• Title/Summary/Keyword: Time-varying model

Search Result 1,015, Processing Time 0.024 seconds

Coprime Factor Reduction of Parameter Varying Controller

  • Saragih, Roberd;Widowati, Widowati
    • International Journal of Control, Automation, and Systems
    • /
    • v.6 no.6
    • /
    • pp.836-844
    • /
    • 2008
  • This paper presents an approach to order reduction of linear parameter varying controller for polytopic model. Feasible solutions which satisfy relevant linear matrix inequalities for constructing full-order parameter varying controller evaluated at each polytopic vertices are first found. Next, sufficient conditions are derived for the existence of a right coprime factorization of parameter varying controller. Furthermore, a singular perturbation approximation for time invariant systems is generalized to reduce full-order parameter varying controller via parameter varying right coprime factorization. This generalization is based on solutions of the parameter varying Lyapunov inequalities. The closed loop performance caused by using the reduced order controller is developed. To examine the performance of the reduced-order parameter varying controller, the proposed method is applied to reduce vibration of flexible structures having the transverse-torsional coupled vibration modes.

A Fuzzy-Neural Network-Based IMM Method Tracking System (퍼지 뉴럴 네트워크 기반 다중모델 기법 추적 시스템)

  • Son Hyun-Seung;Joo Young-Hoon;Park Jin-Bae
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.16 no.4
    • /
    • pp.472-478
    • /
    • 2006
  • This paper presents a new fuzzy-neural-network based interacting multiple model (FNNBIMM) algorithm for tracking a maneuvering target. To effectively handle the unknown target acceleration, this paper regards it as additional noise, time-varying variance to target model. Each sub model characterized by the variance of the overall process noise, which is obtained on the basis of each acceleration interval. Since it is hard to approximate this time-varying variance adaptively owing to the unknown acceleration, the FNN is utilized to precisely approximate this time-varying variance. The error back-propagation method is utilized to optimize each FNN. To show the feasibility of the proposed algorithm, a numerical example is provided.

Modeling of time-varying stress in concrete under axial loading and sulfate attack

  • Yin, Guang-Ji;Zuo, Xiao-Bao;Tang, Yu-Juan;Ayinde, Olawale;Ding, Dong-Nan
    • Computers and Concrete
    • /
    • v.19 no.2
    • /
    • pp.143-152
    • /
    • 2017
  • This paper has numerically investigated the changes of loading-induced stress in concrete with the corrosion time in the sulfate-containing environment. Firstly, based on Fick's law and reaction kinetics, a diffusion-reaction equation of sulfate ion in concrete is proposed, and it is numerically solved to obtain the spatial and temporal distribution of sulfate ion concentration in concrete by the finite difference method. Secondly, by fitting the existed experimental data of concrete in sodium sulfate solutions, the chemical damage of concrete associated with sulfate ion concentration and corrosion time is quantitatively presented. Thirdly, depending on the plastic-damage mechanics, while considering the influence of sulfate attack on concrete properties, a simplified chemo-mechanical damage model, with stress-based plasticity and strain-driven damage, for concrete under axial loading and sulfate attack is determined by introducing the chemical damage degree. Finally, an axially compressed concrete prism immersed into the sodium sulfate solution is regarded as an object to investigate the time-varying stress in concrete subjected to the couplings of axial loading and sulfate attack.

Model Reference Adaptive Control of a Time-Varying Parabolic System

  • Hong, Keum-Shik;Yang, Kyung-Jinn;Kang, Dong-Hunn
    • Journal of Mechanical Science and Technology
    • /
    • v.14 no.2
    • /
    • pp.168-176
    • /
    • 2000
  • Related to the error dynamics of an adaptive system, averaging theorems are developed for coupled differential equations which consist of ordinary differential equations and a parabolic partial differential equation. The results are then applied to the convergence analysis of the parameter estimate errors in the model reference adaptive control of a nonautonomous parabolic partial differential equation with lowly time-varying parameters.

  • PDF

Predictive Memory Allocation over Skewed Streams

  • Yun, Hong-Won
    • Journal of information and communication convergence engineering
    • /
    • v.7 no.2
    • /
    • pp.199-202
    • /
    • 2009
  • Adaptive memory management is a serious issue in data stream management. Data stream differ from the traditional stored relational model in several aspect such as the stream arrives online, high volume in size, skewed data distributions. Data skew is a common property of massive data streams. We propose the predicted allocation strategy, which uses predictive processing to cope with time varying data skew. This processing includes memory usage estimation and indexing with timestamp. Our experimental study shows that the predictive strategy reduces both required memory space and latency time for skewed data over varying time.

Bayesian Analysis of a Stochastic Beta Model in Korean Stock Markets (확률베타모형의 베이지안 분석)

  • Kho, Bong-Chan;Yae, Seung-Min
    • The Korean Journal of Financial Management
    • /
    • v.22 no.2
    • /
    • pp.43-69
    • /
    • 2005
  • This study provides empirical evidence that the stochastic beta model based on Bayesian analysis outperforms the existing conditional beta model and GARCH model in terms of the estimation accuracy and the explanatory power in the cross-section of stock returns in Korea. Betas estimated by the stochastic beta model explain $30{\sim}50%$ of the cross-sectional variation in stock-returns, whereas other time-varying beta models account for less than 3%. Such a difference in explanatory power across models turns out to come from the fact that the stochastic beta model absorbs the variation due to the market anomalies such as size, BE/ME, and idiosyncratic volatility. These results support the rational asset pricing model in that market anomalies are closely related to the variation of expected returns generated by time-varying betas.

  • PDF

Robust Nonlinear H$\infty$ FIR Filtering for Time-Varying Systems

  • Ryu, Hee-Seob;Son, Won-Kee;Kwon, Oh-Kyu
    • Transactions on Control, Automation and Systems Engineering
    • /
    • v.2 no.3
    • /
    • pp.175-181
    • /
    • 2000
  • This paper investigates the robust nonlinear H$_{\infty}$ filter with FIR(Finite Impulse Response) structure for nonlinear discrete time-varying uncertain systems represented by the state-space model having parameter uncertainty. Firstly, when there is no parameter uncertainty in the system, the discrete-time nominal nonlinear H$_{\infty}$ FIR filter is derived by using the equivalence relationship between the FIR filter and the recursive filter, which corresponds to the standard nonlinear H$_{\infty}$ filter. Secondly, when the system has the parameter uncertainty, the robust nonlinear H$_{\infty}$ FIR filter is proposed for the discrete-time nonlinear uncertain systems.

  • PDF

ROBUST $H_{\infty}$ FIR SAMPLED-DATA FILTERING

  • Ryu, Hee-Seob;Yoo, Kyung-Sang;Kwon, Oh-Kyu
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2000.10a
    • /
    • pp.521-521
    • /
    • 2000
  • This paper investigates the problem of robust H$_{\infty}$ filter with FIR(Finite Impulse Response) structure for linear continuous time-varying systems with sampled-data measurements. It is assumed that the system is subject to real time-varying uncertainty which is represented by the state-space model having parameter uncertainty. The robust H$_{\infty}$ FIR filter is proposed for the continuous-time linear parameter uncertain systems. It is also derived from the equivalence relationship between the robust linear H$_{\infty}$ FIR filter and the robust linear H$_{\infty}$ filter with sampled-data measurements.

  • PDF

Dynamics of Consumer Preference in Binary Probit Model (이산프로빗모형에서 소비자선호의 동태성)

  • Joo, Young-Jin
    • The Journal of the Korea Contents Association
    • /
    • v.10 no.5
    • /
    • pp.210-219
    • /
    • 2010
  • Consumers differ in both horizontally and vertically. Market segmentation aims to divide horizontally different (or heterogeneous) consumers into more similar (or homogeneous) small segments. A specific consumer, however, may differ in vertically. He (or she) may belong to a different market segment from another one where he (or she) belonged to before. In consumer panel data, the vertical difference can be observed by his (or her) choice among brand alternatives are changing over time. The consumer's vertical difference has been defined as 'dynamics'. In this research, we have developed a binary probit model with random-walk coefficients to capture the consumer's dynamics. With an application to a consumer panel data, we have examined how have the random-walk coefficients changed over time.

An Analytical Approach to Evaluation of SSD Effects under MapReduce Workloads

  • Ahn, Sungyong;Park, Sangkyu
    • JSTS:Journal of Semiconductor Technology and Science
    • /
    • v.15 no.5
    • /
    • pp.511-518
    • /
    • 2015
  • As the cost-per-byte of SSDs dramatically decreases, the introduction of SSDs to Hadoop becomes an attractive choice for high performance data processing. In this paper the cost-per-performance of SSD-based Hadoop cluster (SSD-Hadoop) and HDD-based Hadoop cluster (HDD-Hadoop) are evaluated. For this, we propose a MapReduce performance model using queuing network to simulate the execution time of MapReduce job with varying cluster size. To achieve an accurate model, the execution time distribution of MapReduce job is carefully profiled. The developed model can precisely predict the execution time of MapReduce jobs with less than 7% difference for most cases. It is also found that SSD-Hadoop is 20% more cost efficient than HDD-Hadoop because SSD-Hadoop needs a smaller number of nodes than HDD-Hadoop to achieve a comparable performance, according to the results of simulation with varying the number of cluster nodes.