for each quantile of the conditional distribution of land prices were estimated using quantile regression methods and the sale price date of Jangyu New Town in Gimhae. In this study, a quantile regression method that models the relation between a set of explanatory variables and each quantile of land price was adopted. As a result, the differences in the effects of the characteristics by price quantile were confirmed. The number of years that elapsed after the completion of land construction is the quadratic effect in the model because its impact may give rise to a non-linear price pattern. Age appears to decrease the price until certain years after the construction, and increases the price afterward. In the estimation of the quantile regression, land age appears to have a statistically significant impact on land price at the traditional level, and the turning point appears to be shorter for the low quantiles than for the higher quantiles. The positive effects of the use of land for commercial and residential purposes were found to be the biggest. Land demand is preferred if there are more than two roads on the ground. In this case, the amount of sunshine will improve. It appears that the shape of a square wave is preferred to a free-looking land. This is because the square land is favorable for development. The variables of the land used for commercial and residential purposes have a greater impact on low-priced residential lands. This is because such lands tend to be mostly used for rental housing and have different characteristics from residential houses. Residential land prices have different characteristics depending on the price level, and it is necessary to consider this in the evaluation of the collateral value and the drafting of real estate policy.

Estimation of Genetic Parameters for Litter Size and Sex Ratio in Yorkshire and Landrace Pigs (요크셔종과 랜드레이스종의 산자수 및 성비에 대한 유전모수 추정)

  • Lee, Kyung-Soo;Kim, Jong-Bok;Lee, Jeong-Koo
    • Journal of Animal Science and Technology
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    • v.52 no.5
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    • pp.349-356
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    • 2010
  • This study was conducted to estimate heritabilities, repeatabilities and rank correlation coefficients among breeding values for litter size and sex ratio of Yorkshire and Landrace pigs using various single trait animal models. The analyses were carried out the data comprising 26,390 litters of Yorkshire and 26,173 litters of Landrace collected from the year 1998 to 2008 at a private swine breeding farm located in central part of Korea. Five different analytical models were used for genetic parameter estimation. Model 1 was most simple basic model fitted with year-month contemporary group fixed effect, random additive genetic effect and random residual effect. Model 2 was similar to the model 1 but permanent maternal environmental effect added as random effect, and model 3 was similar with the model 2 but linear and quadratic effects of sow age were added as fixed covariate effect. Model 4 was similar as model 2 except that the parity was added as fixed effect and model 5 was similar to model 3 or model 4 but covariate of sow age was nested within parity effect. The results obtained in this study are summarized as follows: The means and standard error of total number of pigs born per litter (TNB) and number of pigs born alive per litter (NBA) were $11.35{\pm}0.02$ and $10.04{\pm}0.02$ for Yorkshire, $10.97{\pm}0.02$ and $9.98{\pm}0.02$ for Landrace, respectively. The sex ratio (percentage of female per litter) was $45.75{\pm}0.11%$ and $45.75{\pm}0.11%$ for Yorkshire and Landrace, respectively. The heritability estimates of TNB (0.243) and NBA (0.192) from model 1 tended to be higher than those from any other models in both breeds. Differences in heritability and repeatability for TNB were not large among models 3, 4 and 5 and same tendency of negligible differences among estimates by models 3, 4 and 5 were observed for NBA, where heritability and repeatability ranged from 0.096 to 0.099 and from 0.188 to 0.193, respectively, in Yorkshire; and ranged from 0.092 to 0.098 and from 0.193 and 0.196, respectively, in Landrace. The heritability estimates for sex ratio were close to zero which was ranged from 0.002 to 0.003 for TNB and from 0.001 to 0.003 for NBA over the models applied. The rank correlation coefficients of breeding values by model 1 with those from other models (model 2, 3, 4 and 5), and breeding values by model 2 with those from other models (model 1, 3, 4 and 5) were highly positive but lower than the coefficients among breeding values by model 3, model 4 and model 5 which were high of 0.99, approximately, for TNB and NBA of both breeds.