• 제목/요약/키워드: robust analysis

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

  • 이은주;박민규;김충락
    • 응용통계연구
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    • 제35권2호
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    • pp.327-333
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    • 2022
  • 차원 축소를 위한 통계적 방법중에 주성분분석이 가장 널리 사용되고 있으나 주성분 분석의 여러 가지 장점에도 불구하고 이상치에 매우 민감하여 이를 강건화 하기 위한 여러 가지 방법이 제시되었다. 그 중에서도 Candès 등 (2011)과 Chandrasekaran 등 (2011)이 제안한 강건 주성분분석이 계산 가능하며 가장 효율적인 방법으로 알려져 있으며 최근 비디오 감시, 안면인식 등의 인공지능분야에 많이 사용되고 있다. 본 논문에서는 강건 주성준 분석의 개념과 최근 제안된 가장 효율적인 알고리즘을 소개한다. 아울러 실제 자료에 근거한 예제를 소개하고 향후 연구분야도 제안한다.

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

  • 황준하;최광진;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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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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    • 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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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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    • 제27권3호
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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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실험계획법에 기반한 브레이크 스퀼 노이즈 저감을 위한 강건 설계 (The DOE Based Robust Design to Reduce the Brake Squeal Noise)

  • 권성진;김문성;이봉현;이동원;배철용;김찬중
    • 한국자동차공학회논문집
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    • 제15권2호
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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.

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

  • 배재성;황재혁;고승희;변관화
    • 한국항공우주학회지
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    • 제43권9호
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    • pp.781-786
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    • 2015
  • 공력탄성학적 안정성 해석에 있어서 모델링 오차 및 구조 불확도에 의해 결과의 정확도는 떨어질 수 있다. 따라서, 이러한 모델링 오차 및 구조 불확도를 고려한 공탄성 안정성 경계를 예측할 필요가 있다. 이러한 모델링 오차 및 불확도를 고려한 공탄성 안정성 예측을 위해 강건 공탄성 해석이 제안되었다. 본 연구에서는 ${\mu}$ 해석기법과 모달접근법과 MSA를 사용한 조종날개의 공탄성 모델로 부터 강건 공탄성 모델링과 해석을 수행하였다. 강건 공탄성 해석 프로그램이 개발되었고, 기존의 공탄성 해석 결과와 비교/검증하였다.

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

  • 조운기;이종수
    • 한국소음진동공학회논문집
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    • 제13권2호
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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.

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

  • 조운기;이종수
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2001년도 추계학술대회논문집 II
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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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    • 제28권5호
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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
    • 전기전자학회논문지
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    • 제27권4호
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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.