• 제목/요약/키워드: State Space Method

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Bayesian Estimation of State-Space Model Using the Hybrid Monte Carlo within Gibbs Sampler

  • Park, Ilsu
    • Communications for Statistical Applications and Methods
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    • 제10권1호
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    • pp.203-210
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    • 2003
  • In a standard Metropolis-type Monte Carlo simulation, the proposal distribution cannot be easily adapted to "local dynamics" of the target distribution. To overcome some of these difficulties, Duane et al. (1987) introduced the method of hybrid Monte Carlo(HMC) which combines the basic idea of molecular dynamics and the Metropolis acceptance-rejection rule to produce Monte Carlo samples from a given target distribution. In this paper, using the HMC within Gibbs sampler, an asymptotical estimate of the smoothing mean and a general solution to state space modeling in Bayesian framework is obtaineds obtained.

상태.공간 방식에 의한 항공기 동특성 해석 교육 시뮬레이터 개발 (Development of the Educational Simulator for Aircraft Dynamic Characteristic Analysis with the State-Space Method)

  • 윤선주
    • 한국항공운항학회지
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    • 제17권1호
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    • pp.9-16
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    • 2009
  • The analysis of an aircraft flight dynamics is recently very convenient because of the introduction of state-space method and a well-developed package software. The representation of a dynamic system is described as a simple form of matrix calculation and the unique form of model is available for the linear or nonlinear, time variant or time invariant, mono variable or multi variable system with state-space method. And this analysis can be simplified with the specific functions of a package software and it is very simplified to execute the simulation of the dynamic characteristics for an aircraft model with an interactive graphical treatment. The purpose of this study is to develope an educational flight simulator for the students who need to analyze the dynamic characteristics of an aircraft that is primarily to execute the simulation for the analysis of the transient response and frequency response of an aircraft stability. Furthermore the dynamic characteristics of an aircraft motion is set up as dynamical animation tool for the control response on 3-axis motions of an aircraft.

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부유식 구조체 운동 해석을 위한 시스템 식별 방법을 이용한 상태공간방정식 모델 (State-Space Equation Model for Motion Analysis of Floating Structures Using System-Identification Methods)

  • 성준식;박원석
    • 한국전산구조공학회논문집
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    • 제37권2호
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    • pp.85-93
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    • 2024
  • 이 논문에서는 파랑 하중을 받는 부유식 구조체의 운동 해석에 있어서 시스템 식별 방법을 이용한 상태공간방정식 모델을 수립하고 해석하는 방법을 제안하였다. 상태공간방정식 모델의 수립 방법으로는 주파수영역에서 하중-변위 입출력 관계에 대한 목표 전달함수를 구하고 이에 가장 근접하는 상태공간방정식을 구하는 절차를 제시하였다. 전통적으로 부유식 구조체 운동의 시간영역 해석은 지연함수의 합성곱적분을 포함하는 Cummins 방정식을 시간적분하여 이루어진다. 상태공간방정식 모델은 이러한 시간영역해석을 효과적으로 수행하기 위한 방법의 하나로서 연구되어 왔다. 제안하는 방법에서는 시스템 식별방법인 N4SID 와 전달함수의 분모 및 분자 다항식의 계수를 설계변수로 하는 최적화방법을 사용하여 목표 전달함수에 상응하는 상태공간방정식을 구한다. 제안하는 방법의 적용성을 보이는 예제로서 단자유도 수치모델 및 6자유도 바지의 운동을 해석하였다. 제시하는 상태공간방정식 모델은 주파수영역 및 시간영역에서 모두 기존의 해석결과와 잘 일치하고 시간영역해석에서는 계산의 정확도를 확보하면서 계산 시간을 크게 줄일 수 있음을 확인하였다.

입출력값에 의한 상태공간 극배치 자기동조제어기 (State-Space Pole-Placing self-Tuning Controller Using Input-Output Values)

  • 김영길;박민용;이상배
    • 대한전자공학회논문지
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    • 제22권5호
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    • pp.17-23
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    • 1985
  • This paper describes a method for the design of a self-tuning controller of single-input/single-output systems with system noises and obsrrvation noises. The method uses state-space techniques to assign the closed-loop system poles to desired locations, but the control law is made up of process input and output measurement values, so that state estimation is unnecessary. Also the difficulties of tracking of reference inputs in state.space pole-placing control are tackled by including the reference input in the cost function proposed by Beger.

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$H_{\infty}$ 성능을 가지는 안정화 예측제어 : 상태공간 접근법 (Stabilizable Predictiye Control with $H_{\infty}$ performance : The State-space approach)

  • 정종남;조상현;전재완;박흥배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.269-269
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    • 2000
  • This paper presents a predictive control with H$_{\infty}$ suboptimal performance which is robust to disturbances and has a guaranteed stability. In order to derive the control law conveniently, state-space based approach, where the state variable is involved explicitly in the controller design and implementation is allowed. So an input-output model is converted to an equivalent observable canonical state-space form. The suggested control guarantees the norm bounded system output values from disturbances. A systematic way using the LMI method is presented to obtain appropriate parameters for Quadratic stability condition and optimization problem.

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Health monitoring of multistoreyed shear building using parametric state space modeling

  • Medhi, Manab;Dutta, Anjan;Deb, S.K.
    • Smart Structures and Systems
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    • 제4권1호
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    • pp.47-66
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    • 2008
  • The present work utilizes system identification technique for health monitoring of shear building, wherein Parametric State Space modeling has been adopted. The method requires input excitation to the structure and also output acceleration responses of both undamaged and damaged structure obtained from numerically simulated model. Modal parameters like eigen frequencies and eigen vectors have been extracted from the State Space model after introducing appropriate transformation. Least square technique has been utilized for the evaluation of the stiffness matrix after having obtained the modal matrix for the entire structure. Highly accurate values of stiffness of the structure could be evaluated corresponding to both the undamaged as well as damaged state of a structure, while considering noise in the simulated output response analogous to real time scenario. The damaged floor could also be located very conveniently and accurately by this adopted strategy. This method of damage detection can be applied in case of output acceleration responses recorded by sensors from the actual structure. Further, in case of even limited availability of sensors along the height of a multi-storeyed building, the methodology could yield very accurate information related to structural stiffness.

블럭펄스함수를 이용한 시스템 상태추정의 계층별접근에 관한 연구 (A hierarchical approach to state estimation of time-varying linear systems via block pulse function)

  • 안두수;안비오;임윤식;이재춘
    • 대한전기학회논문지
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    • 제45권3호
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    • pp.399-406
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    • 1996
  • This paper presents a method of hierarchical state estimation of the time-varying linear systems via Block-pulse function(BPF). When we estimate the state of the systems where noise is considered, it is very difficult to obtain the solutions because minimum error variance matrix having a form of matrix nonlinear differential equations is included in the filter gain calculation. Therefore, hierarchical approach is adapted to transpose matrix nonlinear differential equations to a sum of low order state space equation from and Block-pulse functions are used for solving each low order state space equation in the form of simple and recursive algebraic equation. We believe that presented methods are very attractive nd proper for state estimation of time-varying linear systems on account of its simplicity and computational convenience. (author). 13 refs., 10 figs.

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State-Space Averaging Method를 사용한 태양광 발전시스템에서의 벅 컨버터 모델링 (Modelling of Buck Converter using State-Space Average Method in the Photovoltaic Power Conditioning System)

  • 정승환;최익;임지훈;최주엽;안진웅;이동하
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2009년도 정기총회 및 추계학술대회 논문집
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    • pp.152-154
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    • 2009
  • 태양광발전 시스템에서 사용되는 컨버터는 기존의 입출력 관계로 모델링할 수 없다. 이는 태양광 전지를 컨버터의 입력단으로 사용하여, 모델의 입력 전류와 전압이 수시로 변동하기 때문이다. 이런 오류가 있는 방법으로 모델링하여 설계한 제어기가 좋은 성능을 내기는 어렵다. 본 논문에서는 기존의 입출력 관계를 반대로 한 벅 컨버터의 새로운 모델을 제시한다. 모델링은 상태공간평균화 방법(State-Space Averaging Method)을 사용하였다.

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상태변수 평균화법에 의한 삼상 ICB회로 해석 (Analysis of the Three Phase Inductor-Converter Bridge Circuit by Means of State-Space Averaging Method.)

  • 박민호;홍순찬;최익;오수홍
    • 대한전기학회논문지
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    • 제38권9호
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    • pp.701-709
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    • 1989
  • The time-averaged behavior of the three-phase Inductor-Converter Bridge (ICB) circuit has been analyzed by using the state-space averaging method. Especially, a second order approximation in the matrix expansion makes the analysis possible. The results are in a closed form which is quite different from the conventional solution obtained by using the Fourier Series. Therefore, the computational difficulties in evaluating the infinite Fourier series can be avoided and the results derived in this paper are available expecially in real time control. By comparing with the Fourier result, it has been verified that the analysis by means of the state-space averaging method is more accurate and simple. The digital simulation and the equivalent experiments have also been carried out to confirm the theoretical results.

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상태공간탐색을 이용한 한글패턴 인식방법 (A Recognition Method of HANGEUL Pattern Using a State Space Search)

  • 김상진;이병래;박규태
    • 한국통신학회논문지
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    • 제15권4호
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    • pp.267-277
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    • 1990
  • 이 논문에서는 인공지능의 기본적인 문제풀이 기법인 상태공간 탐색을 이용하여 한글을 구성하는 기본자소를 분리하여 인식하는 방법을 제안하였다. 자소분리와 인식과정을 보다 밀접하게 결합하기 위하여 문제를 상태공간에 표현하고, 이 공간을 탐색하여 풀이하였다. 그리고 탐색효율을 향상시키기 위하여 한글의 조합규칙에 입각한 구조정보와 매트릭스 평면에서 각 자소가 갖는 위치정보를 이용하였으며, 컴퓨터실험을 통하여 그 유용성을 확인하였다.

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