• Title/Summary/Keyword: instrumental variable

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Identification of Linear Structural Systems (선형 구조계의 동특성 추정법)

  • 윤정방
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1989.10a
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    • pp.46-50
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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 arc 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 toe 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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Self Tuning Control of Interconnected System wsing Offset Rejection Techniques (오프셋 제거방식을 이용한 상호연관 시스템의 적응제어)

  • 양흥석;김영철;박용식
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.214-217
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    • 1987
  • In this paper self tuning control of interconnected systems are dealt in view point of large scale system control. The plant model is given in multiple ARMA process. This process is simplified as independent SISO ARMA process having offset terms. This offset was considered as effects of interconnections. In each decentralized system, self tuning controller with instrumental variable method is adopted. As a result, this algorithm enables the parameter estimation to be unbiased and non-drift. This controller contains a new implicit offset rejection technique. Simulation results considers well with the analysis in case of linear interconnection.

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Decentralized Adaptive Control of Interconnected System using Off-Set Modeling (오프셋 모형화 기법을 이용한 상호연관 시스템의 분산형 적응제어)

  • 양흥석;박용식;주성순
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.37 no.12
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    • pp.879-883
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    • 1988
  • In this paper, self tuning control of interconnected systems are dealt in view point of large scale system control. The plant model is given in MIMO ARMA procss. This process is simlified as independent SISO ARMA processes having offset terma, which are considered as effects of interconnections. In each decentralized system, self tuning controller with instrumental variable method is adopted. As a result, this algorithm enables the paramter estimation to be unbiased and non-drift. This controller contains a new implicit offset rejection technique. Simulation results consider well with the analysis in case of linear interconnection.

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A Test for Autocorrelation in Dynamic Panel Data Models

  • Jung, Ho-Sung
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.167-173
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    • 2005
  • This paper presents an autocorrelation test that is applicable to dynamic panel data models with serially correlated errors. The residual-based GMM t-test is a significance test that is applied after estimating a dynamic model by using the instrumental variable(IV) method and is directly applicable to any other consistently estimated residuals. Monte Carlo simulations show that the t-test has considerably more power than the $m_2$ test or the Sargan test under both forms of serial correlation (i.e., AR(1) and MA(1)).

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Dynamic Analysis of Sliders in Optical Memory System

  • Gyeong Hwa, Im;Chae Heon, An
    • Proceedings of the Korean Society Of Semiconductor Equipment Technology
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    • 2003.12a
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    • pp.200-206
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    • 2003
  • Identification method is formulated to evaluate the dynamic characteristics of air bearings under NFR (Near Field Recording) sliders. Using dynamic analysis, impulse responses and frequency response functions of NFR sliders are obtained on numerical non-linear models including rigid motion of slider and fluid motion of air bearing under the slider. System parameters are identified by modal analysis method and instrumental variable method. The identified system parameters of sliders are utilized to evaluate the dynamic characteristics of air bearings.

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A TEST FOR AUTOCORRELATION IN DYNAMIC PANEL DATA MODELS

  • Jung, Ho-Sung
    • Journal of the Korean Statistical Society
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    • v.34 no.4
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    • pp.367-375
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    • 2005
  • This paper presents an autocorrelation test that is applicable to dynamic panel data models with serially correlated errors. The residual-based GMM t-test is a significance test that is applied after estimating a dynamic model by using the instrumental variable (IV) method and is directly applicable to any other consistently estimated residuals. Monte Carlo simulations show that the t-test has considerably more power than the $m_2$ test or the Sargan test under both forms of serial correlation (i.e., AR(1) and MA(1)).

Adaptive Predictive Image Coding of Variable Block Shapes Based on Edge Contents of Blocks (경계의 방향성에 근거를 둔 가변블록형상 적응 예측영상부호화)

  • Do, Jae-Su;Kim, Ju-Yeong;Jang, Ik-Hyeon
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.7
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    • pp.2254-2263
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    • 2000
  • This paper proposes an efficient predictive image-compression technique based on vector quantization of blocks of pels. In the proposed method edge contents of blocks control the selection of predictors and block shapes as well. The maximum number of bits assigned to quantizers has been in creased to 3bits/pel from 1/5bits/pel, the setting employed by forerunners in predictive vector quantization of images. This increase prevents the saturation in SNR observed in their results in high bit rates. The variable block shape is instrumental in eh reconstruction of edges. The adaptive procedure is controlled by means of he standard deviation ofp rediction errors generated by a default predictor; the standard deviation address a decision table which can be set up beforehand. eh proposed method is characterized by overall improvements in image quality over A-VQ-PE and A-DCT VQ, both of which are known for their efficient use of vector quantizers.

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AN OBSERVATION PROGRAM FOR THE SOAO 2K CCD CAMERA (소백산천문대 2K CCD 카메라용 관측 프로그램 개발)

  • KIM SEUNG-LEE;KYEONG JAE-MANN;KWON SUN-GIL;YOUN JAE-HYOUK
    • Publications of The Korean Astronomical Society
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    • v.16 no.1
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    • pp.37-42
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    • 2001
  • We developed an observation program for a 2K CCD camera, which was newly attached at the SOAO (Sobaeksan Optical Astronomy Observatory) 61cm telescope. The program was designed to control the telescope as well as the CCD camera and to monitor the CCD image quality, with very easy under the window-based graphical user interface (GUI). Furthermore, applying the automated differential photometric algorithm, we can obtain the instrumental magnitudes of several variable and comparison stars in real-time. Simultaneous photometry enables us to get precise differential magnitudes of variable stars even if the weather condition is not photometric. This new observation system has been using for many astronomical observations from September, 2001.

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Korean Urban Family Srengths and its Related Variables (한국도시가족의 건강성 및 관련변인 연구-자녀 교육기 가족의 주부를 대상으로-)

  • 유영주
    • Journal of Families and Better Life
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    • v.15 no.4
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    • pp.269-286
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    • 1997
  • The purpose of this study is to explore the degree of family strengths in Korea and the relationships of various characteristics to it. Family strengths the dependent variable is composed of four factors such as family commitment family communication family values and family crisis coping strategies. Independent variables are the following :i) family socio-demographic variables ii) individual variables iii) social variables. The main findings were as follows; 1. The degree of family strengths in Korea is generally high. Among four factors of family strengths the degree of family commitment is relatively higher and that of family values is relatively lower than the others. 2. The variables which independently affected the family strengths have influence in the following order ; individual marital satisfaction family's S.E.S(middle) self esteem, instrumental support from society and husband's income(middle level). These results show that the variable related to the family streng hs are multi-dimensional. Accordingly for the purpose of fortifying family in strengths educational programs should be prepared according to multi-dimensional characteristics.

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Marginal Propensity to Consume with Economic Shocks - FIML Markov-Switching Model Analysis (경제충격 시기의 한계소비성향 분석 - FIML 마코프-스위칭 모형 이용)

  • Yoon, Jae-Ho;Lee, Joo-Hyung
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.11
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    • pp.6565-6575
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    • 2014
  • Hamilton's Markov-switching model [5] was extended to the simultaneous equations model. A framework for an instrumental variable interpretation of full information maximum likelihood (FIML) by Hausman [4] can be used to deal with the problem of simultaneous equations based on the Hamilton filter [5]. A comparison of the proposed FIML Markov-switching model with the LIML Markov-switching models [1,2,3] revealed the LIML Markov-switching models to be a special case of the proposed FIML Markov-switching model, where all but the first equation were just identified. Moreover, the proposed Markov-switching model is a general form in simultaneous equations and covers a broad class of models that could not be handled previously. Excess sensitivity of marginal propensity to consume with big shocks, such as housing bubble bursts in 2008, can be determined by applying the proposed model to Campbell and Mankiw's consumption function [6], and allowing for the possibility of structural breaks in the sensitivity of consumption growth to income growth.