• 제목/요약/키워드: recursive equation

검색결과 123건 처리시간 0.028초

블럭펄스함수를 이용한 MRAC설계 (The Design of MRAC using Block Pulse Functions)

  • 김진태;김태훈;안비오;이명규;심재선;안두수
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2001년도 하계학술대회 논문집 D
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    • pp.2252-2254
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    • 2001
  • This paper proposes a algebraic parameter determination of MRAC (Model Reference Adaptive Control) controller using block Pulse functions and block Pulse function's differential operation. Generally, adaption is performed by solving differential equations which describe adaptive low for updating controller parameter. The proposes algorithm transforms differential equations into algebraic equation, which can be solved much more easily in a recursive manner. We believe that proposes methods are very attractive and proper for parameter estimation of MRAC controller on account of its simplicity and computational convergence.

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Low-Complexity Sub-Pixel Motion Estimation Utilizing Shifting Matrix in Transform Domain

  • Ryu, Chul;Shin, Jae-Young;Park, Eun-Chan
    • Journal of Electrical Engineering and Technology
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    • 제11권4호
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    • pp.1020-1026
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    • 2016
  • Motion estimation (ME) algorithms supporting quarter-pixel accuracy have been recently introduced to retain detailed motion information for high quality of video in the state-of-the-art video compression standard of H.264/AVC. Conventional sub-pixel ME algorithms in the spatial domain are faced with a common problem of computational complexity because of embedded interpolation schemes. This paper proposes a low-complexity sub-pixel motion estimation algorithm in the transform domain utilizing shifting matrix. Simulations are performed to compare the performances of spatial-domain ME algorithms and transform-domain ME algorithms in terms of peak signal-to-noise ratio (PSNR) and the number of bits per frame. Simulation results confirm that the transform-domain approach not only improves the video quality and the compression efficiency, but also remarkably alleviates the computational complexity, compared to the spatial-domain approach.

OPTIMAL SURRENDER TIME FOR A VARIABLE ANNUITY WITH A FIXED INSURANCE FEE

  • Jeon, Junkee;Park, Kyunghyun
    • 대한수학회보
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    • 제58권2호
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    • pp.349-364
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    • 2021
  • This paper studies the optimal surrender policies for a variable annuity (VA) contract with a surrender option and a fixed insurance fee for guaranteed minimum maturity benefits (GMMB). In our proposed model, a policyholder pays the fixed insurance fee. Based on the integral transform techniques, we derive the analytic integral equations for the optimal surrender boundary and the value function of the VA contract that can be solved numerically by recursive integration method. We provide numerical values for the value function, the optimal surrender boundary, and the expected optimal surrender time.

인터넷중독 측정도구와 한국형 인터넷중독지표의 개발 (Development of Internet Addiction Measurement Scales and Korean Internet Addiction Index)

  • 박재성
    • Journal of Preventive Medicine and Public Health
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    • 제38권3호
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    • pp.298-306
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    • 2005
  • Objectives : To develop measurement scales of Internet addiction, and propose a Korean Internet Addiction Index (K-IAI) and classification criteria for Internet addiction from the threshold scores developed. Methods : The identification of the concept of 'Internet addiction' was based on the literature review. To select the scales, an exploratory factor analysis was applied. A construct validation was tested by a confirmatory factor analysis (CFA) with a structured equation model (SEM). In testing the validity of the classification criteria, ANOVA and non-recursive models with SEM were applied. Results : Out of 1,080 questionnaires distributed, 1,037 were returned,; a response rate of 96%. The Cronbach-$\alpha$ of all items was over 0.75. Using an exploratory factor analysis in the condition of a 6 factor constrain as the study model proposed, 23 of the initial 28 items were identified. In testing the discriminant and convergent validity of the selected 23 scales using CFA with SEM, the Internet addiction model explained about 93% of all variances of the data collected, and all the latent variables significantly explained the designated scales. A K-IAI was proposed using the T-scores of the sum of all factor averages. In the classification of users, the basic concept was a twostandard deviation approach of the K-IAI as the criteria of MMPI. The addiction group had a score ${\geq}70$ in the K-IAI, the pre-addiction group between ${\geq}50$ and <70, and the average user group <50. The Internet use times of the classified groups were statistically different in the ANOVA and multiple comparisons. Conclusions : The K-IAI is a reliable and valid instrument for measuring Internet addiction. Moreover, the taxonomy of the groups was also verified using various methods.

다분야 통합해석 시스템의 효율적인 신뢰성 해석기법 연구 (An Efficient Approach on Reliability Analysis under Multidisciplinary Analysis Systems)

  • 안중기;권장혁
    • 한국항공우주학회지
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    • 제33권3호
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    • pp.18-25
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    • 2005
  • 다분야 통합해석 시스템의 신뢰성 해석에 대한 기존의 연구들은 대부분 비선형 최적화 기법을 기반으로 하고 있다. 이들은 다분야 통합최적설계 프레임워크를 이용하여 신뢰성을 직접 해석하기 때문에 효율적인 AFORM기법을 적용하는 것이 불가능하다. 본 논문은 AFORM기법을 적용한 다분야 통합시스템의 순차적 신뢰성 해석기법(SARAM)을 제안한다. 이를 위해 신뢰성 해석과 다분야 통합시스템의 해석(MDA)을 분리하고, 순차적으로 배열하여, 되풀이구조를 가지는 해석구조를 구성하였다. 제안된 방법의 효율성은 계산량, 정확도, 그리고 동시 수행기능의 관점에서 평가하였다. 3개의 다분야 통합시스템 예제를 계산한 결과, 제안된 기법은 정확도를 보장하면서 기존의 방법에 비해 우수한 계산효율을 보였다.

주택가격과 물가의 장기관련성에 관한 실증연구 : 미국을 중심으로 (An Empirical Study on the long-term Relationship between House Prices and Inflation in the U.S.)

  • 이영수
    • 국제지역연구
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    • 제14권3호
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    • pp.246-263
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    • 2010
  • 본 연구에서는 2000년 이후 미국의 주택가격과 물가의 장기적 관계가 어떻게 변화하고 있는지를 분석하였다. 분석 모형은 벡터오차수정모형(VECM)을 이용하였으며, 모형을 통해 공적분 검정과 장기균형식 추정 그리고 그랜저 인과검정을 실시하였다. 데이터 기간은 1975년 1분기부터 2010년 2분기까지이며, 모형 추정 및 검정 기간의 최종 시점을 2000년 1분기부터 한 분기씩 늘려나가는 축차적(recursive) 방식을 택하였다. 실증 분석 결과는 다음과 같다. 첫째, 서브 프라임 모기지 사태 이전의 주택가격이 급등했던 시기에도 주택가격과 물가는 안정적인 장기균형관계를 유지하였다. 둘째, 주택가격과 물가의 장기 균형 관계가 2007년 이후 상당한 변화를 보였으며, 장기균형 이탈에 대한 주택가격변수의 조정 계수도 이론적인 부호와는 반대로 나타나고 있다. 이러한 결과는 2007년 이후의 주택 가격 하락이 물가와 주택가격의 안정적인 장기균형의 회복을 위한 주택가격 자체의 조정이라고 보기는 어렵다는 것을 시사한다. 셋째, 그랜저 인과검정 결과 10% 유의수준 하에서 물가가 주택가격을 그랜저-코즈 하는 것으로 나타났으며, 주택가격이 물가를 그랜저-코즈 하는가에 대한 검정은 기각되었다.

A study of a flatfish outlook model using a partial equilibrium model approach based on a DEEM system

  • Sukho, Han;Sujin, Heo;Namsu, Lee
    • 농업과학연구
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    • 제48권4호
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    • pp.815-829
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    • 2021
  • The purpose of this study is to construct a flatfish outlook model that is consistent with the "Fisheries outlook" monthly publication of the fisheries outlook center of the Korea Maritime Institute (KMI). In particular, it was designed as a partial equilibrium model limited to flatfish items, but a model was constructed with a dynamic ecological equation model (DEEM) system, considering biological breeding and shipping times. Due to limited amounts of monthly data, the market equilibrium price was calculated using a recursive model method as the inverse demand. The main research results and implications are as follows. As a result of estimating young fish inventory levels, the coefficient of the young fish inventory in the previous period was estimated to be 0.03, which was not statistically significant. Because there is distinct seasonality, when estimating the breeding outcomes, the elasticity of breeding in the previous period was found to exceed 0.7, and it increased more as the weight of the fish increased, in addition, the shipment coefficient gradually increased as the weight increased, which means that as the fish weight increased, the shipment compared to the breeding volume increased. When estimating shipments, the elasticity of breeding in previous period was estimated to respond elastically as the weight increases. The price flexibility coefficient of the total supply was inelastically estimated to be -0.19. Finally, according to a model predictive power test, the Theil U1 was estimated to be very low for all of the predictors, indicating excellent predictive power.

Policy evaluation of the rice market isolation system and production adjustment system

  • Dae Young Kwak;Sukho Han
    • 농업과학연구
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    • 제50권4호
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    • pp.629-643
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    • 2023
  • The purpose of this study was to examine the effectiveness and efficiency of a policy by comparing and analyzing the impact of the rice market isolation system and production adjustment system (strategic crops direct payment system that induces the cultivation of other crops instead of rice) on rice supply, rice price, and government's financial expenditure. To achieve this purpose, a rice supply and demand forecasting and policy simulation model was developed in this study using a partial equilibrium model limited to a single item (rice), a dynamic equation model system, and a structural equation system that reflects the casual relationship between variables with economic theory. The rice policy analysis model used a recursive model and not a simultaneous equation model. The policy is distinct from that of previous studies, in which changes in government's policy affected the price of rice during harvest and the lean season before the next harvest, and price changes affected the supply and demand of rice according to the modeling, that is, a more specific policy effect analysis. The analysis showed that the market isolation system increased government's financial expenditure compared to the production adjustment system, suggesting low policy financial efficiency, low policy effectiveness on target, and increased harvest price. In particular, the market isolation system temporarily increased the price during harvest season but decreased the price during the lean season due to an increase in ending stock caused by increased production and government stock. Therefore, a decrease in price during the lean season may decrease annual farm-gate prices, and the reverse seasonal amplitude is expected to intensify.

부분균형모형을 이용한 전복 수급전망모형 구축에 관한 연구 (A Study of the Abalone Outlook Model Using by Partial Equilibrium Model Approach Based on DEEM System)

  • 한석호;장희수;허수진;이남수
    • 수산경영론집
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    • 제51권2호
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    • pp.51-69
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    • 2020
  • The purpose of this study is to construct an outlook model that is consistent with the "Fisheries Outlook" monthly published by the Fisheries Outlook Center of the Korea Maritime Institute(KMI). In particular, it was designed as a partial equilibrium model limited to abalone items, but a model was constructed with a dynamic ecological equation model(DEEM) system taking into account biological breeding and shipping time. The results of this study are significant in that they can be used as basic data for model development of various items in the future. In this study, due to the limitation of monthly data, the market equilibrium price was calculated by using the recursive model construction method to be calculated directly as an inverse demand. A model was built in the form of a structural equation model that can explain economic causality rather than a conventional time series analysis model. The research results and implications are as follows. As a result of the estimation of the amount of young seashells planting, it was estimated that the coefficient of the amount of young seashells planting from the previous year was estimated to be 0.82 so that there was no significant difference in the amount of young seashells planting this year and last year. It is also meant to be nurtured for a long time after aquaculture license and limited aquaculture area(edge style) and implantation. The economic factor, the coefficient of price from last year was estimated at 0.47. In the case of breeding quantity, it was estimated that the longer the breeding period, the larger the coefficient of breeding quantity in the previous period. It was analyzed that the impact of shipments on the breeding volume increased. In the case of shipments, the coefficient of production price was estimated unelastically. As the period of rearing increased, the estimation coefficient decreased. Such result indicates that the expected price, which is an economic factor variable and that had less influence on the intention to shipments. In addition, the elasticity of the breeding quantity was estimated more unelastically as the breeding period increased. This is also correlated with the relative coefficient size of the expected price. The abalone supply and demand forecast model developed in this study is significant in that it reduces the prediction error than the existing model using the ecological equation modeling system and the economic causal model. However, there are limitations in establishing a system of simultaneous equations that can be linked to production and consumption between industries and items. This is left as a future research project.

변수심에서의 항주파 파형 예측 및 FLOW-3D에 의한 검증 (Prediction of ship wave Crests on Varying Water Depths and Verification by FLOW-3D)

  • 이병욱;이창훈;김용재;고광오
    • 대한토목학회논문집
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    • 제33권4호
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    • pp.1447-1454
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    • 2013
  • 본 연구에서 선형분산관계식의 순환관계를 이용하여 Kelvin (1887)의 이론을 확장함으로써 심해뿐만 아니라 중간수심까지 적용 가능한 항주파의 파형을 예측하는 이론식을 개발하였다. 본 이론식은 일정수심 뿐만 아니라 완경사의 변수심에도 적용 가능하다. 본 연구의 해석해를 검증하기 위하여 FLOW-3D모형을 이용하여 수치실험을 수행하였다. 수치해와 이론해를 비교해본 결과, 본 연구의 이론해는 일정수심 뿐만 아니라 변수심에서도 항주파의 전파 양상을 잘 재현하였다. 평면 경사면 위로 배가 해안선과 나란하게 전파하는 경우 항주파의 전파 양상이 비대칭이 되었다. 즉, 수심이 얕은 곳은 굴절로 인하여 파향선이 해안선과 나란한 경향이 있고, 수심이 깊은 곳은 역굴절로 인하여 파향선이 해안선에 수직인 경향이 있었다.