• No results found

Comparison of rotor structural and aerodynamic loads using the hart ii test data

N/A
N/A
Protected

Academic year: 2021

Share "Comparison of rotor structural and aerodynamic loads using the hart ii test data"

Copied!
13
0
0

Bezig met laden.... (Bekijk nu de volledige tekst)

Hele tekst

(1)

&203$5,6212)527256758&785$/$1'$(52'<1$0,&/2$'6

86,1*7+(+$57,,7(67'$7$

6XQJ1DP-XQJ-DH6DQJ3DUN<R XQJ+\XQ<R X<XQJ+R R Q<X-HH:R R QJ.LP   

6RR+\XQJ3DUN

'HSDUWPHQWRI$HURVSDFH,QIRUPDWLRQ(QJLQHHULQJ.RQNXN8QLYHUVLW\

+ZD\DQJGRQJ*ZDQJMLQJX6HRXO.25($



'R+\XQJ.LP



5RWRU'HSDUWPHQW.RUHD$HURVSDFH5HVHDUFK,QVWLWXWH

(RHXQGRQJ<XVHRQJJX'DHMHRQ.25($



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



 ,1752'8&'7,21 

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

$IWHU WKH WHVW D VLJQLILFDQW YROXPH RI UHVHDUFK KDV EHHQ FRQGXFWHG IRU SUHGLFWLRQ RI %9, DLUORDGV DQG VWUXFWXUDO ORDGV LQ UHIHUHQFH WR WKH PHDVXUHPHQW GDWDFRQVWUXFWHGE\+$57,,SURJUDP7KHDQDO\VHV UDQJH IURP ORZRUGHU &6' &RPSUHKHQVLYH 6WUXFWXUDO'\QDPLFV PHWKRGV>@K\EULGPHWKRGV >@ DQG PRUH VRSKLVWLFDWHG ORRVHWLJKW &6'&)' FRXSOHG DSSURDFKHV >@ ,W LV UHFRJQL]HG WKDW D &6'&)' FRXSOHG DQDO\VLV LV GHVLUDEOH WR FDSWXUH ZHOO WKH %9, SKHQRPHQD DQG WR REWDLQ DFFXUDWH DHURHODVWLF VROXWLRQV +RZHYHU WKLV UHTXLUHV KHDY\

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

5HFHQWO\ IOH[LEOH PXOWLERG\ G\QDPLFV PRGHOLQJ WHFKQLTXHV DWWUDFW JURZLQJ DWWHQWLRQ IRU XVH LQ URWRUFUDIWDSSOLFDWLRQV2QHRIWKHPLV'<025(WKDW KDV EHHQ GHYHORSHG E\ %DXFKDX >@ '<025( XVHV JHRPHWULFDOO\ H[DFW EHDP WKHRU\ >@ IRU QRQOLQHDU HODVWLF EHDP PRGHO DQG WKH ILQLWHVWDWH G\QDPLF LQIORZ PRGHO >@ IRU WKH DHURG\QDPLF PRGHO 7KH LQIORZ PRGHO LV UHODWLYHO\ VLPSOH WR HVWLPDWH WKH FRPSOH[ URWRUFUDIW IORZ ILHOG DQG PRUH UHILQHG UHSUHVHQWDWLRQ RI DHURG\QDPLFV LV UHTXLUHG IRUPRUHHQKDQFHGSUHGLFWLRQ>@

,Q RUGHU WR LPSURYH WKH URWRU ZDNH PRGHOLQJ FDSDELOLW\ 5RJHW >@ LQFRUSRUDWHG D WLPH PDUFKLQJ IUHHYRUWH[ZDNHPHWKRGGHYHORSHGE\%/ %KDJZDW DQG /HLVKPDQ  >@ LQWR '<025( 7KLV PRGHO KDV

(2)

EHHQ DSSOLHG WR LQYHVWLJDWH WKH FRQWURO DXWKRULW\ RI WKHDFWLYHWZLVWURWRUDQGWKHDFWLYHWUDLOLQJHGJHIODS PHFKDQLVPIRUDVFDOHGURWRUPRGHO 

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

 +$57,,7(67

7KH +$57 ,, WHVW ZHUH FRQGXFWHG LQ WKH RSHQMHW DQHFKRLF WHVW FKDPEHU KDYLQJ D P [ P FURVV VHFWLRQ LQ WKH *HUPDQ'XWFK ZLQG WXQQHO '1:  7KH URWRU ZDV LQ GHVFHQW IOLJKW FRQGLWLRQV ZLWK DQ DGYDQFH UDWLR P   D VKDIW WLOW DQJOH

 GHJ    V

D  GHJ DIWHU ZDOO FRUUHFWLRQ RI WKH ZLQGWXQQHO  D KRYHU WLS 0DFK QXPEHU 0  DQGDWKUXVWOHYHO &7 

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

DGYDQFLQJ VLGH JRHV GRZQ DQG ZKHQ WKH QRVHXS PRWLRQLVDFFRPSDQLHGUHVSHFWLYHO\

7KH FURVVVHFWLRQ RI EODGHV ZDV FRPSRVHG RI & W\SH VSDU VNLQ DQG IRDP FRUH %RWK WKH VNLQ DQG VSDU DUH PDGH RI JODVV ILEHU 7KH QXPEHU  EODGH ZDVGHVLJQDWHGDVWKHUHIHUHQFHEODGHDQGGHILQHG WKHURWRUD]LPXWK(DFKEODGHZDVLQVWUXPHQWHGZLWK VL[VWUDLQJDXJHVWKUHHIRUIODSWZRIRUOHDGODJDQG RQH IRU WRUVLRQ ZKLOH WKH UHIHUHQFH DQG RSSRVLWH EODGHV QXPEHUHG RQH DQG WKUHH  ZHUH HTXLSSHG ZLWK D URRW SLWFK VHQVRU 7KH SLWFK OLQN ORDGV ZHUH DOVR PHDVXUHG ZLWK D VWUDLQ JDXJH DWWDFKHG WR WKH SLWFKOLQNV 

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

7KH HODVWLF WRUVLRQ I LV H[SUHVVHG LQ WKH IROORZLQJ IRUPE\FRQVLGHULQJWKHSUHWZLVWDQJOHTWZWKHEDVLF FRQWURO TTFTV DQG WKH UHY KDUPRQLF SLWFK LQSXWVTFTV   \ T \ T \ T \ T T T T I  FRV  VLQ FRV VLQ        & 6 & 6 WZ 635 U         ZKHUH U LV WKH UDGLDO GLVWDQFH QRQGLPHQVLRQHG E\ WKHOHQJWKRIWKHEODGH

 &6'$1$/<6,6

7KHFRPSUHKHQVLYHVWUXFWXUDOG\QDPLFVPRGHOXVHG IRUWKH+$57,,YDOLGDWLRQLVGHVFULEHGLQWKLVVHFWLRQ $ QRQOLQHDU IOH[LEOH PXOWLERG\ G\QDPLFV FRGH '<025( >@ DV ZHOO DV D FRPSUHKHQVLYH DHURHODVWLF DQDO\VLV FRGH &$05$' ,, >@ DUH HPSOR\HGWRREWDLQWKHDHURG\QDPLFORDGVDFWLQJRQ WKH EODGHV DQG WKH FRUUHVSRQGLQJ VWUXFWXUDO UHVSRQVHVRIWKHURWRU 

'<025(ZLWKIUHHZDNHPRGHO 

'<025(LVDQRQOLQHDUIOH[LEOHPXOWLERG\G\QDPLFV DQDO\VLV V\VWHP WKDW LQFOXGHV ULJLG ERGLHV ULJLGHODVWLFMRLQWVDQGHODVWLFERGLHVVXFKDVEHDPV SODWHV DQG VKHOOV ,W XVHV D JHRPHWULFDOO\ H[DFW EHDPWKHRU\>@IRUWKHHODVWLFEODGHUHSUHVHQWDWLRQ D WZRGLPHQVLRQDO DLUIRLO WKHRU\ ZLWK DQ DLUIRLO WDEOH ORRNXS IRU WKH DHURG\QDPLF IRUFHV DQG PRPHQWV

(3)

DQG 3HWHUV DQG +H¶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

G





GW

\ ]

\ ]

U

9 U



ZKHUH

U

 LV WKH SRVLWLRQ YHFWRU RI WKH SRLQW RQ WKH YRUWH[ ILODPHQW DQG

9

 LV WKH ORFDO IOXLG YHORFLW\ DW WKH SRLQW

U

 ,Q DGGLWLRQ

\

 DQG

]

 GHQRWH WKH EODGH D]LPXWK DQJOH DQG ZDNH DJH UHVSHFWLYHO\ )URP (T   WKH YRUWLFLW\ WUDQVSRUW HTXDWLRQ LV ZULWWHQLQWKHIROORZLQJSDUWLDOGLIIHUHQWLDOIRUP  

G



G





G

G

\ ]

\ ]

\ ]

\



]

:

9 U

U

U

 ZKHUH

:

 LV WKH URWDWLRQDO VSHHG (T   GLFWDWHV WKH JRYHUQLQJ HTXDWLRQ IRU WKH IUHHYRUWH[ SUREOHP DSSOLHGWRWKH URWRU ZDNH 7KH OHIWKDQGVLGH RI (T   LV D RQHGLPHQVLRQDO ZDYH HTXDWLRQ 7KH FRPSOH[LW\ RI WKH SUREOHP FRPHV IURP WKH ULJKW KDQGVLGHWHUPZKLFKLVKLJKO\QRQOLQHDU,QRUGHUWR VROYH(T  WKHGRPDLQ

\ ]



 LVGLVFUHWL]HGLQWR ILQLWH VWHSV RI

'

\

 DQG

'

]

 ,Q DGGLWLRQ WKH GHULYDWLYHV RI WKH OHIWKDQGVLGH LQ (T   DUH DSSUR[LPDWHG E\ WKH ILQLWH GLIIHUHQFH VFKHPH 7KH GLVFUHWL]HG HTXDWLRQ LV LQWHJUDWHG E\ DSSO\LQJ WKH WLPH PDUFKLQJ DOJRULWKP XVLQJ SUHGLFWRUFRUUHFWRU ZLWKWKHQGRUGHUEDFNZDUGGLIIHUHQFHDVSURSRVHG E\%KDJZDWDQG/HLVKPDQ>@DQGODWHUPRGLILHGE\ 5RJHW>@

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

&$05$',,

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

 5(68/76$1'',6&866,21

%RWK WKH '<025( DQG &$05$' ,, SUHGLFWLRQV RI WKH+$57,,URWRUDUHFRUUHODWHGZLWKWKHZLQGWXQQHO PHDVXUHPHQW GDWD 7KH WHVW FRQGLWLRQV FRQVLGHUHG IRUWKH+$57,,YDOLGDWLRQLQFOXGHWKHEDVHOLQH %/  PLQLPXP QRLVH 01  DQG PLQLPXP YLEUDWLRQ 09  FDVHV )RU ERWK WKH 01 DQG 09 FDVHV UHY ++& LQSXWVZLWKGLIIHUHQWSKDVHVKLIWDQJOHVDUHDGGHGWR WKHSLWFKFRQWUROV VHH7DEOH 

6WUXFWXUDOG\QDPLFVPRGHOLQJDQGDQDO\VLV  )RUWKH&6'SUHGLFWLRQVWKHEODGHVDUHGLYLGHGLQWR DVHULHVRIVPDOOHUEHDPVHJPHQWV)LJVKRZVWKH ILQLWH HOHPHQW PRGHOV XVHG LQ WKH &$05$' ,, DQG

(4)

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¶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

$HURG\QDPLFORDGV

7KH SUHGLFWHG DLUORDGV REWDLQHG IRU WKH WKUHH WHVW FDVHV LQ GHVFHQGLQJ IOLJKW FRQGLWLRQ DUH FRPSDUHG ZLWKWKHZLQGWXQQHOPHDVXUHPHQWUHFRUGV>@%RWK

WKH SUHGLFWLRQV E\ '<025( ZLWK %/ IUHH ZDNH PRGHODQG&$05$',,ZLWKUROOXSZDNHPRGHODUH FRUUHODWHG ZLWK WKH PHDVXUHG GDWD 7DEOH  VXPPDUL]HV WKH FRPSDULVRQ RI FRPSXWHG SLWFK FRQWURO LQSXWV REWDLQHG XVLQJ &$05$' ,, DQG '<025(IRUHDFKRIWKHWKUHHWHVWFRQGLWLRQV7KH SLWFK FRQWURO LQSXWV DUH REWDLQHG DIWHU WKH WULP LWHUDWLRQV DUH FRQYHUJHG 7KH WDUJHW YDOXHV IRU WKH WULPDUHJLYHQLQ7DEOH

)LJXUHVKRZVWKHHIIHFWRIGLIIHUHQWLQIORZPRGHOV HPSOR\HG LQ WKH '<025( DQDO\VLV RQ WKH VHFWLRQ QRUPDOIRUFH0&QDQGSLWFKLQJPRPHQWV0&PDW

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

(5)

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

7KH DOWHUQDWLYH ZD\ WR ORRN LQWR %9, DLUORDGV DUH WR ILQG WKH JUDGLHQW RI WKH VHFWLRQDO OLIW ZLWK UHVSHFW WR WKH WLPH G 0&

Q G\ EHFDXVH WKH KLJKO\ LPSXOVLYH

DQG UDSLG IOXFWXDWLQJ OLIWV GXULQJ %9, HYHQWV OHDG WR VKDUSVSLNHVLQWKHJUDGLHQWRIVHFWLRQDOOLIWV,QRWKHU ZRUGV KLJKHU 0&Q JUDGLHQWV PHDQ VWURQJHU %9,V

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

%ODGHPRWLRQV 

)LJXUHVKRZVWKHFRPSDULVRQRIWLPHYDULDWLRQRI IODS OHDGODJ DQG WRUVLRQ GHIRUPDWLRQ DW WKH EODGH WLS EHWZHHQ WKH PHDVXUHG GDWD DQG WKH SUHGLFWHG UHVXOWV FRPSXWHG E\ &$05$' ,, DQG '<025( IRU WKH%/FDVH7KHEODGHGHIOHFWLRQVDUHPHDVXUHGDW  D]LPXWK SRVLWLRQV LQ LQFUHPHQWV RI R ,Q RUGHU

IRU VLPSOLFLW\ RQO\ WKH PHDVXUHG GHIOHFWLRQV RI WKH UHIHUHQFH EODGH 1R  EODGH  DUH SUHVHQWHG HYHQ WKRXJKWKHH[SHULPHQWDOGDWDVKRZVLJQLILFDQWEODGH WREODGH GLVVLPLODULWLHV >@ 7KH VLJQ FRQYHQWLRQ IRU HDFK RI WKH EODGH GHIOHFWLRQV LV GHILQHG DV SRVLWLYHZKHQWKHEODGHXQGHUJRHVIODSXSODJEDFN DQG QRVHXS GHIRUPDWLRQ UHVSHFWLYHO\ 7KH IODS GHIOHFWLRQV DUH REWDLQHG E\ UHPRYLQJ WKH SUHFRQH DQJOHV IURP WKH YHUWLFDO GLVSODFHPHQWV ZKLOH WKH HODVWLF WZLVW GHIRUPDWLRQ LV REWDLQHG E\ VXEWUDFWLQJ WKHSLWFKFRQWUROLQSXWVDQGSUHWZLVWDQJOHVIURPWKH

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

%ODGHVWUXFWXUDOPRPHQWV

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

)LJXUH  VKRZV WKH FRPSDULVRQ RI IODS EHQGLQJ OHDGODJ EHQGLQJ DQG WRUVLRQ PRPHQWV DW VSHFLILHG

(6)

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

 &21&/86,21

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

SURYLGHV D ILUP GDWDEDVH IRU FRPSUHKHQVLYH FRPSDULVRQ DQG WKLV LQYHVWLJDWLRQ ZLOO EHFRPH D VWHSSLQJ VWRQH WRZDUG PRUH UHILQHG DHURHODVWLF DQDO\VLV VXFK DV WKH &)'&6' FRXSOHG PHWKRGRORJ\

$&.12:/('*(0(17

7KLV ZRUN ZDV VXSSRUWHG E\ 1DWLRQDO 5HVHDUFK )RXQGDWLRQ 15)  WKURXJK D JUDQW SURYLGHG E\ WKH .RUHDQ0LQLVWU\RI(GXFDWLRQ6FLHQFH 7HFKQRORJ\ 0(67  LQ  1R .  7KH DXWKRUV H[SUHVVVLQFHUHWKDQNVWR'U%DXFKDXDQG'U/LXDW *HRUJLD 7HFK DQG 'U 5RJHW DW 1,$ IRU WKHLU KHOS DQG DGYLFH WR WKLV ZRUN 6SHFLDO WKDQNV LV JLYHQ WR 'U %HUHQG YDQ GHU :DOO DW '/5 *HUPDQ\ DQG DOO SDUWLFLSDWLQJ PHPEHUV RI WKH +$57 ,, WHVW WHDP IRU WKHLULQYDOXDEOHFROODERUDWLYHHIIRUWV

5()(5(1&(6

>@ % * YDQ GHU :DOO ³QG ++& $HURDFRXVWLF 5RWRU 7HVW +$57,, 3DUW,7HVW'RFXPHQWDWLRQ,QVWLWXWH 5HSRUW ,% ´ *HUPDQ $HURVSDFH &HQWHU '/5 %UDXQVFKZHLJ*HUPDQ\1RY

>@ <+<XHWDO³7KH+$57,,7HVW5RWRU:DNHVDQG $HURDFRXVWLFV ZLWK +LJKHU+DUPRQLF 3LWFK &RQWURO ++&  ,QSXWV  7KH -RLQW *HUPDQ)UHQFK'XWFK86 3URMHFW´WK$QQXDO$+6)RUXP0RQWUHDO&DQDGD -XQH >@ -:/LPHWDO³+$57,,3UHGLFWLRQRI%ODGH9RUWH[ ,QWHUDFWLRQ/RDGLQJ´WK(XURSHDQ5RWRUFUDIW)RUXP )ULHGULFKVKDIHQ*HUPDQ\6HSW >@ + <HR DQG : -RKQVRQ ³$VVHVVPHQW RI

&RPSUHKHQVLYH $QDO\VLV &DOFXODWLRQ RI $LUORDGV RQ +HOLFRSWHU5RWRUV´-RXUQDORI$LUFUDIW9RO1R SS

>@ -: /LP DQG % * YDQ GHU :DOO ³,QYHVWLJDWLRQ RI WKH (IIHFW RI D 0XOWLSOH 7UDLOHU :DNH 0RGHO IRU 'HVFHQGLQJ )OLJKWV´ VW $QQXDO $+6 )RUXP *UDSHYLQH7H[DV-XQH

>@ %*YDQGHU:DOODQG-<LQ³'/5¶V65RWRU&RGH 9DOLGDWLRQ ZLWK +$57 ,, 'DWD 7KH %DVHOLQH &DVH´ ,QW )RUXP RQ 0XOWLGLVFLSOLQDU\ 7HFKQRORJ\ 6HRXO .RUHD2FW

>@ %< 0LQ / 1 6DQNDU - 9 5 3UDVDG DQG ' 6FKUDJH ³$ 3K\VLFVEDVHG ,QYHVWLJDWLRQ RI *XUQH\ )ODSV IRU 5RWRU 9LEUDWLRQ 5HGXFWLRQ´ WK $QQXDO $+6)RUXP*UDSHYLQH7H[DV0D\ >@ 0 3RWVGDP + <HR DQG : -RKQVRQ ³5RWRU

$LUORDGV 3UHGLFWLRQ XVLQJ /RRVH $HURG\QDPLF 6WUXFWXUDO&RXSOLQJ´-RXUQDORI$LUFUDIW9RO1R SS

>@ & <DQJ < ,QDGD DQG 7 $R\DPD ³%9, 1RLVH 3UHGLFWLRQXVLQJ+$57,,0RWLRQ'DWD´,QW)RUXPRQ 0XOWLGLVFLSOLQDU\ 7HFKQRORJ\ 6HRXO .RUHD 2FW  

>@-: /LP ³$Q $VVHVVPHQW RI 5RWRU '\QDPLFV &RUUHODWLRQ IRU 'HVFHQGLQJ )OLJKW XVLQJ &6'&)' &RXSOHG $QDO\VLV´ WK $QQXDO $+6 )RUXP 0RQWUHDO&DQDGD$SU0D\

>@2 $ %DXFKDX '<025( 8VHU¶V 0DQXDO *HRUJLD ,QVWLWXWHRI7HFKQRORJ\86$)HE

>@' + +RGJHV ³$ 0L[HG 9DULDWLRQDO )RUPXODWLRQ %DVHGRQ([DFW,QWULQVLF(TXDWLRQVIRU'G\QDPLFVRI 0RYLQJ %HDPV´ ,QWHUQDWLRQDO -RXUQDO RI 6ROLGV DQG

(7)

6WUXFWXUHV9ROSS

>@'$3HWHUVDQG&-+H³)LQLWH6WDWH,QGXFHG)ORZ 0RGHOV 3DUW ,, 7KUHH'LPHQVLRQDO 5RWRU 'LVN´ -RXUQDORI$LUFUDIW9RO1RSS >@+/LX,QWHUIDFLQJ&RPSUHKHQVLYH5RWRUFUDIW$QDO\VLV

ZLWK $GYDQFHG $HURPHFKDQLFV DQG 9RUWH[ :DNH 0RGHOV 3K' 7KHVLV *HRUJLD ,QVWLWXWH RI 7HFKQRORJ\86$

>@%5RJHW³6LPXODWLRQRI$FWLYH7ZLVWDQG$FWLYH)ODS &RQWURO RQ D 0RGHOVFDOH +HOLFRSWHU 5RWRU´ WK $SSOLHG $HURG\QDPLFV &RQIHUHQFH 6DQ )UDQFLVFR &$-XQH

>@0 - %KDJZDW DQG - * /HLVKPDQ ³6WDELOLW\ &RQVLVWHQF\ DQG &RQYHUJHQFH RI 7LPHPDUFKLQJ )UHHYRUWH[ 5RWRU :DNH $OJRULWKPV´ -RXUQDO RI WKH $PHULFDQ +HOLFRSWHU 6RFLHW\ 9RO   SS  

>@:-RKQVRQ³&$05$',,&RPSUHKHQVLYH$QDO\WLFDO 0RGHO RI 5RWRUFUDIW $HURG\QDPLFV DQG '\QDPLFV´ -RKQVRQ$HURQDXWLFV3DOR$OWR&$

>@%*YDQGHU:DOOQG++&$HURDFRXVWLF5RWRU7HVW +$57 ,,   3DUW , 7HVW 'RFXPHQWDWLRQ ,QVWLWXWH 5HSRUW ,%  *HUPDQ $HURVSDFH &HQWHU '/5 %UDXQVFKZHLJ*HUPDQ\

>@$ $ .XPDU 6 5 9LVZDPXUWK\ DQG 5 *DQJXOL &RUUHODWLRQRI+HOLFRSWHU5RWRU$HURHODVWLF5HVSRQVH ZLWK +$57 ,, :LQG 7XQQHO 7HVW WK (XURSHDQ 5RWRUFUDIW)RUXP/LYHUSRRO8.      7$% *HQHUDOSURSHUWLHVRI+$57,,URWRUEODGHV



3URSHUWLHV 9DOXHV

1XPEHU RI EODGHV 1 

5DGLXV 5  P 5RRW FXWRXW  P &KRUG OHQJWK F  P 6ROLGLW\

V

  %ODGH PDVV  NJ /RFN QXPEHU 

1RPLQDO URWRU VSHHG

:

 USP

   7$% 0HDVXUHGIRUFHVDQGPRPHQWVDQGKLJKHU KDUPRQLFFRQWUROLQSXWVIRUWKHWHVWFDVHV



 %/ 01 09 7KUXVW1    5ROOPRPHQW1P    3LWFKPRPHQW1P    TF R R R TV R R R      7$% 7ULPDQDO\VHVUHVXOWVIRUEDVHOLQH %/ PLQLPXP QRLVH 01 DQGPLQLPXPYLEUDWLRQ 09 FDVHV



%/ 01 09 

&,,  '\P  &,,  '\P  &,,  '\P 



T

       F

T

       V

T

       &,,DQG'\PDUHDFURQ\PVIRU&$05$',,DQG '<025(UHVSHFWLYHO\ 













)LJ)LQLWHHOHPHQWPRGHOIRU+$57,,EODGHV











5HYROXWHMRLQWZLWK WRUVLRQDOVSULQJ 5LJLGKXEZLWK UHYROXWHMRLQW



 )LJ'<025(DQDO\VLVPRGHORI+$57,,URWRU





(8)



)LJ&RPSDULVRQRIURWDWLQJQDWXUDOIUHTXHQFLHV    D )ODSPRGHV   E /HDGODJPRGHV 



F 7RUVLRQPRGH  )LJ&RPSDULVRQRIPRGHVKDSHVRI+$57,,EODGHV             

0&QDWU 5IRU%/

$]LPXWK<>GHJ@ 0 & Q   '<025(ZLWKIUHHZDNH '<025(ZLWKILQLWHVWDWHG\QDPLFLQIORZ ([SHULPHQW



D 0&Q                [

 0&PDWU 5IRU%/

$]LPXWK<>GHJ@ 0 & P   '<025(ZLWKIUHHZDNH '<025(ZLWKILQLWHVWDWHG\QDPLFLQIORZ ([SHULPHQW  E 0&P  )LJ(IIHFWRILQIORZPRGHOVRQVHFWLRQQRUPDOIRUFHV DQGSLWFKLQJPRPHQWVDWVWDWLRQIRUWKH%/FDVH 

(9)

0  & Q



D 0&Q  0  & P  E 0& P 

)LJ  &RPSDULVRQ RI VHFWLRQ QRUPDO IRUFHV DQG SLWFKLQJPRPHQWVDWVWDWLRQIRUWKH%/FDVH                $]LPXWKDQJOHGHJ 0  & Q &$05$',, 5ROOHGXSZDNH 0HDVXUHG '<025( 80IUHHZDNH



D 0&Q               $]LPXWKDQJOHGHJ 0  & P ; &$05$',, 5ROOHGXSZDNH 0HDVXUHG '<025( 80IUHHZDNH  E 0&P 

)LJ  &RPSDULVRQ RI VHFWLRQ QRUPDO IRUFHV DQG SLWFKLQJPRPHQWVDWVWDWLRQIRUWKH01FDVH  0  & Q



D 0& Q              $]LPXWKDQJOHGHJ ; &$05$',, 5ROOHGXSZDNH 0HDVXUHG '<025( 80IUHHZDNH  E 0&P 

)LJ  &RPSDULVRQ RI VHFWLRQ QRUPDO IRUFHV DQG SLWFKLQJPRPHQWVDWVWDWLRQIRUWKH09FDVH

(10)

             0& Q*UDGLHQWDWU 5IRU%/ $]LPXWK<>GHJ@ 0 & Q * UD GL HQ W   '<025(ZLWKIUHHZDNH ([SHULPHQWV



D %/FDVH                 0& Q*UDGLHQWDWU 5IRU01 $]LPXWK<>GHJ@ 0 &Q * UDGL HQW   '<025(ZLWKIUHHZDNH ([SHULPHQWV  E 01FDVH              

0&Q*UDGLHQWDWU 5IRU09

$]LPXWK<>GHJ@ 0 & Q * UD GL HQ W   '<025(ZLWKIUHHZDNH ([SHULPHQWV  F 09FDVH  )LJ&RPSDULVRQRIVHFWLRQOLIWJUDGLHQWDW UDGLDOVWDWLRQIRUWKHWKUHHFDVHV             $]LPXWKDQJOHGHJ % ODGH WLS IOD S UH VSR QVH FP 0HDVXUHG %ODGH '<025( 80IUHHZDNH &$05$',, 5ROOHGXSZDNH  D )ODSGHIOHFWLRQ              $]LPXWKDQJOHGHJ % OD GH WL S ODJ U HV SRQV H FP 0HDVXUHG %ODGH '<025( 80IUHHZDNH &$05$',, 5ROOHGXSZDNH  E /HDGODJGHIOHFWLRQ  % ODGH WL S HODVW LF WR UVLR Q GH J



F (ODVWLFWZLVWDQJOHV 

)LJ  &RPSDULVRQ RI WLS GLVSODFHPHQWV IRU WKH %/ FDVH

 

(11)

          $]LPXWKDQJOHGHJ % ODGH WLS IOD S UH VSR QVH FP 0HDVXUHG %ODGH '<025( 80IUHHZDNH &$05$',, 5ROOHGXSZDNH  D )ODSGHIOHFWLRQ              $]LPXWKDQJOHGHJ % OD GH WL S ODJ U HV SRQV H FP 0HDVXUHG %ODGH '<025( 80IUHHZDNH &$05$',, 5ROOHGXSZDNH  E /HDGODJGHIOHFWLRQ  % ODGH WL S HODVW LF WR UVLR Q GH J



F (ODVWLFWZLVWDQJOHV 

)LJ  &RPSDULVRQ RI WLS GLVSODFHPHQWV IRU WKH 01 FDVH             $]LPXWKDQJOHGHJ % ODGH WLS IOD S UH VSR QVH FP 0HDVXUHG %ODGH '<025( 80IUHHZDNH &$05$',, 5ROOHGXSZDNH  D )ODSGHIOHFWLRQ              $]LPXWKDQJOHGHJ % OD GH WL S ODJ U HV SRQV H FP 0HDVXUHG %ODGH '<025( 80IUHHZDNH &$05$',, 5ROOHGXSZDNH  E /HDGODJGHIOHFWLRQ  % ODGH WL S HODVW LF WR UVLR Q GH J



F (ODVWLFWZLVWDQJOHV 

)LJ  &RPSDULVRQ RI WLS GLVSODFHPHQWV IRU WKH 09 FDVH

 

(12)

)O DS 0R PHQ W 1 P  D )ODSEHQGLQJ           $]LPXWKDQJOHGHJ /H DG /D J 0R P HQ W 1 P 0HDVXUHG  0HDVXUHG  &$05$',,  &$05$',,  '<025(  '<025(   E /HDGODJEHQGLQJ            $]LPXWKDQJOHGHJ 0HDVXUHG  &$05$',,  '<025( 



F 7RUVLRQPRPHQW  )LJ&RPSDULVRQRIVWUXFWXUDOPRPHQWVIRUWKH%/ FDVH                $]LPXWKDQJOHGHJ )OD S 0R PHQ W 1 P 0HDVXUHG  0HDVXUHG  &$05$',,  &$05$',,  '<025(  '<025(   D )ODSEHQGLQJ               $]LPXWKDQJOHGHJ /HDG /D J 0RP HQ W 1 P 0HDVXUHG  0HDVXUHG  &$05$',,  &$05$',,  '<025(  '<025(   E /HDGODJEHQGLQJ  7R UVLR Q 0R PH QW 1 P



F 7RUVLRQPRPHQW  )LJ&RPSDULVRQRIVWUXFWXUDOPRPHQWVIRUWKH01 FDVH  

(13)

)OD S 0RP HQW 1 P  D )ODSEHQGLQJ  /H DG /D J 0R P HQ W 1 P  E /HDGODJEHQGLQJ  7R UVLR Q 0R PHQ W 1 P



F 7RUVLRQPRPHQW  )LJ&RPSDULVRQRIVWUXFWXUDOPRPHQWVIRUWKH09 FDVH  

Referenties

GERELATEERDE DOCUMENTEN

A recent study implied that these difficulties may be related to the CI users’ low sensitivity to two fundamental voice cues, namely, the fundamental frequency (F0) and the

Sebagai kesimpulan, tesis ini membahas tentang kadar OPG yang berhubungan erat dengan kondisi fibrosis suatu organ dan OPG dapat dideteksi dalam plasma mencit yang mengalami

To ensure that childhood cancer patients receive optimal care, CPGs are essential.[6,7] CPGs are defined as “statements that include recommendations intended to optimize patient

Optical pump–probe spectroscopy is a crucial tool to investigate the excited state behaviour of materials and is especially useful to investigate the photoexcitation dynamics of

Therefore, this study aims to investigate the population cost-effectiveness of adding a CBT-based early intervention for adults with STHPD to the existing health care for people with

In addition to microbiological diagnostic testing in infective endocarditis by blood cultures (providing clinical Duke criteria), have culturing and molecular testing on

ABSTRACT: We report the first ionization potentials (IP 1 ) of the heavy actinides, fermium (Fm, atomic number Z = 100), mendelevium (Md, Z = 101), nobelium (No, Z = 102), and

BREIN/ZIGGO, XS4ALL 22 Gedaagde dient haar diensten die gebruikt worden om inbreuk te maken op de auteurs- en naburige rechten van rechthebbenden te staken en gestaakt te