• Title/Summary/Keyword: State-Space

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Generalized Maximum Likelihood Estimation in a Multistate Stochastic Model

  • Yeo, Sung-Chil
    • Journal of the Korean Operations Research and Management Science Society
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    • v.14 no.1
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    • pp.1-15
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    • 1989
  • Multistate survival data with censoring often arise in biomedical experiments. In particular, a four-state space is used for cancer clinical trials. In a four-state space, each patient may either respond to a given treatment and then relapse or may progress without responding. In this four-state space, a model which combines the Markov and semi-Markov models is proposed. In this combined model, the generalized maximum likelihood estimators of the Markov and semi-Markov hazard functions are derived. These estimators are illustrated for the data collected in a study of treatments for advanced breast cancer.

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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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    • v.10 no.1
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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.

Analysis of an LCLC Resonant Converter with a Capacitive Output Filter

  • Jafarboland, Mehrdad
    • Journal of Power Electronics
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    • v.11 no.5
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    • pp.662-668
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    • 2011
  • This paper presents an analysis of a 4th order LCLC resonant converter with a capacitive output filter using the state-space approach. The analysis of the converter shows that there are four intervals in a half period. In each interval, the state-space equations are obtained. Due to the soft switching of the converter, an exact equation for the Zero Voltage Switching (ZVS) time and the maximum dead time of the inverter switches are presented. The simulation and experimental results obtained from a 10kv, 370w prototype confirm the validity of the theoretical analysis.

A Discrete State-Space Control Scheme for Dynamic Voltage Restorers

  • Lei, He;Lin, Xin-Chun;Xue, Ming-Yu;Kang, Yong
    • Journal of Power Electronics
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    • v.13 no.3
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    • pp.400-408
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    • 2013
  • This paper presents a discrete state-space controller using state feedback control and feed-forward decoupling to provide a desirable control bandwidth and control stability for dynamic voltage restorers (DVR). The paper initially discusses three typical applications of a DVR. The load-side capacitor DVR topology is preferred because of its better filtering capability. The proposed DVR controller offers almost full controllability because of the multi-feedback of state variables, including one-beat delay feedback. Feed-forward decoupling is usually employed to prevent disturbances of the load current and source voltage. Directly obtaining the feed-forward paths of the load current and source voltage in the discrete domain is a complicated process. Fortunately, the full feed-forward decoupling strategy can be easily applied to the discrete state-space controller by means of continuous transformation. Simulation and experimental results from a digital signal processor-based system are included to support theoretical analysis.

The state space of a canonical linear system

  • Yang, Mee-Hyea
    • Journal of the Korean Mathematical Society
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    • v.32 no.3
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    • pp.447-459
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    • 1995
  • A fundamental problem is to construct linear systems with given transfer functions. This problem has a well known solution for unitary linear systems whose state spaces and coefficient spaces are Hilbert spaces. The solution is due independently to B. Sz.-Nagy and C. Foias [15] and to L. de Branges and J. Ball and N. Cohen [4]. Such a linear system is essentially uniquely determined by its transfer function. The de Branges-Rovnyak construction makes use of the theory of square summable power series with coefficients in a Hilbert space. The construction also applies when the coefficient space is a Krein space [7].

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Development of state-of-the-art detectors for X-ray astronomy

  • Lee, Sang Jun;Adams, J.S.;Audley, H.E.;Bandler, S.R.;Betancourt-Martinez, G.L.;Chervenak, J.A.;Eckart, M.E.;Finkbeiner, F.M.;Kelley, R.L.;Kilbourne, C.A.;Porter, F.S.;Sadleir, J.E.;Smith, S.J.;Wassell, E.J.
    • The Bulletin of The Korean Astronomical Society
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    • v.40 no.1
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    • pp.53.3-54
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    • 2015
  • We are developing large arrays of X-ray microcalorimeters for applications in X-ray astronomy. X-ray microcalorimeters can detect the energy of X-rays with extremely high resolution. High-resolution Imaging spectroscopy enabled by these arrays will allow us to study the hot and energetic nature of the Universe through the detection of X-rays from astronomical objects such as neutron stars or black holes. I will introduce the state-of-the-art X-ray microcalorimeters being developed at NASA/GSFC and the future X-ray observatory missions based on microcalorimeters.

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Synthesis of the State-space Digital Filter with Minimum Statistical Cofficient Sensitivity (최소총계적계수 감도를 갖는 상태공간 디지틀 필터의 합성)

  • 문용선;박종안
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.13 no.6
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    • pp.510-520
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    • 1988
  • In this paper, the output error variance due to the differential vcariation of the state-space coefficient [ABCD], which is the coefficient quentization error, is normalized on the variance for cases that infinite wordlength state-space digital filter is realized by the finite one. That is, defining S as the statistical sensitivity and extending controllability gramian, observability gramian, and 2nd order mode analysis method to the state space digital filter, we synthesize the realization structure with the minimum statistical sensitivity and prove the effecency of the minimum statistical sensitivity structure synthesis by the simulation.

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State-Space Model Identification of Arago's Disk System (아라고 원판 시스템의 상태공간 모델 식별)

  • Kang, Ho-Kyun;Choi, Soo-Young;Choi, Goon-Ho;Park, Ki-Heon
    • Proceedings of the KIEE Conference
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    • 2000.07d
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    • pp.2687-2689
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    • 2000
  • In many cases the systems are so complex that it is not possible to obtain reasonable models using physical insight. Also a model based on physical insight contains a number of unknown parameters even if the structure is derived from physical laws. These problems can be solved by system identification. In this paper, Arago's disk system which has both stable and unstable regions is selected as an example for identification and a state-space model is identified using tailor-made model structure of this system. In stable region, a state-space model of Arago's disk system is identified through open loop experiment and a state-space model of unstable region is identified through closed loop experiment after using fuzzy controller to stabilize unstable system.

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Grouping stocks using dynamic linear models

  • Sihyeon, Kim;Byeongchan, Seong
    • Communications for Statistical Applications and Methods
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    • v.29 no.6
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    • pp.695-708
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    • 2022
  • Recently, several studies have been conducted using state space model. In this study, a dynamic linear model with state space model form is applied to stock data. The monthly returns for 135 Korean stocks are fitted to a dynamic linear model, to obtain an estimate of the time-varying 𝛽-coefficient time-series. The model formula used for the return is a capital asset pricing model formula explained in economics. In particular, the transition equation of the state space model form is appropriately modified to satisfy the assumptions of the error term. k-shape clustering is performed to classify the 135 estimated 𝛽 time-series into several groups. As a result of the clustering, four clusters are obtained, each consisting of approximately 30 stocks. It is found that the distribution is different for each group, so that it is well grouped to have its own characteristics. In addition, a common pattern is observed for each group, which could be interpreted appropriately.

Free vibration analysis of FGP nanobeams with classical and non-classical boundary conditions using State-space approach

  • Tlidji, Youcef;Benferhat, Rabia;Daouadji, Tahar Hassaine;Tounsi, Abdelouahed;Trinh, L.Cong
    • Advances in nano research
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    • v.13 no.5
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    • pp.453-463
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    • 2022
  • This paper aims to investigate the vibration analysis of functionally graded porous (FGP) beams using State-space approach with several classical and non-classical boundary conditions. The materials properties of the porous FG beams are considered to have even and uneven distributions profiles along the thickness direction. The equation of motion for FGP beams with various boundary conditions is obtained through Hamilton's principle. State-space approach is used to obtain the governing equation of porous FG beam. The comparison of the results of this study with those in the literature validates the present analysis. The effects of span-to-depth ratio (L/h), of distribution shape of porosity and others parameters on the dynamic behavior of the beams are described. The results show that the boundary conditions, the geometry of the beams and the distribution shape of porosity affect the fundamental frequencies of the beams.