• 제목/요약/키워드: Parametric approach

검색결과 720건 처리시간 0.032초

ON THE STUDY OF SOLUTION UNIQUENESS TO THE TASK OF DETERMINING UNKNOWN PARAMETERS OF MATHEMATICAL MODELS

  • Avdeenko, T.V.;Je, Hai-Gon
    • East Asian mathematical journal
    • /
    • 제16권2호
    • /
    • pp.251-266
    • /
    • 2000
  • The problem of solution uniqueness to the task of determining unknown parameters of mathematical models from input-output observations is studied. This problem is known as structural identifiability problem. We offer a new approach for testing structural identifiability of linear state space models. The approach compares favorably with numerous methods proposed by other authors for two main reasons. First, it is formulated in obvious mathematical form. Secondly, the method does not involve unfeasible symbolic computations and thus allows to test identifiability of large-scale models. In case of non-identifiability, when there is a set of solutions to the task, we offer a method of computing functions of the unknown parameters which can be determined uniquely from input-output observations and later used as new parameters of the model. Such functions are called parametric functions capable of estimation. To develop the method of computation of these functions we use Lie group transformation theory. Illustrative example is given to demonstrate applicability of presented methods.

  • PDF

Using Change-Point Detection Tests to detect the Korea Economic Crisis of 1997

  • 오경주
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 한국데이터정보과학회 2004년도 추계학술대회
    • /
    • pp.25-32
    • /
    • 2004
  • In this study, we use various change-point detection methods to detects Korea economic crisis of 1997, and then compares their performance. In change-point detection method, there are three major categories: (1) the parametric approach, (2) the nonparametric approach, and (3) the model-based approach. Through the application to Korea foreign exchange rate during her economic crisis, we compare the employed change-point detection methods and, furthermore, determine which of them performs better.

  • PDF

A BAYESIAN METHOD FOR FINDING MINIMUM GENERALIZED VARIANCE AMONG K MULTIVARIATE NORMAL POPULATIONS

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
    • /
    • 제32권4호
    • /
    • pp.411-423
    • /
    • 2003
  • In this paper we develop a method for calculating a probability that a particular generalized variance is the smallest of all the K multivariate normal generalized variances. The method gives a way of comparing K multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approach for the probability is intractable and thus a Bayesian method is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach. Necessary theory involved in the method and computation is provided.

Comparing Change-Point Detection Methods to Detect the Korea Economic Crisis of 1997

  • Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
    • /
    • 제15권3호
    • /
    • pp.585-592
    • /
    • 2004
  • This study detects Korea economic crisis of 1997 using various change-point detection methods and then compares their performance. In change-point detection method, there are three major categories: (1) the parametric approach, (2) the nonparametric approach, and (3) the model-based approach. Through the application to Korea foreign exchange rate during her economic crisis, we compare the employed change-point detection methods and, furthermore, determine which of them performs better.

  • PDF

Empirical modelling approaches to modelling failures

  • Baik, Jaiwook;Jo, Jinnam
    • International Journal of Reliability and Applications
    • /
    • 제14권2호
    • /
    • pp.107-114
    • /
    • 2013
  • Modelling of failures is an important element of reliability modelling. Empirical modelling approach suitable for complex item is explored in this paper. First step of the empirical modelling approach is to plot hazard function, density function, Weibull probability plot as well as cumulative intensity function to see which model fits best for the given data. Next step of the empirical modelling approach is select appropriate model for the data and fit the parametric model accordingly and estimate the parameters.

  • PDF

저자유도 조인트의 구속조건 생성을 위한 파라메트릭 일반좌표 이용 (Use of Parametric Generalized Coordinates for Kinematic Constraint Formulation of Low Degree-of-Freedom Joints)

  • 이정근;이철호;배대성
    • 대한기계학회논문집A
    • /
    • 제37권10호
    • /
    • pp.1261-1267
    • /
    • 2013
  • 다물체 기계시스템에서 핀조인트나 병진조인트 같은 저자유도 조인트는 고자유도 조인트보다 훨씬 빈번하게 사용된다. 저자유도 조인트에 대한 기구학적 구속조건식을 효율적이고 체계적으로 공식화하기 위해, 본 논문은 구속조건식을 표현하는 새로운 접근방법으로 파라메트릭 일반좌표를 이용한다. 제안된 방법에서는 직교좌표와 파라메트릭 일반좌표를 혼합하여 조인트 구속조건을 생성하는데, 이는 구속조건에 대한 자코비안과 같은 구속조건 편미분행렬을 매우 간단하게 표현되도록 하므로써 공식의 복잡성과 계산시간을 단축시킨다. 제안된 방법은 암시적 적분기를 바탕으로 실린더-크랭크시스템에서 검증되었다.

Parametric Approaches to Sliding Mode Design for Linear Multivariable Systems

  • Kim, Kyung-Soo;Park, Young-Jin
    • International Journal of Control, Automation, and Systems
    • /
    • 제1권1호
    • /
    • pp.11-18
    • /
    • 2003
  • The parametric approaches to sliding mode design are newly proposed for the class of multivariable systems. Our approach is based on an explicit formula for representing all the slid-ing modes using the Lyapunov matrices of full order. By manipulating Lyapunov matrices, the sliding modes which satisfy the design criteria such as the quadratic performance optimization and robust stability to parametric uncertainty, etc., can be easily obtained. The proposed ap-proach enables us to adopt a variety of Lyapunov- (or Riccati-) based approaches to the sliding mode design. Applications to the quadratic performance optimization problem, uncertain systems, systems with uncertain state delay, and the pole-clustering problem are discussed.

A Study on Statistical Classification of Wear Debris Morphology

  • Cho, Unchung
    • KSTLE International Journal
    • /
    • 제2권1호
    • /
    • pp.35-39
    • /
    • 2001
  • In this paper, statistical approach is undertaken to investigate the classification of wear debris which is the key function of objective assessment of wear debris morphology. Wear tests are run to produce various kinds of wear debris. The images of wear debris from wear tests are captured with image acquisition equipment. By thresholding, two-dimensional binary images of wear debris are made and, then, morphological parameters are used to quantify the images of debris. Parametric and nonparametric discriminant method are employed to classify wear debris into predefined wear conditions. It is demonstrated that classification accuracy of parametric and nonparametric discriminant method is similar. The selected use of morphological parameters by stepwise discriminant analysis can generally improve the classification accuracy of parametric and nonparametric discriminant method.

  • PDF

파라메트릭 CAD모델 교환을 위한 OSI와 IGM기반의 고유 명칭 방법과 명칭 매핑 방법 (An Approach to Persistent Naming and Naming Mapping Based on OSI and IGM for Parametric CAD Model Exchanges)

  • 문두환;한순흥
    • 한국CDE학회논문집
    • /
    • 제9권3호
    • /
    • pp.226-237
    • /
    • 2004
  • If the topology changes in the re-generation step of the history-based and feature-based CAD systems, it is difficult to identify an entity in the old model and find the same entity in the new model. This problem is known as 'persistent naming problem'. To exchange parametric CAD models, the persistent naming problem and the naming mapping problem must be solved among different CAD system, which use different naming scheme. For CAD model exchange the persistent naming has its own characteristics compare to that for CAD system development. This paper analyses previous researches and proposes a solution to the persistent naming problem for CAD model exchanges and to the naming mapping problem among different naming schemes.