• Title/Summary/Keyword: averaging method

Search Result 553, Processing Time 0.028 seconds

Estimation of the Evoked Potential using Bispectrum with Confidence Thresholding (Bispectrum을 이용한 EP 신호 복원에서의 Wiener process 응용)

  • Park, J.I.;Ahn, C.B.
    • Proceedings of the KOSOMBE Conference
    • /
    • v.1995 no.11
    • /
    • pp.265-268
    • /
    • 1995
  • Signal averaging technique to improve signal-to-noise ratio has widely been used in various fields, especially in electrophysiology. Estimation of the EP(evoked potential) signal using the conventional averaging method fails to correctly reconstruct the original signal under EEG(electroencephalogram) noise especial]y when the latency times of the evoked potential are not identical. Therefore, a technique based on the bispectrum averaging was proposed for recovering signal waveform from a set o noisy signals with variable signal dalay. In this paper an improved bispectrum estimation technique of the RP signal is proposed using a confidence thresholding of the EP signal in frequency domain in which energy distribution of the EP signal is usually not uniform. The suggested technique is coupled with the conventional bispectrum estimation technique such as least square method and recursive method. Some results with simulated data and real EP signal are shown.

  • PDF

Application of Welding Machine Circuit of Full Bridge Converter using Circuit Averaging Method (회로평륜화기법을 이용한 풀 브리지 컨버터의 용접기 주회로 응용)

  • 구헌희;서기영;권순걸;이현우;김상돈
    • The Transactions of the Korean Institute of Power Electronics
    • /
    • v.5 no.4
    • /
    • pp.327-334
    • /
    • 2000
  • In this paper, the circuit model using circuit averaging method for full bridge for full bridge converter is suggested. This model can represent the physical characteristics of converter circuits appropriately. At most of high capacity DC-DC converter application parts, full bridge converter is adapted for main circuit of power supply. Design and analysis of full bridge converter is no trouble with circuit model. The validity of circuit model is verified through computer simulation and practical welding experiment of welding machine with full bridge converted model.

  • PDF

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

  • Park, Min-Ho;Hong, Soon-Chan;Choy, Ick;Oh, Soo-Hong
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.38 no.9
    • /
    • pp.701-709
    • /
    • 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.

  • PDF

Barrier Option Pricing with Model Averaging Methods under Local Volatility Models

  • Kim, Nam-Hyoung;Jung, Kyu-Hwan;Lee, Jae-Wook;Han, Gyu-Sik
    • Industrial Engineering and Management Systems
    • /
    • v.10 no.1
    • /
    • pp.84-94
    • /
    • 2011
  • In this paper, we propose a method to provide the distribution of option price under local volatility model when market-provided implied volatility data are given. The local volatility model is one of the most widely used smile-consistent models. In local volatility model, the volatility is a deterministic function of the random stock price. Before estimating local volatility surface (LVS), we need to estimate implied volatility surfaces (IVS) from market data. To do this we use local polynomial smoothing method. Then we apply the Dupire formula to estimate the resulting LVS. However, the result is dependent on the bandwidth of kernel function employed in local polynomial smoothing method and to solve this problem, the proposed method in this paper makes use of model averaging approach by means of bandwidth priors, and then produces a robust local volatility surface estimation with a confidence interval. After constructing LVS, we price barrier option with the LVS estimation through Monte Carlo simulation. To show the merits of our proposed method, we have conducted experiments on simulated and market data which are relevant to KOSPI200 call equity linked warrants (ELWs.) We could show by these experiments that the results of the proposed method are quite reasonable and acceptable when compared to the previous works.

Averaging Approach for Microchannel Heat Sinks Subjected to the Uniform Wall Temperature Condition (등온 경계 조건을 가지는 마이크로채널 히트 싱크의 열성능 해석을 위한 평균 접근법)

  • Kim, Dong-Kwon;Kim, Sung-Jin
    • Proceedings of the KSME Conference
    • /
    • 2004.11a
    • /
    • pp.1247-1252
    • /
    • 2004
  • The present paper is devoted to the modeling method based on an averaging approach for thermal analysis of microchannel heat sinks subjected to the uniform wall temperature condition. Solutions for velocity and temperature distributions are presented using the averaging approach. When the aspect ratio of the microchannel is higher than 1, these solutions accurately evaluate thermal resistances of heat sinks. Asymptotic solutions for velocity and temperature distributions at the high-aspect-ratio limit are alsopresented by using the scale analysis. Asymptotic solutions are simple, but shown to predict thermal resistances accurately when the aspect ratio is higher than 10. The effects of the aspect ratio and the porosity on the friction factor and the Nusselt number are presented. Characteristics of the thermal resistance of microchannel heat sinks are also discussed.

  • PDF

On the Detection of Induction-Motor Rotor Fault by the Combined “Time Synchronous Averaging-Discrete Wavelet Transform” Approach

  • Ngote, Nabil;Ouassaid, Mohammed;Guedira, Said;Cherkaoui, Mohamed
    • Journal of Electrical Engineering and Technology
    • /
    • v.10 no.6
    • /
    • pp.2315-2325
    • /
    • 2015
  • Induction motors are widely used in industrial processes since they offer a very high degree of reliability. But like any other machine, they are vulnerable to faults, which if left unmonitored, might lead to an unexpected interruption at the industrial plant. Therefore, the condition monitoring of the induction motors have been a challenging topic for many electrical machine researchers. Indeed, the effectiveness of the fault diagnosis and prognosis techniques depends very much on the quality of the fault features selection. However, in induction-motor drives, rotor defects are the most complex in terms of detection since they interact with the supply frequency within a restricted band around this frequency, especially in the no-loaded case. To overcome this drawback, this paper deals with an efficient and new method to diagnose the induction-motor rotor fault based on the digital implementation of the monitoring algorithm based on the association of the Time Synchronous Averaging technique and Discrete Wavelet Transform. Experimental results are presented in order to show the effectiveness of the proposed method. The obtained results are largely satisfactory, indicating a promising industrial application of the combined “Time Synchronous Averaging – Discrete Wavelet Transform” approach.

Validation of Generalized State Space Averaging Method for Modeling and Simulation of Power Electronic Converters for Renewable Energy Systems

  • Rimmalapudi, Sita R.;Williamson, Sheldon S.;Nasiri, Adel;Emadi, Ali
    • Journal of Electrical Engineering and Technology
    • /
    • v.2 no.2
    • /
    • pp.231-240
    • /
    • 2007
  • This paper presents an advanced modeling and simulation technique applied to DC/DC power electronic converters fed through renewable energy power sources. The distributed generation (DG) system at the Illinois Institute of Technology, which employs a phase-l system consisting of a photovoltaic-based power system and a phase-2 system consisting of a fuel cell based primary power source, is studied. The modeling and simulation of the DG system is done using the generalized state space averaging (GSSA) method. Furthermore, the paper compares the results achieved upon simulation of the specific GSSA models with those of popular computer aided design software simulations performed on the same system. Finally, the GSSA and CAD software simulation results are accompanied with test results achieved via experimentation on both, the PV-based phase-l system and the fuel cell based phase-2 power system.

Analysis and Design of DC-DC Converter with Independent Dual Outputs (독립적인 이중 출력을 갖는 DC-DC 컨버터의 해석 및 설계)

  • Heo, Tae-Won;Park, Ji-Ho;Kim, Dong-Wan;Woo, Jung-In
    • The Transactions of the Korean Institute of Electrical Engineers P
    • /
    • v.54 no.4
    • /
    • pp.171-178
    • /
    • 2005
  • The proposed dual-output DC-DC converter that bases on flyback converter can obtain two output voltage with non-isolated main-output and isolated sub-output at the same time using single-winding high frequency transformer. It can solve problems in multi-winding converter that use one main-switch, and also control quality of isolated sub-output voltage can be improved by additional sub-switch to the second. For analysis and design of the proposed converter system, converters are classified as operation mode from switching state and are become modeling by applying state space averaging method. Steady-state characteristics and dynamic characteristics are analyzed by DC component and perturbation component from state space averaging model. From experiment converter, validity of analysis and design for the propose converter system is confirm.

Non-Linear Torsional Oscillations of a System Incorporating a Hooke's Joint (훅스 조인트로 연결된 축계의 비선형 비틀림 진동)

  • Chang, Seo-Il;Lee, Jang-Moo
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
    • /
    • 1995.04a
    • /
    • pp.110-115
    • /
    • 1995
  • In this paper, the problem of non-linear torsional oscillation of a system incorporating a Hooke's joint is studied. Classical perturbation methods including higher order averaging and bifurcation theory are adopted for analysis. The equation of motion derived by Porter[1] is presented and the type of the system is identified. It has been found that two important cases deserve extensive study. Method of higher order averaging which is a main research tool in this study is introduced briefly. The averaged equations are studied analyticallyand numerically and the method of averaging has been found to be effective to study complex non-linear system.

  • PDF

An Improved Memory Based Reasoning using the Fixed Partition Averaging Algorithm (고정 분할 평균 알고리즘을 사용하는 향상된 메모리 기반 추론)

  • Jeong, Tae-Seon;Lee, Hyeong-Il;Yun, Chung-Hwa
    • The Transactions of the Korea Information Processing Society
    • /
    • v.6 no.6
    • /
    • pp.1563-1570
    • /
    • 1999
  • In this paper, we proposed the FPA(Fixed Partition Averaging) algorithm in order to improve the storage requirement and classification time of Memory Based Reasoning method. The proposed method enables us to use the storage more efficiently by extracting representatives out of training patterns. After partitioning the pattern space into a fixed number of equally-sized hyperrectangles, it averages patterns in each hyperrectangle to extract a representative. Also we have used the mutual information between the features and classes as weights for features to improve the classification performance.

  • PDF