• Title/Summary/Keyword: finite series

검색결과 1,021건 처리시간 0.021초

Taylor-Lei Series에 의한 지연이 있는 비선형 시스템의 시간 이산화 (Time-Discretization of Nonlinear control systems with State-delay via Taylor-Lie Series)

  • 장위옌리앙;이의동;정길도
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 심포지엄 논문집 정보 및 제어부문
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    • pp.125-127
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    • 2005
  • In this paper, we propose a new scheme for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption. This scheme is applied to the sample-data representation of a nonlinear system with constant state tine-delay. The mathematical expressions of the discretization scheme are presented and the effect of the time-discretization method on key properties of nonlinear control system with state tine-delay, such as equilibrium properties and asymptotic ability, is examined. The proposed scheme provides a finite-dimensional representation for nonlinear systems with state time-delay enabling existing controller design techniques to be applied to then. The performance of the proposed discretization procedure is evaluated using a nonlinear system. For this nonlinear system, various sampling rates and time-delay values are considered.

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Testing of Stochastic Trends, Seasonal and Cyclical Components in Macroeconomil Time Series

  • Gil-Alana Luis A.
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.101-115
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    • 2005
  • We propose in this article a procedure for testing unit and fractional orders of integration, with the roots simultaneously occurring in the trend, the seasonal and the cyclical component of the time series. The tests have standard null and local limit distributions. However, finite sample critical values are computed, and several Monte Carlo experiments conducted across the paper show that the rejection frequencies against unit (and fractional) orders of integration are relatively high in all cases. The tests are applied to the UK consumption and income series, the results showing the importance of the roots corresponding to the trend and the seasonal components and, though the unit roots are found to be fairly suitable models, we show that fractional processes (including one for the cyclical component) may also be plausible alternatives in some cases.

Durbin-Watson Type Unit Root Test Statistics

  • Kim, Byung-Soo;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • 제27권1호
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    • pp.57-66
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    • 1998
  • In the analysis of time series it is an important issue to determine whether a time series under study is stationary. For the test of the stationary of the time series the Dickey-Fuller (DF) type tests have been mainly used. In this paper, we consider the regular unit root tests and seasonal unit root tests based on the generalized Durbin-Watson (DW) statistics when the errors are independent. The limiting distributions of the proposed DW-type test statistics are the functionals of standard Brownian motions. We also obtain the finite distributions and powers of the DW-type test statistics and compare the performances with the DF-type tests. It is observed that the DW-type test statistics have good behaviors against the DF-type test statistics especially in the nonzero (seasonal) mean model.

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ON THE HILBERT SPACE OF FORMAL POWER SERIES

  • YOUSEFI, Bahman;SOLTANI, Rahmat
    • 호남수학학술지
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    • 제26권3호
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    • pp.299-308
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    • 2004
  • Let $\{{\beta}(n)\}^{\infty}_{n=0}$ be a sequence of positive numbers such that ${\beta}(0)=1$. We consider the space $H^2({\beta})$ of all power series $f(z)=^{Po}_{n=0}{\hat{f}}(n)z^n$ such that $^{Po}_{n=0}{\mid}{\hat{f}}(n){\mid}^2{\beta}(n)^2<{\infty}$. We link the ideas of subspaces of $H^2({\beta})$ and zero sets. We give some sufficient conditions for a vector in $H^2({\beta})$ to be cyclic for the multiplication operator $M_z$. Also we characterize the commutant of some multiplication operators acting on $H^2({\beta})$.

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Series solutions for spatially coupled buckling anlaysis of thin-walled Timoshenko curved beam on elastic foundation

  • Kim, Nam-Il
    • Structural Engineering and Mechanics
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    • 제33권4호
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    • pp.447-484
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    • 2009
  • The spatially coupled buckling, in-plane, and lateral bucking analyses of thin-walled Timoshenko curved beam with non-symmetric, double-, and mono-symmetric cross-sections resting on elastic foundation are performed based on series solutions. The stiffness matrices are derived rigorously using the homogeneous form of the simultaneous ordinary differential equations. The present beam formulation includes the mechanical characteristics such as the non-symmetric cross-section, the thickness-curvature effect, the shear effects due to bending and restrained warping, the second-order terms of semitangential rotation, the Wagner effect, and the foundation effects. The equilibrium equations and force-deformation relationships are derived from the energy principle and expressions for displacement parameters are derived based on power series expansions of displacement components. Finally the element stiffness matrix is determined using force-deformation relationships. In order to verify the accuracy and validity of this study, the numerical solutions by the proposed method are presented and compared with the finite element solutions using the classical isoparametric curved beam elements and other researchers' analytical solutions.

Time-Discretization of Nonlinear Systems with Delayed Multi-Input Using Taylor Series

  • Park, Ji-Hyang;Chong, Kil-To;Nikolaos Kazantzis;Alexander G. Parlos
    • Journal of Mechanical Science and Technology
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    • 제18권7호
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    • pp.1107-1120
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    • 2004
  • This study proposes a new scheme for the sampled-data representation of nonlinear systems with time-delayed multi-input. The proposed scheme is based on the Taylor-series expansion and zero-order hold assumption. The mathematical structure of a new discretization scheme is explored. On the basis of this structure, the sampled-data representation of nonlinear systems including time-delay is derived. The new scheme is applied to nonlinear systems with two inputs and then the delayed multi-input general equation is derived. The resulting time-discretization provides a finite-dimensional representation of nonlinear control systems with time-delay enabling existing controller design techniques to be applied to them. In order to evaluate the tracking performance of the proposed scheme, an algorithm is tested for some of the examples including maneuvering of an automobile and a 2-DOF mechanical system.

열방정식 입장에서 바라본 세 방정식

  • 송종철
    • 한국수학사학회지
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    • 제15권3호
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    • pp.59-64
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    • 2002
  • This paper investigates a history of Fourier Series for the heat equation and how deeply it is related to modern famous three equations, Navier-Stokes equations in fluid dynamics, drift-diffusion equations in semiconductor, and Black-Scholes equation in finance. We also propose improved models for the heat equation with finite propagation speeds.

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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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    • 제3권1호
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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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