• 제목/요약/키워드: Recursive estimation

검색결과 331건 처리시간 0.021초

장기모수의 구조변화와 안정성 (Structural Change and Stability in a Long-Run Parameter)

  • 김태호
    • Communications for Statistical Applications and Methods
    • /
    • 제18권4호
    • /
    • pp.495-505
    • /
    • 2011
  • 본 연구에서는 표본의 일부를 단계적으로 증가시켜 가며 반복적으로 추정된 장기모수의 시간경로를 파악하는 방식으로 변수들 간 장기균형관계의 안정성에 대해 통계적으로 검정해 보았다. 안정성 귀무가설이 기각되는 구간에는 더미변수를 사용해 전체 연구기간에 걸쳐 안정성을 회복시키고 타당한 공적분관계를 도출해 보았으며, 오차수정항에 대한 분석결과는 더미변수가 공적분관계의 구조변화를 반영하는 것으로 나타났다.

다단계 수리체계의 성능평가를 위한 폐쇄형 대기행렬 네트워크 모형 (A Closed Queueing Network Model for the Performance Evaluation of the Multi-Echelon Repair System)

  • 박찬우;김창곤;이효성
    • 한국경영과학회지
    • /
    • 제25권4호
    • /
    • pp.27-44
    • /
    • 2000
  • In this study we consider a spares provisioning problem for repairable items in which a parts inventory system is incorporated. If a machine fails, a replacement part must be obtained at the parts inventory system before the failed machine enters the repair center. The inventory policy adopted at the parts inventory system is the (S, Q) policy. Operating times of the machine before failure, ordering lead times and repair times are assumed to follow a two-stage Coxian distribution. For this system, we develop an approximation method to obtain the performance measures such as steady state probabilities of the number of machines at each station and the probability that a part will wait at the parts inventory system. For the analysis of the proposed system, we model the system as a closed queueing network and analyze it using a product-form approximation method. A recursive technique as well as an iterative procedure is used to analyze the sub-network. Numerical tests show that the approximation method provides fairly good estimation of the performance measures of interest.

  • PDF

최소분산 자기동조 PID제어기 (A self tuning PID controller with minimum variance)

  • 조원철;전기준
    • 제어로봇시스템학회논문지
    • /
    • 제2권1호
    • /
    • pp.14-20
    • /
    • 1996
  • This paper presents a self tuning method of a velocity type PID controller for minimum or non-minimum phase systems with time delays. The velocity type PID control structure is determined in the process of minimizing the variance of the auxilliary output, and self tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optimizing a design parameter. This method is simple and effective compared with other existing methods[1,2]. Numerical examples are included to illustrate the procedure and to show the performance of the control system.

  • PDF

전류 제어형 인버터의 가변 구조 제어 방식에 관한 연구 (Variable Structure Control Method for Current Controlled Inverter)

  • 이정욱;유지윤;박귀태
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 1994년도 하계학술대회 논문집 A
    • /
    • pp.389-391
    • /
    • 1994
  • This paper proposes an approach to control the current amplitude and phase simultaneously. To do this, variable structure control and adaptive parameter estimation arc applied to the current control of a single-phase PWM inverter with unknown R-L series load. The load parameters, R and L, are estimated by using the recursive least square method and these parameters are used to adjust the feedback gains of control input. The inverter system is modelled in a 2nd-order system by treating load current variation caused by inductive component as a disturbance. Simulation and experiment based on the 2nd -order model are done and the results show good dynamic response and low THD.

  • PDF

가스터빈 제어시스템의 모델링 (Modeling of gas turbine control system)

  • 이원규
    • 조명전기설비학회논문지
    • /
    • 제14권2호
    • /
    • pp.26-30
    • /
    • 2000
  • 본 논문에서는 실험데이터를 이용해서 가스터빈 제어시스템의 수학적인 모델링을 구하였다. 제어대상은 군산 화력발전소에 설치되어 었는 가스터빈을 모델로 선정하였고 터빈의 정격속도에서 계통병입 및 전부하까지의 운전구간에 국한하여 모델링올 구현하였다. 모델링은 최소자승 알고리즘을 이용하였으며 플랜트는 2차 시스템이라 가정하였고 망각지수는 0.98, 그리고 입.출력신호의 주기는 1sec로 선택하였다. 시뮬레이션 결과, 실제 시스템과 모델링에 의한 입.출력특성이 일치한디는 것을 알 수 있었다.

  • PDF

시변 지연시간이 존재하는 시스템의 자기동조 PID 제어 (Self-Tuning PID Control of Systems with Time-Varying Delays)

  • 남현도;안동준
    • 대한전기학회논문지
    • /
    • 제39권4호
    • /
    • pp.364-370
    • /
    • 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.

  • PDF

RLS 알고리즘과 극점배치방법을 이용한 DC전동기의 자기동조 속도제어기의 구현 (Implementation of Self-Tuning Speed Controller for DC Motor Drive System using RLS Algorithm and Pole-Placement Method)

  • 차응석;지준근
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 1999년도 추계학술대회 논문집 학회본부 B
    • /
    • pp.488-490
    • /
    • 1999
  • This paper describes the design of self-tuning speed controller for DC motor drive system using RLS(Recursive Least Squares) algorithm and Pole-Placement method. The model parameters, related to inertia and damping coefficient of motor, are estimated on-line by using RLS estimation algorithm. And a control signal is calculated by using pole placement method. Simulation and experimental results show that the proposed controller possesses excellent adaptation capability than a conventional PI/IP controller under parameter change.

  • PDF

원격무인 잠수정의 자기동조 위치제어 (Self-Tuning Position Control of a Remotely Operated Vehicle)

  • 이판묵
    • 한국해양공학회지
    • /
    • 제3권2호
    • /
    • pp.551-551
    • /
    • 1989
  • In general, a remotely operated vehicle(ROV) operates at deep sea. The control system of ROV is composed of two local loops; the first loop placed on the surface vessel monitors and manipulates the attitude of the ROV using joystick, and the second part on the ROV automatically controls thrusters and acquires positional data. This paper presents a position control simulation of a ROV using an adaptive controller and discusses the control effects of two different conditions. The design of an adaptive control system is obtained by the application of a self-tuning controller with the minimization of an appropriate cost function. The parameters of the control system are estimated by a recursive least square method(RLS). In the simulation, a Runge-Kutta method is used for the numerical integration and the generated outputs are obtained by adding measurement errors. Additionally, this paper discusses the mathematical modelling of a ROV and make a survey of control systems.

원격무인 잠수정의 자기동조 위치제어 (Self-Tuning Position Control of a Remotely Operated Vehicle)

  • 이판묵
    • 한국해양공학회지
    • /
    • 제3권2호
    • /
    • pp.51-58
    • /
    • 1989
  • In general, a remotely operated vehicle(ROV) operates at deep sea. The control system of ROV is composed of two local loops; the first loop placed on the surface vessel monitors and manipulates the attitude of the ROV using joystick, and the second part on the ROV automatically controls thrusters and acquires positional data. This paper presents a position control simulation of a ROV using an adaptive controller and discusses the control effects of two different conditions. The design of an adaptive control system is obtained by the application of a self-tuning controller with the minimization of an appropriate cost function. The parameters of the control system are estimated by a recursive least square method(RLS). In the simulation, a Runge-Kutta method is used for the numerical integration and the generated outputs are obtained by adding measurement errors. Additionally, this paper discusses the mathematical modelling of a ROV and make a survey of control systems.

  • PDF

DPCM 영상 부호화기에서 예측 오차를 줄이기 위한 변환된 영상에서의 PRA 적용 (Application of PRA to The Differenec Image for Prediction Error Reduction in DPCM Image Coding)

  • 문주희;고종석;김재균
    • 한국통신학회:학술대회논문집
    • /
    • 한국통신학회 1986년도 추계학술발표회 논문집
    • /
    • pp.56-58
    • /
    • 1986
  • This paper propose a conversion method to reduce prediction error produced when PRA(Pel Recursive Algorithm) motion estimation method is used in real image. The method is th get a spatial difference image from a given raw image and then to apply any PRA method to the difference image. The algorithm proposed in this paper is compared with several algorithm including the ubiquitious Netravali and Robbins` based on the performance and the hardware complexity. Computer simulation shows that the difference image conversion method is about 4.5dB better than the other algorithm with regard to prediction error power.

  • PDF