• Title/Summary/Keyword: 결정확률 함수

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Application of discrete stochastic optimal control system for aircraft autopilot design (항공기의 자동조종장치설계에 대한 이산확률최적설계의 적용)

  • 이상기
    • 제어로봇시스템학회:학술대회논문집
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    • 1987.10b
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    • pp.537-540
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    • 1987
  • 항공기가 평형상태로 비행하는 도중 돌풍과 같은 외부교란을 만난 교란상태운동은 선형화된 미분방정식으로 표현되며 비교적 짧은 비행시간동안의 비행은 선형시 불변계가 된다. 돌풍은 Gauss-Markov확률과정으로 모델링 되며, 항공기가 돌풍을 만난 교란상태운동은 시스템론적으로 보면 백색잡음이 성형필터를 거쳐 계에 입력되는 것과 같다. 초기의 설계방법은 고전적인 주파수영역에서의 해석방법을 사용하였으나 1960년대에 최적제어이론이 도입되면서 평가함수를 사용하여 원하는 비행특성을 얻는 방법을 사용하게 되었다. 그 후 계에 입력되는 외란과 측정시의 잡음으로 인한 불확실한 측정량으로부터 최적상태변수의 추정을 위해 필터링이론을 도입한 확률제어이론을 적용하여 자동조종장치를 설계하게 되었다. 이때까지는 연속제어계로 설계되었으며 그 후 측정신호를 샘플링하여 연속제어계와 등가의 이산제어계를 사용한 자동조종장치가 등장하였으며 이 경우 설계기법으로는 연속제어계를 사용하고 실현시킬 때는 디지털컴퓨터를 사용하였다. 이는 제어하는 동안 계의 계수와 제어법칙을 바꾸어 줄 수 있는 이산제어계의 장점을 이용하지 못하므로 처음부터 계를 등가의 이산계로 보고 제어계를 설계하는 방법이 도입되었다. 이 때 샘플링간격의 결정과 Quantization 영향이 설계시 고려되어야 한다.

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A Study on the Determination of Optimal Preventive Maintenance Periods using Simulation (시뮬레이션을 이용한 최적예방정비주기 결정에 관한 연구)

  • 윤익근;하종만;김호연;김동혁
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2002.05a
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    • pp.590-597
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    • 2002
  • LNG고압펌프계통은 천연가스 고압 송출에 있어 가용도가 매우 중요한 계통이다. 본 연구에서는 현재 적용되고 있는 예방(계획)정비주기를 가용성 측면에서 재검토했다. 확률적인 운전대수와 운전 및 보전 형태에 연관된 여러제약이 고려할 때 계통 불가용도를 정량화하기 위하여 시뮬레이션 기법을 적용했다. 중도 절단된 형태의 펌프 수명 데이터를 분석해 욕조형의 고장율 함수를 도출했으며 보수시간 데이터를 분석해 확률분포모수를 구했다. 또한 주요 펌프부대설비에 대해서는 상수형의 고장율과 보전율을 도출했다. 분석된 확률모수를 작성된 시뮬레이션 모형에 입력하고 과거의 운전대수 시나리오를 설정해 실험한 결과와 실제 보수 및 운전 자료를 비교해 모형의 유효성을 보였다. 그리고 차후 예상되는 운전요구대수 시나리오를 기정하고 각 예방정비주기별로 반복 실험하여 계통의 불가용도를 보이고 적합한 예방정비주기를 도출했으며 펌프부품 교체비용의 기대 절감액을 보였다.

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별 가시도 해석을 이용한 별 추적기의 최적 배치 결정

  • Yim, Jo-Ryeong;Lee, Seon-Ho;Yong, Gi-Lyok;Rhee, Seung-Wu
    • Aerospace Engineering and Technology
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    • v.4 no.1
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    • pp.66-76
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    • 2005
  • In this study, star visibility analysis of a star tracker is performed by using a statistical apprach. The probability of the Sun and the Earth proximity, the solar array masking probability, and the solar array blinding probability by the Sun light are obtained from the arbitrary chosen satellite positions as a function of a line of sight vector of the star tracker in several satellite attitude modes. This analysis demonstrates that the optimized star tracker accomodations can be determined to be an elevation angle -40o and two azimuth angles $-35^{circ}$ and $-150^{circ}$.

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Probabilistic Seepage Analysis by the Finite Element Method Considering Spatial Variability of Soil Permeability (투수계수의 공간적 변동성을 고려한 유한요소법에 의한 확률론적 침투해석)

  • Cho, Sung-Eun
    • Journal of the Korean Geotechnical Society
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    • v.27 no.10
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    • pp.93-104
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    • 2011
  • In this paper, a numerical procedure of probabilistic steady seepage analysis that considers the spatial variability of soil permeability is presented. The procedure extends the deterministic analysis based on the finite element method to a probabilistic approach that accounts for the uncertainties and spatial variation of the soil permeability. Two-dimensional random fields are generated based on a Karhunen-Lo$\grave{e}$ve expansion in a fashion consistent with a specified marginal distribution function and an autocorrelation function. A Monte Carlo simulation is then used to determine the statistical response based on the random fields. A series of analyses were performed to verify the application potential of the proposed method and to study the effects of uncertainty due to the spatial heterogeneity on the seepage behavior of soil foundation beneath water retaining structure with a single sheet pile wall. The results showed that the probabilistic framework can be used to efficiently consider the various flow patterns caused by the spatial variability of the soil permeability in seepage assessment for a soil foundation beneath water retaining structures.

Uncertainty and Updating of Long-Term Prediction of Prestress in Prestressed Concrete Bridges (프리스트레스트 콘크리트 교량의 프리스트레스 장기 예측의 불확실성 및 업데이팅)

  • 양인환
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.17 no.3
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    • pp.251-259
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    • 2004
  • The prediction accuracy of prestress plays an important role in the quality of maintenance and the decision on rehabilitation of infrastructure such as prestressed concrete bridges. In this paper, the Bayesian statistical method that uses in-situ measurement data for reducing the uncertainties or updating long-term prediction of prestress is presented. For Bayesian analysis, prior probability distribution is developed to represent the uncertainties of creep and shrinkage of concrete and likelihood function is derived and used with data acquired in site. Posterior probability distribution is then obtained by combining prior distribution and likelihood function. The numerical results of this study indicate that more accurate long-term prediction of prestress forces due to creep and shrink age is possible.

Analysis of Failure Probability of Armor Units and Uncertainties of Design Wave Heights due to Uncertainties of Parameters in Extreme Wave Height Distributions (극치파고분포의 모수 불확실성에 따른 설계파고의 불확실성 및 피복재의 파괴확률 해석)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.22 no.2
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    • pp.120-125
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    • 2010
  • A Monte-Carlo simulation method is proposed which can take uncertainties of scale and location parameters of Gumbel distribution into account straightforwardly in evaluating significant design wave heights with respect to return periods. The uncertainties of design wave heights may directly depend on the amounts of uncertainties of scale parameter and those distributions may be followed by Gumbel distribution. In case of that the expected values of maximum significant wave height during lifetime of structures are considered to be the design wave heights, more uncertainties are happened than in those evaluated according to return periods with encounter probability concepts. In addition, reliability analyses on the armor units are carried out to investigate into the effects of the uncertainties of design wave heights on the probability of failure. The failure probabilities of armor units to 5% damage level for 50 return periods are evaluated and compared according to the methods of taking uncertainties of design wave heights into account. It is found that the probabilities of failure may be distributed into wide ranges of bounds when the uncertainties of design wave heights are assumed to be same as those of annual maximum significant wave heights.

Probabilistic Seepage Analysis Considering the Spatial Variability of Permeability for Layered Soil (투수계수의 공간적 변동성을 고려한 층상지반에 대한 확률론적 침투해석)

  • Cho, Sung-Eun
    • Journal of the Korean Geotechnical Society
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    • v.28 no.12
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    • pp.65-76
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    • 2012
  • In this study, probabilistic analysis of seepage through a two-layered soil foundation was performed. The hydraulic conductivity of soil shows significant spatial variations in different layers because of stratification; further, it varies on a smaller scale within each individual layer. Therefore, the deterministic seepage analysis method was extended to develop a probabilistic approach that accounts for the uncertainties and spatial variation of the hydraulic conductivity in a layered soil profile. Two-dimensional random fields were generated on the basis of the Karhunen-Lo$\grave{e}$ve expansion in a manner consistent with a specified marginal distribution function and an autocorrelation function for each layer. A Monte Carlo simulation was then used to determine the statistical response based on the random fields. A series of analyses were performed to verify the application potential of the proposed method and to study the effects of uncertainty due to the spatial heterogeneity on the seepage behavior of two-layered soil foundation beneath water retaining structure. The results showed that the probabilistic framework can be used to efficiently consider the various flow patterns caused by the spatial variability of the hydraulic conductivity in seepage assessment for a layered soil foundation.

Statistical Characteristics of the Non-tidal Components Data in Korean Coasts (한반도 연안 비조석 성분자료의 통계적 특성)

  • Cho, Hong-Yeon;Jeong, Shin-Taek;Yoon, Jong-Tae;Kim, Chang-Il
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.18 no.2
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    • pp.112-123
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    • 2006
  • Double-peak normal distribution function was suggested as the probability density function of the non-tidal components (NTC) data in Korean coastal zone. Frequency distribution analysis of the NTC data was carried out using hourly tidal elevation data of the ten tidal gauging stations, i.e., Incheon, Gunsan, Mokpo, Jeju, Yeosu, Masan, Gadeokdo, Busan, Pohang, and Sokcho which were served through the Internet Homepage by the National Ocean Research Institute. NTC data is defined as the difference between the measured tidal elevation data and the astronomical tidal elevation data using 64 tidal constituents information. Based on the RMS error and R2 value comparison analysis, it was found that this suggested function as the probability density function of the NTC data was found to be more appropriate than the normal distribution function. The parameters of the double-peak function were estimated optimally using Levenberg-Marquardt method which was modified from the Newton method. The standard deviation and skewness coefficient were highly correlated with the non-tidal constants of the tidal gauging stations except Mokpo, Jeju and Sokcho stations.

Analysis of Consolidation considering Uncertainties of Geotechnical Parameters and Reliability method (지반특성의 불확실성과 신뢰성 기법을 고려한 압밀해석)

  • Lee, Kyu-Hwan
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.11 no.4
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    • pp.138-146
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    • 2007
  • Geotechnical performance at the soft ground is strongly dependent on the properties of the soil beneath and adjacent to the structure of interest. These soil properties can be described using deterministic and/or probabilistic models. Deterministic models typically use a single discrete descriptor for the parameter of interest. Probabilistic models describe parameters by using discrete statistical descriptors or probability distribution density functions. The consolidation process depends on several uncertain parameters including the coefficients of consolidation and coefficients of permeability in vertical and horizontal directions. The implication of this uncertain parameter in the design of prefabricated vertical drains for soil improvement is discussed. A sensitivity analysis of the degree of consolidation and calculation of settlements to these uncertain parameters is presented for clayey deposits.

A Study on the Development of the Seismic Fragility Functions of the High Speed Railway Tunnels in use (기존 고속철도 터널의 지진취약도 함수 개발에 관한 연구)

  • Kim, Hongkyoon;Shin, Chulsik;Lee, Taehyung;Lee, Jonggun;Park, Duhee
    • Journal of the Korean GEO-environmental Society
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    • v.15 no.11
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    • pp.67-75
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    • 2014
  • In this study, the staged seismic performance evaluations were conducted to the 91 high speed railway tunnels in use for checking whether to comply with the recent design criteria or not. In addition, the seismic fragility functions of the tunnels were developed to allow the probabilistic risk assessment. The results of the staged seismic performance evaluations which consist of a preliminary assessment and a detailed assessment, show that the tunnels comply with the recent design criteria. With reference to the results of previous studies, a form of the proposed seismic fragility functions was set as a log-normal distribution by PGA, and the parameters of the functions were determined by using the probability of damage for the design PGA level. The seismic fragility functions were developed for each types (Cut & Cover, NATM) of tunnels. The seismic fragility functions from this study and the existing research results (FEMA, 2004) were compared to evaluate the seismic performance level of the tunnels, as a result the tunnels of this study were relatively superior to the ASSM tunnels on the seismic performance.