• Title/Summary/Keyword: state-space model

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State-Space Model Identification of Arago's Disk System (아라고 원판 시스템의 상태공간 모델 식별)

  • Kang, Ho-Kyun;Choi, Soo-Young;Choi, Goon-Ho;Park, Ki-Heon
    • Proceedings of the KIEE Conference
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    • 2000.07d
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    • pp.2687-2689
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    • 2000
  • In many cases the systems are so complex that it is not possible to obtain reasonable models using physical insight. Also a model based on physical insight contains a number of unknown parameters even if the structure is derived from physical laws. These problems can be solved by system identification. In this paper, Arago's disk system which has both stable and unstable regions is selected as an example for identification and a state-space model is identified using tailor-made model structure of this system. In stable region, a state-space model of Arago's disk system is identified through open loop experiment and a state-space model of unstable region is identified through closed loop experiment after using fuzzy controller to stabilize unstable system.

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Generalized Maximum Likelihood Estimation in a Multistate Stochastic Model

  • Yeo, Sung-Chil
    • Journal of the Korean Operations Research and Management Science Society
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    • v.14 no.1
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    • pp.1-15
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    • 1989
  • Multistate survival data with censoring often arise in biomedical experiments. In particular, a four-state space is used for cancer clinical trials. In a four-state space, each patient may either respond to a given treatment and then relapse or may progress without responding. In this four-state space, a model which combines the Markov and semi-Markov models is proposed. In this combined model, the generalized maximum likelihood estimators of the Markov and semi-Markov hazard functions are derived. These estimators are illustrated for the data collected in a study of treatments for advanced breast cancer.

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A Linear Reservoir Model with Kslman Filter in River Basin (Kalman Filter 이론에 의한 하천유역의 선형저수지 모델)

  • 이영화
    • Journal of Environmental Science International
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    • v.3 no.4
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    • pp.349-356
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    • 1994
  • The purpose of this study is to develop a linear reservoir model with Kalman filter using Kalman filter theory which removes a physical uncertainty of :ainfall-runoff process. A linear reservoir model, which is the basic model of Kalman filter, is used to calculate runoff from rainfall in river basin. A linear reservoir model with Kalman filter is composed of a state-space model using a system model and a observation model. The state-vector of system model in linear. The average value of the ordinate of IUH for a linear reservoir model with Kalman filter is used as the initial value of state-vector. A .linear reservoir model with Kalman filter shows better results than those by linear reserevoir model, and decreases a physical uncertainty of rainfall-runoff process in river basin.

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A Bayesian state-space production model for Korean chub mackerel (Scomber japonicus) stock

  • Jung, Yuri;Seo, Young Il;Hyun, Saang-Yoon
    • Fisheries and Aquatic Sciences
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    • v.24 no.4
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    • pp.139-152
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    • 2021
  • The main purpose of this study is to fit catch-per-unit-effort (CPUE) data about Korea chub mackerel (Scomber japonicus) stock with a state-space production (SSP) model, and to provide stock assessment results. We chose a surplus production model for the chub mackerel data, namely annual yield and CPUE. Then we employed a state-space layer for a production model to consider two sources of variability arising from unmodelled factors (process error) and noise in the data (observation error). We implemented the model via script software ADMB-RE because it reduces the computational cost of high-dimensional integration and provides Markov Chain Monte Carlo sampling, which is required for Bayesian approaches. To stabilize the numerical optimization, we considered prior distributions for model parameters. Applying the SSP model to data collected from commercial fisheries from 1999 to 2017, we estimated model parameters and management references, as well as uncertainties for the estimates. We also applied various production models and showed parameter estimates and goodness of fit statistics to compare the model performance. This study presents two significant findings. First, we concluded that the stock has been overexploited in terms of harvest rate from 1999 to 2017. Second, we suggest a SSP model for the smallest goodness of fit statistics among several production models, especially for fitting CPUE data with fluctuations.

상태공간모형을 이용한 이자율 확률과정의 추정

  • 전덕빈;정우철
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2003.11a
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    • pp.11-14
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    • 2003
  • The dynamics of unobservable short rate are frequently estimated directly by using a proxy. We estimate the biases resulting from this practice ("proxy problem"). To solve this problem, State-Space models have been proposed by many researchers. State-Space models have been used to estimate the unobservable variables from the observable variables in econometrics. However, applications of State-Space models often result in a misleading interpretation of the underlying processes especially when the absorbability of the State-Space model and the assumption of noise processes in the state vector are not properly considered. In this study, we propose the exact State-Space model that properly considers the faults of previous researchers to solve the proxy problem.

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An application study of the optimal multi-variable structure control to the state space model of the robot system (로보트 시스템의 State space 모델에 대한 최적 다중-변화 구조제어의 응용연구)

  • 이주장
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.321-325
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    • 1986
  • A new control scheme for the state space model of the robot system using the theory of optimal multi-variable structure is presented in this paper. It is proposed to optimize multi-dimensional variable structure systems for obtaining the required stabilizing signal by minimizing a performance index with respect to the state vector in the sliding mode. It is concluded the proposed variable structure controller yields better system dynamic performance than that obtained by using the only linear optimal controller inthat responses for a step disturbance have a shorter setting time, no matter what overshoot values and rising time.

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Comparative Analysis on Surplus Production Models for Stock Assessment of Red Snow Crab Chinonoecetes japonicus (붉은대게(Chinonoecetes japonicus) 자원평가를 위한 잉여생산량모델의 비교 분석)

  • Choi, Ji-Hoon;Kim, Do-Hoon;Oh, Taeg-Yun;Seo, Young Il;Kang, Hee Joong
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.53 no.6
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    • pp.925-933
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    • 2020
  • This study is aimed to compare stock assessment models which are effective in assessing red snow crab Chinonoecetes japonicus resources and to select and apply an effective stock assessment model in the future. In order to select an effective stock assessment model, a process-error model, observation-error model, and a Bayesian state-space model were estimated. Analytical results show that the least error is observed between the estimated CPUE (catch per unit effort) and the observed CPUE when using the Bayesian state-space model. For the Bayesian state-space model, the 95% credible interval(CI) ranges for the maximum sustainable yield (MSY), carrying capacity (K), catchability coefficient (q), and intrinsic growth (r) are estimated to be 10,420-47,200 tons, 185,200-444,800 tons, 3.81E-06-9.02E-06, and 0.14-0.66, respectively. The results show that the Bayesian state-space model was most reliable among models.

A State Space Model using mode analysis by the Finite Elements Method for the Huge Marine Diesel Engine (박용 엔진의 유한요소 모드해석을 통한 상태 공간 모델 개발)

  • Lee W.C.;Kim S.R.;Ahn B.S.;Choi H.O.;Kim C.S.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2006.05a
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    • pp.387-388
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    • 2006
  • This article provides a dynamic analysis model for huge marine engine that examined analytically variation effects of frequency response by fitting of transverse stays such as hydraulic type. First, vibration analysis using the three dimensional finite element models for the huge marine engine has performed in order to find out the dynamic characteristics. Second, three dimensional finite elements model for the huge marine engine was modifued so that generate forcing nodes in crosshead part and top bracing nodes in cylinder frame part. Third, a system matrix and output matrix was derived for the general siso(single input single out) state space model. Finally, developed state space model for the three dimensional finite elements model for the huge marine engine without the additional modifying process.

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