• 제목/요약/키워드: stochastic system identification

검색결과 63건 처리시간 0.023초

Improved Correlation Identification of Subsurface Using All Phase FFT Algorithm

  • Zhang, Qiaodan;Hao, Kaixue;Li, Mei
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • 제14권2호
    • /
    • pp.495-513
    • /
    • 2020
  • The correlation identification of the subsurface is a novel electrical prospecting method which could suppress stochastic noise. This method is increasingly being utilized by geophysicists. It achieves the frequency response of the underground media through division of the cross spectrum of the input & output signal and the auto spectrum of the input signal. This is subject to the spectral leakage when the cross spectrum and the auto spectrum are computed from cross correlation and autocorrelation function by Discrete Fourier Transformation (DFT, "To obtain an accurate frequency response of the earth system, we propose an improved correlation identification method which uses all phase Fast Fourier Transform (APFFT) to acquire the cross spectrum and the auto spectrum. Simulation and engineering application results show that compared to existing correlation identification algorithm the new approach demonstrates more precise frequency response, especially the phase response of the system under identification.

Performance of the adaptive LMAT algorithm for various noise densities in a system identification mode

  • 이영환;김상덕;조성호
    • 한국통신학회논문지
    • /
    • 제23권8호
    • /
    • pp.1984-1989
    • /
    • 1998
  • Convergence properties of the stochastic gradient adaptive algorithm based on the least mean absolute third (LMAT) error criterion is presented.In particular, the performnce of the algorithmis examined and compared with least mena square (LMS) algorithm for several different probability densities of the measurement noisein a system identification mode. It is observedthat the LMAT algorithm outperforms the LMS algorithm for most of the noise probability densities, except for the case of the exponentially distributed noise.

  • PDF

HS 알고리즘을 이용한 계단응답으로부터 FOPDT 모델 인식 (Identification of First-order Plus Dead Time Model from Step Response Using HS Algorithm)

  • 이태봉
    • 한국항행학회논문지
    • /
    • 제19권6호
    • /
    • pp.636-642
    • /
    • 2015
  • 본 논문에서는 계단응답으로부터 시 지연을 갖는 선형 연속시스템을 식별하기 위해 HS 최적화 알고리즘을 적용에 관하여 연구하였다. 인식 모델은 1차 시 지연 모델 (FOPDT)로써, FOPDT은 많은 화학 공정과 HAVC 공정에 실효성이 있으며 PID 튜닝에도 적합하다. 최근에 개발된 HS 알고리즘은 완벽한 하모니를 찾아가는 음악적 과정을 개념화 한 것이다. 수학을 기반으로 하는 전통적 기법과 달리 HS는 확률적인 방법을 사용하므로 미분과 같은 수학적 접근을 필요로 하지 않는다. 제시된 인식 방법의 효과를 입증하기 위해 많은 수치 예를 수행하여 결과를 제시하였다.

A Simultaneous Perturbation Stochastic Approximation (SPSA)-Based Model Approximation and its Application for Power System Stabilizers

  • Ko, Hee-Sang;Lee, Kwang-Y.;Kim, Ho-Chan
    • International Journal of Control, Automation, and Systems
    • /
    • 제6권4호
    • /
    • pp.506-514
    • /
    • 2008
  • This paper presents an intelligent model; named as free model, approach for a closed-loop system identification using input and output data and its application to design a power system stabilizer (PSS). The free model concept is introduced as an alternative intelligent system technique to design a controller for such dynamic system, which is complex, difficult to know, or unknown, with input and output data only, and it does not require the detail knowledge of mathematical model for the system. In the free model, the data used has incremental forms using backward difference operators. The parameters of the free model can be obtained by simultaneous perturbation stochastic approximation (SPSA) method. A linear transformation is introduced to convert the free model into a linear model so that a conventional linear controller design method can be applied. In this paper, the feasibility of the proposed method is demonstrated in a one-machine infinite bus power system. The linear quadratic regulator (LQR) method is applied to the free model to design a PSS for the system, and compared with the conventional PSS. The proposed SPSA-based LQR controller is robust in different loading conditions and system failures such as the outage of a major transmission line or a three phase to ground fault which causes the change of the system structure.

Estimation of Manoeuvring Coefficients of a Submerged Body using Parameter Identification Techniques

  • Kim, Chan-Ki;Rhee, Key-Pyo
    • Journal of Hydrospace Technology
    • /
    • 제2권2호
    • /
    • pp.24-35
    • /
    • 1996
  • This paper describes parameter identification techniques formulated for the estimation of maneuvering coefficients of a submerged body. The first part of this paper is concerned with the identifiability of the system parameters. The relationship between a stochastic linear time-invariant system and the equivalent dynamic system is investigated. The second is concerned with the development of the numerically stable identification technique. Two identification techniques are tested; one is the ma7mum likelihood (ML) methods using the Holder & Mead simplex search method and using the modified Newton-Raphson method, and the other is the modified extended Kalman filter (MEKF) method with a square-root algorithm, which can improve the numerical accuracy of the extended Kalman filter. As a results, it is said that the equations of motion for a submerged body have higher probability to generate simultaneous drift phenomenon compared to general state equations and only the ML method using the Holder & Mead simplex search method and the MEKF method with a square-root algorithm gives acceptable results.

  • PDF

Nanoscale Dynamics, Stochastic Modeling, and Multivariable Control of a Planar Magnetic Levitator

  • Kim, Won-Jong
    • International Journal of Control, Automation, and Systems
    • /
    • 제1권1호
    • /
    • pp.1-10
    • /
    • 2003
  • This paper presents a high-precision magnetically levitated (maglev) stage to meet demanding motion specifications in the next-generation precision manufacturing and nanotechnology. Characterization of dynamic behaviors of such a motion stage is a crucial task. In this paper, we address the issues related to the stochastic modeling of the stage including transfer function identification, and noise/disturbance analysis and prediction. Provided are test results on precision dynamics, such as fine settling, effect of optical table oscillation, and position ripple. To deal with the dynamic coupling in the platen, we designed and implemented a multivariable linear quadratic regulator, and performed time-optimal control. We demonstrated how the performance of the current maglev stage can be improved with these analyses and experimental results. The maglev stage operates with positioning noise of 5 nm rms in $\chi$ and y, acceleration capabilities in excess of 2g(20 $m/s^2$), and closed-loop crossover frequency of 100 Hz.

Probabilistic sensitivity analysis of suspension bridges to near-fault ground motion

  • Cavdar, Ozlem
    • Steel and Composite Structures
    • /
    • 제15권1호
    • /
    • pp.15-39
    • /
    • 2013
  • The sensitivities of a structural response due to variation of its design parameters are prerequisite in the majority of the algorithms used for fundamental problems in engineering as system uncertainties, identification and probabilistic assessments etc. The paper presents the concept of probabilistic sensitivity of suspension bridges with respect to near-fault ground motion. In near field earthquake ground motions, large amplitude spectral accelerations can occur at long periods where many suspension bridges have significant structural response modes. Two different types of suspension bridges, which are Bosporus and Humber bridges, are selected to investigate the near-fault ground motion effects on suspension bridges random response sensitivity analysis. The modulus of elasticity is selected as random design variable. Strong ground motion records of Kocaeli, Northridge and Erzincan earthquakes are selected for the analyses. The stochastic sensitivity displacements and internal forces are determined by using the stochastic sensitivity finite element method and Monte Carlo simulation method. The stochastic sensitivity displacements and responses obtained from the two different suspension bridges subjected to these near-fault strong-ground motions are compared with each other. It is seen from the results that near-fault ground motions have different impacts stochastic sensitivity responses of suspension bridges. The stochastic sensitivity information provides a deeper insight into the structural design and it can be used as a basis for decision-making.

다변수 시스템의 자기동조제어 (Self-Tuning Control of Multivariable System)

  • 이동철
    • 동력기계공학회지
    • /
    • 제3권4호
    • /
    • pp.69-78
    • /
    • 1999
  • In the single-input and single-output system, the parameter of plant is scalar polynomial, but in the multiple input and multiple output, it accompanies, being matrix polynomial, the consideration of observable controlability index or problems non-commutation in matrix polynomial as well as degree, and it is more complex to deal with. Therefore, it is thought that a full research on the single-input and single-output system is not sufficient. This paper proposes that problems of minimum variance self-tuning regulator by using numerical calculation example of multivariable system and pole assignment self-tuning regulator.

  • PDF

가변 축척 매개변수를 가진 변형 확률적 경사도 기반 필터의 해석 (Analysis of a Modified Stochastic Gradient-Based Filter with Variable Scaling Parameter)

  • 김해정
    • 한국통신학회논문지
    • /
    • 제31권12C호
    • /
    • pp.1280-1287
    • /
    • 2006
  • 본 논문은 변형 확률적 경사도 기반 (MSGB) 필터를 제안하고 그 필터가 최적화 문제에 대한 해가 될 수 있음을 보여준다. 갱신항으로 첨가된 가변적 축척 매개변수를 가진 비선형 적응 필터인 MSGB 필터의 특성을 분석 한다. 가변 매개변수의 MSGB 필터는 가변 축척 매개변수를 통하여 고정 매개변수의 MSGB 필터와 무매개변수의 MSGB 필터를 연결하는 역할을 한다. 그 안정성 영역과 오조정량도 살펴본다. 시스템 식별에 응용하여 컴퓨터 모의실험을 실행하여 MSGB 필터의 개선된 성능 특성을 보여준다.

System identification of a cable-stayed bridge using vibration responses measured by a wireless sensor network

  • Kim, Jeong-Tae;Ho, Duc-Duy;Nguyen, Khac-Duy;Hong, Dong-Soo;Shin, Sung Woo;Yun, Chung-Bang;Shinozuka, Masanobu
    • Smart Structures and Systems
    • /
    • 제11권5호
    • /
    • pp.533-553
    • /
    • 2013
  • In this paper, system identification of a cable-stayed bridge in Korea, the Hwamyung Bridge, is performed using vibration responses measured by a wireless sensor system. First, an acceleration based-wireless sensor system is employed for the structural health monitoring of the bridge, and wireless sensor nodes are deployed on a deck, a pylon and several selected cables. Second, modal parameters of the bridge are obtained both from measured vibration responses and finite element (FE) analysis. Frequency domain decomposition and stochastic subspace identification methods are used to obtain the modal parameters from the measured vibration responses. The FE model of the bridge is established using commercial FE software package. Third, structural properties of the bridge are updated using a modal sensitivity-based method. The updating work improves the accuracy of the FE model so that structural behaviors of the bridge can be represented better using the updated FE model. Finally, cable forces of the selected cables are also identified and compared with both design and lift-off test values.