• Title/Summary/Keyword: Reduced-form model

Search Result 268, Processing Time 0.031 seconds

Modelling and LQG/LTR Compensator Design of the Seeker Scan-Loop (탐색기의 주사루프 모델링과 LQG/LTR보상기 설계)

  • 황홍연;이호평
    • Transactions of the Korean Society of Mechanical Engineers
    • /
    • v.17 no.11
    • /
    • pp.2730-2741
    • /
    • 1993
  • A mathematical model of the seeker scan-loop which is composed of a spin-stabilized gyroscope and its driving signal processors is derived. The derived model has a transmission zero pair on the imaginary axis near to the required bandwidth. The LQG/LTR design methodology is evolved for the derived scan-loop model. To implement the designed LQG/LTR compensator to the actual plant, the compensator order is reduced using the internally balanced realization method. The performances of the LQG/LTR compensator are tested and compared with those of the P-control. Especially, stability-robustnessexperiments for model uncertainties represented in the form of time-delays are performed. It is demonstrated that the LQG/STR compensator is actually very robust to model uncertainties.

A PREPAYMENT-RISK-NEUTRAL PRICING MODEL FOR MORTGAGE-BACKED SECURITIES

  • Ahn, Seryoong;Song, Wan Young;Yoon, Ji-Hun
    • Korean Journal of Mathematics
    • /
    • v.29 no.2
    • /
    • pp.409-424
    • /
    • 2021
  • In this paper, we investigate a pricing model for mortgage-backed securities (MBSs) of a pay-through type of collateral mortgage obligation (CMO), embedded call options, which can be exercised by the intermediary, and pass-through MBSs. We suggest a prepayment-risk-neutral pricing model, applying a reduced-form prepayment rate model, and then compute and investigate the appropriate prices and spreads in the coupon rates between CMOs and PT MBSs. We believe that this study contributes in that it provides a sophisticated pricing model for MBSs, especially to the financial markets which are not advanced enough to finance with a simple type of MBSs.

Flow Visualization for a Dragonfly Type Wing (잠자리 유형 날개에 대한 흐름 가시화)

  • Kim, Song-Hwak;Kim, Hyun-Seok;Chang, Jo-Won;Boo, Joon-Hong
    • Proceedings of the KSME Conference
    • /
    • 2004.11a
    • /
    • pp.1586-1591
    • /
    • 2004
  • Flow visualization experiments have been performed to investigate the effects of phase lag, reduced frequency qualitatively by examining wake pattern on a dragonfly type wing. The model was built with a scaled-up, flapping wings, composed of paired wings with fore- and hindwing in tandem, that mimicked the wing form of a dragonfly. The present study was conducted by using the smoke-wire technique, and an electronic device was mounted to find the exact positional angle of wing below the tandem wings, which amplitude is ranged from $-16.5^{\circ}$ to $+22.8^{\circ}$. Phase lag applied on the wings is $0^{\circ}$, $90^{\circ}$, $180^{\circ}$ and $270^{\circ}$. The reduced frequency is 0.15, 0.3 and 0.45 to investigate the effect of reduced frequency. It is inferred through observed wake pattern that the phase lag clearly plays an important role in the wake structures and in the flight efficiency as changing the interaction of wings. The reduced frequency also is closely related to wake pattern and determines flight efficiency.

  • PDF

NOVEL GEOMETRIC PARAMETERIZATION SCHEME FOR THE CERTIFIED REDUCED BASIS ANALYSIS OF A SQUARE UNIT CELL

  • LE, SON HAI;KANG, SHINSEONG;PHAM, TRIET MINH;LEE, KYUNGHOON
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.25 no.4
    • /
    • pp.196-220
    • /
    • 2021
  • This study formulates a new geometric parameterization scheme to effectively address numerical analysis subject to the variation of the fiber radius of a square unit cell. In particular, the proposed mesh-morphing approach may lead to a parameterized weak form whose bilinear and linear forms are affine in the geometric parameter of interest, i.e. the fiber radius. As a result, we may certify the reduced basis analysis of a square unit cell model for any parameters in a predetermined parameter domain with a rigorous a posteriori error bound. To demonstrate the utility of the proposed geometric parameterization, we consider a two-dimensional, steady-state heat conduction analysis dependent on two parameters: a fiber radius and a thermal conductivity. For rapid yet rigorous a posteriori error evaluation, we estimate a lower bound of a coercivity constant via the min-θ method as well as the successive constraint method. Compared to the corresponding finite element analysis, the constructed reduced basis analysis may yield nearly the same solution at a computational speed about 29 times faster on average. In conclusion, the proposed geometric parameterization scheme is conducive for accurate yet efficient reduced basis analysis.

Analysis of Bodice Patterns Developed through Draping Method Using the Dress Form Representing Korean Female Fashion Models' Body Features (국내 여성 패션모델 체형 반영 인대 활용을 통한 입체재단 제작 길원형 특성 분석)

  • Park, Gin Ah
    • Journal of Fashion Business
    • /
    • v.21 no.1
    • /
    • pp.74-87
    • /
    • 2017
  • The aim of this study was to analyze the features of bodice patterns modeled using a dress form that represents Korean female fashion models' body features. A controlled experiment was carried out using an existing dress form that has been frequently used in South Korea. The purpose of the study was to suggest notable findings derived from understanding the development of bodice patterns for Korean female fashion models. The comparison of features of bodice patterns from the developed and existing dress forms was carried out with consideration of the upper body features of the developed dress form, such as body angles and body cross-sectional shapes. The following results were derived from the investigations. (1) The angles of the upper and lower breast cups of the developed dress form differed to those of the existing dress form, showing a 5.0cm smaller front shoulder dart and a 3.5 larger ㎝ ㎝ front waist dart within the bodice patterns. (2) The body angle features of the developed dress form included a straighter neck and shoulder blade and more concave center back than the existing dress form, with a 2.0 reduced back neck height and a 4.8 larger back waist dart for ㎝ ㎝ the bodice back panel. The more realistic body angles of the developed dress form anticipate the improvement of garment pattern-making. (3) The altered shoulder angles resulted in an increased size of the back shoulder dart and a decreased size of the front shoulder height within the bodice patterns. (4) The increased rate of curvature of cross-sectional shapes on the bust and waist circumferences of the developed dress form resulted in an increase in the sizes of the front and back waist darts.

Proposal and Theoretical Verification on Motion Error Analysis Method of Hydrostatic Tables Using Transfer Function (전달함수을 이용한 유정압테이블 운동정밀도 해석법의 제안 및 이론적 검증)

  • Park, Chun-Hong;Oh, Yoon-Jin;Lee, Chan-Hong;Hong, Joon-Hee
    • Journal of the Korean Society for Precision Engineering
    • /
    • v.19 no.5
    • /
    • pp.56-63
    • /
    • 2002
  • A new model utilizing a transfer function is introduced in the present paper for analizing motion errors of hydrostatic tables. Relationship between film reaction force in a single hydrostatic pad and form error of a guide rail is derived at various spacial frequencies by finite element analysis, and it is expressed as a transfer function. This transfer function clarifies so called averaging effect of the oil film quantitively. For example, it is found that the amplitide of the film reaction farce is reduced as the spacial frequency increases or relative width of the pocket is reduced. Motion errors of a multiple pad table is estimated from transfer function, geomatric relationship between each pads and form errors of a guide rail, which is named as Transfer Function Method(TFM). Calculated motion errors by TFM show good agreement with motion errors calculated by Multi Pad Method, which is considered entire table as an analysis object. From the results, it is confirmed that the proposed TFM is very effective to analyze the motion errors of hydrostatic tables.

Function of Nitric Oxide in Activation-Induced Cell Death of T Lymphocytes

  • Park, Yuk-Pheel;Paik, Sang-Gi;Kim, Young-Sang
    • Animal cells and systems
    • /
    • v.4 no.4
    • /
    • pp.381-388
    • /
    • 2000
  • Using a murine T cell hybridoma, activation-induced cell death (AICD) was studied. As an in vitro model system for the AICD, 1 cell hybridoma expressing TCR/CD3 complex was incubated onto the immobilized purified anti-CD3 antibody. The immobilized anti-CD3 antibody induced AICD effectively up to 40%. At 1-100 $\mu$M range of SNP, an exogenous source of nitric oxide (NO), the cell proliferation was not affected, but at 1 mM SNP, cell proliferation was significantly reduced. The AICD of T cell hybridoma was inhibited by exogenous NO at non-cytotoxic concentration, In the cells undergoing AICD, the expressions of caspase-3 and FasL were detected, but not iNOS. Similar result was recognized in the apoptosis induced by dexamethasone, an apoptosis-inducing agent. However, the conversion from the inactive form of caspase-3 (32 kDa) to the active form (17 kDa) was significantly reduced in the cells in AICD induced by anti-CD3 antibody, With the result of increased PARP cleavage in the cells, we propose that another PARP cleavage pathway not involving caspase-3 may function in the anti-CD3 antibody induced AICD in the T cell hybridoma.

  • PDF

Non-Prismatic Beam Element for Nonlinear Seismic Analysis of Steel Moment Frames I: Element Formulation (강재 모멘트 골조의 비선형 지진 해석을 위한 부등단면 보 요소 I: 요소개발)

  • Hwang, Byoung-Kuk;Jeon, Seong-Min;Kim, Kee-Dong;Ko, Man-Gi
    • Journal of the Korean Society of Hazard Mitigation
    • /
    • v.7 no.5
    • /
    • pp.27-35
    • /
    • 2007
  • This study presents a non -prismatic beam element for modeling the elastic and inelastic behavior of the steel beam, which has the post-Northridge connections in steel moment frames that are subjected to earthquake ground motions. The elastic stiffness matrix for non-prismatic members with reduced beam section (RES) connection is in the closed-form. The plasticity model is of a discrete type and is composed of a series of nonlinear hinges connected by rigid links. The hardening rules can model the inelastic behavior for monotonic and random cyclic loading, and the effects of local buckling. Verification and calibration of the model are presented in a companion paper.

Takagi-Sugeno Fuzzy Model-based Iterative Learning Control Systems: A Two-dimensional System Theory Approach

  • Chu, Jun-Uk;Lee, Yun-Jung
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2001.10a
    • /
    • pp.169.3-169
    • /
    • 2001
  • This paper introduces a new approach to analysis of error convergence for a class of iterative learning control systems. First, a nonlinear plant is represented using a Takagi-Sugeno(T-S) fuzzy model. Then each iterative learning controller is designed for each linear plant in the T-S fuzzy model. From the view point of two-dimensional(2-D) system theory, we transform the proposed learning systems to a 2-D error equation, which is also established in the form of T-S fuzzy model. We analysis the error convergence in the sense of induced 2 L -norm, where the effects of disturbances and initial conditions on 2-D error are considered. The iterative learning controller design problem to guarantee the error convergence can be reduced to linear matrix inequality problems. In comparison with others, our learning algorithm ...

  • PDF

Active vibration control of flexible beam using piezoelectric actuator (압전소자를 액츄에이터로 이용한 탄성보진동의 능동제어)

  • 김종선
    • Journal of KSNVE
    • /
    • v.2 no.3
    • /
    • pp.173-180
    • /
    • 1992
  • A boundary control method that controls interior state by actively controlling the boundary conditions in boundary value problems is proposed for the vibration control of flexible beam by using piezoelectric actuators. The governing equations are derived based on the Euler beam theory and the reduced order model is obtained by modal truncation. The spillover effects caused by the uncontrolled high frequency modes are analyzed and the method selecting a suitable sensor location is also proposed. The lag compensator in digital form is realized by using a microcomputer and its peripheral devices. The efficiency of the proposed control scheme is demonstrated experimentally and compared with the simulation results.

  • PDF