• 제목/요약/키워드: Model-parameter estimation

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구조동특성해석을 위한 ARMAX 모형의 식별과 선형추정 알고리즘 (Identification of ARMAX Model and Linear Estimation Algorithm for Structural Dynamic Characteristics Analysis)

  • 최의중;이상조
    • 한국정밀공학회지
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    • 제16권7호
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    • pp.178-187
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    • 1999
  • In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

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시스템 식별 기법을 이용한 DC-DC 컨버터 파라메터 추정 (The Parameter Estimation of DC-DC Converter by System Identification Method)

  • 전진홍;김태진;김광수;김광화
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 학술회의 논문집 정보 및 제어부문 B
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    • pp.503-506
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    • 2003
  • In this paper, we present the results of parameter estimation for do-dc converter model by system identification. The parameter estimation for dc-dc converter aims at the diagnosis of its operating status. we applied the system identification method for parameter estimation. For verification of estimated parameter, we compare bode plot of estimated system transfer function and measurement results of HP4194 instrument.

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DSM 모니터링을 위한 확산 모형의 계수 추정 (Parameter Estimation of the Diffusion Model for Demand Side Management Monitoring System)

  • 김진오;최청훈;김정훈;이창호;김창섭
    • 대한전기학회논문지:전력기술부문A
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    • 제48권10호
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    • pp.1183-1189
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    • 1999
  • This paper presents the method of parameter estimation of diffusion model for monitoring Demand-Side Management program. Bass diffusion model was applied in this paper, which has different values according to the following parameters; coefficients of innovation, imitation and potential adopters. Though it is very important to estimate three parameters precisely, there has been no empirical way in practice. Thus, this paper presents the method of parameter estimation in case of few data with constraints to reduce the possibility of bad estimation. The constraints can be empirical results or expert's decision. Case studies show the diffusion curves and forecasted values of the peak for the high-efficient lighting. The feedback and nonlinear least-square parameter estimation methods used in this paper enable us to evaluate the status and to predict the effect of DSM program.

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저류함수법의 매개변수 추정: 1. 범용모형 개발 (Parameter Estimation of the Storage Function Model: 1. Development of the Universal Model for the Parameter Estimation)

  • 최종남;안원식;김형수;박민규
    • 한국방재학회 논문집
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    • 제10권6호
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    • pp.119-130
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    • 2010
  • 본 연구에서는 가상유역에 대한 분포형 모형의 적용을 통해 다양한 유역 및 유출조건에서도 적용 가능한 저류함수법의 매개변수를 추정하기 위한 범용모형을 개발하였다. 기존의 매개변수 추정식은 대부분 한정된 조건의 관측자료에 기초하고 있어 실제 유출에 영향을 미치는 인자를 민감하게 고려하기 힘든 문제점이 있었다. 약 35,000회의 다양한 조건을 고려한 유출모의 결과를 기초로 이를 가장 잘 반영해 줄 수 있는 매개변수 모형을 구성한 결과 저류함수법의 지체시간은 주로 유역내 가장 긴 유로의 특성과 밀접한 관련이 있고, 저류상수의 경우 유역의 특성들과 관련성이 높은 것으로 나타났다.

강우-유출모형을 이용한 실시간 홍수예측(I) : 이론과 모형화 (Real-Time Flood Forecasting Using Rainfall-Runoff Model(I) : Theory and Modeling)

  • 정동국;이길성
    • 물과 미래
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    • 제27권1호
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    • pp.89-99
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    • 1994
  • 현재까지 국내의 홍수예측업무는 과거에 수집된 자료집단을 이용한 변수추정에 의하여 시행되고 있으나, 최근 여러 가지 순환추정 알고리즘을 적용한 홍수예측 또는 변수추정에 관한 많은 연구가 이루어지고 있다. 본 논문은 실시간 홍수예측 및 변수추정에 관한 연구로서, 특히 강우-유출모형의 상태 및 매개변수의 동시추정에 관한 추계학적 현상을 고려하였다. 홍수예측에 관한 시스템은 $\phi$ 지수에 의한 유효강우의 산정과 지체효과를 고려한 n개의 비선형 저수지모형에 의한 홍수축적으로 구성하였다. 그리고 변수추정모형과 홍수추적 모형을 상호연계하여 변수를 포함하는 확대 상태-공간모형으로 상태 및 매개변수의 동시추정에 관한 시스템을 구성하였다. 상태-공간모형에 대한 상태 및 변수추정기법으로 GLS 추정과 MAP 추정에 대하여 비교 검토하였다. 모형의 식별을 위한 민감도 분석은 추정변수의 공분산 행렬을 사용하였다.

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유전알고리즘을 이용한 연속시스템의 온라인 퍼래미터 추정 (On-line parameter estimation of continuous-time systems using a genetic algorithm)

  • 이현식;진강규
    • 제어로봇시스템학회논문지
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    • 제4권1호
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    • pp.76-81
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    • 1998
  • This paper presents an on-line scheme for parameter estimation of continuous-time systems, based on the model adjustment technique and the genetic algorithm technique. To deal with the initialisation and unmeasurable signal problems in on-line parameter estimation of continuous-time systems, a discrete-time model is obtained for the linear differential equation model and approximations of unmeasurable states with the observable output and its time-delayed values are obtained for the nonlinear state space model. Noisy observations may affect these approximation processes and degrade the estimation performance. A digital prefilter is therefore incorporated to avoid direct approximations of system derivatives from possible noisy observations. The parameters of both the model and the designed filter are adjusted on-line by a genetic algorithm, A set of simulation works for linear and nonlinear systems is carried out to demonstrate the effectiveness of the proposed method.

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On the Local Identifiability of Load Model Parameters in Measurement-based Approach

  • Choi, Byoung-Kon;Chiang, Hsiao-Dong
    • Journal of Electrical Engineering and Technology
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    • 제4권2호
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    • pp.149-158
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    • 2009
  • It is important to derive reliable parameter values in the measurement-based load model development of electric power systems. However parameter estimation tasks, in practice, often face the parameter identifiability issue; whether or not the model parameters can be estimated with a given input-output data set in reliable manner. This paper introduces concepts and practical definitions of the local identifiability of model parameters. A posteriori local identifiability is defined in the sense of nonlinear least squares. As numerical examples, local identifiability of third-order induction motor (IM) model and a Z-induction motor (Z-IM) model is studied. It is shown that parameter ill-conditioning can significantly affect on reliable parameter estimation task. Numerical studies show that local identifiability can be quite sensitive to input data and a given local solution. Finally, several countermeasures are proposed to overcome ill-conditioning problem in measurement-based load modeling.

DSM Monitoring을 위한 확산 모델의 계수 추정 (Parameter estimation of the Diffusion Model for Demand Side Management Monitoring System)

  • 최청훈;정현수;김진오
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1998년도 하계학술대회 논문집 C
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    • pp.1073-1075
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    • 1998
  • This paper presents the method of parameter estimation of diffusion model for monitoring Demand-Side Management Program. Bass diffusion model was applied in this paper, which has different values according to parameters ; coefficients of innovation, imitation and potential adopters. Though it is very important to estimate three parameter, there are no empirical results in practice. Thus, this paper presents the method of parameter estimation in case of few data with constraints to reduce the possibility of bad estimation. The constraints are empirical results or expert's decision. Case studies show the diffusion curves of high-efficient lighting and also forecasting of the peak value for power demand considering diffusion of high-efficient lighting, the feedback and least-square parameter estimation method used in this paper enable us to evaluate the status and forecasting of the effect of DSM program.

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On-line Parameter Estimator Based on Takagi-Sugeno Fuzzy Models

  • Park, Chang-Woo;Hyun, Chang-Ho;Park, Mignon
    • 한국지능시스템학회논문지
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    • 제12권5호
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    • pp.481-486
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    • 2002
  • In this paper, a new on-line parameter estimation methodology for the general continuous time Takagi-Sugeno(T-5) fuzzy model whose parameters are poorly known or uncertain is presented. An estimator with an appropriate adaptive law for updating the parameters is designed and analyzed based on the Lyapunov theory. The adaptive law is designed so that the estimation model follows the plant parameterized model. By the proposed estimator, the parameters of the T-S fuzzy model can be estimated by observing the behavior of the system and it can be a basis for the indirect adaptive fuzzy control. Based on the derived design method, the parameter estimation for controllable canonical T-S fuzzy model is also Presented.

Parameter Estimation by OE model of DC-DC Converter System for Operating Status Diagnosis

  • Jeon, Jin-Hong;Kim, Tae-Jin;Kim, Kwang-Su;Kim, Kwang-Hwa
    • KIEE International Transaction on Electrical Machinery and Energy Conversion Systems
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    • 제4B권4호
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    • pp.206-210
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    • 2004
  • This paper deals with a parameter estimation of the DC-DC converter system for its diagnosis. Especially, we present the results of parameter estimation for the DC-DC converter model by the system identification method. The parameter estimation for the DC-DC converter system aims at the diagnosis of its operating status. For the operating status diagnosis of the DC-DC converter system, we assume that the DC-DC converter system is an equivalent model of the Buck converter and estimate the main parameter for on-line diagnosis. In addition, for verification of an estimated parameter, we compare a bode plot of the estimated system transfer function and measurement results of the HP4194 instrument. It is a control system analyzer for system transfer function measurement. Our results confirm that the main parameter for diagnosis of the DC-DC converter system can be estimated by the system identification method and that the aging status of the system can be predicted by these results on operating status.