• 제목/요약/키워드: parametric estimation method

검색결과 253건 처리시간 0.029초

Probabilistic damage detection of structures with uncertainties under unknown excitations based on Parametric Kalman filter with unknown Input

  • Liu, Lijun;Su, Han;Lei, Ying
    • Structural Engineering and Mechanics
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    • 제63권6호
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    • pp.779-788
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    • 2017
  • System identification and damage detection for structural health monitoring have received considerable attention. Various time domain analysis methodologies based on measured vibration data of structures have been proposed. Among them, recursive least-squares estimation of structural parameters which is also known as parametric Kalman filter (PKF) approach has been studied. However, the conventional PKF requires that all the external excitations (inputs) be available. On the other hand, structural uncertainties are inevitable for civil infrastructures, it is necessary to develop approaches for probabilistic damage detection of structures. In this paper, a parametric Kalman filter with unknown inputs (PKF-UI) is proposed for the simultaneous identification of structural parameters and the unmeasured external inputs. Analytical recursive formulations of the proposed PKF-UI are derived based on the conventional PKF. Two scenarios of linear observation equations and nonlinear observation equations are discussed, respectively. Such a straightforward derivation of PKF-UI is not available in the literature. Then, the proposed PKF-UI is utilized for probabilistic damage detection of structures by considering the uncertainties of structural parameters. Structural damage index and the damage probability are derived from the statistical values of the identified structural parameters of intact and damaged structure. Some numerical examples are used to validate the proposed method.

Development of a Physics-Based Design Framework for Aircraft Design using Parametric Modeling

  • Hong, Danbi;Park, Kook Jin;Kim, Seung Jo
    • International Journal of Aeronautical and Space Sciences
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    • 제16권3호
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    • pp.370-379
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    • 2015
  • Handling constantly evolving configurations of aircraft can be inefficient and frustrating to design engineers, especially true in the early design phase when many design parameters are changeable throughout trade-off studies. In this paper, a physics-based design framework using parametric modeling is introduced, which is designated as DIAMOND/AIRCRAFT and developed for structural design of transport aircraft in the conceptual and preliminary design phase. DIAMOND/AIRCRAFT can relieve the burden of labor-intensive and time-consuming configuration changes with powerful parametric modeling techniques that can manipulate ever-changing geometric parameters for external layout of design alternatives. Furthermore, the design framework is capable of generating FE model in an automated fashion based on the internal structural layout, basically a set of design parameters describing the structural members in terms of their physical properties such as location, spacing and quantities. The design framework performs structural sizing using the FE model including both primary and secondary structural levels. This physics-based approach improves the accuracy of weight estimation significantly as compared with empirical methods. In this study, combining a physics-based model with parameter modeling techniques delivers a high-fidelity design framework, remarkably expediting otherwise slow and tedious design process of the early design phase.

비모수적 차영상과 칼만 필터를 이용한 실시간 객체 추적 알고리즘의 구현 (Implementation of Real-time Object Tracking Algorithm based on Non-parametric Difference Picture and Kalman Filter)

  • 김영주;김광백
    • 한국통신학회논문지
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    • 제28권10C호
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    • pp.1013-1022
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    • 2003
  • 본 논문은 연속적인 영상에 대해 비모수적 영상 처리 기법과 칼만 필터 기반의 동적 AR(2) 프로세스 기법을 적용하여 객체의 움직임을 적응적으로 추적하는 실시간 객체 추적 알고리즘을 구현하였다. 다양한 환경 조건에서 입력되는 영상에 대해 비모수적 영상 처리 기법을 이용하여 처리함으로써 효과적으로 움직임 객체를 추출하였으며, 객체의 움직임을 동적 AR(2) 프로세스 모형으로 모델링하고 동적으로 변하는 AR(2) 프로세스의 파라미터를 칼만 필터를 통해 추정함으로써 객체의 다변적인 움직임을 적응적으로 예측하여 추적할 수 있었다. 구현된 객체 추적 시스템을 실험한 결과, 기존의 선형 칼만 필터 기법을 이용한 추적 기법과 비교하여 추정 오차가 약 1/2.5∼1/50 만큼 더 적게 나와 객체의 움직임을 더 근사적으로 추적함을 알 수 있었다.

An improved pushover analysis procedure for multi-mode seismic performance evaluation of bridges: (2) Correlation study for verification

  • Kwak, Hyo-Gyoung;Shin, Dong Kyu
    • Structural Engineering and Mechanics
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    • 제33권2호
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    • pp.239-255
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    • 2009
  • In the companion paper, a simple but effective analysis procedure termed an Improved Modal Pushover Analysis (IMPA) is proposed to estimate the seismic capacities of multi-span continuous bridge structures on the basis of the modal pushover analysis, which considers all the dynamic modes of a structure. In contrast to previous studies, the IMPA maintains the simplicity of the capacity-demand curve method and gives a better estimation of the maximum dynamic response in a bridge structure. Nevertheless, to verify its applicability, additional parametric studies for multi-span continuous bridges with large differences in the length of adjacent piers are required. This paper, accordingly, concentrates on a parametric study to review the efficiency and limitation in the application of IMPA to bridge structures through a correlation study between various analytical models including the equivalent single-degree-of-freedom method (ESDOF) and modal pushover analysis (MPA) that are usually used in the seismic design of bridge structures. Based on the obtained numerical results, this paper offers practical guidance and/or limitations when using IMPA to predict the seismic response of a bridge effectively.

On Practical Efficiency of Locally Parametric Nonparametric Density Estimation Based on Local Likelihood Function

  • Kang, Kee-Hoon;Han, Jung-Hoon
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.607-617
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    • 2003
  • This paper offers a practical comparison of efficiency between local likelihood approach and conventional kernel approach in density estimation. The local likelihood estimation procedure maximizes a kernel smoothed log-likelihood function with respect to a polynomial approximation of the log likelihood function. We use two types of data driven bandwidths for each method and compare the mean integrated squares for several densities. Numerical results reveal that local log-linear approach with simple plug-in bandwidth shows better performance comparing to the standard kernel approach in heavy tailed distribution. For normal mixture density cases, standard kernel estimator with the bandwidth in Sheather and Jones(1991) dominates the others in moderately large sample size.

A simulation/analytic approach for queueing network analysis

  • Yoon, Bok-Sik
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 2001년도 The Seoul International Simulation Conference
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    • pp.359-364
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    • 2001
  • In this study, we try to improve the accuracy of QN-GPH by the help of simulation approach. We first establish an estimation method for GPH distributions with sufficient accuracy based on empirical distribution, and then perform a brief trial run to find appropriate empirical distributions. After getting GPH form of distributions, we continue the QN-GPH analytic steps and compute necessary performance measures. We apply the method to find sojourn time distributions in a 8-node queueing system and compare the results with the whole simulation and the original two-parametric approximation.

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Mixed Effects Kernel Binomial Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1327-1334
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    • 2008
  • Mixed effect binomial regression models are widely used for analysis of correlated count data in which the response is the result of a series of one of two possible disjoint outcomes. In this paper, we consider kernel extensions with nonparametric fixed effects and parametric random effects. The estimation is through the penalized likelihood method based on kernel trick, and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of hyperparameters, cross-validation techniques are employed. Examples illustrating usage and features of the proposed method are provided.

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A frequency domain adaptive PID controller based on non-parametric plant model representation

  • Egashira, Toyokazu;Iwai, Zenta;Hino, Mitsushi;Takeyama, Yoshikazu;Ono, Taisuke
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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    • pp.165-168
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    • 1996
  • In this paper, we propose a design method of PID adaptive controller based on frequency domain analysis. The method is based on the estimation of a nonparametric process model in the frequency domain and the determination of the PID controller parameters by achieving partial model matching so as to minimize a performance function concerning to relative model error between the loop transfer function of the control system and the desired system. In the design method the process is represented only by a discrete set of points on the Nyquist curve of the process. Therefore it is not necessary to estimate a full order parameterized process model.

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A visualizing method for investigating individual frailties using frailtyHL R-package

  • Ha, Il Do;Noh, Maengseok
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.931-940
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    • 2013
  • For analysis of clustered survival data, the inferences of parameters in semi-parametric frailty models have been widely studied. It is also important to investigate the potential heterogeneity in event times among clusters (e.g. centers, patients). For purpose of this analysis, the interval estimation of frailty is useful. In this paper we propose a visualizing method to present confidence intervals of individual frailties across clusters using the frailtyHL R-package, which is implemented from h-likelihood methods for frailty models. The proposed method is demonstrated using two practical examples.

주파수 변조 단속 지속파를 이용하는 고해상도 밀리미터파 탐색기의 스퓨리어스 제거를 위한 스펙트럼 분석 기법 (Spectral Analysis Method to Eliminate Spurious in FMICW HRR Millimeter-Wave Seeker)

  • 양희성;전주환;송성찬
    • 한국전자파학회논문지
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    • 제23권1호
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    • pp.85-95
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    • 2012
  • 본 논문에서는 주파수 변조 단속 지속파(Frequency Modulated Interrupted Continuous Wave: FMICW) 시스템을 기반으로 한 고해상도(HRR: High Range Resolution) 레이더 탐색기에서 발생하는 스퓨리어스(Spurious)를 제거하기 위한 스펙트럼 분석 기법에 대해서 연구하고 새로운 제거 기법을 제안한다. 주파수 변조 지속파(Frequency Modulated Continuous Wave: FMCW)를 기반으로 하는 고해상도 레이더 시스템과 다르게 FMICW를 사용한 시스템은 주기적으로 나타나는 비연속적 IF(Intermediate Frequency) 신호에 의해 스펙트럼 상에서 스퓨리어스가 생기게 된다. 이러한 스퓨리어스를 제거하기 위해서 대역 통과 필터(band pass filter)를 사용하면 FMICW 시스템의 정확도가 이전 추정된 거리 값에 의존적이 되고 random interrupted sequence를 사용하면 noise floor가 증가하며, staggering process를 사용하면 중복된 정보를 위해 여러 개의 파형을 송신해야 되는 단점이 있다. 최근 소개된 IAA(Iterative Adaptive Approach) 또는 SPICE(SemiParametric Iterative Covariance-based Estimation method)와 같은 스펙트럼 분석 기법을 이용하면 이러한 단점 없이 FMICW 시스템에서의 스퓨리어스를 효과적으로 제거할 수 있다. IAA 또는 SPICE를 사용하기 위해서는 신뢰할 수 있는 데이터(reliable data)와 신뢰할 수 없는 데이터(unreliable data)를 구분하고, 신뢰할 수 있는 데이터만 이용하여야 하는데, 이를 위해서 STFT(Short Time Fourier Transform)가 적용된다.