• Title/Summary/Keyword: Time-Varying Coefficient

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Stability Analysis of a Rotating System Due to the Effect of Ball Bearing Waviness (Waviness가 있는 볼베어링으로 지지된 회전계의 안정성 해석)

  • 정성원;장건희
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2002.05a
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    • pp.181-189
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    • 2002
  • This research presents an analytical model to investigate the stability due to the ball bearing waviness in a rotating system supported by two ball bearings. The stiffness of a ball bearing changes periodically due to the waviness in the rolling elements as the rotor rotates, and it can be calculated by differentiating the nonlinear contact forces. The linearized equations of motion can be represented as a parametrically excited system in the form of Mathieu's equation, because the stiffness coefficients have time-varying components due to the waviness. Their solution can be assumed as a Fourier series expansion so that the equations of motion can be rewritten as the simultaneous algebraic equations with respect to the Fourier coefficients. Then, stability can be determined by solving the Hill's infinite determinant of these algebraic equations. The validity of this research is proved by comparing the stability chart with the time responses of the vibration model suggested by prior researches. This research shows that the waviness in the rolling elements of a ball bearing generates the time-varying component of the stiffness coefficient, whose frequency is called the frequency of the parametric excitation. It also shows that the instability takes place from the positions in which the ratio of the natural frequency to the frequency of the parametric excitation corresponds to i/2 (i= 1,2,3..).

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Model Reference Adaptive Control for Linear System with Improved Convergence Rate-parameter Adaptation Method (선형시스템을 위한 개선된 수렴속도를 갖는 기준모델 적응제어)

  • Lim, Kye-Young
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.37 no.12
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    • pp.884-893
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    • 1988
  • Adaptive controllers for linear unknown coefficient system, that is corrupted by disturbance, are designed by parameter adaptation model reference adaptive control(MRAC). This design is stemmed from the Lyapunov direct method. To reduce the model following error and to improve the convergence rate of the design, an indirect-suboptimal control law is derived. Proper compensation for the effects of time-varying coefficients and plant disturbance are suggested. In the design procedure no complete identification of unknown coefficients are required.

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Reappraisal of Mean-Reversion of Stock Prices in the State-Space Model (상태공간모형에서 주가의 평균회귀현상에 대한 재평가)

  • Jeon, Deok-Bin;Choe, Won-Hyeok
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.11a
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    • pp.173-179
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    • 2006
  • In order to explain a U-shape pattern of stock returns, Fama and French(1988) suggested the state-space model consisting of I(1) permanent component and AR(1) stationary component. They concluded the autoregression coefficient induced from the state-space model follow the U-shape pattern and the U-shape pattern of stock returns was due to both negative autocorrelation in returns beyond a year and substantial mean-reversion in stock market prices. However, we found negative autocorrelation is induced under the assumption that permanent and stationary noise component are independent in the state-space model. In this paper, we derive the autoregression coefficient based on ARIMA process equivalent to the state-space model without the assumption of independency. Based on the estimated parameters, we investigate the pattern of the time-varying autoregression coefficient and conclude the autoregression coefficient from the state-space model of ARIMA(1,1,1) process does not follow a U-shape pattern, but has always positive sign. We applied this result on the data of 1 month retums for all NYSE stocks for the 1926-85 period from the Center for Research in Security Prices.

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Numerical analysis of vertical drains accelerated consolidation considering combined soil disturbance and visco-plastic behaviour

  • Azari, Babak;Fatahi, Behzad;Khabbaz, Hadi
    • Geomechanics and Engineering
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    • v.8 no.2
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    • pp.187-220
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    • 2015
  • Soil disturbance induced by installation of mandrel driven vertical drains decreases the in situ horizontal hydraulic conductivity of the soil in the vicinity of the drains, decelerating the consolidation rate. According to available literature, several different profiles for the hydraulic conductivity variation with the radial distance from the vertical drain, influencing the excess pore water pressure dissipation rate, have been identified. In addition, it is well known that the visco-plastic properties of the soil also influence the excess pore water pressure dissipation rate and consequently the settlement rate. In this study, a numerical solution adopting an elastic visco-plastic model with nonlinear creep function incorporated in the consolidation equations has been developed to investigate the effects of disturbed zone properties on the time dependent behaviour of soft soil deposits improved with vertical drains and preloading. The employed elastic visco-plastic model is based on the framework of the modified Cam-Clay model capturing soil creep during excess pore water pressure dissipation. Besides, nonlinear variations of creep coefficient with stress and time and permeability variations during the consolidation process are considered. The predicted results have been compared with V$\ddot{a}$sby test fill measurements. According to the results, different variations of the hydraulic conductivity profile in the disturbed zone result in varying excess pore water pressure dissipation rate and consequently varying the effective vertical stresses in the soil profile. Thus, the creep coefficient and the creep strain limit are notably influenced resulting in significant changes in the predicted settlement rate.

Nondestructive Measurement of Sugar.Acid Contents in Fruits Using Spectral Reflectance (분광 반사 특성을 이용한 주요 과실의 비파괴 당.산도 측정)

  • 노상하;김우기;이종환
    • Journal of Biosystems Engineering
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    • v.22 no.2
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    • pp.247-255
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    • 1997
  • This study was conducted to develop regression models predicting sugar and acid contents in intact fruits nondestructively by using the second derivative of absorbance spectrum measured with a spectrophotometer wavelength range of 400nm to 2, 400nm. The correlation analysis was made in wavelength range of 600nm to 1, 100nm and 600nm to 2, 400nm respectively, in order to examine the feasibility of using a real time spectrophotometer, which covers the former range, in predicting sugar and acid contents. The second derivative data of the spectrum were obtained by varying smoothing size and derivative size of the original absorbance spectrum. SAS statistical package program was used for the regression analysis. The sugar contents of Fuji apple, Shingo pear md Yumyung peach could be predicted with SEPs of 0.40, 1.17 and 0.77 respectively, in the spectrum range of 600 to 1, 100nm. The highest correlation coefficient of the titratible acidity of apple was -0.45 at 2, 346nm and regression models indicated determination coefficient less than 0.47.

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Parameter Reduction in Digital Adaptive Flight Control System for Spaceplanes

  • Togasaki, Yoshihiro;Shimada, Yuzo;Uchiyama, Kenji
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.995-1000
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    • 2004
  • A digital adaptive flight control system is presented for a Japanese automatic landing flight experiment vehicle (ALFLEX). In previous adaptive control systems based on a linear-parameter-varying (LPV) form, the output behavior was excellent, while the behavior of the adjusted parameters was unsatisfactory. In the present study, to obtain a more appropriate parameter adjustment law, the relationship between the coefficient matrices in a continuous-time state equation and the coefficients of a pulse transfer function in a discrete system for conventional aircraft is investigated. As a result, it is revealed that the coefficients of the numerator can be treated as a linear function of dynamic pressure (linear-parameter-varying: LPV), while the coefficients of the denominator can be treated as constant (linear-time-invariant: LTI). From the above analysis, an improved parameter adjustment law is derived by reducing the number of the adjustment parameters. Simulation results also revealed both good output tracking and good parameter adjustment compared with the previous results.

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Thermal effect on dynamic performance of high-speed maglev train/guideway system

  • Zhang, Long;Huang, JingYu
    • Structural Engineering and Mechanics
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    • v.68 no.4
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    • pp.459-473
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    • 2018
  • Temperature fields and temperature deformations induced by time-varying solar radiation, shadow, and heat exchange are of great importance for the ride safety and quality of the maglev system. Accurate evaluations of their effects on the dynamic performances are necessary to avoid unexpected loss of service performance. This paper presents a numerical approach to determine temperature effects on the maglev train/guideway interaction system. Heat flux density and heat transfer coefficient of different components of a 25 m simply supported concrete guideway on Shanghai High-speed Maglev Commercial Operation Line is calculated, and an appropriate section mesh is used to consider the time-varying shadow on guideway surfaces. Based on the heat-stress coupled technology, temperature distributions and deformation fields of the guideway are then computed via Finite Element method. Combining guideway irregularities and thermal deformations as the external excitations, a numerical maglev train/guideway interaction model is proposed to analyze the temperature effect. The responses comparison including and excluding temperature effect indicates that the temperature deformation plays an important role in amplifying the response of a running maglev, and the parameter analysis results suggest that climatic and environmental factors significantly affect the temperature effects on the coupled maglev system.

Settlement analysis of viscoelastic foundation under vertical line load using a fractional Kelvin-Voigt model

  • Zhu, Hong-Hu;Liu, Lin-Chao;Pei, Hua-Fu;Shi, Bin
    • Geomechanics and Engineering
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    • v.4 no.1
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    • pp.67-78
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    • 2012
  • Soil foundations exhibit significant creeping deformation, which may result in excessive settlement and failure of superstructures. Based on the theory of viscoelasticity and fractional calculus, a fractional Kelvin-Voigt model is proposed to account for the time-dependent behavior of soil foundation under vertical line load. Analytical solution of settlements in the foundation was derived using Laplace transforms. The influence of the model parameters on the time-dependent settlement is studied through a parametric study. Results indicate that the settlement-time relationship can be accurately captured by varying values of the fractional order of differential operator and the coefficient of viscosity. In comparison with the classical Kelvin-Voigt model, the fractional model can provide a more accurate prediction of long-term settlements of soil foundation. The determination of influential distance also affects the calculation of settlements.

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.

Fluctuation of Transport Properties of Random Heterogeneous Media (비정형 혼합재 이동성질의 변동)

  • Kim, In-Chan
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.20 no.9
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    • pp.3015-3029
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    • 1996
  • The notion of effective transport property of a heterogeneous medium implies that the medium is large enough that the ergodic theorem holds and local fluctuation of the property can be neglected. In case that the medium is not large enough compared to its characteristic microstructure length scale, the effective property fluctuates and differs from the value of the medium being large enough. As a representative transport phenomenon, diffusion was considered and the fluctuation of varying effective diffusion property, diffusion coarseness $C_k$, was defined as a quantifying parameter. Scaled effective diffusion property, $^*$>/k$_1$ and $C_k$ were computed for the two phase random media consisting of matrix of diffusion coefficient k$_1$ and spheres of diffusion coefficient k$_2$. Numerical simulations were performed by use of the so-called first passage time technique and data were collected for existing microstructure models of hard spheres(HS), overlapping spheres(OS) and penetrable concentric shells(PCS).