• Journal of applied mathematics & informatics
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• v.15 no.1_2
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• pp.185-200
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• 2004

A stochastic optimal LQR control problem under some integral quadratic (IQ) constraints is studied, with cross terms in both the cost and the constraint functionals, allowing all the control weighting matrices being indefinite. Sufficient conditions for the well-posedness of this problem are given. When these conditions are satisfied, the optimal control is explicitly derived via dual theory.

• Journal of applied mathematics & informatics
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• v.19 no.1_2
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• pp.427-438
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• 2005

From a notion of d-pseudo-orthogonality for a sequence of poly-nomials ($d\;\in\;{2,3,\cdots}$), this paper introduces three different characterizations of natural exponential families (NEF's) with polynomial variance functions of exact degree 2d-1. These results provide extended versions of the Meixner (1934), Shanbhag (1972, 1979) and Feinsilver (1986) characterization results of quadratic NEF's based on classical orthogonal polynomials. Some news sets of polynomials with (2d-1)-term recurrence relation are then pointed out and we completely illustrate the cases associated to the families of positive stable distributions.

• 전기의세계
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• v.22 no.4
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• pp.17-24
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• 1973

In the view point of practical engineering the identification problem may be considered as a problem to determine the optimal model in the sense of minimizing a given criterion function using the input-output records of the plant. In the system identification the statistical approach has been known to be very effective when the topological structure of the system and the statistical characteristics of the observation noises are known a priori. But in the practical situation there are many cases when the inforhation about the observation noises or the system noises are not available a priori. Here, the authors propose a new identification method which can be used effectively even in the cases when the variances of observation noises are unknown a priori. In the method, the identification of unknown parameters of a linear diserete system is achieved by minimizing the improved quadratic criterion function which is composed of the term of square equation errors and the term to eliminate the affection of observation noises. The method also gives the estimate of noise variance. Numerical computations for several examples show that the proposed procedure gives satisfactory results even when the short time observation data are provided.

• Proceedings of the KIEE Conference
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• 2000.11a
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• pp.184-186
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• 2000

This paper proposes the introduction of TAR(Threshold Autoregressive) model for short-term load forecasting including temperature variable. TAR model is a piecewise linear autoregressive model. In the scatter diagram of daily peak load versus daily maximum or minimum temperature, we can find out that the load-temperature relationship has a negative slope in lower regime and a positive slope in upper regime due to the heating and cooling load, respectively. In this paper, daily peak load was forecasted by applying TAR model using this load-temperature characteristic in these regimes. The results are compared with those of linear and quadratic regression models.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.19 no.3
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• pp.271-287
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• 2015

In this article, a more generalized form of the impact time and angle control guidance law is proposed based on the linear quadratic optimal control methodology. For the purpose on controlling an additional constraint such as the impact time, we introduce an additional state variable that is defined to be the jerk (acceleration rate). Additionally, in order to provide an additional degree of freedom in choosing the guidance gains, the performance index that minimizes the control energy weighted by an arbitrary order of time-to-go is considered in this work. First, the generalized form of the impact angle control guidance law with an additional term which is used for the impact time control is derived. And then, we also determine the additional term in order to achieve the desired impact time. Through numbers of numerical simulations, we investigate the superiority of the proposed guidance law compared to previous guidance laws. In addition, a salvo attack scenario with multiple missile systems is also demonstrated.

• Journal of Ocean Engineering and Technology
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• v.22 no.2
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• pp.7-12
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• 2008

A far field solution of the slowly varying force on an offshore structure by gravity ocean waves was shown as a function of the reflection and transmission of the body disturbed waves. The solution was obtained from the conservation of the momentum flux, which simply describes various wave forces, while making it unnecessary to compute complicated integration over a control surface. The solution was based on the assumption that the frequency difference of the bichromatic incident waves is small and its second order term is negligible. The final solution is expressed in term of the reflection and transmission waves, i.e. their amplitudes and phase angles. Consequently, it shows that not only the amplitudes but also the phase differences make critical contributions to the slowly varying force. In a limiting case, the slowly varying force solution gives the one of the mean drift force, which is only dependent on the reflection wave amplitude. An approximation is also suggested in a case where only the mean drift force information is available.

• KDI Journal of Economic Policy
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• v.28 no.2
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• pp.1-49
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• 2006

Considering the fact that households' demographic characteristics affect consumption decision, it is conjectured that rapid demographic changes would lead to a substantial change in the composition of private consumption expenditure. This paper estimates the demand functions of various consumption items by applying the Quadratic Almost Ideal Demand System(QUAIDS) model to Household Income and Expenditure Survey data, and then provides a long-term forecast of the composition of household consumption expenditure for 2005-2020. The paper shows that Korea's consumption expenditure will maintain the recent years' rapid change, of which a considerable portion is due to rapid demographic changes. Results of the paper can be utilized in forecasting the change in the industrial structure of the economy, as well as in firms' investment planning.

• 제어로봇시스템학회:학술대회논문집
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• 2004.08a
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• pp.520-523
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• 2004

A phase-locked loop control system designed by using the linear quadratic regulator approach is presented in this paper. The system thus designed is optimal system when system is in locked state and the parameter value of loop filter which is an active PI filter can be obtained easily. By considering the structure of loop filter of phase-locked loop is included in the process to be controlled, a type 1 servo system can be constructed when voltage control oscillator is considered as an integrator. The integral gain of the proposed system obtained by linear quadratic regulator approach can be used as an optimal value to design the parameter of loop filter. The implemented result in controlling the second-order lag pressure process by using the proposed scheme show that the system response is fast with no overshoot and no steady-state error. Furthermore, the experimental results are also shown in term of output disturbance effect rejection, tracking and process parameter changed.

• Structural Engineering and Mechanics
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• v.50 no.4
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• pp.487-500
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• 2014

An analytical solution for the nonlinear in-plane free oscillations of the suspended cable which contains the quadratic and cubic nonlinearities is investigated via the homotopy analysis method (HAM). Different from the existing analytical technique, the HAM is indeed independent of the small parameter assumption in the nonlinear vibration equation. The nonlinear equation is established by using the extended Hamilton's principle, which takes into account the effects of the geometric nonlinearity and quasi-static stretching. A non-zero equilibrium position term is introduced due to the quadratic nonlinearity in order to guarantee the rule of the solution expression. Therefore, the mth-order analytic solutions of the corresponding equation are explicitly obtained via the HAM. Numerical results show that the approximate solutions obtained by using the HAM are in good agreement with the numerical integrations (i.e., Runge-Kutta method). Moreover, the HAM provides a simple way to adjust and control the convergent regions of the series solutions by means of an auxiliary parameter. Finally, the effects of initial conditions on the linear and nonlinear frequency ratio are investigated.

• Proceedings of the KIEE Conference
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• 2005.11b
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• pp.347-349
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• 2005

This paper presents an efficient algorithm to estimate the maximum load level for heavily loaded power systems with the load-generation variation vector obtained by ELD (Economic Load Dispatch) and/or short term load forecasting while utilizing the elliptic pattern of the P-e curve. It is well known the power flow equation in the rectangular coordinate is fully quadratic. However, the coupling between e and f makes it difficult to take advantage of this quadratic characteristic. In this paper, a simple technique is proposed to reflect the e-f coupling effects on the estimation of maximum loadability with theoretical analysis. An efficient estimation algorithm has been developed with the use of the elliptic properties of the P-e curve. The proposed algorithm is tested on IEEE 14 bus system, New England 39 bus system and IEEE 118 bus system, which shows that the maximum load level can be efficiently estimated with remarkable improvement in accuracy.