• Title/Summary/Keyword: Matrix exponential

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How to Improve Classical Estimators via Linear Bayes Method?

  • Wang, Lichun
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.531-542
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    • 2015
  • In this survey, we use the normal linear model to demonstrate the use of the linear Bayes method. The superiorities of linear Bayes estimator (LBE) over the classical UMVUE and MLE are established in terms of the mean squared error matrix (MSEM) criterion. Compared with the usual Bayes estimator (obtained by the MCMC method) the proposed LBE is simple and easy to use with numerical results presented to illustrate its performance. We also examine the applications of linear Bayes method to some other distributions including two-parameter exponential family, uniform distribution and inverse Gaussian distribution, and finally make some remarks.

Time-Discretization of Delayed Multi-Input Nonlinear System Using A new algorithm

  • Qiang, Zhang;Zhang, Zheng;Kim, Sung-Jung;Chong, Kil-To
    • Proceedings of the KIEE Conference
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    • 2007.04a
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    • pp.89-91
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    • 2007
  • In this paper, a new approach for a sampled-data representation of nonlinear system that has time-delayed multi-input is proposed. That is largely devoid of illconditioning and is suitable for any nonlinear problem. The new scheme is applied to nonlinear systems with two or three inputs; and then the delayed multi-input general equation is derived. The method is based on thematrix exponential theory. Itdoes not require excessive computational resources and lends itself to a short and robust piece of software that can be easily inserted into large simulation packages. A performance of the proposed method is evaluated using a nonlinear system with time-delay: maneuvering an automobile.

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The Optimal Spare Level of a Weapon System having Phase-type Repair Time (Phase-type 수리시간을 갖는 무기체계의 적정예비품수 결정)

  • Yoon, Hyouk;Lee, Sang-Jin
    • Korean Management Science Review
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    • v.26 no.3
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    • pp.145-156
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    • 2009
  • The probability distribution of the repair process should be determined to choose the optimal spare level of a weapon system with a queueing model. Though most weapon systems have a multi-step repair process, previous studies use the exponential distribution for the multi-step repair process. But the PH distribution is more appropriate for this case. We utilize the PH distribution on a queueing model and solve it with MGM(Matrix Geometric Method). We derive the optimal spare level using the PH distribution and show the difference of results between the PH and exponential distribution.

Time-Censored Ramp Tests with Stress Bound for Exponential (스트레스 한계가 있는 램프시험의 최적설계: 지수수명분포의 경우)

  • Bai, Do-Sun;Chun, Young-Rok;Cha, Myung-Su
    • Journal of Korean Institute of Industrial Engineers
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    • v.22 no.3
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    • pp.459-471
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    • 1996
  • This paper considers ramp tests for exponential lifetime distribution when there are limitations on test stress and test time. The inverse power law and a cumulative exposure model are assumed. Maximum likelihood (ML) estimators of model parameters and their asymptotic covariance matrix are obtained. The optimum ramp test plans are also found which minimize the asymptotic variance of the ML estimator of the log mean life at design constant stress. For selected values of the design parameters, tables useful for finding optimal test plans are given. The effect of the pre-estimates of design parameters is studied.

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Matrix Pencil Method Using Fourth-order Statistic (4차 통계량을 이용한 Matrix Pencil Method)

  • Jang Woo-Jin;Wang Yi-Su;Zhou Wei-Wei;Koh Jin-Hwan
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.6C
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    • pp.629-636
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    • 2006
  • In array signal processing, high order statistics can be used to estimate parameters from signal of sums of complex exponential. In this paper, we derive two types of direction finding algorithms which use the fourth-order cumulant and moment of the received array data. Since the fourth order cumulant can suppress the Gaussian noise, the response of MPM has better noise immunity than the conventional approaches. The performance of each method in regard to the probability of resolution and SNR in the presence of the Gaussian noise is investigated. As a result, the proposed method applied to the fourth-order statistic can find DOA more correctly in the presence of the Gaussian noise.

Design of a Nonlinear Observer for Mechanical Systems with Unknown Inputs (미지 입력을 가진 기계 시스템을 위한 비선형 관측기 설계)

  • Song, Bongsob;Lee, Jimin
    • Journal of Institute of Control, Robotics and Systems
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    • v.22 no.6
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    • pp.411-416
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    • 2016
  • This paper presents the design methodology of an unknown input observer for Lipschitz nonlinear systems with unknown inputs in the framework of convex optimization. We use an unknown input observer (UIO) to consider both nonlinearity and disturbance. By deriving a sufficient condition for exponential stability in the linear matrix inequality (LMI) form, existence of a stabilizing observer gain matrix of UIO will be assured by checking whether the quadratic stability margin of the error dynamics is greater than the Lipschitz constant or not. If quadratic stability margin is less than a Lipschitz constant, the coordinate transformation may be used to reduce the Lipschitz constant in the new coordinates. Furthermore, to reduce the maximum singular value of the observer gain matrix elements, an object function to minimize it will be optimally designed by modifying its magnitude so that amplification of sensor measurement noise is minimized via multi-objective optimization algorithm. The performance of UIO is compared to a nonlinear observer (Luenberger-like) with an application to a flexible joint robot system considering a change of load and disturbance. Finally, it is validated via simulations that the estimated angular position and velocity provide true values even in the presence of unknown inputs.

Formulation Design of Sustained-Release Matrix Tablets Containing 4-Aminopyridine (유드라짓과 알긴산 나트륨 매트릭스를 이용한 4-Aminopyridine의 서방성 제제설계)

  • Kim, Jeong-Soo;Kim, Dong-Woo;Lee, Gye-Won;Jee, Ung-Kil
    • Journal of Pharmaceutical Investigation
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    • v.35 no.6
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    • pp.453-460
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    • 2005
  • 4-Aminopyridine (AP) is a potassium channel blocker used in the treatment of neurological disorders such as multiple sclerosis and Alzheimer disease. AP‘s window of therapeutic effect appears to correlate with its plasma halflife (3.5 hours). It demonstrates pH-dependent solubility because of a weakly basic drug. In addition, the resulting release from conventional matrix tablets decreases with increasing pH-milieu of the gastrointestinal tract. The aim of this study is to design sustained release matrix tablet containing AP, overcoming this problem. $Eudragit^{\circledR}$ L 100 (EuL) and sodium alginate were used in an effort to achieve pH independent drug release. The effect of sodium alginate and EuL on drug release from matrix tablet was investigated. The drug release behavior from the different tablets was analyzed by $t_{20%},\;t_{40%},\;t_{60%}$, The exponential diffusion coefficient n, kinetic constant K were calculated according to the Korsmeyer-Peppas equation. The drug release from matrix tablets prepared with sodium alginate was decreased with increasing the content of sodium alginate in pH 7.4 while there is no significant difference in pH 1.2. The exponent n values were determined to be approximately 0.5 and 0.8 respectively, in both pH 1.2 and 7.4. These values indicate diffusion-based anomalous mechanism and erosion-based anomalous mechanism, respectively. The drug release from sodium alginate matrix tablets prepared with solid dispersion of EuL containing drug showed a slow drug release in an acidic medium and a more fast drug release in phosphate medium, compared with sodium alginate matrix tablets prepared with physical mixture. These results may be attributed to the gel forming ability of sodium alginate and pH dependent solubility of EuL. Therefore, sustained-release AP matrix tablets using sodium alginate and EuL were successfully prepared.

Vibration Analysis of Wedge Type Bar by Ritz Method (Ritz법을 이용한 쐐기형 봉의 진동 해석)

  • Park Sok-Chu
    • Journal of Advanced Marine Engineering and Technology
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    • v.29 no.8
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    • pp.877-882
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    • 2005
  • This paper discusses the lateral vibration of a bar which has its tip free. The uniform bar has a solution by summation of some simple exponential functions But if its shape is not uniform, its solution could be by Bessel's function, or mathematical solution could not be existed. Enen if the solution of Bessel's function exists. as Bessel function is a series function. we must got the solution by numerical method Hereby the author Proposes the ununiform beam solution of the matrix method by Ritz's method. and Proposes a new deflection shape function.

A Design Scheme of Controller Using Output Feedback Closed-loop Pole Shifting (출력궤환 페루프 극 이동에 의한 제어계 설계 기법)

  • 이창구;황형수;김성중
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.36 no.3
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    • pp.221-227
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    • 1987
  • Other problems associated with pole placement have been discussed. A simple algorithm for output feedback pole shifting has been developed. The algorithm is based on minimising an objective function which is the sum of the exponential of the real part of the system colsed loop eigenvalues. It is demonstrated that the algorithm is simple and effective in arriving at a suitable feedback matrix for the control of boiler using only two measurement.

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An Economic Design of Constant Stress Accelerated Life Tests (일정스트레스 가속수명시험의 경제적 설계)

  • 윤원영;반한석
    • Journal of the Korean Operations Research and Management Science Society
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    • v.19 no.1
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    • pp.145-152
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    • 1994
  • This paper deals with an economic design of acelerated life test under constant stresses where failure times are exponentially distributed. In this case the optimization criterion is the information amount per unit cost. Fisher's information matrix of exponential distribution's parameters and expected cost considering fixed and variable costs are obtained. The decision variable is the censoring time in the model. In the 2-level constant stress case, it is proved that the optimal solution exists and is unique under some condition. Numerical examples are also included.

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