• 제목/요약/키워드: 스토캐스틱

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여러 시간스케일로 분리 가능한 대규모 스토캐스틱 시스템의 준 최적 조정기의 설계 (Design of sub-optimal regulators for the large-scale stochastic system with time-scale separation properties)

  • 이종효;전기준
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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    • pp.550-553
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    • 1986
  • This paper presents a procedure for the time-scale separation and a design method for the sub-optimal composite regulator and Kalman filter of the large-scale discrete stochastic system with two time-scale properties. Provided that the fast sub-system is asymptotically stable, the reduced-order regulator and Kalman filter for the slow sub-system with dominant modes is designed as a sub-optimal regulator for the system.

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다변수 스토캐스틱 선형 계통의 추정에 관한 연구 (On the identification of the multivariable stochastic linear systems)

  • 양흥석;남현도
    • 전기의세계
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    • 제31권5호
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    • pp.361-367
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    • 1982
  • The problem of parameter identification for multivariable stochastic linear systems from output measurements, which are corrupted by noises, is considered. A modified Luenberger's input/output canonical form is used for reducing the number of unknown coefficients. A computationally and conceptionally simple systematic procedure for parameter estimation is obtained using output correlation method. The estimates are shown to be asymptotically normal, unbiased and consistent. Numerical examples are presented to illustrate the identification method.

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$C^3$I와 스토캐스틱 콘트롤에 관하여

  • 이만형
    • 전기의세계
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    • 제33권1호
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    • pp.14-25
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    • 1984
  • 전자공업은 방위산업발달에 획기적인 역활을 담당하고 있으며, 특히 전략적 $C^{3}$I (Command, Control, Communication and Intelligence) 개념을 도입하여, 국가방위를 위한 연구가 미국의 여러 대학들과 국방성 산하 연구기관에서 활발히 진행되고 있다. 이 글에서는 $C^{3}$I 에 대한 개략적인 개념을 소개하고, 추계학적 (Stochastic) 관점에서 $C^{3}$I 가 실전을 위하여 어떻게 응용되고 있는 가를 고찰하기 위하여 최근에 발표되고 있는 비선형필터링(Nonliner Filtering), 적응형필터링(Adaptive Filtering), 최적제어 문제들을 소개하고자 한다.

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시변 지연이 존재하는 불확실 스토캐스틱 시스템의 지연의존 안정성 (New Delay-dependent Stability Criteria for Uncertain Stochastic Systems with Time-varying Delays)

  • 권오민;박주현;이상문
    • 전기학회논문지
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    • 제58권11호
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    • pp.2261-2265
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    • 2009
  • In this paper, the problem of delay-dependent stability of uncertain stochastic systems with time-varying delay is considered. The uncertainties are assumed to be norm-bounded. Based on the Lyapunov stability theory, new delay-dependent stability criteria for the system are derived in terms of LMI(linear matrix inequality). Two numerical examples are given to show the effectiveness of proposed method.

스토캐스틱 모델 ( Stochastic Model ) 에 의한 고체입자상 의 산란작용 에 대한 연구 I (A Study for Dispersive Action on The Solid Particle by Stochastic Model (I))

  • 맹주성
    • 대한기계학회논문집
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    • 제6권4호
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    • pp.308-314
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    • 1982
  • An experimental study has been made for the dispersion phenomena by a stochastic model in a turbulent pipe flow. Local instantaneous passage of suspended solid particles were recorded in two dimensions, employing a periscopic system coupled vidicon camera. Probability density of passage was calculated. Second moment shows qualitatively that dispersive action is dependent on particle's geometric characteristics in vertical pipe flow. In case that density of the solid particles is larger than that of liquid, particles have a tendency to approach from the center of pipe to the wall, and in the contrary case the approach the center of pipe. It seems that there exists a field of radial accelerations, centrifugal or centripetal according to the sign of density difference between two phases.

가관측적인 랜덤 학수를 가진 스토캐스틱 시스템의 최적제어 (Optimal Control of Stochastic Systems with Completely Observable Random Coefficients)

  • 이만형;황창선
    • 대한전기학회논문지
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    • 제34권5호
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    • pp.173-178
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    • 1985
  • The control of a linear system with random coefficients is discussed here. The cost function is of a quadratic form and the random coefficients are assumed to be completely observable by the controller. Stochastic Process involved in the problem by the controller. Stochastic Process involved in the problem formulation is presented to be the unique strong solution to the corresponding stochastic differential equations. Condition for the optimal control is represented through the existence of solution to a Cauchy problem for the given nonlinear partial differential equation. The optimal control is shown to be a linear function of the states and a nonlinear function of random parameters.

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스토캐스틱 시간지연 시스템을 위한 동적 출력궤환 제어기 설계 (Dynamic Output-Feedback Controller Design for Stochastic Time-Delay Systems)

  • 최현철;정진우;심형보;서진헌
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2008년도 학술대회 논문집 정보 및 제어부문
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    • pp.462-463
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    • 2008
  • This paper proposes a method for dynamic output-feedback controller design for stochastic time-delay systems. Based on recent results on time-delay systems control, a tractable and delay-dependent design condition is proposed, which provides a dynamic output-feedback controller to render the closed-loop stochastic time-delay systems to be asymptotically stable in the mean-square sense. The feasibility problem of the proposed condition is recast into a cone complementarity problem. An algorithm adopting cone complementarity linearization is presented to solve the resulting problem.

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스토캐스틱 분자동역학 시뮬레이션을 통한 직사각형 마이크로 채널 내의 입자 확산 연구 (STOCHASTIC MOLECULAR DYNAMICS SIMULATION OF PARTICLE DIFFUSION IN RECTANGULAR MICROCHANNELS)

  • 김영록;박철우;김대중
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 2008년도 학술대회
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    • pp.204-207
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    • 2008
  • Stochastic molecular dynamics simulation is a variation of standard molecular dynamics simulation that basically omits water molecules. The omission of water molecules, occupying a majority of space, enables flow simulation at microscale. This study reports our stochastic molecular dynamics simulation of particles diffusing in rectangular microchannels. We interestingly found that diffusion patterns in channels with a very small aspect ratio differ by dimensions. We will also discuss the future direction of our research toward a more realistic simulation of micromixing.

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스토캐스틱 분자동역학 시뮬레이션을 통한 직사각형 마이크로 채널 내의 입자 확산 연구 (STOCHASTIC MOLECULAR DYNAMICS SIMULATION OF PARTICLE DIFFUSION IN RECTANGULAR MICROCHANNELS)

  • 김영록;박철우;김대중
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 2008년 추계학술대회논문집
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    • pp.204-207
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    • 2008
  • Stochastic molecular dynamics simulation is a variation of standard molecular dynamics simulation that basically omits water molecules. The omission of water molecules, occupying a majority of space, enables flow simulation at microscale. This study reports our stochastic molecular dynamics simulation of particles diffusing in rectangular microchannels. We interestingly found that diffusion patterns in channels with a very small aspect ratio differ by dimensions. We will also discuss the future direction of our research toward a more realistic simulation of micromixing.

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