• Title/Summary/Keyword: Monte Carlo integration

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WNS/GPS Integrated System Using Tightly Coupled Method (강결합 기법을 이용한 WNS/GPS 결합 시스템)

  • 조성윤;박찬국
    • Journal of Institute of Control, Robotics and Systems
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    • v.8 no.12
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    • pp.1067-1075
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    • 2002
  • The system error model for the compensation of the low-cost personal navigation system is derived and the error compensation method using GPS is also proposed. The walking navigation system (WNS) that calculates navigation information through walking detection has small error than INS, but the error also increases with time. In order to improve reliability of the system regardless of time, WNS is integrated with GPS. Since WNS is usually used in urban area, the blockage of CPS signal is frequently occurred. Therefore tightly coupled Kalman filter is used for the integration of WNS and GPS. In this paper, the system model for the design of tightly coupled Kかm filter is designed and measurement is linearized in consideration of moving distance error. It is shown by Monte Carlo simulation that the error is bounded even through the number of visible satellite is less than 4.

Bayesian Inference and Model Selection for Software Growth Reliability Models using Gibbs Sampler (몬테칼로 깁스방법을 적용한 소프트웨어 신뢰도 성장모형에 대한 베이지안 추론과 모형선택에 관한 연구)

  • 김희철;이승주
    • Journal of Korean Society for Quality Management
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    • v.27 no.3
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    • pp.125-141
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    • 1999
  • Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, we could avoid the multiple integration by the use of Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference and model selection method for Jelinski-Moranda and Goel-Okumoto and Schick-Wolverton models in software reliability with Poisson prior information are studied. For model selection, we explored the relative error.

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Reliability Analysis of the Non-normal Probability Problem for Limited Area using Convolution Technique (컨볼루션 기법을 이용한 영역이 제한된 비정규 확률문제의 신뢰성 해석)

  • Lee, Hyunman;Kim, Taegon;Choi, Won;Suh, Kyo;Lee, JeongJae
    • Journal of The Korean Society of Agricultural Engineers
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    • v.55 no.5
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    • pp.49-58
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    • 2013
  • Appropriate random variables and probability density functions based on statistical analysis should be defined to execute reliability analysis. Most studies have focused on only normal distributions or assumed that the variables showing non-normal characteristics follow the normal distributions. In this study, the reliability problem with non-normal probability distribution was dealt with using the convolution method in the case that the integration domains of variables are limited to a finite range. The results were compared with the traditional method (linear transformation of normal distribution) and Monte Carlo simulation method to verify that the application was in good agreement with the characteristics of probability density functions with peak shapes. However it was observed that the reproducibility was slightly reduced down in the tail parts of density function.

Bayes tests of independence for contingency tables from small areas

  • Jo, Aejung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.207-215
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    • 2017
  • In this paper we study pooling effects in Bayesian testing procedures of independence for contingency tables from small areas. In small area estimation setup, we typically use a hierarchical Bayesian model for borrowing strength across small areas. This techniques of borrowing strength in small area estimation is used to construct a Bayes test of independence for contingency tables from small areas. In specific, we consider the methods of direct or indirect pooling in multinomial models through Dirichlet priors. We use the Bayes factor (or equivalently the ratio of the marginal likelihoods) to construct the Bayes test, and the marginal density is obtained by integrating the joint density function over all parameters. The Bayes test is computed by performing a Monte Carlo integration based on the method proposed by Nandram and Kim (2002).

The uniform laws of large numbers for the chaotic logistic map

  • Bae, Jongsig;Hwang, Changha;Jun, Doobae
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1565-1571
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    • 2017
  • The standard logistic map is an iterative function, which forms a discrete-time dynamic system. The chaotic logistic map is a kind of ergodic map defined over the unit interval. In this paper we study the limiting behaviors on the several processes induced by the chaotic logistic map. We derive the law of large numbers for the process induced by the chaotic logistic map. We also derive the uniform law of large numbers for this process. When deriving the uniform law of large numbers, we study the role of bracketing of the indexed class of functions associated with the process. Then we apply the idea of DeHardt (1971) associated with the bracketing method to the process induced by the logistic map. We finally illustrate an application to Monte Carlo integration.

A Numerical Analysis of Rarefied Flow of Cylinder Using FDDO (FDDO를 이용한 실린더를 지나는 희박기체의 해석)

  • Ahn M. Y.;Chang K. S.
    • 한국전산유체공학회:학술대회논문집
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    • 1998.05a
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    • pp.138-144
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    • 1998
  • The BGK equation, which is the kinetic model equation of Boltzmann equation, is solved using FDDO(finite difference with the discrete-ordinate method) to compute the rarefied flow of monatomic gas. Using reduced velocity distribution and discrete ordinate method, the scalar equation is transformed into a system of hyperbolic equations. High resolution ENO(Essentially Non-Oscillatory) scheme based on Harten-Yee's MFA(Modified Flux Approach) method with Strang-type explicit time integration is applied to solve the system equations. The calculated results are well compared with the experimental density field of NACA0012 airfoil, validating the developed computer code. Next. the computed results of circular cylinder flow for various Knudsen numbers are compared with the DSMC(Direct Simulation Monte Carlo) results by Vogenitz et al. The present scheme is found to be useful and efficient far the analysis of two-dimensional rarefied gas flows, especially in the transitional flow regime, when compared with the DSMC method.

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Code acquisition and demodulation performance of the RAKE receiver in the DS/CDMA mobile communication systems (DS/CDMA 이동통신 시스템에서 RAKE 수신기의 코드동기 및 복조 성능분석)

  • 이한섭
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.22 no.1
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    • pp.104-115
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    • 1997
  • This paper investigates PN code acquistion algorithm and demodulation performance of the RAKE receiver in the DS/CDMA(direct sequence code division multiple access) sysytems under a multipath fading channel with multiusers. To speed up the acquisition process, PN matched filter is applied and postdetection integration technique comable withthe dynamic threshold set method is proposed. the Maximum-Likelihood algorithmin serial fashion is able to find PN code delay estimates for the RAKE branches using sliding window in a multipath fading channel. The correct acquistion probability and mean acquistion time are used as a performance measure of the system using the Monte Carlo method. The performance of the RAKEreceiver, afte the code acquisition is achieved is the CDMA systems, is also investigated for three major combining techniques.

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Efficient random number generation from extreme tail areas of a t-distribution (t 분포의 극단 꼬리부분으로부터의 효율적인 난수생성)

  • 오만숙;김나영
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.165-177
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    • 1996
  • It is often needed to generate random numbers from truncated t-distributions to carry out Bayesian inferences, especially in Monte Carlo integration for estimation of posterior densities of constrained parameters. However, when the restricted area is an extreme tail area with a small probability most existing random generation methods are not efficient. In this paper, we propose an efficient acceptance-rejection method to generate random numbers from extreme tail areas of a t-distribution. Using some simulation results, we compare the proposed algorithm with other popular methods.

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A Study on the Stochastic Finite Element Method for Dynamic Problem of Nonlinear Continuum

  • Wang, Qing;Bae, Dong-Myung
    • Journal of Ship and Ocean Technology
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    • v.12 no.2
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    • pp.1-15
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    • 2008
  • The main idea of this paper introduce stochastic structural parameters and random dynamic excitation directly into the dynamic functional variational formulations, and developed the nonlinear dynamic analysis of a stochastic variational principle and the corresponding stochastic finite element method via the weighted residual method and the small parameter perturbation technique. An interpolation method was adopted, which is based on representing the random field in terms of an interpolation rule involving a set of deterministic shape functions. Direct integration Wilson-${\theta}$ Method was adopted to solve finite element equations. Numerical examples are compared with Monte-Carlo simulation method to show that the approaches proposed herein are accurate and effective for the nonlinear dynamic analysis of structures with random parameters.

A novel approach for designing of variability aware low-power logic gates

  • Sharma, Vijay Kumar
    • ETRI Journal
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    • v.44 no.3
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    • pp.491-503
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    • 2022
  • Metal-oxide-semiconductor field-effect transistors (MOSFETs) are continuously scaling down in the nanoscale region to improve the functionality of integrated circuits. The scaling down of MOSFET devices causes short-channel effects in the nanoscale region. In nanoscale region, leakage current components are increasing, resulting in substantial power dissipation. Very large-scale integration designers are constantly exploring different effective methods of mitigating the power dissipation. In this study, a transistor-level input-controlled stacking (ICS) approach is proposed for minimizing significant power dissipation. A low-power ICS approach is extensively discussed to verify its importance in low-power applications. Circuit reliability is monitored for process and voltage and temperature variations. The ICS approach is designed and simulated using Cadence's tools and compared with existing low-power and high-speed techniques at a 22-nm technology node. The ICS approach decreases power dissipation by 84.95% at a cost of 5.89 times increase in propagation delay, and improves energy dissipation reliability by 82.54% compared with conventional circuit for a ring oscillator comprising 5-inverters.