• Title/Summary/Keyword: bilinear time series

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THE SENSITIVITY OF STRUCTURAL RESPONSE USING FINITE ELEMENTS IN TIME

  • Park, Sungho;Kim, Seung-Jo
    • Journal of Theoretical and Applied Mechanics
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    • v.3 no.1
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    • pp.66-80
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    • 2002
  • The bilinear formulation proposed earlier by Peters and Izadpanah to develop finite elements in time to solve undamped linear systems, Is extended (and found to be readily amenable) to develop time finite elements to obtain transient responses of both linear and nonlinear, and damped and undamped systems. The formulation Is used in the h-, p- and hp-versions. The resulting linear and nonlinear algebraic equations are differentiated to obtain the first- and second-order sensitivities of the transient response with respect to various system parameters. The present developments were tested on a series of linear and nonlinear examples and were found to yield, when compared with results obtained using other methods, excellent results for both the transient response and Its sensitivity to system parameters. Mostly. the results were obtained using the Legendre polynomials as basis functions, though. in some cases other orthogonal polynomials namely. the Hermite. the Chebyshev, and integrated Legendre polynomials were also employed (but to no great advantage). A key advantage of the time finite element method, and the one often overlooked in its past applications, is the ease In which the sensitivity of the transient response with respect to various system parameters can be obtained. The results of sensitivity analysis can be used for approximate schemes for efficient solution of design optimization problems. Also. the results can be applied to gradient-based parameter identification schemes.

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Control of Crane Systems by a Digital Redesign Method (디지탈재설계법에 의한 크레인계의 제어)

  • 이동철;신민생;하주식;김상봉
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.16 no.1
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    • pp.41-52
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    • 1992
  • An algorithm of transforming continuous-time state feedback gains into equivalent discrete-time feedback gains or vice versa is proposed using bilinear transformation. The proposed method is evaluated experimentally by an application control of a mobile crane system which is implemented by 16bits micro computer with A/D and D/A converters. It has been shown from the experimental result that the transformed feedback gains are virtually identical to the optimal discrete gain over range of significant sampling time. Since the transformed matrix is composed by a distinct relationship between continuous-time gain and discrete-time gain, it is noted that the proposed method can be regarded as an explicit gain transformation method compared to the other methods using series expansion.

On discrete nonlinear self-tuning control

  • Mohler, R.-R.;Rajkumar, V.;Zakrzewski, R.-R.
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10b
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    • pp.1659-1663
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    • 1991
  • A new control design methodology is presented here which is based on a nonlinear time-series reference model. It is indicated by highly nonlinear simulations that such designs successfully stabilize troublesome aircraft maneuvers undergoing large changes in angle of attack as well as large electric power transients due to line faults. In both applications, the nonlinear controller was significantly better than the corresponding linear adaptive controller. For the electric power network, a flexible a.c. transmission system (FACTS) with series capacitor power feedback control is studied. A bilinear auto-regressive moving average (BARMA) reference model is identified from system data and the feedback control manipulated according to a desired reference state. The control is optimized according to a predictive one-step quadratic performance index (J). A similar algorithm is derived for control of rapid changes in aircraft angle of attack over a normally unstable flight regime. In the latter case, however, a generalization of a bilinear time-series model reference includes quadratic and cubic terms in angle of attack. These applications are typical of the numerous plants for which nonlinear adaptive control has the potential to provide significant performance improvements. For aircraft control, significant maneuverability gains can provide safer transportation under large windshear disturbances as well as tactical advantages. For FACTS, there is the potential for significant increase in admissible electric power transmission over available transmission lines along with energy conservation. Electric power systems are inherently nonlinear for significant transient variations from synchronism such as may result for large fault disturbances. In such cases, traditional linear controllers may not stabilize the swing (in rotor angle) without inefficient energy wasting strategies to shed loads, etc. Fortunately, the advent of power electronics (e.g., high-speed thyristors) admits the possibility of adaptive control by means of FACTS. Line admittance manipulation seems to be an effective means to achieve stabilization and high efficiency for such FACTS. This results in parametric (or multiplicative) control of a highly nonlinear plant.

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The Data Processing Method for Small Samples and Multi-variates Series in GPS Deformation Monitoring

  • Guo-Lin, Liu;Wen-Hua, Zheng;Xin-Zhou, Wang;Lian-Peng, Zhang
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.185-189
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    • 2006
  • Time series analysis is a frequently effective method of constructing model and prediction in data processing of deformation monitoring. The monitoring data sample must to be as more as possible and time intervals are equal roughly so as to construct time series model accurately and achieve reliable prediction. But in the project practice of GPS deformation monitoring, the monitoring data sample can't be obtained too much and time intervals are not equal because of being restricted by all kinds of factors, and it contains many variates in the deformation model moreover. It is very important to study the data processing method for small samples and multi-variates time series in GPS deformation monitoring. A new method of establishing small samples and multi-variates deformation model and prediction model are put forward so as to resolve contradiction of small samples and multi-variates encountered in constructing deformation model and improve formerly data processing method of deformation monitoring. Based on the system theory, a deformation body is regarded as a whole organism; a time-dependence linear system model and a time-dependence bilinear system model are established. The dynamic parameters estimation is derived by means of prediction fit and least information distribution criteria. The final example demonstrates the validity and practice of this method.

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A Study on the Test of Homogeneity for Nonlinear Time Series Panel Data Using Bilinear Models (중선형 모형을 이용한 비선형 시계열 패널자료의 동질성검정에 대한 연구)

  • Kim, Inkyu
    • Journal of Digital Convergence
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    • v.12 no.7
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    • pp.261-266
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    • 2014
  • When the number of parameters in the time series model are diverse, it is hard to forecast because of the increasing error by a parameter estimation. If the homogeneity hypothesis which was obtained from the same model about severeal data for the time series is selected, it is easy to get the predictive value better. Nonlinear time-series panel data for each parameter for each time series, since there are so many parameters that are present, and the large number of parameters according to the parameter estimation error increases the accuracy of the forecast deteriorated. Panel present in the time series of multiple independent homogeneity is satisfied by a comprehensive time series to estimate and to test of the parameters. For studying about the homogeneity test for the m independent non-linear of the time series panel data, it needs to set the model and to make the normal conditions for the model, and to derive the homogeneity test statistic. Finally, it shows to obtain the limit distribution according to ${\chi}^2$ distribution. In actual analysis,, we can examine the result for the homogeneity test about nonlinear time series panel data which are 2 groups of stock price data.

Quadratic GARCH Models: Introduction and Applications (이차형식 변동성 Q-GARCH 모형의 비교연구)

  • Park, Jin-A;Choi, Moon-Sun;Hwan, Sun-Young
    • The Korean Journal of Applied Statistics
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    • v.24 no.1
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    • pp.61-69
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    • 2011
  • In GARCH context, the conditional variance (or volatility) is of a quadratic function of the observation process. Examine standard ARCH/GARCH and their variant models in terms of quadratic formulations and it is interesting to note that most models in GARCH context have contained neither the first order term nor the interaction term. In this paper, we consider three models possessing the first order and/or interaction terms in the formulation of conditional variances, viz., quadratic GARCH, absolute value GARCH and bilinear GARCH processes. These models are investigated with a view to model comparisons and applications to financial time series in Korea

A Study of Seismic Resistant Design for Base-Isolated Bridges(I) (지진에 대비한 기초분리 교량의 설계법에 관한 연구(I))

  • Lee, Sang Soo
    • Journal of Korean Society of Steel Construction
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    • v.9 no.4 s.33
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    • pp.625-635
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    • 1997
  • The base isolation technique and its benefits in reducing the transmitted earthquake energy into a structure have gained increasing recognition during the last two decades. Unfortunately, the current available design procedures, especially for base-isolated bridges, seem inadequate and too restrictive. As a result, practical design procedure still relies upon a series of deterministic time history analyses. In this study, the evaluation of the possibility of the normal mode method to predict the nonlinear seismic responses of base isolated bridges has been performed. The applicability has been examined through the numerical approach with isolator's elastic or plastic states of the base isolated bridges. Numerical results show that the 1st. mode period and the various responses are varied with the state but are conversed. And, the result show that the normal mode method is applicable to predict the seismic responses and to design the babe isolated bridge. Various analysis method to bridges with bilinearized hysteresis isolator and various pier heights are evalulated.

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Prediction for spatial time series models with several weight matrices (여러 가지 가중행렬을 가진 공간 시계열 모형들의 예측)

  • Lee, Sung Duck;Ju, Su In;Lee, So Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.11-20
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    • 2017
  • In this paper, we introduced linear spatial time series (space-time autoregressive and moving average model) and nonlinear spatial time series (space-time bilinear model). Also we estimated the parameters by Kalman Filter method and made comparative studies of power of forecast in the final model. We proposed several weight matrices such as equal proportion allocation, reciprocal proportion between distances, and proportion of population sizes. For applications, we collected Mumps data at Korea Center for Disease Control and Prevention from January 2001 until August 2008. We compared three approaches of weight matrices using the Mumps data. Finally, we also decided the most effective model based on sum of square forecast error.

Control of the along-wind response of steel framed buildings by using viscoelastic or friction dampers

  • Mazza, Fabio;Vulcano, Alfonso
    • Wind and Structures
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    • v.10 no.3
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    • pp.233-247
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    • 2007
  • The insertion of steel braces has become a common technique to limit the deformability of steel framed buildings subjected to wind loads. However, when this technique is inadequate to keep floor accelerations within acceptable levels of human comfort, dampers placed in series with the steel braces can be adopted. To check the effectiveness of braces equipped with viscoelastic (VEDs) or friction dampers (FRDs), a numerical investigation is carried out focusing attention on a three-bay fifteen-storey steel framed building with K-braces. More precisely, three alternative structural solutions are examined for the purpose of controlling wind-induced vibrations: the insertion of additional diagonal braces; the insertion of additional diagonal braces equipped with dampers; the insertion of both additional diagonal braces and dampers supported by the existing K-braces. Additional braces and dampers are designed according to a simplified procedure based on a proportional stiffness criterion. A dynamic analysis is carried out in the time domain using a step-by-step initial-stress-like iterative procedure. Along-wind loads are considered at each storey assuming the time histories of the wind velocity, for a return period $T_r=5$ years, according to an equivalent wind spectrum technique. The behaviour of the structural members, except dampers, is assumed linear elastic. A VED and an FRD are idealized by a six-element generalized model and a bilinear (rigid-plastic) model, respectively. The results show that the structure with damped additional braces can be considered, among those examined, the most effective to control vibrations due to wind, particularly the floor accelerations. Moreover, once the stiffness of the additional braces is selected, the VEDs are slightly more efficient than the FRDs, because they, unlike the FRDs, dissipate energy also for small amplitude vibrations.

Characteristics of Drainage Pervious Block Considering Urban Rainfall (도심지 강우 특성을 고려한 투수성 보도블록의 배수 특성)

  • Seo, Da-Wa;Yun, Tae-Sup;Youm, Kwang-Soo;Jeong, Sang-Seom;Mun, Sung-Ho
    • Journal of the Korean Geotechnical Society
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    • v.31 no.1
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    • pp.53-64
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    • 2015
  • This study presents the experimental results of pervious blocks subjected to a series of unique inflow conditions in urban area. The measured properties include the strength, permeability, drainage capacity and runoff, and evaporation for blocks made of two different size of aggregates. Results revealed that the strength satisfies the Korean Standard regardless of aggregate size whereas the immediate runoff occurred for the block with small size aggregate. On the other hand, the block with large aggregates allowed the drainage upon the initial inflow condition, which became hampered to induce the runoff by subsequent inflow. It was attributed to the fact that the capillary water often served as the hydraulic barrier in partially saturated condition. The salient observation indicated that the runoff highly depended on the evaporation and pre-wetting condition as well as the porosity and pore connectivity. The bilinear evaporate rate that makes the degree of saturation vary also had great influence on deterining the time-dependent runoff.