• Journal of the Computational Structural Engineering Institute of Korea
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• v.36 no.3
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• pp.203-211
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• 2023

A Markov chain Monte Carlo (MCMC) simulation is proposed for probabilistic full waveform inversion (FWI) in a layered half-space. Dynamic responses on the half-space surface are estimated using the thin-layer method when a harmonic vertical force is applied. Subsequently, a posterior probability distribution function and the corresponding objective function are formulated to minimize the difference between estimations and observed data as well as that of model parameters from prior information. Based on the gradient of the objective function, a proposal distribution and an acceptance probability for MCMC samples are proposed. The proposed MCMC simulation is applied to several layered half-space examples. It is demonstrated that the proposed MCMC simulation for probabilistic FWI can estimate probabilistic material properties such as the shear-wave velocities of a layered half-space.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.48 no.5
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• pp.16-22
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• 2011

This paper presents the multi-object tracking approach using the background difference and particle filtering by monte carlo sampling. We apply particle filters based on probabilistic importance sampling to multi-object independently. We formulate the object observation model by the histogram distribution using color information and the object dynaminc model for the object motion information. Our approach does not increase computational complexity and derive stable performance. We implement the whole Bayesian maximum likelihood framework and describes robust methods coping with the real-world object tracking situation by the observation and transition model.

• Journal of Satellite, Information and Communications
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• v.9 no.4
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• pp.104-110
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• 2014

This paper considers two reconstruction schemes of structured-sparse signals, turbo inference and Markov chain Monte Carlo (MCMC) inference, in compressed sensing(CS) technique that is recently getting an important issue for an efficient video wireless transmission system using multi-copter as an unmanned aerial vehicle. Proposed reconstruction algorithms are setting importance on reduction of image data sizes, fast reconstruction speed and errorless reconstruction. As a result of experimentation with twenty kinds of images, we can find turbo reconstruction algorithm based on loopy belief propagation(BP) has more excellent performances than MCMC algorithm based on Gibbs sampling as aspects of average reconstruction computation time, normalized mean squared error(NMSE) values.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.5B
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• pp.501-509
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• 2006

The safety of levee that depends on the river flood elevation has been regarded as very important keys to build up various flood prevention systems. However, deterministic methods for computation of water surface profile cannot reflect the effect of possible inaccuracies in the input parameters. The purpose of this study is to develop a methodology of uncertainty computation of design flood level based on steady flow analysis and Monte Carlo simulation. This study addresses the uncertainty of water surface elevation by Manning's coefficients, design discharges, river cross sections and boundary condition. Monte Carlo simulation with the variations of these parameters is performed to quantify the variations of water surface elevations in a river. The proposed model has been applied to the Kumho-river. The reliability analysis was performed within 38.5 km (95 sections) reach considered the variations of the above-mentioned parameters. Overtopping risks were evaluated by comparing the elevations of the flood condition with the those of the levees. The results show that there is a necessity which will raise the levee elevation between 1 cm and 56 cm at 7 sections. The model can be used for preparing flood risk maps, flood forecasting systems and establishing flood disaster mitigation plans as well as complement of conventional levee design.

• Journal of Korea Water Resources Association
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• v.30 no.6
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• pp.691-698
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• 1997

The risk assessment model for dam and levee is applied to a river where two adjacent dams are located in the upstream of the watershed. "A" dam is proven to be safe with 200-year precipitation and unsafe with PMP condition, whereas "B" dam to be safe with 200-year precipitation and PMP condition. The computed risk considering the uncertainties of the runoff coefficient. initial water depth and relevant data of the dam and spillway turn out to be equivalent results in Monte-Carlo and AFOSM method. In levee risk model, this study addresses the uncertainty of water surface elevation by Manning's equation. Monte-Carlo simulation with the variations of Manning's roughness coefficient is calculated by assuming that it follows atriangular distribution. The model can be used for preparing flood risk maps, flood warning systems, and establishing nation's flood disaster protection plan.

• Journal of Korea Water Resources Association
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• v.42 no.11
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• pp.963-972
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• 2009

The objective of this study is to evaluate an application of stochastic continuous storage function model with ensemble Kalman filter technique. The case study is performed at the upstream basin of Jibo streamflow gauge including Andong and Imha dam. Test period is for the rainy season during 2006 and 2007. Long term runoff analysis is feasible in the case of using deterministic model. Ensemble members for input data and parameters are generated using Monte Carlo simulation for the purpose of applying ensemble Kalman filter technique. The cumulative absolute errors of stochastic model to the deterministic one are improved for the amount of 17.5 %, 18.3 % and more than 40.0 % for Andong dam, Imha dam and Jibo station, respectively. The results indicate that the stochastic model improves the accuracy of the simulated discharge considerably.

• Journal of Korea Water Resources Association
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• v.36 no.2
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• pp.315-324
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• 2003

Stream flow data was analyzed for determining the lowflow which is the standard for river maintenance flow. Lowflow quantiles were estimated based on the parametric and nonparametric methods and two methods were compared by Monte Carlo simulation study. As the results of the parametric method, three probability distributions such as gamma-2, lognormal-2 and Weibull-2, are selected as appropriate models for stream flow data of 13 stations in Han River Basins. According to simulation results, relative bias (RBIAS) and relative root mean square error (RRMSE) of the lowflow quantiles are the smallest when the applied and population models are the same. The fame statistical properties from the nonparametric models are good within the interpolation range. Among 7 bandwidth selectors used in this study, the RRMSEs of the Park and Marron method (PM) are the smallest while those of the Shoaler and Jones method (SJ) are the largest.

• Journal of Korea Water Resources Association
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• v.33 no.1
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• pp.15-30
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• 2000

This study is to develop the applied method of reliability analysis to present risk - initial water level relationship in the small reservoir. To determine the reliability, the grasping of uncertainty sources is prerequisited and performance function is formulated. Reliability analysis method is a statistical method and the basic procedure of risk evaluation for overtopping of reservoir is as follows. 1. Define the risk criterion and performance function for the overtopping. 2. Determine the uncertainties of all the variables in the performance function. 3. Perform the risk analysis with suitable risk calculation method. Reliability analysis method such as Monte Carlo simulation(MCS) method and mean value first order second moment(MVFOSM) method are used to calculate the risk for reservoir. Finally, risk - initial water level relationship is established according to return period and it is useful for reservoir operation and safety assessment.ssment.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.43 no.4
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• pp.341-348
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• 2015

This paper addresses Monte-Carlo simulation analyses for the stage separation of the general launch vehicle. The stage separation event of the launch vehicle occurs during a very short time and is related with many dynamic parameters. The stage separation is a critical event in that the launch fails if there is a collision during the stage separation. The stage separation analyses was conducted for the general launch vehicle to confirm the separation without collision within the designed clearance in case of the random input parameters. This paper presents the stochastic results of the stage separation of the launch vehicle using the Monte-Carlo simulation.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.35 no.5C
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• pp.415-422
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• 2010

In this paper, we derive exact closed-form formulas, in terms of Meijer's G-function, for the ergodic capacity of space-time block codes (STBCs) from generalized linear complex orthogonal designs (GLCODs) and generalized coordinate interleaved orthogonal designs (GCIODs) in quasi-static frequency-nonselective i.i.d. Nakagami-m fading channels. The derived analytical results show an excellent agreement with Monte-Carlo simulation results. Thus, a useful means for analyzing and predicting the ergodic capacity performance of STBCs from GLCODs or GCIODs can be provided in various antenna configurations and different channel conditions without extensive Monte-Carlo simulations. We present some numerical results to verify the accuracy of the derived formulas.