• 제목/요약/키워드: nonlinear time series

검색결과 447건 처리시간 0.027초

Unscented Kalman Filter를 이용한 비선형 동적 구조계의 시간영역 규명기법 (Time Domain Identification of Nonlinear Structural Dynamic Systems Using Unscented Kalman Filter)

  • Yun, Chung-Bang;Koo, Ki-Young
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2001년도 가을 학술발표회 논문집
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    • pp.117-126
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    • 2001
  • In this study, the recently developed unscented Kalman filter (UKF) technique is studied for identification of nonlinear structural dynamic systems as an alternative to the extended Kalman filter (EKF). The EKF, which was originally developed as a state estimator for nonlinear systems, has been frequently employed for parameter identification by introducing the state vector augmented with the unknown parameters to be identified. However, the EKF has several drawbacks such as biased estimations and erroneous estimations especially for highly nonlinear dynamic systems due to its crude linearization scheme. To overcome the weak points of the EKF, the UKF was recently developed as a state estimator. Numerical simulation studies have been carried out on nonlinear SDOF system and nonlinear MDOF system. The results from a series of numerical simulations indicate that the UKF is superior to the EKF in the system identification of nonlinear dynamic systems especially highly nonlinear systems.

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직류직권 모타용 보상된 Bang-Bang 전류제어기 개발 (The development of compensated bang-bang curent controller for DC series wound motor)

  • 김종건;이만형;배종일
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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    • pp.52-55
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    • 1996
  • In order to establish the robust current controller design technique of series wound motor driver system. This paper proposes a method of compensated Bang-Bang current control using a series wound motor driver system under improperly variable load. To get minimum time torque control. A compensated Bang-Bang current controller structure is simpler than the structure of PID plus Bang-Bang controller. This paper shows that a general 8 bits microprocessor be used efficiently implementing such an algorithm. The calculation time of software is extremely small when compared with conventional PID plus Bang-Bang a controller. Both nonlinear operating characteristics of Digital switching elements and Describing Function methods are used for the analysis and synthesis. Real time implementation of compensated Bang-Bang current is achieved. Concept design strategy of the control and PWM waveform generation algorithms are presented in the paper.

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신경망을 이용한 비정적 신호의 비선형 예측 (Nonlinear Prediction of Nonstationary Signals using Neural Networks)

  • 최한고;이호섭;김상희
    • 전자공학회논문지S
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    • 제35S권10호
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    • pp.166-174
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    • 1998
  • 신경망은 분산된 비선형 처리구조와 학습능력 때문에 높은 차수의 비선형 동특성 구현능력을 갖고 있으므로 비정적 신호에 대한 적응예측을 수행할 수 있다. 본 논문에서는 두 가지 방법 (비선형 모듈구조와 비선형과 선형모듈이 직렬로 연결된 예측구조)으로 비정적 신호의 비선형 예측을 다루고 있다. 완전 궤환된 리커런트 신경망과 기존의 TDL(tapped-delay-line) 필터가 비선형과 선형모듈로 각각 사용되었다. 제안된 예측기의 동특성은 카오스 시계열과 음성신호에 대해 시험하였으며, 예측성능의 상대적인 비교를 위해 기존의 ARMA(autoregressive moving average) 구조의 선형 예측모델과 비교하였다. 실험결과에 의하면 신경망을 이용한 적응 예측기는 선형 예측기보다 예측성능이 훨씬 우수하였으며, 특히 직렬구조의 예측기는 신호가 크게 변화하는 시계열의 예측에 효과적으로 사용할 수 있음을 확인하였다.

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자율분산 신경망을 이용한 비선형 동적 시스템 식별 (Identification of nonlinear dynamical systems based on self-organized distributed networks)

  • 최종수;김형석;김성중;권오신;김종만
    • 대한전기학회논문지
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    • 제45권4호
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    • pp.574-581
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    • 1996
  • The neural network approach has been shown to be a general scheme for nonlinear dynamical system identification. Unfortunately the error surface of a Multilayer Neural Networks(MNN) that widely used is often highly complex. This is a disadvantage and potential traps may exist in the identification procedure. The objective of this paper is to identify a nonlinear dynamical systems based on Self-Organized Distributed Networks (SODN). The learning with the SODN is fast and precise. Such properties are caused from the local learning mechanism. Each local network learns only data in a subregion. This paper also discusses neural network as identifier of nonlinear dynamical systems. The structure of nonlinear system identification employs series-parallel model. The identification procedure is based on a discrete-time formulation. Through extensive simulation, SODN is shown to be effective for identification of nonlinear dynamical systems. (author). 13 refs., 7 figs., 2 tabs.

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심전도의 비선형적 특성 분석에 관한 연구 (A Study on the Anlaysis of Nonlinear Characteristics of ECG.)

  • 이종민;박광석
    • 대한의용생체공학회:의공학회지
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    • 제15권2호
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    • pp.151-158
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    • 1994
  • It has been shown that many of physiological systems have nonlinear dynamics. The evidences of these nonlinear behaviors make us analyze physiological systems in the new viewpoint. And, some of these nonlinear dynamics can be represented by chaotic behaviors, which is studied by several methods-correlation dimension, return map, power spectrum analysis, etc. This study is on the analysis of nonlinear characteristics of ECG. After data have been acquired from 20 children (10-13 years old), and 30 students (20-24 years old). We have calculated parameters HR, PR, VAT, TD, TRD, TPD from data, and estimated correlation dimension, return map, power spectrum, time series. Results show the nonlinear and chaotic characteristics of ECG.

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Criteria for processing response-spectrum-compatible seismic accelerations simulated via spectral representation

  • Zerva, A.;Morikawa, H.;Sawada, S.
    • Earthquakes and Structures
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    • 제3권3_4호
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    • pp.341-363
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    • 2012
  • The spectral representation method is a quick and versatile tool for the generation of spatially variable, response-spectrum-compatible simulations to be used in the nonlinear seismic response evaluation of extended structures, such as bridges. However, just as recorded data, these simulated accelerations require processing, but, unlike recorded data, the reasons for their processing are purely numerical. Hence, the criteria for the processing of acceleration simulations need to be tied to the effect of processing on the structural response. This paper presents a framework for processing acceleration simulations that is based on seismological approaches for processing recorded data, but establishes the corner frequency of the high-pass filter by minimizing the effect of processing on the response of the structural system, for the response evaluation of which the ground motions were generated. The proposed two-step criterion selects the filter corner frequency by considering both the dynamic and the pseudo-static response of the systems. First, it ensures that the linear/nonlinear dynamic structural response induced by the processed simulations captures the characteristics of the system's dynamic response caused by the unprocessed simulations, the frequency content of which is fully compatible with the target response spectrum. Second, it examines the adequacy of the selected estimate for the filter corner frequency by evaluating the pseudo-static response of the system subjected to spatially variable excitations. It is noted that the first step of this two-fold criterion suffices for the establishment of the corner frequency for the processing of acceleration time series generated at a single ground-surface location to be used in the seismic response evaluation of, e.g. a building structure. Furthermore, the concept also applies for the processing of acceleration time series generated by means of any approach that does not provide physical considerations for the selection of the corner frequency of the high-pass filter.

Nonlinear fluid-structure interaction of bridge deck: CFD analysis and semi-analytical modeling

  • Grinderslev, Christian;Lubek, Mikkel;Zhang, Zili
    • Wind and Structures
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    • 제27권6호
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    • pp.381-397
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    • 2018
  • Nonlinear behavior in fluid-structure interaction (FSI) of bridge decks becomes increasingly significant for modern bridges with increasing spans, larger flexibility and new aerodynamic deck configurations. Better understanding of the nonlinear aeroelasticity of bridge decks and further development of reduced-order nonlinear models for the aeroelastic forces become necessary. In this paper, the amplitude-dependent and neutral angle dependent nonlinearities of the motion-induced loads are further highlighted by series of computational fluid dynamics (CFD) simulations. An effort has been made to investigate a semi-analytical time-domain model of the nonlinear motion induced loads on the deck, which enables nonlinear time domain simulations of the aeroelastic responses of the bridge deck. First, the computational schemes used here are validated through theoretically well-known cases. Then, static aerodynamic coefficients of the Great Belt East Bridge (GBEB) cross section are evaluated at various angles of attack, leading to the so-called nonlinear backbone curves. Flutter derivatives of the bridge are identified by CFD simulations using forced harmonic motion of the cross-section with various frequencies. By varying the amplitude of the forced motion, it is observed that the identified flutter derivatives are amplitude-dependent, especially for $A^*_2$ and $H^*_2$ parameters. Another nonlinear feature is observed from the change of hysteresis loop (between angle of attack and lift/moment) when the neutral angles of the cross-section are changed. Based on the CFD results, a semi-analytical time-domain model for describing the nonlinear motion-induced loads is proposed and calibrated. This model is based on accounting for the delay effect with respect to the nonlinear backbone curve and is established in the state-space form. Reasonable agreement between the results from the semi-analytical model and CFD demonstrates the potential application of the proposed model for nonlinear aeroelastic analysis of bridge decks.

비스듬히 던진 물체의 공기저항을 고려한 재귀 최소 자승법 기반 실시간 포물선 운동 궤적 추정 (Real-time Projectile Motion Trajectory Estimation Considering Air Resistance of Obliquely Thrown Object Using Recursive Least Squares Estimation)

  • 정상윤;좌동경
    • 전기학회논문지
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    • 제67권3호
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    • pp.427-432
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    • 2018
  • This paper uses a recursive least squares method to estimate the projectile motion trajectory of an object in real time. The equations of motion of the object are obtained considering the air resistance which occurs in the actual experiment environment. Because these equations consider air resistance, parameter estimation of nonlinear terms is required. However, nonlinear recursive least squares estimation is not suitable for estimating trajectory of projectile in that it requires a lot of computation time. Therefore, parameter estimation for real-time trajectory prediction is performed by recursive least square estimation after using Taylor series expansion to approximate nonlinear terms to polynomials. The proposed method is verified through experiments by using VICON Bonita motion capture system which can get three dimensional coordinates of projectile. The results indicate that proposed method is more accurate than linear Kalman filter method based on the equations of motion of projectile that does not consider air resistance.

신경망을 이용한 비선형 시계열 자료의 예측 (Prediction for Nonlinear Time Series Data using Neural Network)

  • 김인규
    • 디지털융복합연구
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    • 제10권9호
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    • pp.357-362
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    • 2012
  • 본 논문에서는 분산이 각각 다른 이분산성을 갖는 비선형 시계열 자료를 가지고, 비선형 시계열 모형중 1차 일반화 확률계수 자기회귀모형(GRCA(1))과 자료의 형태에 상관없이 적용할 수 있는 신경망 모형을 이용하여 예측을 해서 어느 모형이 최소 평균예측오차제곱의 기준에서 비선형 시계열 자료의 예측에 적합한지를 비교 분석 하는 것이다. 조건부 이분산 모형에 따르는 자료로 확인된 종합주가지수 변동율에 대한 사례 분석 결과를 보면 신경망 모형은 단기 예측에서 좋은 예측 결과를 보였고, 비선형 모형인 GRCA(1) 모형은 장기 예측에서 좋은 예측 결과를 보여 주었다.