• Title/Summary/Keyword: return difference matrix

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On the improvement of the stability robustness in the discrete-time LQ regulator (이산시간 LQ 조절기의 안정도 강인성 향상에 관한 연구)

  • Kim, Sang-Woo;Gwon, Uk-Hyeon
    • Journal of Institute of Control, Robotics and Systems
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    • v.1 no.2
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    • pp.83-87
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    • 1995
  • 본 논문에서는 이산시간 LQ 조절기의 안정도 강인성을 주파수 영역및 시간영역에서 고찰하고 그 향상책을 제시하낟. 주파수영역에서 강인성 척도인 궤환차행렬(return difference matrix) 의 최소특이치가 상태가중치 행렬과 제어가중치 행렬의 비와 반비례함을 보이고, 시간영역에서 매개변수의 변화에 대한 안정도 강인성 범위들을 얻는다. 이 범위들의 점근적 성질을 밝히기 위하여 LQ 궤환이득의 특이치들이 상태가중치 행렬과 제어기중치 행렬의 비의 증가함수 임을 보인다. 몇가지 조건하에서 시스템 행렬(입력행렬)에 대한 안정도 강인성 범위가 상태 가중치 행렬과 제어가중치 행렬의 비가 증가(감소)함에 따라서 증가함을 보이고, 이러한 사실들을 예제를 통하여 검증한다.

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Electrical Properties and Electromagnetic Shielding Effectiveness of Milled Carbon Fiber/Nylon Composites (분쇄형 탄소 섬유/나일론 복합재료의 전기적 성질과 전자파 차폐 효율)

  • 김창제;최형도;서광석;윤호규
    • Polymer(Korea)
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    • v.27 no.3
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    • pp.201-209
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    • 2003
  • DC and AC electrical conductivity and electromagnetic interference shielding effectiveness of milled carbon fiber/nylon composites were investigated with the kind of nylon matrix. Percolation transition at which the conductivity is sharply increased was observed at about 7 vol% of milled carbon fiber. Nylon 46 as a matrix was more effective to obtain high electrical conductivity than nylon 6, and the difference in conductivity was occurred by the treatment of coupling agent. Frequency dependence of AC conductivity could be explained by relaxation phenomenon at just below percolation and resonance phenomenon at 40 vol% of carbon fiber, respectively. Negative temperature coefficient phenomenon was found in all composites. Electromagnetic interference shielding effectiveness was increased with the concentration of carbon fiber. At a high conductivity region the return loss was more dominant to the total shielding effectiveness than the absorption loss.

LQG/LTR methods for systems with input delay (입력에 시간지연이 있는 시스템에 대한 LQG/LTR 기법)

  • 권욱현;이상정
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.356-361
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    • 1986
  • This paper presents robustness properties of LQ regulators for input-delayed systems. Using frequency-domain representations, the Kalman inequality concerning the return-difference matrix is derived. The stability margins of LQ regulators are investigated using the Kalman inequality when the open-loop system is stable. In order to obtain stability margins a upper bound of the solution of LQ Riccati equations is derived. Finally, the LQG/LTR method to improve the robustness of LQG regulators is obtained and illustrated with an example.

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Stability Margin of Discrete-Time LQR with Cross-Product Term in Performance Index (가격함수에 교차곱항이 포함된 이산시간 LQR의 안정성 여유)

  • 최재원;황태현
    • Journal of Institute of Control, Robotics and Systems
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    • v.8 no.10
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    • pp.856-860
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    • 2002
  • The guaranteed stability margin of LQ optimal regulators with cross-product terms in a performance index is derived for the discrete-time case. In order to obtain the guaranteed stability margin, the singular value of the return difference matrix is examined. A numerical simulation is provided to demonstrate the validity of the derived stability margin.

Covariance Estimation and the Effect on the Performance of the Optimal Portfolio (공분산 추정방법에 따른 최적자산배분 성과 분석)

  • Lee, Soonhee
    • Journal of the Korean Operations Research and Management Science Society
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    • v.39 no.4
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    • pp.137-152
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    • 2014
  • In this paper, I suggest several techniques to estimate covariance matrix and compare the performance of the global minimum variance portfolio (GMVP) in terms of out of sample mean standard deviation and return. As a result, the return differences among the GMVPs are insignificant. The mean standard deviation of the GMVP using historical covariance is sensitive to the estimation window and the number of assets in the portfolio. Among the model covariance, the GMVP using constant systematic risk ratio model or using short sale restriction shows the best performance. The performance difference between the GMVPs using historical covariance and model covariance becomes insignificant as the historical covariance is estimated with longer estimation window. Lastly, the implied volatilities from ELW prices do not lead to superior performance to the historical variance.

Robust Stability Bounds for Discrete-Time Regulators with Computation Delays (연산지연을 가진 이산시간 레규레이터에 대한 강인한 안정성 유계)

  • 배종일
    • Journal of Advanced Marine Engineering and Technology
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    • v.22 no.2
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    • pp.174-180
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    • 1998
  • Robust stability of discrete-time regulators which utilize state predictors to compensate computation delays is considered. Novel expressions for the return difference matrices and the complementary sensitivity matrices at the input and the output of the regulator are found to obtain simple bounds for unstructured perturbations. Robust stability for pertubations of the system matrix and /or the gain matrix is also considered. under certain restriction on the nominal system simple bounds for the pertubations are obtained directly from the characteristic equation. It is shown that as far as the effect of the computation delays concerns these bounds have explicit relation to those for the unstructured pertubations.

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LTR properties for output-delayed systems (출력 시간 지연 시스템의 루우프 복구특성)

  • 이상정;홍석민
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.161-167
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    • 1993
  • This paper presents robustness properties of the Kalman Filter ad the associated LQG/LTR method for linear time-invariant systems having delays in both the state and output. A circle condition relating to the return difference matrix associated with the Kalman filter is derived. Using this circle condition, it is shown that the Kalman filter guarantees(1/2, .inf.) gain margin and .+-.60.deg. phase margin, which are the same as those for nondelay systems. However, it is shown that, even for minimum phase plants, the LQG/LTR method can not recover the target loop transfer function. Instead, an upper bound on the recovery error is obtained using an upper bound of the solution of the Kalman filter Riccati equations. Finally, some dual properties between output-delated system and input-delayed systems are exploited.

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Design of multimode E-plane corugated monopulse horn for linear phased array feeder (선형 위상배열 급전기에서 저부엽 모노펄스 패턴을 얻기 위한 다중모드 E-면 주름혼의 설계)

  • 김찬홍;이용희;홍동희
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.33A no.11
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    • pp.52-59
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    • 1996
  • This paper presents a monopulse feed structure with low sidelobe monopulse pattern, which consists of a E-plane corrugated horn and a unfiorm pick-up aperture power divider. Tfhe design methods and epxerimental resutls of the E-plane corrugated feeder are described. Modified hybrid mode analysis and GSM (generalized scattering matrix) methods are introduced to design the E-plane corrugated feed horns. The 24-port corrugated feeder is designed using modified hybrid mode analysis initially and verified using GSM methods. Measurement results show that this feeder has low return loss and sidelobe level at sum and difference channel, respectively.

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Robustness Properties of Kalman Filters for Systems with Delays in State and Output (상태 및 출력에 시간지연이 존재하는 시스템을 위한 칼만필터의 강인성 분석)

  • 이상정;홍석민
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.40 no.12
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    • pp.1302-1307
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    • 1991
  • This paper presents robustness properties of Kalman filters for linear time-invariant systems with delays in both the state and the output. The circle condition concerning the return difference matrix is derived. From the circle condition, it can be seen that the Kalman filter guarantees such nondivergence margins as (1/2,$\infty$) gain margin and $\pm$60$^{\circ}$phase margin, which are the same as those for ordinary systems. The results in this paper might be expected to make theoretical background on extending the LQG/LTR method to systems with delay in the output.

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The Influence of Market in Agricultural Spatial Organization (농업공간조직에서 시장의 영향)

  • Lee, Sang-Yool
    • Journal of the Korean association of regional geographers
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    • v.3 no.2
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    • pp.151-162
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    • 1997
  • Although modern versions of the traditional Von $Th{\ddot{u}}nen$ theory have contributed to a description of spatial organization in agriculture, they did not incorporate the market mechanism as an integral part of location theory. This deficiency has been indicated and new mathematical structure has been proposed elsewhere by the author. The closed model, which simultaneously considered a basic principle of supply and demand, exposed a computational complexity. Based on the problem, this study attempts to extend market mechanism in order to consider the influence of city (market) size in agricultural location theory. To theoretically explore the economic relationship in a location theory, this study simplifies agricultural activity as just two activities in one-dimensional spatial economy. The problem has been solved by equating total supply and demand of agricultural products, and then by determining each agricultural price from the relationship. All of the mathematical problems have been arranged in matrix form. First, the traditional model and closed model have been compared by quantitative comparative statics which provides the sensitivity test for each model. The results have shown that the traditional model shows a relatively excessive change in land use, besides the deficiency of a constant agricultural price. Second, the effects of the size of market town and its population increase were examined, using the closed model. In this case, the price of agricultural product is increased, and the land use is extended outward. This proves that locational rent is related to the expansion of land use. Third, environmental uncertainty was associated with the closed model, in order to further consider the difference of farmers attitude in strategic perspective. In this study, two extreme attitudes, which reflects the maximum average expected returns and the maximum guaranteed returns, were examined in their land use and their effects on the prices of agricultural products. It was shown that the two farmers attitudes can be interconnected with location theory. Due to the exogenous data, the differences in the area of land use and total quantities of agricultural products were not clearly shown in this study. However, it was shown that the land use pattern is very different. That is, maximum guaranteed return model reveals a mixed land use pattern around the market town. Basically, this study shows some spatial and economic implications related to Von $Th{\ddot{u}}nen$ model.

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