• Title/Summary/Keyword: instrumental variable

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Identification of Linear Structural Systems (선형 구조계의 동특성 추정법)

  • 윤정방
    • Computational Structural Engineering
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    • v.2 no.4
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    • pp.111-116
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    • 1989
  • Methods for the estimation of the coefficient matrices in the equation of motion for a linear multi-degree-of-freedom structure are studied. For this purpose, the equation of motion is transformed into an auto-regressive and moving average with auxiliary input(ARMAX) model. The ARMAX parameters are evaluated using several methods of parameter estimation : such as the least squares, the instrumental variable, the maximum likelihood and the limited information maximum likelihood methods. Then the parameters of the equation of motion are recovered therefrom. Numerical example is given for a 3-story building model subjected to an earthquake exitation.

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Analysis and Lattice Implementation of Extended Instrumental Variable Methods for High Resolution Spectral Analysis (고해상도 스텍트럼 해석을 위한 확장 기구변수법의 해석 및 격자구조실현)

  • Nam, Hyun-Do
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.3
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    • pp.312-320
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    • 1990
  • Analysis and lattice implementation of Extended Instrumental Variable (EIV) methods for high resolution spectral analysis are presented. The performance of EIV is improved by using prefilters and the unbiasness of EIV is proved by using the fact that residual processes are white. We derive the order and time update formulas for the covariance lattice algorithm which is particularly useful in case of short data or nonstationary processes. The ARMA model can be modeled as two channel AR processes. Using this model, the lattice algorithms of EIV are derived. Computer simulations are performed to show the usefulness of the proposed algorithms.

The Factors Affecting on Elderly' Life Satisfaction in the Residential Environments

  • Jeong, Jae Hoon
    • Architectural research
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    • v.16 no.4
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    • pp.149-156
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    • 2014
  • This research is designed to identify factors that affect life satisfaction of the Korean elderly by studying residential environments and individual personalities as independent variables, and life satisfaction of the elderly as a dependent variable. It also includes emotional and instrumental support to describe relations between variables as mediating variables. It utilizes a questionnaire survey as its research method and studies those aged 65 and over living in urban, suburban and rural areas. In addition, regression and path analysis is used to identify casual links between different variables. The results are as follows: (1) Direct factors that impact emotional support are home ownership (direct effect= -.18) and transportation services (.15). That is, those who own their home and have easy access to public transpiration show increased levels of emotional support. (2) Direct factors that affect instrumental support are economic status (direct effect= .311) and living arrangement (.17). In other words, those who are financially stable and live with their children have more instrumental support. (3) Factors linked directly to life satisfaction of the elderly are their age (direct effect= -.10), health status (.19), economic status (.25), region of living (.22) and housing type (.19). (4) Among the mediating variables, emotional support has direct effect (.45) while instrumental support has indirect effect (.16).

Effects of Family Size on Private Tutoring Expenditures in Korea (가족내 자녀수가 자녀에 대한 사교육 투자에 미치는 영향)

  • Kang, Changhui;Hyun, Bohun
    • Journal of Labour Economics
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    • v.35 no.1
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    • pp.111-136
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    • 2012
  • This paper investigates effects of family size on private tutoring expenditures, using a data set drawn from the Korean Longitudinal Survey of Women & Families (KLoWF). To deal with endogeneity of family size, the paper employs an instrumental variable (IV) method in which the sex of the first-born of the family is used as an IV. The results suggest that quantity-quality trade-offs of children within a family function in a way that varies by the sex of the child. While the effect of an increase in family size on private turoring expenditures of a second-born daughter is negative, the effect for a second-born son is indeterminate. The result for daughters implies that high costs of raising a child are likely to explain low birth rates of Korea.

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A Learning Model of Forward Slip Ratio Based on Model Identification in Hot Strip Finishing Mill Process (모델규명법에 기초한 열간 사상압연 선진율 학습모델)

  • Hwang, I Cheol;Kim, Shin Il
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.1
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    • pp.63-68
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    • 2017
  • This paper reviews the learning model of a forward slip ratio in order to improve the mass-flow stability and strip qualities in the hot strip finishing mill process. Firstly, it is shown, from mathematical analysis, that the significant parameters of the forward slip ratio are the tension, looper angle, and roll velocity. Secondly, a discrete-time learning model of the forward slip ratio is proposed from these parameters, which is identified by an instrumental variable (IV) identification algorithm. Finally, it is shown from computer simulation that the proposed learning model is more effective than the existing learning model.

Temperature Control of Electric Furnaces using Adaptive Time Optimal Control (적응최적시간제어를 사용한 전기로의 온도제어)

  • Jeon, Bong-Keun;Song, Chang-Seop;Keum, Young-Tag
    • Journal of the Korean Society for Precision Engineering
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    • v.26 no.5
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    • pp.120-127
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    • 2009
  • An electric furnace, inside which desired temperatures are kept constant by generating heat, is known to be a difficult system to control and model exactly because system parameters and response delay time vary as the temperature and position are changed. In this study the heating system of ceramic drying furnaces with time-varying parameters is mathematically modeled as a second order system and control parameters are estimated by using a RIV (Recursive Instrumental-Variable) method. A modified bang-bang control with magnitude tuning is proposed in the time optimal temperature control of ceramic drying electric furnaces and its performance is experimentally verified. It is proven that temperature tracking of adaptive time optimal control using a second order model is more stable than the GPCEW (Generalized Predictive Control with Exponential Weight) and rapidly settles down by pre-estimation of the system parameters.

A Recursive Estimation Algorithm for FIR System Using Higher Order Cumulants (고차 큐뮬런트를 이용한 FIR 시스템의 회귀 추정 알고리듬)

  • Kim, Hyoung-Ill;Yang, Tae-Won;Jeon, Bum-Ki;Sung, Koeng-Mo
    • The Journal of the Acoustical Society of Korea
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    • v.16 no.3
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    • pp.81-85
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    • 1997
  • In this paper, a recursive estimation algorithm for FIR systems is proposed using the 3rd and 4th order cumulants. To obtain the Overdetermined Recursive Instrumental Variable(ORIV) method type algorithm, we transform the 3'th and 4'th order cumulant relationship to a certain matrix form which is consist of only output data. From the matrix form, we induce the proposed algorithm procedure following the ORIV method. The proposed algorithm provides improved estimation accuracy with smaller data and can be applied to a time varying system as well. In addition, it reduces the estimation error due to the additive Gaussian noise compared to conventional 2'rd order based algorithms since it only uses higher than 2'rd order cumulant. Simulation results are presented to compare the performance with other HOS-based algorithms.

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Estimating the Intergenerational Income Mobility in Korea (한국의 세대 간 소득이동성 추정)

  • Yang, Jung-Seung
    • Journal of Labour Economics
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    • v.35 no.2
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    • pp.79-115
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    • 2012
  • In the study, we try to get reliable estimates of intergenerational income mobility in Korea. At first, we show that the low estimates of previous studies are mainly due to sample selection problem. The direct estimations using OLS after correcting this problem show higher values than previous estimates. We also compute the attenuation bias by decomposing the variances of earnings into the variances of permanent and transitory components of earnings by the results of the regression. Additionally, we try to estimate the range of intergenerational mobility by comparing the OLS results with the results of the two samples instrumental variable estimation and the three samples instrumental variable estimation. The results of these estimations are a little higher than or similar to OLS results.

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A Study on the Dynamic Characteristics of Air Foil Bearings Using LS(Least Square)/IV(Instrumental Variable) Method (LS/IV 기법을 이용한 공기 포일 베어링의 동특성 계수에 관한 연구)

  • Jo, Jun-Hyeon;Ryu, Keun;Kim, Chang-Ho;Lee, Yong-Bok
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2004.11a
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    • pp.677-684
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    • 2004
  • This paper describes a method for identifying the dynamic characteristics of air foil bearings for high speed turbomachinerys with the LS/IV method. In fact identifying the characteristics of air foil bearings is very difficult work, and it is tried to identify it. Experiments were conducted to determine the structural dynamic and hydrodynamic characteristics of air foil bearings. Numerical predictions compare the static and dynamic force performances. The housing of the bearing on the journal was driven by the impact hammer which were used to simulate impact force acting on air foil bearings. The characteristics of air foil bearings were extracted from the frequency response function (FRF) by LS(Least Square) method and IV(Instrumental Variable) method. The experiment was tested at 0 rpm and $10000\sim16000rpm$. And the test results were introduced about the dynamic characteristics of air foil bearings, and also compared with theoritical results.

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