• 제목/요약/키워드: fixed-lag size

검색결과 6건 처리시간 0.022초

유한구간 임펄스 응답 평활기의 최적 지연시간에 대한 연구 (A study of the optimal lag size of FIR smoothers)

  • 권보규;한수희;권욱현
    • 대한전기학회:학술대회논문집
    • /
    • 대한전기학회 2007년도 심포지엄 논문집 정보 및 제어부문
    • /
    • pp.95-97
    • /
    • 2007
  • In this paper, we propose the optimal lag size which is optimize the performance of the fixed-lag minimum variance FIR smoother. Since the performance of estimation is represented with two Riccati equation and the nonlinear equation of lag size, it is difficult to obtain the optimal lag size. Therefore, we consider the optimal lag size for the scalar system and the numerical example is provided to demonstrate the proposed algorithm.

  • PDF

이산 시변 상태공간 모델을 위한 최적 고정 시간 지연 FIR 평활기 (An Optimal Fixed-lag FIR Smoother for Discrete Time-varying State Space Models)

  • 권보규;한수희
    • 제어로봇시스템학회논문지
    • /
    • 제20권1호
    • /
    • pp.1-5
    • /
    • 2014
  • In this paper, we propose an optimal fixed-lag FIR (Finite-Impulse-Response) smoother for a class of discrete time-varying state-space signal models. The proposed fixed-lag FIR smoother is linear with respect to inputs and outputs on the recent finite horizon and estimates the delayed state so that the variance of the estimation error is minimized with the unbiased constraint. Since the proposed smoother is derived with system inputs, it can be adapted to feedback control system. Additionally, the proposed smoother can give more general solution than the optimal FIR filter, because it reduced to the optimal FIR filter by setting the fixed-lag size as zero. A numerical example is presented to illustrate the performance of the proposed smoother by comparing with an optimal FIR filter and a conventional fixed-lag Kalman smoother.

Improved Receding Horizon Fourier Analysis for Quasi-periodic Signals

  • Kwon, Bo-Kyu;Han, Soohee;Han, Sekyung
    • Journal of Electrical Engineering and Technology
    • /
    • 제12권1호
    • /
    • pp.378-384
    • /
    • 2017
  • In this paper, an efficient short-time Fourier analysis method for the quasi-periodic signals is proposed via an optimal fixed-lag finite impulse response (FIR) smoother approach using a receding horizon scheme. In order to deal with time-varying Fourier coefficients (FCs) of quasi-periodic signals, a state space model including FCs as state variables is augmented with the variants of FCs. Through an optimal fixed-lag FIR smoother, FCs and their increments are estimated simultaneously and combined to produce final estimates. A lag size of the optimal fixed-lag FIR smoother is chosen to minimize the estimation error. Since the proposed estimation scheme carries out the correction process with the estimated variants of FCs, it is highly probable that the smaller estimation error is achieved compared with existing approaches not making use of such a process. It is shown through numerical simulation that the proposed scheme has better tracking ability for estimating time-varying FCs compared with existing ones.

이산 비선형 시스템에 대한 유한 임펄스 응답 고정 시간 지연 평활기 (A Finite Impulse Response Fixed-lag Smoother for Discrete-time Nonlinear Systems)

  • 권보규;한세경;한수희
    • 제어로봇시스템학회논문지
    • /
    • 제21권9호
    • /
    • pp.807-810
    • /
    • 2015
  • In this paper, a finite impulse response(FIR) fixed-lag smoother is proposed for discrete-time nonlinear systems. If the actual state trajectory is sufficiently close to the nominal state trajectory, the nonlinear system model can be divided into two parts: The error-state model and the nominal model. The error state can be estimated by adapting the optimal time-varying FIR smoother to the error-state model, and the nominal state can be obtained directly from the nominal trajectory model. Moreover, in order to obtain more robust estimates, the linearization errors are considered as a linear function of the estimation errors. Since the proposed estimator has an FIR structure, the proposed smoother can be expected to have better estimation performance than the IIR-structured estimators in terms of robustness and fast convergence. Additionally the proposed method can give a more general solution than the optimal FIR filtering approach, since the optimal FIR smoother is reduced to the optimal FIR filter by setting the fixed-lag size as zero. To illustrate the performance of the proposed method, simulation results are presented by comparing the method with an optimal FIR filtering approach and linearized Kalman filter.

인천 제조업 기업의 연구개발 투자와 성장률의 관계 (The Empirical Study on the Relationship between R&D Investment and Growth Rate Change of Manufacturing Firms in Incheon)

  • 이윤;한성호;유광민
    • 품질경영학회지
    • /
    • 제41권4호
    • /
    • pp.601-610
    • /
    • 2013
  • Purpose: The purpose of this paper is to analyze the relationship between R&D investment and growth rate of manufacturing firms in Incheon. Methods: The balanced panel data of 246 firms which have existed for the period 2001-2012 are constructed. As a method of analysis, fixed effects panel data model is used. Results: There is a one year lag in the relationship between R&D intensity and the subsequent sales growth of firms and its relation depends on the firms' characteristics. Conclusion: We suggest the emphasis on R&D investment for firms' growth and the differentiated R&D program based on firm size. This article has the limitation that various types of R&D investment cannot be included in this analysis.

유역특성에 의한 합성단위도의 유도에 관한 연구 (Derivation of the Synthetic Unit Hydrograph Based on the Watershed Characteristics)

  • 서승덕
    • 한국농공학회지
    • /
    • 제17권1호
    • /
    • pp.3642-3654
    • /
    • 1975
  • The purpose of this thesis is to derive a unit hydrograph which may be applied to the ungaged watershed area from the relations between directly measurable unitgraph properties such as peak discharge(qp), time to peak discharge (Tp), and lag time (Lg) and watershed characteristics such as river length(L) from the given station to the upstream limits of the watershed area in km, river length from station to centroid of gravity of the watershed area in km (Lca), and main stream slope in meter per km (S). Other procedure based on routing a time-area diagram through catchment storage named Instantaneous Unit Hydrograph(IUH). Dimensionless unitgraph also analysed in brief. The basic data (1969 to 1973) used in these studies are 9 recording level gages and rating curves, 41 rain gages and pluviographs, and 40 observed unitgraphs through the 9 sub watersheds in Nak Oong River basin. The results summarized in these studies are as follows; 1. Time in hour from start of rise to peak rate (Tp) generally occured at the position of 0.3Tb (time base of hydrograph) with some indication of higher values for larger watershed. The base flow is comparelatively higher than the other small watershed area. 2. Te losses from rainfall were divided into initial loss and continuing loss. Initial loss may be defined as that portion of storm rainfall which is intercepted by vegetation, held in deppression storage or infiltrated at a high rate early in the storm and continuing loss is defined as the loss which continues at a constant rate throughout the duration of the storm after the initial loss has been satisfied. Tis continuing loss approximates the nearly constant rate of infiltration (${\Phi}$-index method). The loss rate from this analysis was estimated 50 Per cent to the rainfall excess approximately during the surface runoff occured. 3. Stream slope seems approximate, as is usual, to consider the mainstreamonly, not giving any specific consideration to tributary. It is desirable to develop a single measure of slope that is representative of the who1e stream. The mean slope of channel increment in 1 meter per 200 meters and 1 meter per 1400 meters were defined at Gazang and Jindong respectively. It is considered that the slopes are low slightly in the light of other river studies. Flood concentration rate might slightly be low in the Nak Dong river basin. 4. It found that the watershed lag (Lg, hrs) could be expressed by Lg=0.253 (L.Lca)0.4171 The product L.Lca is a measure of the size and shape of the watershed. For the logarithms, the correlation coefficient for Lg was 0.97 which defined that Lg is closely related with the watershed characteristics, L and Lca. 5. Expression for basin might be expected to take form containing theslope as {{{{ { L}_{g }=0.545 {( { L. { L}_{ca } } over { SQRT {s} } ) }^{0.346 } }}}} For the logarithms, the correlation coefficient for Lg was 0.97 which defined that Lg is closely related with the basin characteristics too. It should be needed to take care of analysis which relating to the mean slopes 6. Peak discharge per unit area of unitgraph for standard duration tr, ㎥/sec/$\textrm{km}^2$, was given by qp=10-0.52-0.0184Lg with a indication of lower values for watershed contrary to the higher lag time. For the logarithms, the correlation coefficient qp was 0.998 which defined high sign ificance. The peak discharge of the unitgraph for an area could therefore be expected to take the from Qp=qp. A(㎥/sec). 7. Using the unitgraph parameter Lg, the base length of the unitgraph, in days, was adopted as {{{{ {T}_{b } =0.73+2.073( { { L}_{g } } over {24 } )}}}} with high significant correlation coefficient, 0.92. The constant of the above equation are fixed by the procedure used to separate base flow from direct runoff. 8. The width W75 of the unitgraph at discharge equal to 75 per cent of the peak discharge, in hours and the width W50 at discharge equal to 50 Per cent of the peak discharge in hours, can be estimated from {{{{ { W}_{75 }= { 1.61} over { { q}_{b } ^{1.05 } } }}}} and {{{{ { W}_{50 }= { 2.5} over { { q}_{b } ^{1.05 } } }}}} respectively. This provides supplementary guide for sketching the unitgraph. 9. Above equations define the three factors necessary to construct the unitgraph for duration tr. For the duration tR, the lag is LgR=Lg+0.2(tR-tr) and this modified lag, LgRis used in qp and Tb It the tr happens to be equal to or close to tR, further assume qpR=qp. 10. Triangular hydrograph is a dimensionless unitgraph prepared from the 40 unitgraphs. The equation is shown as {{{{ { q}_{p } = { K.A.Q} over { { T}_{p } } }}}} or {{{{ { q}_{p } = { 0.21A.Q} over { { T}_{p } } }}}} The constant 0.21 is defined to Nak Dong River basin. 11. The base length of the time-area diagram for the IUH routing is {{{{C=0.9 {( { L. { L}_{ca } } over { SQRT { s} } ) }^{1/3 } }}}}. Correlation coefficient for C was 0.983 which defined a high significance. The base length of the T-AD was set to equal the time from the midpoint of rain fall excess to the point of contraflexure. The constant K, derived in this studies is K=8.32+0.0213 {{{{ { L} over { SQRT { s} } }}}} with correlation coefficient, 0.964. 12. In the light of the results analysed in these studies, average errors in the peak discharge of the Synthetic unitgraph, Triangular unitgraph, and IUH were estimated as 2.2, 7.7 and 6.4 per cent respectively to the peak of observed average unitgraph. Each ordinate of the Synthetic unitgraph was approached closely to the observed one.

  • PDF