• Title/Summary/Keyword: Deterministic Drift

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A Bayesian Approach for the Adaptive Forecast on the Simple State Space Model (구조변화가 발생한 단순 상태공간모형에서의 적응적 예측을 위한 베이지안접근)

  • Jun, Duk-Bin;Lim, Chul-Zu;Lee, Sang-Kwon
    • Journal of Korean Institute of Industrial Engineers
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    • v.24 no.4
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    • pp.485-492
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    • 1998
  • Most forecasting models often fail to produce appropriate forecasts because we build a model based on the assumption of the data being generated from the only one stochastic process. However, in many real problems, the time series data are generated from one stochastic process for a while and then abruptly undergo certain structural changes. In this paper, we assume the basic underlying process is the simple state-space model with random level and deterministic drift but interrupted by three types of exogenous shocks: level shift, drift change, outlier. A Bayesian procedure to detect, estimate and adapt to the structural changes is developed and compared with simple, double and adaptive exponential smoothing using simulated data and the U.S. leading composite index.

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Gyro Drift Model Using Structure Function and Effect on Control System Performance (Structure Function을 사용한 Gyro Drift의 등가모델과 제어시스템에 끼치는 영향의 연구)

  • Choi, Hyung-Jin
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.26 no.4
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    • pp.1-6
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    • 1989
  • This paper addresses modeling of the gyro drift by using the structure function approach which has been originally developed for characterization of the oscillator phase noise. It is shown that by using this approach, an arbitrary order of random and deterministic gyro drift processes can be characterized and easily measured. The relationship between the drift power spectral density and structure function is clarified. It is also shown that this approach simplifies analysis of the effect of drift on the control system performance.

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A STUDY ON FUEL ESTIMATION ALGORITHMS FOR A GEOSTATIONARY COMMUNICATION & BROADCASTING SATELLITE

  • Eun, Jeong-Won
    • Journal of Astronomy and Space Sciences
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    • v.17 no.2
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    • pp.249-256
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    • 2000
  • It has been developed to calculate fuel budget for a geostationary communication and broadcasting satellite. It is quite essential that the pre-launch fuel budget estimation must account for the deterministic transfer and drift orbit maneuver requirements. After on-station, the calculation of satellite lifetime should be based on the estimation of remaining fuel and assessment of actual performance. These estimations step from the proper algorithms to produce the prediction of satellite lifetime. This paper concentrates on the fuel estimation method that was studied for calculation of the propellant budget by using the given algorithms. Applications of this method are discussed for a communication and broadcasting satellite.

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A Systematic Evaluation of Speciation Algorithms for Evolvable Hardware (진화 하드웨어를 위한 종분화 알고리즘의 체계적 성능 평가)

  • 한승일;황금성;조성배
    • Proceedings of the Korean Information Science Society Conference
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    • 2002.10d
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    • pp.238-240
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    • 2002
  • 진화 가능한 하드웨어의 개발은 유전자 알고리즘의 새로운 가능성을 열어주었고 이에 적합한 다양한 방법이 제시되어 왔다. 하지만 일반적인 유전자 알고리즘으로는 Genetic drift가 생기거나 지역해에 빠지는 등 한계가 있기 때문에 이를 해결하기 위한 방안으로 종분화 알고리즘이 도입되고 있다. 현재까지 다양한 종분화 알고리즘이 소개되었는데 이들은 이전의 알고리즘과 비교하였을 때 높은 다양성을 유지하면서 더 좋은 해를 찾아낸다. 이 논문에서는 진화 하드웨어상에서 이러한 종분화 알고리즘들의 장단점 및 특징을 여러 비교기준을 통해 제시한다. 실험결과 Deterministic Crowding과 Struggle GA가 가장 좋은 성능을 나타내었다.

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Response transformation factors for deterministic-based and reliability-based seismic design

  • Bojorquez, Eden;Bojorquez, Juan;Ruiz, Sonia E.;Reyes-Salazar, Alfredo;Velazquez-Dimas, Juan
    • Structural Engineering and Mechanics
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    • v.46 no.6
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    • pp.755-773
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    • 2013
  • One of the main requirements of the seismic design codes must be its easy application by structural engineers. The use of practically-applicable models or simplified models as single-degree-of-freedom (SDOF) systems is a good alternative to achieve this condition. In this study, deterministic and probabilistic response transformation factors are obtained to evaluate the response in terms of maximum ductility and maximum interstory drifts of multi-degree-of-freedom (MDOF) systems based on the response of equivalent SDOF systems. For this aim, five steel frames designed with the Mexican City Building Code (MCBC) as well as their corresponding equivalent SDOF systems (which represent the characteristics of the frames) are analyzed. Both structural systems are subjected to ground motions records. For the MDOF and the simplified systems, incremental dynamic analyses IDAs are developed in first place, then, structural demand hazard curves are obtained. The ratio between the IDAs curves corresponding to the MDOF systems and the curves corresponding to the simplified models are used to obtain deterministic response transformation factors. On the other hand, demand hazard curves are used to calculate probabilistic response transformation factors. It was found that both approaches give place to similar results.

Object Localization in Sensor Network using the Infrared Light based Sector and Inertial Measurement Unit Information (적외선기반 구역정보와 관성항법장치정보를 이용한 센서 네트워크 환경에서의 물체위치 추정)

  • Lee, Min-Young;Lee, Soo-Yong
    • Journal of Institute of Control, Robotics and Systems
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    • v.16 no.12
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    • pp.1167-1175
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    • 2010
  • This paper presents the use of the inertial measurement unit information and the infrared sector information for getting the position of an object. Travel distance is usually calculated from the double integration of the accelerometer output with respect to time; however, the accumulated errors due to the drift are inevitable. The orientation change of the accelerometer also causes error because the gravity is added to the measured acceleration. Unless three axis orientations are completely identified, the accelerometer alone does not provide correct acceleration for estimating the travel distance. We propose a way of minimizing the error due to the change of the orientation. In order to reduce the accumulated error, the infrared sector information is fused with the inertial measurement unit information. Infrared sector information has highly deterministic characteristics, different from RFID. By putting several infrared emitters on the ceiling, the floor is divided into many different sectors and each sector is set to have a unique identification. Infrared light based sector information tells the sector the object is in, but the size of the uncertainty is too large if only the sector information is used. This paper presents an algorithm which combines both the inertial measurement unit information and the sector information so that the size of the uncertainty becomes smaller. It also introduces a framework which can be used with other types of the artificial landmarks. The characteristics of the developed infrared light based sector and the proposed algorithm are verified from the experiments.

Evaluation of genetic algorithms for the optimum distribution of viscous dampers in steel frames under strong earthquakes

  • Huang, Xiameng
    • Earthquakes and Structures
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    • v.14 no.3
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    • pp.215-227
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    • 2018
  • Supplemental passive control devices are widely considered as an important tool to mitigate the dynamic response of a building under seismic excitation. Nevertheless, a systematic method for strategically placing dampers in the buildings is not prescribed in building codes and guidelines. Many deterministic and stochastic methods have been proposed by previous researchers to investigate the optimum distribution of the viscous dampers in the steel frames. However, the seismic performances of the retrofitted buildings that are under large earthquake intensity levels or near collapse state have not been evaluated by any seismic research. Recent years, an increasing number of studies utilize genetic algorithms (GA) to explore the complex engineering optimization problems. GA interfaced with nonlinear response history (NRH) analysis is considered as one of the most powerful and popular stochastic methods to deal with the nonlinear optimization problem of damper distribution. In this paper, the effectiveness and the efficiency of GA on optimizing damper distribution are first evaluated by strong ground motions associated with the collapse failure. A practical optimization framework using GA and NRH analysis is proposed for optimizing the distribution of the fluid viscous dampers within the moment resisting frames (MRF) regarding the improvements of large drifts under intensive seismic context. Both a 10-storey and a 20-storey building are involved to explore higher mode effect. A far-fault and a near-fault earthquake environment are also considered for the frames under different seismic intensity levels. To evaluate the improvements obtained from the GA optimization regarding the collapse performance of the buildings, Incremental Dynamic Analysis (IDA) is conducted and comparisons are made between the GA damper distribution and stiffness proportional damping distribution on the collapse probability of the retrofitted frames.