• 제목/요약/키워드: recursive equations

검색결과 100건 처리시간 0.02초

크림프를 가진 섬유 캔틸레버의 대변형의 일래스티카 해 (Elastica Solution of Large Deformation of Fiber Cantilever with Crimped Shapes)

  • 정재호;강태진
    • 한국복합재료학회:학술대회논문집
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    • 한국복합재료학회 2001년도 춘계학술발표대회 논문집
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    • pp.102-105
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    • 2001
  • In this paper, the solution of two dimensional deflection of circular wavy elastica beam was obtained for one end clamped boundary and concentrated load condition. The beam was regarded as a linear elastic material. Wavy shape was described as a combination of half-circular arc smoothly connected each other with constant curvature of all the same magnitude and alternative sign. Also load direction was taken into account. As a result, the solution was expressed in terms of a series of integral equations. While we found the exact solutions and expressed them in terms of elliptic integrals, the recursive ignition formulae about the displacement and arc length at each segment of circular section were obtained. Algorithm of determining unknown parameters was established and the profile curve of deflected beam was shown compared with initial shape.

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섭동 추정 프로세스를 이용한 불확실 시스템에 대한 강인 칼만 필터링 기법 (Robust Kalman Filtering with Perturbation Estimation Process-for Uncertain Systems)

  • 권상주
    • 제어로봇시스템학회논문지
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    • 제12권3호
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    • pp.201-207
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    • 2006
  • A robust Kalman filtering method for uncertain stochastic systems is suggested by adopting a perturbation estimation process which is to reconstruct total uncertainty with respect to the nominal state transition equation. The predictor and corrector of discrete Kalman filter are reformulated with the perturbation estimator. Successively, the state and perturbation estimation error dynamics and the corresponding error covariance propagation equations are derived as well. Finally we have the recursive algorithm of Combined Kalman Filter-Perturbation Estimator (CKF). The proposed combined Kalman filter-perturbation estimator has the property of integrating innovations and the adaptation capability to system uncertainties. A numerical example is shown to demonstrate the effectiveness of the proposed scheme.

복점시장에서 신상품의 동태적 최적가격설정에 관한 연구 (Dynamic Optimal Pricing for New Products in a Duopoly)

  • 전덕빈;최리군
    • 대한산업공학회지
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    • 제23권3호
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    • pp.545-557
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    • 1997
  • This paper deals with dynamic optimal pricing for new products by a firm which maximizes the discounted profit stream of it's own in a duopoly. The problem is constructed as differential games and dynamic optimization theory. Cost is assumed to decline as time goes on. A modified customer's choice model is formulated as a diffusion model and we solve a dynamic optimization problem by adopting the diffusion model. Since this paper focus on deriving real prices not showing a time trend, we formulate recursive form equations of costate variables(shadow price) and a simultaneous equation of price. Hence we derive a dynamic optimal pricing model for using in real market. In particular, we construct a dynamic optimal pricing model in the case that there are benefits from not only new subscribers but also previous subscribers. We analyze instant camera market in U.S.A(1976-1985) by utilizing the above model.

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시변 지연시간이 존재하는 시스템의 자기동조 PID 제어 (Self-Tuning PID Control of Systems with Time-Varying Delays)

  • 남현도;안동준
    • 대한전기학회논문지
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    • 제39권4호
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    • pp.364-370
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    • 1990
  • In this paper, we propose a self-tuning PID controller for unknown systems with time-varying delay. Using pole placement equations, we derive the controller that can be extended to the multi-step time delay case. The time-varying delays are estimated by a prediction error delay method using multiple predictors. Since the order of the estimation vector is not increased, the persistant exciting condition of control input is alleviated. Since the least square method gives biased parameter estimates for colored noise cases, the recursive instrumental variable method is used to estimate system parameters. The computational burden of the proposed method is less than the conventional adaptive methods. Computer simulations are performed to illustrate the efficiency of the proposed method.

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Tracking Filter Design for a Maneuvering target Using Jump Processes

  • Lim, Sang-Seok
    • Journal of Electrical Engineering and information Science
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    • 제3권3호
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    • pp.373-384
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    • 1998
  • This paper presents a maneuvering target model with the maneuver dynamics modeled as a jump process of Poisson-type. The jump process represents the deterministic maneuver(or pilot commands) and is described by a stochastic differential equation driven by a Poisson process taking values a set of discrete states. Employing the new maneuver model along with the noisy observations described by linear difference equations, the author has developed a new linear, recursive, unbiased minimum variance filter, which is structurally simple, computationally efficient, and hence real-time implementable. Futhermore, the proposed filter does not involve a computationally burdensome technique to compute the filter gains and corresponding covariance matrices and still be able to track effectively a fast maneuvering target. The performance of the proposed filter is assessed through the numerical results generated from the Monte-Carlo simulation.

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WKB 근사를 이용한 다중 계단형 광도파로의 해석 (Analysis of Multiple Step-Index Waveguide by the WKB Approximation)

  • 서정훈;이세호;이병권;김창민
    • 대한전기학회논문지:전기물성ㆍ응용부문C
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    • 제48권2호
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    • pp.141-146
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    • 1999
  • The eigenvalue equations of multiple waveguides with step-index profile are derived by using the WKB theory. Phase changes unique to step-index discontinuity areintroduced when applying the WKB connection formula to turning points. The transfer matrix method is employed for the analysis of multiple structure and the derived eigenvalue equation are represented in the recursive form. The results by the WKB are compared with those by the FEM for a three-waveguide coupler.

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ON THE RATIONAL RECURSIVE SEQUENCE $x_{n+1}=\frac{{\alpha}x_n+{\beta}x_{n-1}+{\gamma}x_{n-2}+{\delta}x_{n-3}}{Ax_n+Bx_{n-1}+Cx_{n-2}+Dx_{n-3}}$

  • Zayed E.M.E.;El-Moneam M.A.
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.247-262
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    • 2006
  • The main objective of this paper is to study the boundedness character, the periodic character and the global stability of the positive solutions of the following difference equation $x_{n+1}=\frac{{\alpha}x_n+{\beta}x_{n-1}+{\gamma}x_{n-2}+{\delta}x_{n-3}}{Ax_n+Bx_{n-1}+Cx_{n-2}+Dx{n-3}}$, n=0, 1, 1, ... where the coefficients A, B, C, D, ${\alpha},\;{\beta},\;{\gamma},\;{\delta}$ and the initial conditions x-3, x-2, x-1, x0 are arbitrary positive real numbers.

A M-TYPE RISK MODEL WITH MARKOV-MODULATED PREMIUM RATE

  • Yu, Wen-Guang
    • Journal of applied mathematics & informatics
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    • 제27권5_6호
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    • pp.1033-1047
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    • 2009
  • In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.

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Subsystem Synthesis Methods with Independent Coordinates for Real-Time Multibody Dynamics

  • Kim Sung-Soo;Wang Ji-Hyeun
    • Journal of Mechanical Science and Technology
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    • 제19권spc1호
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    • pp.312-319
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    • 2005
  • For real time dynamic simulation, two different subsystem synthesis methods with independent generalized coordinates have been developed and compared. In each formulation, the subsystem equations of motion are generated in terms of independent generalized coordinates. The first formulation is based on the relative Cartesian coordinates with respect to moving subsystem base body. The second formulation is based on the relative joint coordinates using recursive formulation. Computational efficiency of the formulations has been compared theoretically by the arithmetic operational counts. In order to verify real-time capability of the formulations, bump run simulations of a quarter car model with SLA suspension subsystem have been carried out to measure the actual CPU time.

다물체 동역학 시스템을 위한 독립 좌표에 의한 부분 시스템 합성 방법 (Subsystem Synthesis Methods with Independent Coordinates for Multi-body Dynamics Systems)

  • 송금정;김성수
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2003년도 추계학술대회
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    • pp.1724-1729
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    • 2003
  • Two different subsystem synthesis methods with independent generalized coordinates have been developed and compared. In each formulation, the subsystem equations of motion are generated in terms of independent generalized coordinates. The first formulation is based on the relative Cartesian coordinates with respect to moving subsystem base (virtual) body. The second formulation is based on the relative joint coordinates using recursive formulation. Computational efficiency of the formulations has been compared theoretically by the operational counting method.

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