• Title/Summary/Keyword: Monte Carlo 시뮬레이션

Search Result 784, Processing Time 0.027 seconds

A Kill-Assessment Technique Using Hypothesis Testing and Kalman Filter (가설 검증과 칼만 필터를 이용한 격추평가 기법 연구)

  • Kim, Ho-Jeong;Lee, Dong-Gwan
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.9 no.4
    • /
    • pp.5-14
    • /
    • 2006
  • The correct and opportune decision of reengaging the intercepted target is required in order to enhance the engagement performance of the surface to air missile systems that has the ability to defense or attack against various targets at the same time. The engagement efficiency and success of these systems will be largely enhanced by assigning quickly its system resources to the intercepted target and minimizing the waste of system resources for the target which is not able to attack any more. The kill-assessment algorithm has to be able to evaluate automatically whether various targets intercepted by missiles are killed or not on the basis of the reasonable confidence level. The definition of kill assessment is discussed and the kill assessment algorithm is designed reliably by using Kalman filter and a probability theory. Finally its performance is evaluated and analyzed by the Monte Carlo simulation.

Reliability Evaluation for Bulk Transmission System by Monte Carlo Simulation Method (몬테칼로 시뮬레이션기법에 의한 대전력계통 신뢰도산정)

  • Kim, C.S.;Ko, Y.;Kwun, Y.H.;Choo, J.B.;Ko, H.W.;Lee, S.J.
    • Proceedings of the KIEE Conference
    • /
    • 1992.07a
    • /
    • pp.96-99
    • /
    • 1992
  • In the planning stage of bulk power transmission system, reliability evaluation has been a major issue in the sense of suppling reliable power at the minimum cost. MEXICO program, based on Monte-Carlo simulation method, is known as a valuable tool for reliability evaluation. This paper presents the empirical study results when using MEXICO program for IEEE-RTS, IEEE-MRTS and KEPCO-233 system.

  • PDF

시뮬레이션과 네트워크 축소기법을 이용한 네트워크 신뢰도 추정

  • Seo, Jae-Jun;Jeon, Chi-Hyeok
    • ETRI Journal
    • /
    • v.14 no.4
    • /
    • pp.19-27
    • /
    • 1992
  • Since. as is well known, direct computation of the reliability for a large-scaled and complex net work generally requires exponential time, a variety of alternative methods to estimate the network reliability using simulation have been proposed. Monte Carlo sampling is the major approach to estimate the network reliability using simulation. In the paper, a dynamic Monte Carlo sampling method, called conditional minimal cut set (CMCS) algorithm, is suggested. The CMCS algorithm simulates a minimal cut set composed of arcs originated from the (conditional) source node until s-t connectedness is confirmed, then reduces the network on the basis of the states of simulated arcs. We develop the importance sampling estimator and the total hazard estimator and compare the performance of these simulation estimators. It is found that the CMCS algorithm is useful in reducing variance of network reliability estimator.

  • PDF

Reliability Analysis of a Two-Link Robot Manipulator Due to Tolerances (2관절 로봇팔의 공차로 인한 신뢰도 해석)

  • ;Lee, S. J.
    • Transactions of the Korean Society of Mechanical Engineers
    • /
    • v.18 no.9
    • /
    • pp.2257-2264
    • /
    • 1994
  • A method to evaluate the position performance for a stochastically defined planar robot manipulator is presented. Performance is defined as the operational reliability based upon the positional errors of the manipulator tip. An analytical method is developed and applied to a two-link robot manipulator through forward kinematics. This study includes uncertainties in the link length, pin center location and radial clearance. By virtue of the effective link length model, only the nominal manipulator model and statistical information on the uncertainties are required. The results from the analytical method is compared to those from the Monte Carlo simulation.

Probabilistic Analysis of Flaw Distribution on Structure Under Cyclic Load (피로하중을 받는 구조물의 결함분포에 대한 확률론적 해석)

  • Kwak, Sang-Log;Choi, Young-Hwan;Kim, Hho-Jung
    • Proceedings of the KSME Conference
    • /
    • 2003.04a
    • /
    • pp.604-609
    • /
    • 2003
  • Flaw geometries, applied stress, and material properties are major input variables for the fracture mechanics analysis. Probabilistic approach can be applied for the consideration of uncertainties within these input variables. But probabilistic analysis requires many assumptions due to the lack of initial flaw distributions data. In this study correlations are examined between initial flaw distributions and in-service flaw distributions on structures under cyclic load. For the analysis, LEFM theories and Monte Carlo simulation are applied. Result shows that in-service flaw distributions are determined by initial flaw distributions rather than fatigue crack growth rate. So initial flaw distribution can be derived from in-service flaw distributions.

  • PDF

A Study on the Radiation Heat Transfer Characteristics of Liquid Droplet Radiator (액적방열기의 복사열전달 특성에 관한 연구)

  • 김금무;김용모;김경근
    • Journal of Advanced Marine Engineering and Technology
    • /
    • v.18 no.1
    • /
    • pp.32-40
    • /
    • 1994
  • The radiative heat transfer analysis in particle layer has an inherent difficulty in treating the governing integro-differential equations, which are derived from the remote effects. Most of the existing analyses are limited to the one dimensional system, taking into account only absorption or isotropic scatting of solid particles. Fortunately, a new Monte Carlo Simulation method is recently developed to analyse multidimensional radiative heat transfer in particles with anisotropically scatting. By this method, the present study analyses the radiative heat transfer in dispersed particles through the numerous droplets in the liquid droplet radiator to develop a technique of liquid droplet radiator. Consequently, knows that the radiative heat flux in particle layer is influenced by exitinction coefficient, optical thickness and surface area of particles in the system.

  • PDF

A Study on Robust Design Optimization of Layered Plates Bonding Process Considering Uncertainties (불확정성을 고려한 적층판 결합공정의 강건최적설계)

  • Lee, Woo-Hyuk;Park, Jung-Jin;Choi, Joo-Ho;Lee, Soo-Yong
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.31 no.1 s.256
    • /
    • pp.113-120
    • /
    • 2007
  • Design optimization of layered plates bonding process is conducted by considering uncertainties in a manufacturing process, in order to reduce the crack failure arising due to the residual stress at the surface of the adherent which is caused by different thermal expansion coefficients. Robust optimization is peformed to minimize the mean as well as its variance of the residual stress, while constraining the distortion as well as the instantaneous maximum stress under the allowable reliability limits. In this optimization, the dimension reduction (DR) method is employed to quantify the reliability such as mean and variance of the layered plate bonding. It is expected that the DR method benefits the optimization from the perspectives of efficiency, accuracy, and simplicity. The obtained robust optimal solution is verified by the Monte Carlo simulation.

Comparison Between Two Analytical Solutions for Random Vibration Responses of a Spring-Pendulum System with Internal Resonance (내부공진을 가진 탄성진자계의 불규칙 진동응답을 위한 두 해석해의 비교)

  • 조덕상;이원경
    • Journal of KSNVE
    • /
    • v.8 no.4
    • /
    • pp.715-722
    • /
    • 1998
  • An investigation into the stochastic bifurcation and response statistics of an autoparameteric system under broad-band random excitation is made. The specific system examined is a spring-pendulum system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to genrage a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinanary differential equations. In view of equilibrium solutions of this system and their stability we examine the stochastic bifurcation and response statistics. The analytical results are compared with results obtained by Monte Carlo simulation.

  • PDF

An Algorithm for Calculation of Probability Distributions of Output Variables in Process Simulation (공정 시뮬레이션 출력 변수의 확률분포 계산 알고리즘)

  • 최수형
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.8 no.10
    • /
    • pp.847-850
    • /
    • 2002
  • Stochastic process analysis is often based on Monte Carlo simulations. As a more rigorous alternative, a deterministic algorithm based on numerical integration is proposed in this paper. which calculates the probability distributions of dependent random variables using the results of simulation with grid points of independent random variables. For performance evaluation, the proposed algorithm is applied to an example problem which can be analytically solved. and the result is compared with that of Monte Carlo simulation. The proposed algorithm is suitable for general process simulation problems with a few independent random variables, and expected to be applicable to areas such as safety analysis and quality control.

Stability of an Elastic Pendulum System due to Random Excitations (불규칙 가진의 크기에 따른 탄성진자 계의 안정성 검토)

  • Lee, Sin-Young
    • Journal of the Korean Society of Manufacturing Technology Engineers
    • /
    • v.20 no.6
    • /
    • pp.697-702
    • /
    • 2011
  • Responses of multi degree of freedom systems under random excitations can be estimated by using Monte Carlo simulation. The equations of motion of an elastic pendulum system include nonlinear terms and show irregular characteristics under random excitation. While the magnitude of random excitation is small the response of an elastic pendulum shows borderlines. As the magnitudes of excitation increase, the responses show divergence with very large amplitudes of motion and the tendency is diverse dependent on the magnitude and type of random excitations and the ratio of natural frequencies.