• Title/Summary/Keyword: Monte Carlo 시뮬레이션

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Design of Navigation Filter for Underwater Glider (수중글라이더용 항법필터 설계)

  • Yoo, Tae Suk;Cha, Ae Ri;Park, Ho Gyu;Kim, Moon Hwan
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.26 no.12
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    • pp.1890-1897
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    • 2022
  • In this paper, we design a navigation filter for an underwater glider. Underwater gliders are low-cost, reusable, and can be used for a long time. Two types of filters are designed considering characteristics such as small size, low cost, and low power. The navigation filter estimates the reference velocity of the underwater glider's body frame based on the minimum sensor output. The sensor configuration of the first filter consists of an accelerometer, a magnetometer, and a depth sensor. the second filter include extra a gyroscope in the same configuration. The estimated velocity is fused with the attitude, converted into the velocity of the navigation frame and finally the position is estimated. To analyze the performance of the proposed filter, analysis was performed using Monte Carlo numerical analysis method, and the results were analyzed with standard deviation (1σ). Standard deviations of each filter's position error are 334.34m, 125.91m.

Analysis of Guidance Laws for Impact Angle Control Mission of Cooperative Missiles Based on Communication Structure (협업 유도탄 간 상대 충돌 각 제어 임무에서 통신 구조에 따른 유도기법의 영향 분석)

  • Hyosang Ko;Danil Lee;Myunghwa Lee;Hanlim Choi
    • Journal of Aerospace System Engineering
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    • v.18 no.2
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    • pp.1-11
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    • 2024
  • This paper applies a relative impact angle control guidance law to a communication-based multi-missile network system with uncertainties and disturbances. The multi-missile network system is represented as a transitive reduction directed acyclic graph. Furthermore, this paper introduces both centralized and decentralized guidance laws based on the graph's structure. The relationship between these guidance laws is analyzed by comparing them based on the communication structure and the presence of system noise. To analyze the effects of decentralized optimal cooperative guidance law, this paper assumes uncertainty in missile dynamics and predicted impact point information for the relative impact angle control mission. Monte Carlo simulations are conducted for various mission environments to analyze the impact of communication and its structure on the system.

Fire Fragility Analysis of Steel Moment Frame using Machine Learning Algorithms (머신러닝 기법을 활용한 철골 모멘트 골조의 화재 취약도 분석)

  • Xingyue Piao;Robin Eunju Kim
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.37 no.1
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    • pp.57-65
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    • 2024
  • In a fire-resistant structure, uncertainties arise in factors such as ventilation, material elasticity modulus, yield strength, coefficient of thermal expansion, external forces, and fire location. The ventilation uncertainty affects thefactor contributes to uncertainties in fire temperature, subsequently impacting the structural temperature. These temperatures, combined with material properties, give rise to uncertain structural responses. Given the nonlinear behavior of structures under fire conditions, calculating fire fragility traditionally involves time-consuming Monte Carlo simulations. To address this, recent studies have explored leveraging machine learning algorithms to predict fire fragility, aiming to enhance efficiency while maintaining accuracy. This study focuses on predicting the fire fragility of a steel moment frame building, accounting for uncertainties in fire size, location, and structural material properties. The fragility curve, derived from nonlinear structural behavior under fire, follows a log-normal distribution. The results demonstrate that the proposed method accurately and efficiently predicts fire fragility, showcasing its effectiveness in streamlining the analysis process.

A study on the active sonar reverberation suppression method based on non-negative matrix factorization with beta-divergence function (베타-발산 함수를 활용한 비음수 행렬 분해 기반의 능동 소나 잔향 제거 기법에 대한 연구)

  • Seokjin Lee;Geunhwan Kim
    • The Journal of the Acoustical Society of Korea
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    • v.43 no.4
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    • pp.369-382
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    • 2024
  • To suppress the reverberation in the active sonar system, the non-negative matrix factorization-based reverberation suppression methods have been researched recently. An estimation loss function, which makes the multiplication of basis matrices same as the input signals, has to be considered to design the non-negative matrix factorization methods, but the conventional method simply chooses the Kullback-Leibler divergence asthe lossfunction without any considerations. In this paper, we examined that the Kullback-Leibler divergence is the best lossfunction or there isthe other loss function enhancing the performance. First, we derived a modified reverberation suppression algorithm using the generalized beta-divergence function, which includes the Kullback-Leibler divergence. Then, we performed Monte-Carlo simulations using synthesized reverberation for the modified reverberation suppression method. The results showed that the Kullback-Leibler divergence function (β = 1) has good performances in the high signal-to-reverberation environments, but the intermediate function (β = 1.25) between Kullback-Leibler divergence and Euclidean distance has better performance in the low signal-to-reverberation environments.

The Sensitivity Analysis and Safety Evaluations of Cable Stayed Bridges Based on Probabilistic Finite Element Method (확률유한요소해석에 의한 사장교의 민감도 분석 및 안전성 평가)

  • Han, Sung-Ho;Cho, Tae-Jun;Bang, Myung-Seok
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.11 no.1
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    • pp.141-152
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    • 2007
  • Considering uncertainties of random input data, it is more reasonable to use probabilistic method than the conventional deterministic method for the design of structures or for the assessment of the responses of structures, which are designed as safe even under extreme loads. Therefore, to assess the quantitative effects of the constructed cable stayed bridge by the input random variables, a sensitivity analysis is studied. Using perturbation method, an analysis program is developed for the iterative probabilistic finite element analyses and sensitivity analyses of the cable stayed bridge, except the initial shape analysis. Monte-Carlo Simulations were used for the verification of the developed program. The results of sensitivity analysis shows the governing effects of external loads. Because the results also provide the sensitive effects of the stiffness of members and the magnitudes of prestressing force of cables, the developed

Reliability Analysis of Chloride Ion Penetration based on Level II Method for Marine Concrete Structure (해양 콘크리트 구조물에 대한 Level II 수준에서의 염소이온침투 신뢰성 해석)

  • Han, Sang-Hun
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.12 no.6
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    • pp.129-139
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    • 2008
  • Due to uncertainty of numerous variables in durability model, a probalistic approach is increasing. Monte Carlo simulation (Level III method) is an easily accessible method, but requires a lot of repeated operations. This paper evaluated the effectiveness of First Order Second Moment method (Level II method), which is more convenient and time saving method than MCS, to predict the corrosion initiation in harbor concrete structure. Mean Value First Order Second Moment method (MV FOSM) and Advanced First Order Second Moment method (AFOSM) are applied to the error function solution of Fick's second law modeling chloride diffusion. Reliability index and failure probability based on MV FOSM and AFOSM are compared with the results by MCS. The comparison showed that AFOSM and MCS predict the similar reliability index and MV FOSM underestimates the probability of corrosion initiation by chloride attack. Also, the sensitivity of variables in durability model to corrosion initiation probability was evaluated on the basis of AFOSM. The results showed that AFOSM is a simple and efficient method to estimate the probability of corrosion initiation in harbor structures.

Variations of Longitudinal Moments for a Contaminant Transport in Physically and Chemically Heterogeneous Media (물리.화학적 불균질 특성을 지닌 매질 내 오염운 이동시 보이는 종적률 변화)

  • Seo, Byong-Min;Jung, Joon-Oh;Kim, Young-Woo;Hwang, Seung-Min
    • The Journal of Engineering Geology
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    • v.19 no.1
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    • pp.81-88
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    • 2009
  • Two dimensional Monte-Carlo simulations of a non-reactive solute plume in isotropic porous media which are physically and chemically heterogeneous are conducted to determine the variations of moment. Retardation factors of 1, 2 and 5 are given to ascertain how the second moments are changed as adsorption increased. Retarded longitudinal second spatial moment, ${Z_{11}}^{'R}(t',l')$, increased during the transport process and as the dimensionless lengths of line plume source, $l_2'$, increased. ${Z_{11}}^{'R}(t',l')$ decreased as the retardation factors increased, and the simulated moments fit well to the first-order analytical results. Retarded longitudinal plume centroid variance, ${Z_{11}}^{'R}(t',l')$, decreased as the dimensionless lengths of line plume source, $l_2'$, increased and as the retardation factor increased. The result indicates that the uncertainty about the plume center decreased, and the ergodic condition for the second spatial moments is far from reaching. Simulated longitudinal one particle displacement covariance, ${Z_{11}}^{'R}(t')$, well consistent with the first-order analytical results for the three degrees of retardation factors of 1, 2 and 5 respectively. It is, consequently, concluded that the retarded longitudinal second moments could be produced by stochastic simulation, and that the first-order analytical results definitely provides very close values of the longitudinal retarded moments.

Evaluation of Image Quality using Monte Carlo Simulation in Digital Mammography System (디지털유방영상시스템에서 몬테카를로 시뮬레이션을 이용한 영상평가)

  • Kim, Changsoo;Kang, Se-Sik;Kim, Jung-Hoon;Lee, Jin-Soo
    • The Journal of the Korea Contents Association
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    • v.14 no.6
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    • pp.247-254
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    • 2014
  • For the purpose of early diagnosis of the breast cancer, the attention on the screening mammography has been increasing-with supply of digital mammography day by day. Image quality is decided by target materials and filter combinations. Optimized selection by a glandular density and a thickness is needed, because these combinations change x-ray spectrum and effect to image quality. The purpose of this study is to find out optimized target and filter combinations through the evaluation of quantitative image quality and to suggest means which minimize patient dose through MCNPX. In results, spatial frequency resolution evaluation which is quantitative image quality evaluation method, MTF, NPS, DQE shows that we have to select Mo/Mo combinations or Mo/Rh combinations when compressed breast is thin. but in case of that when compressed breast is thick, we have to select Rh/Rh combinations or W /Rh combinations. In a comprehensive evaluation, W!Rh combinations which are not used in thin breasts in practice was superior to all image quality evaluation. This result is somewhat different-with clinical examination results. Secondary end point was organ dose evaluation, radiation dose of opposite breast was approximately 47 ~73% effectiveness when selecting standard breast. In conculsion, the most important point is that we have to select the optimal combinations-with considering dose evaluation and various thickness.

Estimation and Decomposition of Portfolio Value-at-Risk (포트폴리오위험의 추정과 분할방법에 관한 연구)

  • Kim, Sang-Whan
    • The Korean Journal of Financial Management
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    • v.26 no.3
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    • pp.139-169
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    • 2009
  • This paper introduces the modified VaR which takes into account the asymmetry and fat-tails of financial asset distribution, and then compares its out-of-sample forecast performance with traditional VaR model such as historical simulation model and Riskmetrics. The empirical tests using stock indices of 6 countries showed that the modified VaR has the best forecast accuracy. At the test of independence, Riskmetrics and GARCH model showed best performances, but the independence was not rejected for the modified VaR. The Monte Carlo simulation using skew t distribution again proved the best forecast performance of the modified VaR. One of many advantages of the modified VaR is that it is appropriate for measuring VaR of the portfolio, because it can reflect not only the linear relationship but also the nonlinear relationship between individual assets of the portfolio through coskewness and cokurtosis. The empirical analysis about decomposing VaR of the portfolio of 6 stock indices confirmed that the component VaR is very useful for the re-allocation of component assets to achieve higher Sharpe ratio and the active risk management.

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Quantification Model Development of Human Accidents on External Construction Site by Applying Probabilistic Method (확률론적 기법을 활용한 건설현장 외부 인명피해 정량화 모델 개발)

  • Ha, Sun-Geun;Kim, Tae-Hui;Son, Ki-Young;Kim, Ji-Myong;Son, Seung-Hyun
    • Journal of the Korea Institute of Building Construction
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    • v.18 no.6
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    • pp.611-619
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    • 2018
  • The researches have only conducted regarding construction safety management and risk on interior construction site(workers) and is insufficient about the exterior construction site(third party). As a result, ordinary people who were near construction sites have injured and hold a negative view when they think about the construction industry because construction industry have been exposed to them having a high accidents rate through media. In addition, the importance of industrial disaster prevention is emphasized at this point in time, the overall safety management system should be constructed with considering construction site external(third human) for improving the negative image of the construction industry among ordinary people. Therefore, the objective of this study is to develop the quantification model of human accident utilizing the insurance claim payout occurred construction site exterior(third party). In the future, it can be used as a reference for developing the safety management checklist in construction site interior exterior and development for forecasting control system of human accident.