• Title/Summary/Keyword: utility estimation

Search Result 171, Processing Time 0.025 seconds

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
    • /
    • v.3 no.3
    • /
    • pp.387-396
    • /
    • 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.

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

  • Lee, Sang-Don
    • The Journal of the Korea Contents Association
    • /
    • v.8 no.4
    • /
    • pp.48-54
    • /
    • 2008
  • This paper analyzes cost tradeoffs between memory usage and computation for window-based operators in data stream environments. It identifies generic operator network constructs, and sets up a cost model for the estimation of the expected memory reduction and the computation overheads when window memory relocations are applied to each operator network construct. This cost model helps to identify the utility of window memory relocations. It also helps to apply window memory relocation to improve a query execution plan to save memory usage. The proposed approach contributes to expand the scope of query processing and optimization in data stream environments. It also provides a basis to develop a cost estimation model for the query optimization using window memory relocations.

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

  • 정목근;권성재
    • Journal of Biomedical Engineering Research
    • /
    • v.19 no.3
    • /
    • pp.321-325
    • /
    • 1998
  • This paper presents a simple, practical, and efficient method for estimating the speed of sound in reflection mode in ultrasound medical imaging. Its accurate determination is indispensable in order to obtain both good resolution and correct geometrical and volumetric information about human organs such as heart and kidney. Up to now, there have been several methods available, but they all suffer from either poor performance or high complexity. The proposed method finds out an optimum focusing delay profile in such a way that the brightness in a region of interest is maximized using continuous dynamic focusing in receive under fixed transmit focusing. Experiments carried out on a real ultrasound medical phantom reveals that the method a quite simple and effective in providing good speed of sound estimation, hence improved resolution and images, adding to dignostic utility.

  • PDF

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

  • 이건명
    • Transactions of the Korean Society of Mechanical Engineers
    • /
    • v.18 no.8
    • /
    • pp.1997-2004
    • /
    • 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
    • Proceedings of the Korean Nuclear Society Conference
    • /
    • 1996.11a
    • /
    • pp.409-414
    • /
    • 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.

  • PDF

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

  • Pyo, Dong-Jin
    • East Asian Economic Review
    • /
    • v.21 no.2
    • /
    • pp.147-165
    • /
    • 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.

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

  • 최현자
    • Korean Journal of Rural Living Science
    • /
    • v.6 no.2
    • /
    • pp.173-183
    • /
    • 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.

  • PDF

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

  • Kim, Hong-Kyun;Lim, Jong-Soo;Kho, Yoon-Hee
    • Environmental and Resource Economics Review
    • /
    • v.12 no.1
    • /
    • pp.121-135
    • /
    • 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.

  • PDF

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

  • Han, Jong-Hoon;Lee, Key-Byung;Park, Chang-Hyun;Jang, Gil-Soo
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.60 no.9
    • /
    • pp.1639-1645
    • /
    • 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.

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

  • 윤대식;김기혁;김경식;김언동
    • Journal of Korean Society of Transportation
    • /
    • v.13 no.4
    • /
    • pp.61-77
    • /
    • 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.

  • PDF