• Title/Summary/Keyword: Nonlinear series analysis

검색결과 382건 처리시간 0.035초

Discretization of Nonlinear Systems with Delayed Multi-Input VIa Taylor Series and Scaling and Squaring Technique

  • Yuanliang Zhang;Chong Kil To
    • Journal of Mechanical Science and Technology
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    • 제19권11호
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    • pp.1975-1987
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    • 2005
  • An input time delay always exists in practical systems. Analysis of the delay phenomenon in a continuous-time domain is sophisticated. It is appropriate to obtain its corresponding discrete-time model for implementation via digital computers. In this paper a new scheme for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption is proposed. The mathematical structure of the new discretization method is analyzed. On the basis of this structure the sampled-data representation of nonlinear systems with time-delayed multi-input is presented. The delayed multi-input general equation has been derived. In particular, the effect of the time-discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. Additionally, hybrid discretization schemes that result from a combination of the scaling and squaring technique (SST) with the Taylor series expansion are also proposed, especially under conditions of very low sampling rates. Practical issues associated with the selection of the method's parameters to meet CPU time and accuracy requirements, are examined as well. A performance of the proposed method is evaluated using a nonlinear system with time delay maneuvering an automobile.

생체 카오스의 비선형 시계열 데이터 분석 (Nonlinear Time Series Analysis of Biological Chaos)

  • 이병채;이명호
    • 대한의용생체공학회:의공학회지
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    • 제15권3호
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    • pp.347-354
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    • 1994
  • This paper describes a diagnostic protocol of nonlinear dynamic characteristics of biological system using chaos theory. An integrated chaos analysis system for the diagnosis of biological system was designed. We suggest a procedure of attractor reconstruction for reliable qualitative and quantitative analysis. The effect of autonomic nervous system activity on heart rate variability with power spectral analysis and its characteristics of chaotic attractors are investigated. The results show the applicability to evaluate the mental and physical conditions using nonlinear characteristics of biological signal.

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카본 나노 튜브의 동역학 거동 해석에 필요한 정전기력 연구 (Investigation of Electrostatic Force in Carbon Nanotube for the Analysis of Nonlinear Dynamic Behavior)

  • 이종길
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2005년도 춘계학술대회 논문집
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    • pp.840-843
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    • 2005
  • For an analysis of nonlinear dynamic behavior in carbon nanotube(CNT) an electrostatic force of CNT was investigated. The boundary condition in the CNT was assumed to clamped-clamped case at both ends. This type of CNT is widely used as micro and nano-sensors. For larger gaps in between sensor and electrode the van der Waals force can be ignored. The electrostatic force can be expressed as linear form using Taylor series. However, the first term of the series expansion was investigated here. The electrostatic force From this study we can conclude that for larger gaps the electrostatic force play an important role in determining the deflections as well as the pull-in voltage of simply supported switches.

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Regression Quantile Estimators of a Nonlinear Time Series Regression Model

  • 김태수;허선;김해경
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.13-15
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    • 2000
  • In this paper, we deal with the asymptotic properties of the regression quantile estimators in the nonlinear time series regression model. For the sinusodial model which frequently appears fer a time series analysis, we study the strong consistency and asymptotic normality of regression quantile ostinators.

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ANALYTIC TREATMENT FOR GENERALIZED (m + 1)-DIMENSIONAL PARTIAL DIFFERENTIAL EQUATIONS

  • AZ-ZO'BI, EMAD A.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제22권4호
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    • pp.289-294
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    • 2018
  • In this work, a recently developed semi-analytic technique, so called the residual power series method, is generalized to process higher-dimensional linear and nonlinear partial differential equations. The solutions obtained takes a form of an infinite power series which can, in turn, be expressed in a closed exact form. The results reveal that the proposed generalization is very effective, convenient and simple. This is achieved by handling the (m+1)-dimensional Burgers equation.

Effects of damping ratio on dynamic increase factor in progressive collapse

  • Mashhadi, Javad;Saffari, Hamed
    • Steel and Composite Structures
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    • 제22권3호
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    • pp.677-690
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    • 2016
  • In this paper, the effect of damping ratio on nonlinear dynamic analysis response and dynamic increase factor (DIF) in nonlinear static analysis of structures against column removal are investigated and a modified empirical DIF is presented. To this end, series of low and mid-rise moment frame structures with different span lengths and number of storeys are designed and the effect of damping ratio in DIF is investigated, performing several nonlinear static and dynamic analyses. For each damping ratio, a nonlinear dynamic analysis and a step by step nonlinear static analysis are carried out and the modified empirical DIF formulas are derived. The results of the analysis reveal that DIF is decreased with increasing damping ratio. Finally, an empirical formula is recommended that relates to damping ratio. Therefore, the new modified DIF can be used with nonlinear static analysis instead of nonlinear dynamic analysis to assess the progressive collapse potential of moment frame buildings with different damping ratios.

Quadratic Volterra 모델을 이용한 자유지지 라이저의 동적 응답 시계열 예측 (Time Series Prediction of Dynamic Response of a Free-standing Riser using Quadratic Volterra Model)

  • 김유일
    • 대한조선학회논문집
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    • 제51권4호
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    • pp.274-282
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    • 2014
  • Time series of the dynamic response of a slender marine structure was predicted using quadratic Volterra series. The wave-structure interaction system was identified using the NARX(Nonlinear Autoregressive with Exogenous Input) technique, and the network parameters were determined through the supervised training with the prepared datasets. The dataset used for the network training was obtained by carrying out the nonlinear finite element analysis on the freely standing riser under random ocean waves of white noise. The nonlinearities involved in the analysis were both large deformation of the structure under consideration and the quadratic term of relative velocity between the water particle and structure in Morison formula. The linear and quadratic frequency response functions of the given system were extracted using the multi-tone harmonic probing method and the time series of response of the structure was predicted using the quadratic Volterra series. In order to check the applicability of the method, the response of structure under the realistic ocean wave environment with given significant wave height and modal period was predicted and compared with the nonlinear time domain simulation results. It turned out that the predicted time series of the response of structure with quadratic Volterra series successfully captures the slowly varying response with reasonably good accuracy. It is expected that the method can be used in predicting the response of the slender offshore structure exposed to the Morison type load without relying on the computationally expensive time domain analysis, especially for the screening purpose.

Nonlinear dynamic response of MDOF systems by the method of harmonic differential quadrature (HDQ)

  • Civalek, Omer
    • Structural Engineering and Mechanics
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    • 제25권2호
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    • pp.201-217
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    • 2007
  • A harmonic type differential quadrature approach for nonlinear dynamic analysis of multi-degree-of-freedom systems has been developed. A series of numerical examples is conducted to assess the performance of the HDQ method in linear and nonlinear dynamic analysis problems. Results are compared with the existing solutions available from other analytical and numerical methods. In all cases, the results obtained are quite accurate.

남방진동지수, 나이테 자료에 대한 허스트 기억 (Hurst's memory for SOI and tree-ring series)

  • 김병식;김형수;서병하;윤강훈
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2005년도 학술발표회 논문집
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    • pp.792-796
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    • 2005
  • The methods of times series analysis have been recognized as important tools for assisting in solving problems related to the management of water resources. Especially, After more than 40 years the so-called Hurst effect remains an open problem in stochastic hydrology. Until now, its existence has been explained fly R/S analysis that roots in early work of the British hydrologist H.E. Hurst(1951). Today, the Hurst analysis is mostly used for the hydrological studies for memory and characteristics of time series and many methodologies have been developed for the analysis. So, there are many different techniques for the estimation of the Hurst exponent(H). However, the techniques can produce different characteristics for the persistence of a time series each other. We found that DFA is the most appropriate technique for the Hurst exponent estimation for both the shot term memory and long term memory. We analyze the SOI(Southern Oscillations Index) and 6 tree-ring series for USA sites by means of DFA and the BDS statistic is used for nonlinearity test of the series. From the results, we found that SOI series is nonlinear time series which has a long term memory of H=0.92. Contrary to earlier work of Rao(1999), all the tree- ring series are not random from our analysis. A certain tree ring series show a long term memory of H=0.97 and nonlinear property. Therefore, we can say that the SOI and tree-ring series may show long memory and nonlinearity.

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TISEAN 패키지를 이용한 전력 수요 시계열 분석 (Time Series Analysis of Maximum Electrical Power using the TISEAN package)

  • 추연규;박재현
    • 한국정보통신학회:학술대회논문집
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    • 한국정보통신학회 2012년도 춘계학술대회
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    • pp.803-806
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    • 2012
  • 비선형 동력학 시스템으로 판단되는 전력수요의 시계열 데이터를 분석하고 예측하기 위해 다양한 방법과 알고리즘이 적용되어져 왔다. 본 논문에서는 복잡한 비선형 시스템의 특성을 파악하기 위해 비선형 시계열 분석을 효과적으로 수행할 수 있는 각종 알고리즘과 코드를 패키지로 제공하는 TISEAN을 이용하여 전력수요 시계열 데이터가 가지고 있는 카오스 성질을 분석하였다.

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