• Journal of the Korean Statistical Society
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• 제30권1호
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• pp.31-39
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• 2001

For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

• 한국음향학회지
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• 제16권3호
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• pp.81-85
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• 1997

본 논문에서는 3차와 4와의 큐뮬런트를 이용하여 FIR 시스템의 파라메터 추정을 위한 회귀 추정 알고리듬을 제안한다. 제안한 FIR 파라메터 회귀 추정 알고리듬에서 3차와 4차의 큐뮬런트 관계식으로부터 Overdetermined Recurisive Instrumental Variable (ORIV) 형태의 회귀 추정 알고리듬으로 변환할 수 있도록 출력신호로 구성된 행렬식을 얻어낸 후, 이를 전개하여 회귀 추정 알고리듬을 개발한다. 제안한 회귀 추정 알고리듬은 기존의 비회귀 알고리듬의 확장으로 적은 데이터로 수렴이 가능하며, 시변 시스템의 추정에도 용이하다. 또한 3차와 4차의 순수 고차 큐뮬런트로 구성됨에 따라 기존의 2차의 자기상관함수를 이용한 회귀 추정 알고리듬에 비해 가산 가우시안 잡음에 의한 추정 오차를 줄일 수 있는 장점이 있다.

• 한국정밀공학회지
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• 제26권5호
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• pp.120-127
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• 2009

An electric furnace, inside which desired temperatures are kept constant by generating heat, is known to be a difficult system to control and model exactly because system parameters and response delay time vary as the temperature and position are changed. In this study the heating system of ceramic drying furnaces with time-varying parameters is mathematically modeled as a second order system and control parameters are estimated by using a RIV (Recursive Instrumental-Variable) method. A modified bang-bang control with magnitude tuning is proposed in the time optimal temperature control of ceramic drying electric furnaces and its performance is experimentally verified. It is proven that temperature tracking of adaptive time optimal control using a second order model is more stable than the GPCEW (Generalized Predictive Control with Exponential Weight) and rapidly settles down by pre-estimation of the system parameters.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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• pp.525-525
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• 2000

In this paper, we present recursive algorithms for state space model identification using subspace extraction via Schur complement. It is shown that an estimate of the extended observability matrix can be obtained by subspace extraction via Schur complement. A relationship between the least squares residual and the Schur complement matrix obtained from input-output data is shown, and the recursive algorithms for the subspace-based state-space model identification (4SID) methods are developed. We also proposed the above algorithm for an instrumental variable (IV) based 4SID method. Finally, a numerical example of the application of the algorithms is illustrated.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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• pp.1045-1050
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• 1988

The problem of applying the linear integral filter in analysis and parameter estimation of linear continuous systems is discussed. A discrete-time model, which is equivalent to that obtained using the bilinear z transformation, is derived and employed to predict system output. It is shown that the output error can be controlled through the sampling interval. In order to obtain unbiased estimates, an instrumental variable (IV) method is proposed, where the instrumental variables are constituted using adaptive filtering. Some problems on implementation of the recursive IV algorithm are discussed. Both theoretical analysis and simulation study are given to illustrate the proposed methods.

• 한국기계가공학회지
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• 제10권4호
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• pp.1-7
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• 2011

The mode analysis of end-milling was introduced using recursive parametric modeling. Also, a numerical mode analysis of FRF in end-milling at different conditions was performed systematically. In this regard, a REIVM(recursive extended instrumental variable method) modeling algorithm was adopted and natural modes of real and imaginary part were discussed. This recursive approach can be used for the on-line system identification and monitoring of an end-milling for this purpose. For acquiring a cutting force, an experimental practice was performed. And these end-milling forces were used for the calculation of FRF(Frequency response function) and its mode analysis. Also, the FRF was analysed for the prediction of end-milling system. As a results, this algorithm was successful in each condition for the detection of natural modes of end-milling. After numerical analysis of the FRF, the tooth passing frequency was discriminated in their FRF, power spectrum and mode calculation.

• 대한전기학회논문지
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• 제39권4호
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• pp.364-370
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• 1990

In this paper, we propose a self-tuning PID controller for unknown systems with time-varying delay. Using pole placement equations, we derive the controller that can be extended to the multi-step time delay case. The time-varying delays are estimated by a prediction error delay method using multiple predictors. Since the order of the estimation vector is not increased, the persistant exciting condition of control input is alleviated. Since the least square method gives biased parameter estimates for colored noise cases, the recursive instrumental variable method is used to estimate system parameters. The computational burden of the proposed method is less than the conventional adaptive methods. Computer simulations are performed to illustrate the efficiency of the proposed method.