• 제목/요약/키워드: variance structure

검색결과 534건 처리시간 0.024초

Improved extended kalman filter design for radar tracking

  • Park, Seong-Taek;Lee, Jang-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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    • pp.153-156
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    • 1996
  • A new filtering algorithm for radar tracking is developed based on the fact that correct evaluation of the measurement error covariance can be made possible by doing it with respect to the Cartesian state vector. The new filter may be viewed as a modification of the extended Kalman filter where the variance of the range measurement errors is evaluated in an adaptive manner. The structure of the proposed filter allows sequential measurement processing scheme to be incorporated into the scheme, and this makes the resulting algorithm favorable in both estimation accuracy and computational efficiency.

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다변수 자기동조 PID 제어기의 설계 (Design of multivariable self tuning PID controllers)

  • 조원철;전기준
    • 전자공학회논문지S
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    • 제34S권7호
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    • pp.66-77
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    • 1997
  • This paper presents an automatic tuning method for parameters of a multivaiable self-tuning velocity-type PID controller which adapts to changes in the system parameters with time delays and noises. The velocity-type PID control structure is determined in the process of minimizing the variance of the auxiliarly output, and self-tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optiminzing the design parameters of the controller. The proposed PID type multivariable self-tuning method is simple andeffective compared with other esisting multivariable self-tuning methods. Computer simulation has shown that the proposed algorithm is beter than the trial-and-error method in the tracking performance.

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구조적 변화 감지 과정이 포함된 페어트레이딩 알고리즘의 성과분석 (Performance of Pairs Trading Algorithm with the Implementation of Structural Changes Detection Procedure)

  • 정인곤;박대근;전덕빈
    • 한국경영과학회지
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    • 제42권3호
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    • pp.13-24
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    • 2017
  • This paper aims to implement "structural changes detection procedure" in pairs trading algorithm and to show that the proposed approach outperforms the extant pair trading algorithm. Structural changes in pairs trading are defined in terms of changes in cointegrating factors and broken cointegration relationship. These changes are designed to test extant structural changes and unit root test methodologies. The simulation finds that expanding the changes in structure, increasing the mean reverting process of spread, and extending the consecutive days of broken cointegration will increase the performances of the proposed algorithm. Empirical study results are also consistent those of the simulation studies. The proposed algorithm outperforms the extant algorithm relative to risk and return given that the cumulative profit/loss has a significant upward-slope with minimal variance.

무선 센서 네트워크가 탑재된 사족 보행로봇 제어 (The Motion Control of a Quadruped Working Robot Using Wireless Sensor Network)

  • 서규태;김기우;심재양;오준영;임성덕;이보희;공정식;김진걸
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2004년도 학술대회 논문집 정보 및 제어부문
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    • pp.499-501
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    • 2004
  • This paper deals with the implementation of a quadruped working robot using wireless sensor network with TinyOS. It is often required to install real time OS and wireless network in the mobile robot field since robots work alone without human intervention and also exchanging their information between robot systems. The suggested controller utilizes a built-in wireless network OS and makes the variance action related with human-kindly motions for a quadruped walking robot. In addition, a kinematics analysis of its structure and control architecture of robot system is suggested and verified the usefulness through the real experiment.

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서보전동기 운전을 위한 자기동조제어 시스템에 관한 연구 (A Study on the Self Tuning Control System for Servo Motor Drives)

  • 오원석;이윤종
    • 전자공학회논문지B
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    • 제30B권9호
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    • pp.122-132
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    • 1993
  • In this paper, a self tuning control algorithm is proposed for the high performance drive of DC servo motor, which is adequate to the servo system having frequent load variation. In order to realization of the algorithm, the control system is developed using a fixed point high speed digital signal processor. TMS320C25. Control algorithm is composed of two parts. One is estimation law part using recursive least mean square method, the other is control law part using minimum variance control method. For the purpose of easiness of applying adaptive algorithm, developed control system is based o PC-DSP structure which can develop, debug programs and monitor the dynamic behaviors,etc. Through computer simulation and experimental results, it was verified that proposed control system could estimate system parameters and was robust to the variation of the load and as a result, was adequate to the servo motor drives.

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Observer design with Gershgorin's disc

  • Si, Chen;Zhai, Yujia
    • 한국융합학회논문지
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    • 제4권4호
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    • pp.41-48
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    • 2013
  • Observer design for system with unknown input was carried out. First, Kalman filter was considered to estimate system state with White noise. With the results of Kalman filter design, state observer, controller properties, including controllability and observability, and the Kalman filter structure and algorithm were also studied. Kalman filter algorithm was applied to Position and velocity measurement based on Kalman filter with white noise, and it was constructed and achieved by programming based on Matlab programming. Finally, observer for system with unknown input was constructed with the help of Gershgorin's disc theorem. With the designed observer, system states was constructed and applied to system with unknown input. By simulation results, estimation performance was verified. In this project, state feedback control theory, observer theory and relevant design procedure, as well as Kalman filter design were understood and used in practical application.

패션감성의 측정도구 개발에 관한 연구(제1보) (A Study on the Development of Fashion Sensibility)

  • 이경희
    • 한국의류학회지
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    • 제25권3호
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    • pp.537-547
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    • 2001
  • The purpose of this study was to develop the measurement of the fashion sensibility. The stimulus were 91 photos selected in fashion magazines and had dominant visual power under detail, color, texture and pattern in the elements of fashion design. The semantic differential scale was constructed bipolar 25 pairs. The obtained data were analyzed by cluster analysis, factor analysis, ANOVA and t-test. The results were as follows; 1. The hierarchical structure was combined a natural and interesting, sensitive and lovely fashion sensibility. 2. The constructing factors of fashion sensibility were found out as aesthetic value, maturity, character and femininity·masculinity.(total variance: 55.7%) 3. Fashion sensibility by elements of fashion design was significantly different regarding all factors. 4. Fashion sensibility by demographic variables sex, age, marriage, education, occupation and expenditure was significantly different regarding partial factors.

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전기자동차의 유럽 OFFSET 충돌 특성 기초 연구 (A Basic Study of the European Offset Characteristics of Electric Vehicle)

  • 조용범;신효철
    • 한국자동차공학회논문집
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    • 제10권3호
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    • pp.111-122
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    • 2002
  • European offset impact analysis of an electric vehicle was done using the robust design method. Section properties of some of the vehicle structure components which influence the european offset impact characteristics were chosen as the main factors fur the design. Eight factors were considered for the analysis: one with two level and seven with three level combinations comprising the L$\_$18/(2$^1$$\times$3$\^$7/) orthogonal array. It is shown that the sensitivities of the factors and the best combination of the factors can be obtained. One of the noteworthy results is that the design with the lower stiffness of the front components of engine room than the rear components can absorb more crash energy. Also it is shown that there exist interactions between some of factors considered.

Bayesian Outlier Detection in Regression Model

  • Younshik Chung;Kim, Hyungsoon
    • Journal of the Korean Statistical Society
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    • 제28권3호
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    • pp.311-324
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    • 1999
  • The problem of 'outliers', observations which look suspicious in some way, has long been one of the most concern in the statistical structure to experimenters and data analysts. We propose a model for an outlier problem and also analyze it in linear regression model using a Bayesian approach. Then we use the mean-shift model and SSVS(George and McCulloch, 1993)'s idea which is based on the data augmentation method. The advantage of proposed method is to find a subset of data which is most suspicious in the given model by the posterior probability. The MCMC method(Gibbs sampler) can be used to overcome the complicated Bayesian computation. Finally, a proposed method is applied to a simulated data and a real data.

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기술성장곡선을 활용한 생존모형 개발 (Development of Survivor Models Using Technological Growth Models)

  • 오현승;조진형
    • 산업경영시스템학회지
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    • 제33권4호
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    • pp.167-177
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    • 2010
  • Recent competitive and technological changes during the past decade have accelerated the need for better capital recovery methods. Competition and technology have together shortened the expected lives of property which could not have been forecasted several years ago. Since the usage of technological growth models has been prevalent in various technological forecasting environments, the various forms of growth models have become numerous. Of six such models studied, some models do significantly better than others, especially at low penetration levels in predicting future levels of growth. A set of criteria for choosing an appropriate model for technological growth models was developed. Two major characteristics of an S-shaped curve were elected which differentiate the various models; they are the skewness of the curve and underlying assumptions regarding the variance of error structure of the model.