• Title/Summary/Keyword: second order approximation

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Numerical Integration-based Performance Analysis of Cross-eye Jamming Algorithm through Amplitude Ratio Perturbation (진폭비 섭동에 의한 cross-eye 재밍에 대한 수치적분 기반 성능분석)

  • Kim, Je-An;Choi, Yoon-Ju;Lee, Joon-Ho
    • Journal of the Korea Convergence Society
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    • v.12 no.12
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    • pp.59-64
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    • 2021
  • This paper deals with the performance analysis of the jamming effect of cross-eye when the difference between the real amplitude ratio and the nominal amplitude ratio due to mechanical defects is modeled as a random variable with a normal distribution. We propose how to evaluate mean square difference (MSD) obtained using a numerical integration-based approach. The MSD obtained by the proposed method is closer to non-approximated Monte-Carlo simulation-based MSD than the analytic MSD calculated using the first-order Taylor approximation and the second-order Taylor approximation. It is shown that, based on the numerical integration, the effect of amplitude ratio perturbation on the cross-eye jamming performance can be evaluated without going through the computationally intensive Monte-Carlo method.

Performance of cross-eye jamming due to amplitude mismatch: Comparison of performance analysis of angle tracking error (진폭비 불일치에 의한 cross-eye 재밍 성능: 각도 추적 오차 성능 분석 비교)

  • Kim, Je-An;Kim, Jin-Sung;Lee, Joon-Ho
    • Journal of Convergence for Information Technology
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    • v.11 no.11
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    • pp.51-56
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    • 2021
  • In this paper, performance degradation in the cross-eye jamming due to amplitude mismatch of two jamming antennas is considered. The mismatch of the amplitude ratio is modeled as a random variable with a normal distribution of the difference between the actual amplitude ratio and the nominal amplitude ratio due to mechanical defects. In the proposed analytic performance analysis, the first-order Taylor series expansion and the second-order Taylor series expansion is adopted. Performance measure of the cross-eye jamming is the mean square difference (MSD). The analytically derived MSD is validated by comparing the analytically derived MSD with the first-order Taylor series-based simulation-based MSD and the second-order Taylor series-based simulation-based MSD. It shows that the analysis-based MSD is superior to the Monte-Carlo-based MSD, which has a high calculation cost.

Residual-based Robust CUSUM Control Charts for Autocorrelated Processes (자기상관 공정 적용을 위한 잔차 기반 강건 누적합 관리도)

  • Lee, Hyun-Cheol
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.3
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    • pp.52-61
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    • 2012
  • The design method for cumulative sum (CUSUM) control charts, which can be robust to autoregressive moving average (ARMA) modeling errors, has not been frequently proposed so far. This is because the CUSUM statistic involves a maximum function, which is intractable in mathematical derivations, and thus any modification on the statistic can not be favorably made. We propose residual-based robust CUSUM control charts for monitoring autocorrelated processes. In order to incorporate the effects of ARMA modeling errors into the design method, we modify parameters (reference value and decision interval) of CUSUM control charts using the approximate expected variance of residuals generated in model uncertainty, rather than directly modify the form of the CUSUM statistic. The expected variance of residuals is derived using a second-order Taylor approximation and the general form is represented using the order of ARMA models with the sample size for ARMA modeling. Based on the Monte carlo simulation, we demonstrate that the proposed method can be effectively used for statistical process control (SPC) charts, which are robust to ARMA modeling errors.

Bi-stability in a vertically excited rectangular tank with finite liquid depth

  • Spandonidis, Christos C.;Spyrou, Kostas J.
    • Ocean Systems Engineering
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    • v.2 no.3
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    • pp.229-238
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    • 2012
  • We discuss the bi - stability that is possibly exhibited by a liquid free surface in a parametrically - driven two-dimensional (2D) rectangular tank with finite liquid depth. Following the method of adaptive mode ordering, assuming two dominant modes and retaining polynomial nonlinearities up to third-order, a nonlinear finite-dimensional nonlinear modal system approximation is obtained. A "continuation method" of nonlinear dynamics is then used in order to elicit efficiently the instability boundary in parameters' space and to predict how steady surface elevation changes as the frequency and/or the amplitude of excitation are varied. Results are compared against those of the linear version of the system (that is a Mathieu-type model) and furthermore, against an intermediate model also derived with formal mode ordering, that is based on a second - order ordinary differential equation having nonlinearities due to products of elevation with elevation velocity or acceleration. The investigation verifies that, in parameters space, there must be a region, inside the quiescent region, where liquid surface instability is exhibited. There, behaviour depends on initial conditions and a wave form would be realised only if the free surface was substantially disturbed initially.

Evaluation of Optimization Models for a Dimpled Channel to Enhance Heat Transfer (딤플 유로의 열전달 증진을 위한 최적화모델 비교)

  • Shin, Dong-Yoon;Kim, Kwang-Yong;Samad, Abdus
    • Proceedings of the KSME Conference
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    • 2007.05b
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    • pp.2552-2557
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    • 2007
  • Shape optimization of an internal cooling passage with staggered dimples on single surface is performed and performances of surrogates are evaluated in this paper. Optimizations are performed so that turbulent heat transfer can be enhanced compromising with pressure loss due to friction. The three-dimensional governing differential equations have been solved to find the overall Nusselt number and friction factor which are related to the objective functions of this problem. Three design variables were selected among the dimensionless geometric variables. Basic surrogate models such as second order polynomial response surface approximation (RSA), Kriging meta-modeling technique, radial basis neural network (RBNN), and derived press based averaged (PBA) surrogate model are constructed. The optimal points are searched from the above constructed surrogates by sequential quadratic programming (SQP). It is shown that use of multiple surrogates can increase the robustness in prediction of better design with minimum computational cost.

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A study of parameter estimation of stochastic volatility model

  • Tsukui, Makiko;Furuta, Katsuhisa
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10b
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    • pp.1858-1863
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    • 1991
  • The theory of stock option pricing has, recently, attracted attention of many researchers interested not only in finance but also in statistics and control theory. In this field, the problem of estimating stock return volatility is, above all, of great importance in calculating actual stock option value. In this paper, we assume that the stock market is represented by the stochastic volatility model which is the same as that of Hull and White. Then, we propose an approximation function of option value. It is a type of Black-Sholes option formula in which the first and the second order moments of logarithmic stock value are modified in a special form from the original model. Finally, an algorithm of estimating the parameters of the stochastic volatility model is given, and parameters are estimated by using Nikkei 225 index option data.

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SUPERCONVERGENCE AND A POSTERIORI ERROR ESTIMATES OF VARIATIONAL DISCRETIZATION FOR ELLIPTIC CONTROL PROBLEMS

  • Hua, Yuchun;Tang, Yuelong
    • Journal of applied mathematics & informatics
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    • v.32 no.5_6
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    • pp.707-719
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    • 2014
  • In this paper, we investigate a variational discretization approximation of elliptic optimal control problems with control constraints. The state and the co-state are approximated by piecewise linear functions, while the control is not directly discretized. By using some proper intermediate variables, we derive a second-order convergence in $L^2$-norm and superconvergence between the numerical solution and elliptic projection of the exact solution in $H^1$-norm or the gradient of the exact solution and recovery gradient in $L^2$-norm. Then we construct a posteriori error estimates by using the superconvergence results and do some numerical experiments to confirm our theoretical results.

Visual Servo Navigation of a Mobile Robot Using Nonlinear Least Squares Optimization for Large Residual (비선형 최소 자승법을 이용한 이동 로봇의 비주얼 서보 네비게이션)

  • Kim, Gon-Woo;Nam, Kyung-Tae;Lee, Sang-Moo;Shon, Woong-Hee
    • The Journal of Korea Robotics Society
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    • v.2 no.4
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    • pp.327-333
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    • 2007
  • We propose a navigation algorithm using image-based visual servoing utilizing a fixed camera. We define the mobile robot navigation problem as an unconstrained optimization problem to minimize the image error between the goal position and the position of a mobile robot. The residual function which is the image error between the position of a mobile robot and the goal position is generally large for this navigation problem. So, this navigation problem can be considered as the nonlinear least squares problem for the large residual case. For large residual, we propose a method to find the second-order term using the secant approximation method. The performance was evaluated using the simulation.

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A stochastic model based tracking control scheme for flexible robot manipulators

  • Lee, Kumjung;Nam, kwanghee
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.152-155
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    • 1994
  • The presence of joint elasticity or the arm flexibility causes low damped oscillatory position error along a desired trajectory. We utilize a stochastic model for describing the fast dynamics and the approximation error. A second order shaping filter is synthesized such that its spectrum matches that of the fast dynamics. Augmenting the state vector of slow part with that of shaping filter, we obtain a nonlinear dynamics to which a Gaussian white noise is injected. This modeling approach leads us to the design of an extended Kalman filter(KEF) and a linear quadratic Gaussian(LQG) control scheme. We present the simulation results of this control method. The simulation results show us that our Kalman filtering approach is one of prospective methods in controlling the flexible arms.

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Current Distribution on a Six Points Fed Linear Antenna (육점급전안테나의 전류분포)

  • 박정기
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.6 no.3
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    • pp.12-23
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    • 1969
  • In this paper, the current distribution on a 6 points fed linear antenna is theoretically introduced. The antenna that we call the 6 points fed linear antenna is an antenna which are fed by emf E1 at the first two points, emf E2 at the second two points, and emf E3 at the third two points. symmetrical with respect to the center. In this analysis, Hallens theory has been extended with the approximation in the same order.

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