• 제목/요약/키워드: nonlinear time series

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Adaptive Identification of a Time-varying Volterra system using the FWLS (filtered weighted least squares) Algorithm (FWLS 적응 알고리듬을 이용한 시변 볼테라 시스템 식별)

  • Ahn, K.Y.;Jeong, I.S.;Nam, S.W.
    • Proceedings of the KIEE Conference
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    • 2004.05a
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    • pp.3-6
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    • 2004
  • In this paper, the problem of identifying a time-varying nonlinear system in an adaptive way was considered, whereby the time-varying second-order Volterra series was employed to model the system and the filtered weighted least squares (FWLS) algorithm was utilized for the fast parameter tracking capability with low computational burden. Finally, the performance of the proposed approach was demonstrated by providing some computer simulation results.

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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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    • v.3 no.1
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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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Quasi-Likelihood Estimation for ARCH Models

  • Kim, Sah-Myeong
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.651-656
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    • 2005
  • In this paper the quasi-likelihood function was proposed and the estimators which are the solutions of the estimating equations for estimation of a class of nonlinear time series models. We compare the performances of the proposed estimators with those of the ML estimators under the heavy-railed distributions by simulation.

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Analysis of Nonlinear Dynamics in Family Model (가족 관계에서의 비선형 거동 해석)

  • Huang, Lyniun;Bae, Young-Chul
    • Journal of the Korean Institute of Intelligent Systems
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    • v.25 no.4
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    • pp.313-318
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    • 2015
  • Recently, it is emphasized importance of family. The new husband and wife are created by caused marriage, they organize new family including wife's home and husband's home. As a result, they conflict or accomplish peace with new family. Such a researchers mainly have been studied in the social science side. Because there is no mathematical modeling which is one of the natural science, for family relationship, it is not provide to reveal the behavioral phenomena between families fundamentally. In this paper, one of the nonlinear research for social subject, we modify love model of Romeo and Juliet. Then we propose novel family relationship model for parent-in-law and daughter (or son)-in-law relation. We also confirm chaotic behavior or nonlinear behavior by time series and phase portrait.

Analysis of Nonlinear Dynamics in Family Model including Parent-in-Law (처부모와 시부모까지 포함한 가족 관계에서의 비선형 거동 해석)

  • Huang, Linyun;Shon, Young-Woo;Lee, Jeong-Gu;Bae, Young-Chul
    • Journal of the Korean Institute of Intelligent Systems
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    • v.26 no.1
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    • pp.37-43
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    • 2016
  • Recently, it is emphasized importance of family. The new family organize including husband and wife are created by caused marriage, they organize new family including wife's home and husband's home. As a result, they may experience about conflict or peace between new family and previous family. The research of family mainly have been studied in the social science side. However, because researchers of social science deals with linguistic emotion status, there is no mathematical modeling for family relationship. In this paper, one of the nonlinear research for social subject, we modify love model of Romeo and Juliet. Then we propose novel family relationship model for parent-in-law and daughter (or son)-in- law relation. We also confirm chaotic behavior or nonlinear behavior by time series and phase portrait.

Analysis of Nonlinear Behavior in Love Model as External Force with Gaussian Fuzzy Membership Function (가우시안 퍼지 소속 함수를 외력으로 가진 사랑 모델에서의 비선형 거동 해석)

  • Bae, Young-Chul
    • Journal of the Korean Institute of Intelligent Systems
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    • v.27 no.1
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    • pp.29-34
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    • 2017
  • Recently, studying chaotic dynamic have been concerned by many researchers in areas of physics, chemistry, mathematics, engineering and social science. Especially, model of addiction, happiness, family and love become major research subjects in the social science. Among these models, love is one of the four emotions that human being have. There are many definitions for love, however, each definitions of love does not coincide with each other. Recently, one of the most important efforts for research is love and it is represented by derivative equation. Then they try to find nonlinear or chaotic behavior from this derivative equation. This paper propose Gaussian fuzzy membership function in order to make external force that are close to action and awareness of human based on love model of Romeo and Juliet with external force. This paper also confirms the existence of nonlinear characteristics through time series and phase portrait.

A Nonlinear Adaptive Predistorter for the Compensation of Nonlinearities in High Power Amplifier (고출력증폭기의 비선형성 보정을 위한 비선형 적응 Predistorter)

  • 임용훈;서정태;윤대희;서광락;소용수
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.7
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    • pp.16-25
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    • 1994
  • The major reason that reduces the performance of satellite communication channels is known as the nonlinearities of high power amplifiers(HPA's) which are usually modeled by memoryless nonlinear systems, in the channels. This paper proposes a nonlinear adaptive predistorter,which predistorts the input symbols such that the symbol passing through the nonlinear HPA preserves the desired constellation, and derives the region of convergence for the predistorter. The predistorter has capability of coping adaptively with any time-varying environment such as changes of operating points if HPA since the coefficients of the predistorter which has a form of truncated Tayler series are obtained by recursive optimization procedure utilizing QAM data sequence directely. Simulation results show that the proposed one with 16 QAM input has better performance than the conventional fixed predistorter with the same input.

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Identification of Nonlinear Dynamic Systems via the Neuro-Fuzzy Computing and Genetic Algorithms

  • Lee, Seon-Gu;Kim, Dong-Won;Park, Gwi-Tae
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.1892-1896
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    • 2005
  • In this paper, an effective method for selecting significant input variables in building ANFIS (Adaptive Neuro-Fuzzy Inference System) for nonlinear system modeling is proposed. Dominant inputs in a nonlinear system identification process are extracted by evaluating the performance index and they are applied to ANFIS. The availability of our proposed model is verified with the Box and Jenkins gas furnace data. The comparisons with other methods are also given in this paper to show our proposed method is superior to other models.

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