• Title/Summary/Keyword: time-varying variables

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Stability Bound for Time-Varying Uncertainty of Time-varying Discrete Interval System with Time-varying Delay Time (시변 지연시간을 갖는 이산 구간 시변 시스템의 시변 불확실성의 안정범위)

  • Han, Hyung-seok
    • Journal of Advanced Navigation Technology
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    • v.21 no.6
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    • pp.608-613
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    • 2017
  • In this paper, we consider the stability bound for uncertainty of delayed state variables in the linear discrete interval time-varying systems with time-varying delay time. The considered system has an interval time-varying system matrix for non-delayed states and is perturbed by the unstructured time-varying uncertainty in delayed states with time-varying delay time within fixed interval. Compared to the previous results which are derived for time-invariant cases and can not be extended to time-varying cases, the new stability bound in this paper is applicable to time-varying systems in which every factors are considered as time-varying variables. The proposed result has no limitation in applicable systems and is very powerful in the aspects of feasibility compared to the previous. Furthermore. the new bound needs no complex numerical algorithms such as LMI(Linear Matrix Inequality) equation or upper solution bound of Lyapunov equation. By numerical examples, it is shown that the proposed bound is able to include the many existing results in the previous literatures and has better performances in the aspects of expandability and effectiveness.

Guaranteed Cost Control of Parameter Uncertain Systems with Time Delay

  • Kim, Jong-Hae
    • Transactions on Control, Automation and Systems Engineering
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    • v.2 no.1
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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.

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Stability Bounds of Unstructured and Time-Varying Delayed State Uncertainties for Discrete Interval Time-Varying System (이산 시변 구간 시스템의 비구조화된 불확실성과 시변 지연시간 상태변수 불확실성의 안정범위)

  • Hyung-seok Han
    • Journal of Advanced Navigation Technology
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    • v.27 no.6
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    • pp.871-876
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    • 2023
  • In this paper, we deal with the stable conditions when two uncertainties exist simultaneously in a linear discrete time-varying interval system with time-varying delay time. The interval system is a system in which system matrices are given in the form of an interval matrix, and this paper targets the system in which the delay time of these interval system matrices and state variables is time-varying. We propose the system stability condition when there is simultaneous unstructured uncertainty that includes nonlinearity and only its magnitude and uncertainty in the system matrix of delayed state variables. The stable bounds for two types of uncertainty are derived as an analytical equation. The proposed stability condition and bounds can include previous stability condition for various linear discrete systems, and the values such as time-varying delay time variation size, uncertainty size, and range of interval matrix are all included in the conditional equation. The new bounds of stability are compared with previous results through numerical example, and its effectiveness and excellence are verified.

$H_\infty$ Controller Design for Discrete-time Linear Systems with Time-varying Delays in States using S-procedure (S-procedure를 이용한 상태에 시변 시간지연을 가지는 이산 선형 시스템에 대한 $H_\infty$ 제어기 설계)

  • Kim, Ki-Tae;Cho, Sang-Hyun;Park, Hong-Bae
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.39 no.2
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    • pp.95-103
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    • 2002
  • This paper deals with the H$_{\infty}$ control problems for discrete-time linear systems with time-varying delays in states. The existence condition and the design method of the H$_{\infty}$ state feedback controller are given. In this paper, the H$_{\infty}$ control law is assumed to be a memoryless state feedback, and the upper-bound of time-varying delay and S-procedure are used. Through some changes of variables and Schur complement, the obtained sufficient condition can be rewritten as an LMI(linear matrix inequality) form in terms of all variables.

Analysis of the Korean Copper Price Elasticity using Time-Varying Model (시변 모형을 이용한 국내 구리 가격탄력성 분석)

  • Kangho Kim;Jinsoo Kim
    • Environmental and Resource Economics Review
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    • v.33 no.2
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    • pp.135-157
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    • 2024
  • In this study, we analyzed the changes in copper consumption according to copper price fluctuations and identified the domestic copper price elasticity. A total of 408 time series data from January 1989 to December 2022 were analyzed using the vector autoregressive (VAR) model with net import volume, price, and production index as variables. In addition, to identify changes in the correlation between variables over time, the dynamic relationship between variables was identified using the time-varying vector autoregressive (TV-VAR) model. As a result of the analysis, it was confirmed that the negative price elasticity for copper is -0.1835. In addition, the interquartile range was -0.3130 ~ 0.0886, with no consistent trend over time, but mainly negative elasticity. This study can be used to quantify the expected impact of various policy proposals and changes related to minerals.

Guaranteed Cost Output Feedback Control for Time Delay Systems with Parameter Uncertainties (파라미터 불확실성을 가지는 시간 지연 시스템에 대한 보장비용 출력궤환제어)

  • 박재훈;정상섭;오도창;박홍배
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.271-271
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    • 2000
  • This paper considers guaranteed cost output feedback controller for the uncertain time-varying delay systems with delays in state and control input. The uncertainty in the system is assumed to be norm-bounded and time-varying. The sufficient condition for the existence of controller and the guaranteed cost output feedback controller design method 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. Using the obtained LMI variables, we derive guaranteed cost controller gain and guaranteed cost.

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Study of Virtual Goods Purchase Model Applying Dynamic Social Network Structure Variables (동적 소셜네트워크 구조 변수를 적용한 가상 재화 구매 모형 연구)

  • Lee, Hee-Tae;Bae, Jungho
    • Journal of Distribution Science
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    • v.17 no.3
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    • pp.85-95
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    • 2019
  • Purpose - The existing marketing studies using Social Network Analysis have assumed that network structure variables are time-invariant. However, a node's network position can fluctuate considerably over time and the node's network structure can be changed dynamically. Hence, if such a dynamic structural network characteristics are not specified for virtual goods purchase model, estimated parameters can be biased. In this paper, by comparing a time-invariant network structure specification model(base model) and time-varying network specification model(proposed model), the authors intend to prove whether the proposed model is superior to the base model. In addition, the authors also intend to investigate whether coefficients of network structure variables are random over time. Research design, data, and methodology - The data of this study are obtained from a Korean social network provider. The authors construct a monthly panel data by calculating the raw data. To fit the panel data, the authors derive random effects panel tobit model and multi-level mixed effects model. Results - First, the proposed model is better than that of the base model in terms of performance. Second, except for constraint, multi-level mixed effects models with random coefficient of every network structure variable(in-degree, out-degree, in-closeness centrality, out-closeness centrality, clustering coefficient) perform better than not random coefficient specification model. Conclusion - The size and importance of virtual goods market has been dramatically increasing. Notwithstanding such a strategic importance of virtual goods, there is little research on social influential factors which impact the intention of virtual good purchase. Even studies which investigated social influence factors have assumed that social network structure variables are time-invariant. However, the authors show that network structure variables are time-variant and coefficients of network structure variables are random over time. Thus, virtual goods purchase model with dynamic network structure variables performs better than that with static network structure model. Hence, if marketing practitioners intend to use social influences to sell virtual goods in social media, they had better consider time-varying social influences of network members. In addition, this study can be also differentiated from other related researches using survey data in that this study deals with actual field data.

Effectiveness of Monetary Policy in Korea Due to Time Varying Monetary Policy Stance (거시경제 및 통화정책 기조 변화가 통화정책의 유효성에 미친 영향 분석)

  • Kim, Tae Bong
    • KDI Journal of Economic Policy
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    • v.36 no.3
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    • pp.1-23
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    • 2014
  • This paper has studied the monetary policy in Korea with a time varying VAR model using four key macroeconomic variables. First, inclusion of the exchange rate was a crucial factor in evaluating Korean monetary policy since the monetary policy demonstrated sensitivity to exchange rate movements during the crisis periods of both the Asian financial crisis of 1997 and the global financial crisis of 2008. Second, a specification of the stochastic volatilities in TVP-VAR model is important in explaining excessive movements of all variables in the sample. The overall moderation of variables in 2000s was more or less due to a reduction of the stochastic volatilities but also somewhat due to the macroeconomic fundamental structures captured by impulse response functons. Third, the degree of the monetary policy effectiveness of inflation was mitigated in recent periods but with increased persistence. Lastly, the monetary policy stance towards inflation stabilization has advanced ever since the inflation targeting scheme was adopted. However, there still seems to be a room for improvement in this aspect since the degree of the monetary policy stance towards inflation stabilization was relatively weaker than to output stabilization.

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Robust Guaranteed Cost Filtering for Uncertain Systems with Time-Varying Delay Via LMI Approach

  • Kim, Jong-Hae
    • Transactions on Control, Automation and Systems Engineering
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    • v.3 no.1
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    • pp.27-31
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    • 2001
  • In this paper, we consider the guaranteed cost filtering design method for time-varying delay system with parameter uncertainties by LMI(Linear Matrix Inequality) approach. The objective is to design a stable guaranteed cost filter which minimizes the guaranteed cost fo the closed loop systems in filtering error dynamics. The sufficient conditions for the existence of filter, the guaranteed cost filter design method, and th guaranteed cost upper bound are proposed by LMI technique in terms of all finding variables. Finally, we give an example to check the validity of the proposed method.

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Guaranteed Cost Control for Discrete-time Linear Uncertain Systems with Time-varying Delay (시변 시간지연을 가지는 이산 선형 불확실성 시스템에 대한 보장 비용 제어)

  • Kim, Ki-Tae;Cho, Sang-Hyun;Lee, Sang-Kyung;Park, Hong-Bae
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.39 no.6
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    • pp.20-26
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    • 2002
  • This paper deals with the guaranteed cost control problems for a class of discrete-time linear uncertain systems with time-varying delay. The uncertain systems under consideration depend on time-varying norm-bounded parameter uncertainties. We address the existence condition and the design method of the memoryless state feedback control law such that the closed loop system not only is quadratically stable but also guarantees an adequate level of performance for all admissible uncertainties. Through some changes of variables and Schur complement, It is shown that the sufficient condition can be rewritten as an LMI(linear matrix inequality) form in terms of all variables.