• 전기학회논문지
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• 제58권1호
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• pp.193-198
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• 2009

In this paper, we consider the design problem of delay-dependent robust $H{\infty}$ controller of discrete-time descriptor systems with parameter uncertainties and interval time-varying delays in state and control input by delay-dependent LMI (linear matrix inequality) technique. A new delay-dependent bounded real lemma for discrete-time descriptor systems with time-varying delays is derived. The condition for the existence of robust $H{\infty}$ controller and the robust $H{\infty}$ state feedback control law are proposed by LMI approach. A numerical example is demonstrated to show the validity of the design method.

• 조명전기설비학회논문지
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• 제26권1호
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• pp.29-37
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• 2012

A simple and effective dead time compensation scheme for a PWM inverter-fed permanent magnet synchronous motor (PMSM) drive using the model reference adaptive control (MRAC) and coordinate transformation is presented. The basic concept is to first transform a time-varying disturbance caused by the dead time and inverter nonlinearity into unknown constant or slowly-varying one by the coordinate transformation, and then use the MRAC design technique to estimate this parameter in the stationary reference frame. Since the MRAC scheme is a suitable way of estimating such a parameter, the control performance can be significantly improved as compared with the conventional observer-based method tracking time-varying parameters. In the proposed scheme, the disturbance voltage caused by the dead time is effectively estimated and compensated by on-line basis without any additional circuits nor existing disadvantages as in the conventional methods. The asymptotic stability is proved and the effectiveness of the proposed scheme is verified.

• The Journal of Asian Finance, Economics and Business
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• 제7권9호
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• pp.95-104
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• 2020

In financial economics studies, the autoregressive model has been a workhorse for a long time. However, the model has a fixed value on every parameter and requires the stationarity assumptions. Time-varying coefficient autoregressive model that we use in this paper offers some desirable benefits over the traditional model such as the parameters are allowed to be varied over-time and can be applies to non-stationary financial data. This paper provides the Monte Carlo simulation studies which show that the model can capture the dynamic movement of parameters very well, even though, there are some sudden changes or jumps. For the daily data from January 1, 2015 to February 12, 2020, our paper provides the empirical studies that Thailand, Taiwan and Tokyo Stock market Index can be explained very well by the time-varying coefficient autoregressive model with lag order one while South Korea's stock index can be explained by the model with lag order three. We show that the model can unveil the non-linear shape of the estimated mean. We employ GJR-GARCH in the condition variance equation and found the evidences that the negative shocks have more impact on market's volatility than the positive shock in the case of South Korea and Tokyo.

• International Journal of Aeronautical and Space Sciences
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• 제17권2호
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• pp.184-194
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• 2016

In existing identification methods for on-orbit spacecraft, such as eigensystem realization algorithm (ERA) and subspace method identification (SMI), singular value decomposition (SVD) is used frequently to estimate the modal parameters. However, these identification methods are often used to process the linear time-invariant system, and there is a lower computation efficiency using the SVD when the system order of spacecraft is high. In this study, to improve the computational efficiency in identifying time-varying modal parameters of large spacecraft, a faster recursive algorithm called fast approximated power iteration (FAPI) is employed. This approach avoids the SVD and can be provided as an alternative spacecraft identification method, and the latest modal parameters obtained can be applied for updating the controller parameters timely (e.g. the self-adaptive control problem). In numerical simulations, two large flexible spacecraft models, the Engineering Test Satellite-VIII (ETS-VIII) and Soil Moisture Active/Passive (SMAP) satellite, are established. The identification results show that this recursive algorithm can obtain the time-varying modal parameters, and the computation time is reduced significantly.

• 전자공학회논문지SC
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• 제42권4호
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• pp.45-50
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• 2005

디지털 보청기 시스템에서는 소형화, 고이득 증폭이 요구되는데 이로 인한 문제점 중의 하나가 하울링(howling)이라는 음향의 궤환이다. 본 논문에서는 시간지연과 시변 상관성 제거 필터를 이용하여 보청기에서 사용 가능한 음향 궤환 제거 알고리즘을 제안하였다. 제안한 알고리즘은 적응형 필터 구조를 기본으로 음향 궤환 신호 제거 효과를 증대시키기 위해 시간 지연과 상관성 제거 필터를 삽입하였다. 상관성 제거 필터로 사용된 전대역 통과 필터는 저주파 변조기를 이용하여 시변 특성을 갖도록 구현 하였다. 컴퓨터 시뮬레이션 결과를 통하여 제안한 알고리즘의 궤환 제거 특성이 우수함을 확인하였다.

• 전기학회논문지
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• 제64권1호
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• pp.121-127
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• 2015

This paper considers the problem of sampled-data control for continuous linear parameter varying (LPV) systems. It is assumed that the sampling periods are arbitrarily varying but bounded. Based on the input delay approach, the sampled-data control LPV system is transformed into a continuous time-delay LPV system. Some less conservative stabilization results represented by LMI (Linear Matrix Inequality) are obtained by using the Lyapunov-Krasovskii functional method and the reciprocally combination approach. The proposed method for the designed gain matrix should guarantee asymptotic stability and a specified level of performance on the closed-loop hybrid system. Numerical examples are presented to demonstrate the effectiveness and the improvement of the proposed method.

• 전기학회논문지
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• 제62권4호
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• pp.529-535
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• 2013

This paper considers the problem of robust stability for uncertain discrete-time interval time-varying delayed descriptor systems using any combinations of quantization and overflow nonlinearities. First, delay-dependent linear matrix inequality (LMI) condition for discrete-time descriptor systems with time-varying delay and quantization/overflow nonlinearities is presented by proper Lyapunov function. Second, it is shown that the obtained condition can be extended into descriptor systems with uncertainties such as norm-bounded parameter uncertainties and polytopic uncertainties by some useful lemmas. The proposed results can be applied to both descriptor systems and non-descriptor systems. Finally, numerical examples are shown to illustrate the effectiveness and less conservativeness.

• Transactions on Control, Automation and Systems Engineering
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• 제2권1호
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• pp.19-23
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• 2000

In this paper, we deal with the problem of designing guaranteed cost state feedback controller for the generalized time-varying delay systems with delayed state and control input. The generalized time delay system problems solved on the basis of LMI(linear matrix inequality) technique considering time-varying delays. The sufficient condition for the existence of controller and guaranteed cost state feedback controller design methods are presented. Also, using some changes of variables and Schur complements, the obtained sufficient condition can be reformulated as LMI forms in terms of transformed variables. Therefore, all solutions of LMIs, guaranteed cost controller gain, and guaranteed cost are obtained at the same time. The proposed controller design method can be extended into the problem of robust guaranteed cost controller design method for parameter uncertain systems with time-varying delays easily.

• 전자공학회논문지B
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• 제31B권7호
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• pp.49-57
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• 1994

An efficient approach for the computationtion of the optimum convergence factor is proposed for the LMS algorithm applied to a transversal FIR structure in this study. The approach automatically leads to an optimum step size algorithm at each weight in every iteration that results in a dramatic reduction in terms of convergence time. The algorithm is evaluated in system identification application where two alternative computer simulations are considered for time-invariant and time-varying system cases. The results show that the proposed algorithm needs not appropriate convergence factor and has better performance than AGC(Automatic Gain Control) algorithm and Karni algorithm, which require the convergence factors controlled arbitrarily in computer simulation for time-invariant system and time-varying systems. Also, itis shown that the proposed algorithm has the excellent adaptability campared with NLMS(Normalized LMS) algorithm and RLS (Recursive least Square) algorithm for time-varying circumstances.

• 한국항행학회논문지
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• 제17권6호
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• pp.679-686
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• 2013

본 논문에서는 데이터 통신을 이용하는 네트워크 제어 시스템에서 데이터 전송 지연에 의한 시스템 안정성 조건을 리아프노프 이론을 이용하여 새로이 유도하였다. 제안된 안정조건은 기존의 복잡한 계산에 의한 결과에 비하여 매우 간단한 형태이며 쉽게 계산될 수 있다. 또한, 기존에 연구된 결과들을 포함하여 적용될 수 있는 조건임을 보였다. 시뮬레이션을 통하여 기존의 결과에 비해 성능 면에서 우수하고 안정성 판단에 있어 덜 제한적임을 확인하였다.