• Title/Summary/Keyword: robust analysis

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A review on robust principal component analysis (강건 주성분분석에 대한 요약)

  • Lee, Eunju;Park, Mingyu;Kim, Choongrak
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.327-333
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    • 2022
  • Principal component analysis (PCA) is the most widely used technique in dimension reduction, however, it is very sensitive to outliers. A robust version of PCA, called robust PCA, was suggested by two seminal papers by Candès et al. (2011) and Chandrasekaran et al. (2011). The robust PCA is an essential tool in the artificial intelligence such as background detection, face recognition, ranking, and collaborative filtering. Also, the robust PCA receives a lot of attention in statistics in addition to computer science. In this paper, we introduce recent algorithms for the robust PCA and give some illustrative examples.

Robust H_$\infty$ controller based on convex parametrization with application to nonlinear boiler system (볼록 계수화법에 의해 설계된 견실한 H_$\infty$제어기의 비선형 보일러 시스템에 대한 적용)

  • 황준하;최광진;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1456-1459
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    • 1997
  • In this paper, a control system using robust H.inf. controller based on convex parametrization is presented for nonlinear system with uncertainty. accounting for the time delay, noise and linearization error by frequency analysis, the suboptmal controller is designed to meet robust stability and performance for uncertainty. The desinged control system is applied to a nonlimear boiler moderl to test its performances.

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Stability analysis to generally structured robust control problems

  • Cho, K.H.;Lim, J.T.
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.369-372
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    • 1994
  • In this paper, the robust stability of characteristic polynomials with respect to real parameter variations is investigated through a new functional approach. Specifically there is no restriction on the interrelationship between coefficients of the polynomials. This allows one to treat the robust stability problems alike without distinction as to continuous or discrete time systems. Necessary condition and sufficient condition for the robust stability are shown and some examples extracted from two-link planar manipulator are provided.

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Robust Bayes and Empirical Bayes Analysis in Finite Population Sampling with Auxiliary Information

  • Kim, Dal-Ho
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.331-348
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    • 1998
  • In this paper, we have proposed some robust Bayes estimators using ML-II priors as well as certain empirical Bayes estimators in estimating the finite population mean in the presence of auxiliary information. These estimators are compared with the classical ratio estimator and a subjective Bayes estimator utilizing the auxiliary information in terms of "posterior robustness" and "procedure robustness" Also, we have addressed the issue of choice of sampling design from a robust Bayesian viewpoint.

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The DOE Based Robust Design to Reduce the Brake Squeal Noise (실험계획법에 기반한 브레이크 스퀼 노이즈 저감을 위한 강건 설계)

  • Kwon, Seong-Jin;Kim, Mun-Sung;Lee, Bong-Hyun;Lee, Dong-Won;Bae, Chul-Yong;Kim, Chan-Jung
    • Transactions of the Korean Society of Automotive Engineers
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    • v.15 no.2
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    • pp.126-134
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    • 2007
  • Although there has been substantial research on the squeal noise for the automotive brake system, robust design issues with respect to control factors equivalent to design variables in optimization, noise factors due to system uncertainties, and signal factors designed to accommodate a user-adjustable setting still need to be addressed. For the purpose, the robust design applied to the disk brake system has been investigated by DOE (Design of Experiments) based Taguchi analysis with dynamic characteristics. The specific goal of this methodology is to identify a design with linear signal-response relationship, and variability minimization. The finite element models of the disk brake assembly have been constructed, and the squeal noise problems have been solved by complex eigenvalue analysis. As the practical robust design to reduce the brake squeal noise, material properties of pad, disk, and backplate, thickness and geometry of pad are selected as control factors, material properties of pad and disk, and the contact stiffness have been considered as noise factors, and friction coefficient between pad and disk is chosen as a signal factor. Through the DOE based robust design, the signal-to-noise ratio and the sensitivity for each orthogonal array experiment have been analyzed. Also, it has been proved that the proposed robust design is effective and adequate to reduce the brake squeal noise.

Robust Aeroelastic Analysis considering a Structural Uncertainty (구조 불확도를 고려한 강건 공탄성 해석)

  • Bae, Jae-Sung;Hwang, Jai-Hyuk;Ko, Seung-Hee;Byun, Kwan-Hwa
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.43 no.9
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    • pp.781-786
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    • 2015
  • An aeroelastic stability can be degraded due to an aeroelastic modeling error and a structural uncertainty. Therefore it is necessary to predict the aeroelastic stability boundary considering an aeroelastic modeling error and a structural uncertainty. Robust aeroelastic analysis was proposed to predict the aeroelastic stability boundary considering these error and uncertainty. In the present study, the robust aeroelastic modeling and analysis were performed by using the ${\mu}$ analysis technique and the aeroelastic model of the control fin with modal approach and MSA. The computer program for the robust aeroelastic analysis was developed and verified by comparing its results with those of conventional aeroelastic analysis methods.

Robust Design of Pantograph Panhead Sections Considering Aerodynamic Stability and Noise (유동안정성 및 유동소음을 고려한 팬터그래프 팬헤드 단면의 강건설계)

  • 조운기;이종수
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.13 no.2
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    • pp.83-91
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    • 2003
  • Pantograph design Process must be considered in terms of stability of aerodynamics and reduction of aeroacoustics. Furthermore pantograph needs to be insensible to severe circumstance condition like typhoon, tunnel, a change of season. In this paper, robust design of panhead sections is conducted based on the Taguchi's design of experiment method. In the aeroacoustic noise analysis, an acoustic analogy using the Ffowcs Williams and Hawkings(FW-H) equation is used to calculate the flow induced sound pressure level in aeroacoustics. From the near-field CFD analysis data, the far-field noise is predicted at the positions of 25 m away from Pantograph. Based on aerodynamic(CFD) and aeroacoustic(FW-H) analysis data, the optimal sizing and Positioning of panhead elements are determined using robust design optimization method. Design parameters such as thickness, length and radius are controllable factors, while outdoor air temperature and atmospheric pressure are considered as uncontrollable factors in the context of Taguchi's approach. A number of CFD simulation and aeroacoustic analysis are performed based on orthogonal arrays. In this paper, two-step optimization method is used as a parameter design procedure. It is executed using signal to noise(S/N) ratio and analysis of means(ANOM) method. So Thus, an optimal level of design parameters Is extracted to minimize the disconnection ration between contact strips and catenary system, and reduce the far-field aeroacoustic noise.

Robust Design of Pantograph Panhead Sections Considering Aerodynamic Stability and Noise (유동안정성 및 유동소음을 고려한 판토그라프 팬헤드 단면의 강건설계)

  • 조운기;이종수
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2001.11b
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    • pp.1235-1241
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    • 2001
  • Pantograph design process must be considered in terms of stability of aerodynamics and reduction of aeroacoustics. Furthermore Pantograph needs to be insensible to severe circumstance condition like typhoon, tunnel, a change of season. In this paper, robust design of panhead sections is conducted based on the Taguchi's design of experiment method. In the aeroacoustic noise analysis, an acoustic analogy using the Ffowcs Williams and Hawkings (FW-H) equation is used to calculate the flow induced sound pressure level. From the near-field CFD analysis data, the far-field noise is predicted at the positions of 25m away from panhead contact strips. Based on aerodynamic (CFD) and aeroacoustic (FW-H) analysis data, the optimal sizing and positioning ofpanhead elements are determined using robust design optimization method. Design parameters such as thickness, length and radius are controllable factors, while outdoor air temperature and atmospheric pressure are considered as uncontrollable factors in the context of Taguchi's approach. A number of CFD simulation and aeroacoustic analysis are performed based on orthogonal arrays. Using a parameter design procedure associated with signal-to-noise (SIN) ratio and sensitivity analysis, an optimal level of design parameters are extracted to minimize the disconnection ratio between contact strips and catenary system, and reduce the far-field aeroacoustic noise.

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Change point analysis in Bitcoin return series : a robust approach

  • Song, Junmo;Kang, Jiwon
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.511-520
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    • 2021
  • Over the last decade, Bitcoin has attracted a great deal of public interest and Bitcoin market has grown rapidly. One of the main characteristics of the market is that it often undergoes some events or incidents that cause outlying observations. To obtain reliable results in the statistical analysis of Bitcoin data, these outlying observations need to be carefully treated. In this study, we are interested in change point analysis for Bitcoin return series having such outlying observations. Since these outlying observations can affect change point analysis undesirably, we use a robust test for parameter change to locate change points. We report some significant change points that are not detected by the existing tests and demonstrate that the model allowing for parameter changes is better fitted to the data. Finally, we show that the model with parameter change can improve the forecasting performance of Value-at-Risk.

Regulation control of a dc motor by ϵ-PID controller based on the frequency response analysis

  • Alhassan Dodo Adamou Soudeize;Ji-Sun Park;Ho-Lim Choi
    • Journal of IKEEE
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    • v.27 no.4
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    • pp.391-398
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    • 2023
  • In this paper, we propose an alternative analysis to regulate DC motors using a PID controller with a gain scaling factor. We start by providing a systematic design method for selecting the PID gains of our proposed controller by seeing the effect of ϵ on damping ratio, overshoot and settling time from the frequency response analysis. With the help of matlab (simulink), We proceed to show that the proposed controller provides robust stability against system parameter uncertainty and the effect of the gain scaling factor on steady-state error. The validity of our control method along with the analysis is verified with the simulation results.