• Title/Summary/Keyword: Behavior estimation

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SOME RESULTS ON ASYMPTOTIC BEHAVIORS OF RANDOM SUMS OF INDEPENDENT IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Hung, Tran Loc;Thanh, Tran Thien
    • Communications of the Korean Mathematical Society
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    • v.25 no.1
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    • pp.119-128
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    • 2010
  • Let ${X_n,\;n\geq1}$ be a sequence of independent identically distributed (i.i.d.) random variables (r.vs.), defined on a probability space ($\Omega$,A,P), and let ${N_n,\;n\geq1}$ be a sequence of positive integer-valued r.vs., defined on the same probability space ($\Omega$,A,P). Furthermore, we assume that the r.vs. $N_n$, $n\geq1$ are independent of all r.vs. $X_n$, $n\geq1$. In present paper we are interested in asymptotic behaviors of the random sum $S_{N_n}=X_1+X_2+\cdots+X_{N_n}$, $S_0=0$, where the r.vs. $N_n$, $n\geq1$ obey some defined probability laws. Since the appearance of the Robbins's results in 1948 ([8]), the random sums $S_{N_n}$ have been investigated in the theory probability and stochastic processes for quite some time (see [1], [4], [2], [3], [5]). Recently, the random sum approach is used in some applied problems of stochastic processes, stochastic modeling, random walk, queue theory, theory of network or theory of estimation (see [10], [12]). The main aim of this paper is to establish some results related to the asymptotic behaviors of the random sum $S_{N_n}$, in cases when the $N_n$, $n\geq1$ are assumed to follow concrete probability laws as Poisson, Bernoulli, binomial or geometry.

A Fault Tolerant Control Technique for Hybrid Modular Multi-Level Converters with Fault Detection Capability

  • Abdelsalam, Mahmoud;Marei, Mostafa Ibrahim;Diab, Hatem Yassin;Tennakoon, Sarath B.
    • Journal of Power Electronics
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    • v.18 no.2
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    • pp.558-572
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    • 2018
  • In addition to its modular nature, a Hybrid Modular Multilevel Converter (HMMC) assembled from half-bridge and full-bridge sub-modules, is able to block DC faults with a minimum number of switching devices, which makes it attractive for high power applications. This paper introduces a control strategy based on the Root-Least Square (RLS) algorithm to estimate the capacitor voltages instead of using direct measurements. This action eliminates the need for voltage transducers in the HMMC sub-modules and the associated communication link with the central controller. In addition to capacitor voltage balancing and suppression of circulating currents, a fault tolerant control unit (FTCU) is integrated into the proposed strategy to modify the parameters of the HMMC controller. On advantage of the proposed FTCU is that it does not need extra components. Furthermore, a fault detection unit is adapted by utilizing a hybrid estimation scheme to detect sub-module faults. The behavior of the suggested technique is assessed using PSCAD offline simulations. In addition, it is validated using a real-time digital simulator connected to a real time controller under various normal and fault conditions. The proposed strategy shows robust performance in terms of accuracy and time response since it succeeds in stabilizing the HMMC under faults.

The Weighted Polya Posterior Confidence Interval For the Difference Between Two Independent Proportions (독립표본에서 두 모비율의 차이에 대한 가중 POLYA 사후분포 신뢰구간)

  • Lee Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.171-181
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    • 2006
  • The Wald confidence interval has been considered as a standard method for the difference of proportions. However, the erratic behavior of the coverage probability of the Wald confidence interval is recognized in various literatures. Various alternatives have been proposed. Among them, Agresti-Caffo confidence interval has gained the reputation because of its simplicity and fairly good performance in terms of coverage probability. It is known however, that the Agresti-Caffo confidence interval is conservative. In this note, a confidence interval is developed using the weighted Polya posterior which was employed to obtain a confidence interval for the binomial proportion in Lee(2005). The resulting confidence interval is simple and effective in various respects such as the closeness of the average coverage probability to the nominal confidence level, the average expected length and the mean absolute error of the coverage probability. Practically it can be used for the interval estimation of the difference of proportions for any sample sizes and parameter values.

On Confidence Intervals of Robust Regression Estimators (로버스트 회귀추정에 의한 신뢰구간 구축)

  • Lee Dong-Hee;Park You-Sung;Kim Kee-Whan
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.97-110
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    • 2006
  • Since it is well-established that even high quality data tend to contain outliers, one would expect fat? greater reliance on robust regression techniques than is actually observed. But most of all robust regression estimators suffers from the computational difficulties and the lower efficiency than the least squares under the normal error model. The weighted self-tuning estimator (WSTE) recently suggested by Lee (2004) has no more computational difficulty and it has the asymptotic normality and the high break-down point simultaneously. Although it has better properties than the other robust estimators, WSTE does not have full efficiency under the normal error model through the weighted least squares which is widely used. This paper introduces a new approach as called the reweighted WSTE (RWSTE), whose scale estimator is adaptively estimated by the self-tuning constant. A Monte Carlo study shows that new approach has better behavior than the general weighted least squares method under the normal model and the large data.

Construction of a Verified Virtual NC Simulator for the Cutting Machines at Shipyard Using the Digital Manufacturing Technology (디지털 매뉴팩쳐링 기법을 이용한 절단기기의 검증된 가상 NC 시뮬레이터 구축)

  • Jung, Ho-Rim;Yim, Hyun-June;Lee, Jang-Hyun;Choi, Yang-Ryul;Kim, Ho-Gu;Shin, Jong-Gye
    • Journal of the Society of Naval Architects of Korea
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    • v.42 no.1 s.139
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    • pp.64-72
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    • 2005
  • Digital manufacturing is a technology to simulate the real manufacturing process using the virtual model representing the physical schema and the behavior of the real manufacturing system including resources, processes and product information. Therefore, it can optimize the manufacturing system or prevent the bottleneck processes through the simulation before the manufacturing plan is executed. This study presents a method to apply the digital manufacturing technology for the steel cutting process in shipyard. The system modeling of cutting shop is carried out using the IDEF and UML which is a visual modeling language to document the artifacts of a complex system. Also, virtual NC simulators of the cutting machines are constructed to emulate the real operation of cutting machines and NC codes. The simulators are able to verify the cutting shape and estimate the precise cycle time of the planned NC codes. The validity of the virtual model is checked by comparing the real cutting time and shape with the simulated results. It is expected that the virtual NC simulators can be used for accurate estimation of the cutting time and shape in advance of real cutting work.

Budget Estimation Problem for Capacity Enhancement based on Various Performance Criteria (다중 평가지표에 기반한 도로용량 증대 소요예산 추정)

  • Kim, Ju-Young;Lee, Sang-Min;Cho, Chong-Suk
    • Journal of Korean Society of Transportation
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    • v.26 no.5
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    • pp.175-184
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    • 2008
  • Uncertainties are unavoidable in engineering applications. In this paper we propose an alpha reliable multi-variable network design problem under demand uncertainty. In order to decide the optimal capacity enhancement, three performance measures based on 3E(Efficiency, Equity, and Environmental) are considered. The objective is to minimize the total budget required to satisfy alpha reliability constraint of total travel time, equity ratio, and total emission, while considering the route choice behavior of network users. The problem is formulated as the chance-constrained model for application of alpha confidence level and solved as a lexicographic optimization problem to consider the multi-variable. A simulation-based genetic algorithm procedure is developed to solve this complex network design problem(NDP). A simple numerical example ispresented to illustrate the features of the proposed NDP model.

A Study on the Characteristics of Urban Truck Movement for the Truck based Urban Freight Demand Model (화물자동차기반 대도시 화물수요모형 구축을 위한 화물자동차 통행특성 분석)

  • Hahn, Jin-Seok;Park, Min-Choul;Sung, Hong-Mo;Kim, Hyung-Bum
    • Journal of Korean Society of Transportation
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    • v.30 no.3
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    • pp.107-118
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    • 2012
  • The purpose of the study is to analyze the travel characteristics of freight trucks in metropolitan areas, focusing on activity generation, destination choice, and trip chaining behaviors. The results showed that the number of service companies at departure areas has a primary influence on the activity generation pattern and destination choice behavior of trucks in metropolitan areas. The number of trips within a trip chain is largest, in case where the prevailing industry in destination areas is wholesale or retail and the shipment item is food or beverage. These results imply that for the reasonable estimation of truck travel demand both the trip chaining behaviors and the industrial compositions in departure and destination areas should be separately considered for each type of commodity.

Ultimate capacity of welded box section columns with slender plate elements

  • Shen, Hong-Xia
    • Steel and Composite Structures
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    • v.13 no.1
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    • pp.15-33
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    • 2012
  • For an axially loaded box-shaped member, the width-to-thickness ratio of the plate elements preferably should not be greater than 40 for Q235 steel grades in accordance with the Chinese code GB50017-2003. However, in practical engineering the plate width-to-thickness ratio is up to 120, much more than the limiting value. In this paper, a 3D nonlinear finite element model is developed that accounts for both geometrical imperfections and residual stresses and the ultimate capacity of welded built-up box columns, with larger width-to-thickness ratios of 60, 70, 80, and 100, is simulated. At the same time, the interaction buckling strength of these members is determined using the effective width method recommended in the Chinese code GB50018-2002, Eurocode 3 EN1993-1 and American standard ANSI/AISC 360-10 and the direct strength method developed in recent years. The studies show that the finite element model proposed can simulate the behavior of nonlinear buckling of axially loaded box-shaped members very well. The width-to-thickness ratio of the plate elements in welded box section columns can be enlarged up to 100 for Q235 steel grades. Good agreements are observed between the results obtained from the FEM and direct strength method. The modified direct strength method provides a better estimation of the column strength compared to the direct strength method over the full range of plate width-to-thickness ratio. The Chinese code and Eurocode 3 are overly conservative prediction of column capacity while the American standard provides a better prediction and is slightly conservative for b/t = 60. Therefore, it is suggested that the modified direct strength method should be adopted when revising the Chinese code.

The Relationship between the Storage Humidity and the Sorption Rate of Red-Pepper Powder (고춧가루의 저장습도(貯藏濕度)와 흡습속도(吸濕速度)와의 관계(關係))

  • Chun, Jae-Kun;Suh, Chung-Sik
    • Applied Biological Chemistry
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    • v.23 no.1
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    • pp.1-6
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    • 1980
  • The sorption characteristics of red pepper powder were analyzed in respect to its storing humidities and the types of powder product. The sorption rate of the powder was affected by the humidity values under which it was stored. At low relative humidity values below 70% RH the sorption equilibrium was easily attained, but at the higher humidity over 75% RH the equilibrium state was not reached even after a long period of storage. From the estimation of the sorption rate at arbitrary humidity an empirical equation was obtained; In ${\frac{dw}{dt}}=n\;ln(t)+ln\;c$, where w is moisture content(%) absorbed, t is time (hour) and n and c are empirical constants which were determined from empirical data. Particle sizes and drying methods of red pepper showed little effect on the sorption behavior.

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Design of a Direct Self-tuning Controller Using Neural Network (신경회로망을 이용한 직접 자기동조제어기의 설계)

  • 조원철;이인수
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.40 no.4
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    • pp.264-274
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    • 2003
  • This paper presents a direct generalized minimum-variance self tuning controller with a PID structure using neural network which adapts to the changing parameters of the nonlinear system with nonminimum phase behavior, noises and time delays. The self-tuning controller with a PID structure is a combination of the simple structure of a PID controller and the characteristics of a self-tuning controller that can adapt to changes in the environment. The self-tuning control effect is achieved through the RLS (recursive least square) algorithm at the parameter estimation stage as well as through the Robbins-Monro algorithm at the stage of optimizing the design parameter of the controller. The neural network control effect which compensates for nonlinear factor is obtained from the learning algorithm which the learning error between the filtered reference and the auxiliary output of plant becomes zero. Computer simulation has shown that the proposed method works effectively on the nonlinear nonminimum phase system with time delays and changed system parameter.