• 제목/요약/키워드: utility estimation

검색결과 171건 처리시간 0.025초

Identification and Robust $H_\infty$ Control of the Rotational/Translational Actuator System

  • Tavakoli Mahdi;Taghirad Hamid D.;Abrishamchian Mehdi
    • International Journal of Control, Automation, and Systems
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    • 제3권3호
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    • pp.387-396
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    • 2005
  • The Rotational/Translational Actuator (RTAC) benchmark problem considers a fourth-order dynamical system involving the nonlinear interaction of a translational oscillator and an eccentric rotational proof mass. This problem has been posed to investigate the utility of a rotational actuator for stabilizing translational motion. In order to experimentally implement any of the model-based controllers proposed in the literature, the values of model parameters are required which are generally difficult to determine rigorously. In this paper, an approach to the least-squares estimation of the parameters of a system is formulated and practically applied to the RTAC system. On the other hand, this paper shows how to model a nonlinear system as a linear uncertain system via nonparametric system identification, in order to provide the information required for linear robust $H_\infty$ control design. This method is also applied to the RTAC system, which demonstrates severe nonlinearities, due to the coupling from the rotational motion to the translational motion. Experimental results confirm that this approach can effectively condense the whole nonlinearities, uncertainties, and disturbances within the system into a favorable perturbation block.

데이터 스트림 처리를 위한 윈도우 메모리 재배치의 비용 분석 (Cost Analysis of Window Memory Relocation for Data Stream Processing)

  • 이상돈
    • 한국콘텐츠학회논문지
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    • 제8권4호
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    • pp.48-54
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    • 2008
  • 본 논문에서는 데이터 스트림 환경에서 윈도우 기반 연산자를 대상으로 메모리와 연산 비용의 상대적인 이해득실 관계를 분석한다. 이를 위하여 기본적인 연산자 네트워크 구성 요소를 식별하고, 윈도우 메모리의 재배치를 통한 메모리 소요량의 감소 효과와, 이로 인한 추가적인 연산 비용의 규모를 산정하는 비용 모델을 수립한다. 이러한 비용 모델을 통해 윈도우 메모리의 재배치의 효용성을 확인하고, 이러한 접근 방법을 데이터 스트림 질의의 실행 계획 개선을 위해 효과적으로 활용할 수 있는 방법을 모색한다. 이를 통해 데이터 스트림 환경에서 질의 처리 및 최적화의 적용 영역을 확장시키고, 윈도우 메모리 재배치를 통한 질의최적화를 위한 비용 산정 모델의 토대를 제공한다.

초음파 의료영상에서 매질의 평균음속도 측정방법에 대한 연구 (An Efficient Method for Estimating Average Speed of Sound in Ultrasound Medical Imaging)

  • 정목근;권성재
    • 대한의용생체공학회:의공학회지
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    • 제19권3호
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    • pp.321-325
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    • 1998
  • 일반적으로 현재의 초음파 의료영상시스템에서 지연시간의 계산에 사용하는 음속도는 인체의연조직에서의 평균속도인 1540m/s 의 값을 이용한다. 그러나 사람마다 혹은 매질의 특성에 따라 초음파의 속도가 크게 차이가 나서 고정된 속도를 이용한 집속 지연시간 계산에는 오차가 발생한다. 이는 해상도의 저하를 가져올 뿐만 아니라, 매질의 기하학적인 크기나 거리정보가 필요한, 심장이나 신장의 용적을 계산과 같은 경우에는 큰 오차를 가져온다. 따라서 매질의 속도를 정확히 구하는 것이 해상도 향상의 중요한 관건의 하나임을 알 수가 있다. 본 논문에서는 이를 위해 매질내의 관심영역에서의 밝기를 최대화시켜주는 접속지연시간 프로파일을 구해 매질 내에서의 옴파의 속도를 측정하여 실제 초음파 팬텀에 적응하여 좋은 결과를 얻을 수 있었다.

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시간영역에서의 다중 입력-출력시스템의 모드매개변수 추정방법 (A Time Domain Modal Parameter Estimation Method for Multiple Input-Output Systems)

  • 이건명
    • 대한기계학회논문집
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    • 제18권8호
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    • pp.1997-2004
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    • 1994
  • A model analysis method has been developed in the paper. The method estimates the modal parameters of multiple input-output systems, assesses their quality, and seperates structural modes form computation ones. The modal parameter extraction algorithm is the least squares method with a finite difference model relating input and output time data. The quality of the estimated system model can be assessed in narrow frequency bands by comparing the measured and model predicted responses in time domain with the aid of digital filters. Structural modes can be effectively separated from computational ones using the convergence factor which represents the pole convergence rate. The modal analysis method has been applied to simulated and experimental vibration data to evaluate its utility and limitations.

A Study on the Estimation of Economic Consequence of Severe Accident

  • Hong, Dae-Seok;Lee, Kun-Jai;Jeong, Jong-Tae
    • 한국원자력학회:학술대회논문집
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    • 한국원자력학회 1996년도 추계학술발표회논문집(1)
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    • pp.409-414
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    • 1996
  • A model to estimate economic consequence of severe accident provides some measure of the impact on the accident and enables to know the different effects of the accident described as same terms of cost and combined as necessary. Techniques to assess the consequences of accidents in terms of cost have many applications, for instance in examining countermeasure options, as part of either emergency planning or decision making after an accident. In this study, a model to estimate the accident economic consequence is developed appropriate to our country focused on PWR accident costs from a societal viewpoint. Societal costs are estimated by accounting for losses that directly affect the plant licensee, the public, the nuclear industry, or the electric utility industry after PWR accident.

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Can Big Data Help Predict Financial Market Dynamics?: Evidence from the Korean Stock Market

  • Pyo, Dong-Jin
    • East Asian Economic Review
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    • 제21권2호
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    • pp.147-165
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    • 2017
  • This study quantifies the dynamic interrelationship between the KOSPI index return and search query data derived from the Naver DataLab. The empirical estimation using a bivariate GARCH model reveals that negative contemporaneous correlations between the stock return and the search frequency prevail during the sample period. Meanwhile, the search frequency has a negative association with the one-week- ahead stock return but not vice versa. In addition to identifying dynamic correlations, the paper also aims to serve as a test bed in which the existence of profitable trading strategies based on big data is explored. Specifically, the strategy interpreting the heightened investor attention as a negative signal for future returns appears to have been superior to the benchmark strategy in terms of the expected utility over wealth. This paper also demonstrates that the big data-based option trading strategy might be able to beat the market under certain conditions. These results highlight the possibility of big data as a potential source-which has been left largely untapped-for establishing profitable trading strategies as well as developing insights on stock market dynamics.

가계의 신용 수요 모형 설정에 관한 연구 (A Model Specification for the Household Demand for Credit)

  • 최현자
    • 한국농촌생활과학회지
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    • 제6권2호
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    • pp.173-183
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    • 1995
  • On the basis of intertemporal utility maximization theory and stock-adjustment hypothesis, a multivariate stock-adjustment credit demand model, which included on- and cross-adjustment effects of credit and cross-adjustment effects of assets was developed. With weighted four-year panel data from 1983 and 1986 Surveys of Consumer Finances, the theoretical model was tested using two-stage estimation method for tobit model. The results supported the hypothesis that, in general, the household demand for a certain type of credit was related to the demand for other types of credit and asset components in the portfolio. The household demand for mortgage credit, installment credit and revolving credit card debt depended not only on the disequilibrium of itself but on the disequilibrium of the other types of credit and asset components in the portfolio. The household demand for non-installment credit was related not to the disequilibrium of itself and other types of credit but to the disequilibria of asset components in the portfolio.

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GMM을 이용한 환경선호도 추정 (The Estimation of Environmental Preference of Advanced Countries for Water and Air Pollution by Using GMM Estimator)

  • 김홍균;임종수;고윤희
    • 자원ㆍ환경경제연구
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    • 제12권1호
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    • pp.121-135
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    • 2003
  • The main purpose of this paper is to estimate environmental preference of advanced countries for water and air pollution. In doing so, we introduce home production. That is, we assume that pollution has not only negative effect on utility but also positive effect on production. Thus if the former is greater that the latter effect, the total effect of pollution is negative. In this paper, we investigated this effect of advanced countries by using GMM estimator. The main finding is that in case of air pollution. This effect is negative. This implies that in case of air pollution, the disutility effect is greater that productivity effect.

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회귀 최소 자승법을 이용한 고조파 발생원 추정 연구 (Estimation of Harmonic Sources in a Power System using Recursive Least-Squares Technique)

  • 한종훈;이계병;박창현;장길수
    • 전기학회논문지
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    • 제60권9호
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    • pp.1639-1645
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    • 2011
  • A technique to allocate responsibilities among the interested parties in electric power system with harmonic voltage distortion at the point of common coupling (PCC) has been presented. The recursive least-squares technique has been used to estimate the parameters of the Thevenin equivalent load model. The validity of the technique has been verified using a simulation which considered the voltage waveform distortion at the PCC between the utility and two industrial consumers. With the estimated data from the measured voltage and current waveform at the PCC, the individual contributions to the distortion of voltage waveform at an interested harmonic frequency have been calculated and could provide a flexible solution to identify the source of harmonic pollution in distribution systems.

직장인의 승용차 소유여부 선택행태에 관한 연구 (A Logit Analysis of Urban Workers' Auto Owenership Choice)

  • 윤대식;김기혁;김경식;김언동
    • 대한교통학회지
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    • 제13권4호
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    • pp.61-77
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    • 1995
  • The main objective of this research is the development of a logit model of urban workers' auto ownership choice. For the utility specification. a variety of behavioral hypotheses about the factors which affect the urban workers' auto ownership choice are considered. Based on the behavioral hypotheses, a binary logit model of auto ownership is estimated. Empirical estimation is based on a sample of workers taken in Daegu City(1994). The binary logit model of auto ownership development in this paper provides reasonable results in terms of behavioral and statistical considerations. Furthermore, this paper develops several submarket models of auto ownership choice. Market segmentation was made using age, sex, income, home-to-work time distance. It is found that the estimated results with market segmentation are also reasonable. Finally future directions of model development are suggested.

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