• 제어로봇시스템학회논문지
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• 제5권2호
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• pp.158-165
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• 1999

비행시험을 통해 획득한 데이터의 해석과정에서 대상 항공기의 크기가 소형인 경우에는 엔진진동이나 외부의 교란에 의한 잡음이나 바이어스 등의 강도가 높기 때문에 데이터의 처리과정에서 많은 문제점을 산출하게 된다. 이와 같은 문제점을 해결하기 위해 상태추정 알고리즘이 사용되며, 본 논문에서는 항공기의 비선형 세로운동 방정식의 경우에 확장형 칼만 필터를 적용하여 항공기 세로운동의 상태변수들을 추정하였으며, 또한 확률근사과정, 이노베이션에 대한 궤환 적응 등 적응형 칼만 필터를 사용하여 수렴속도와 정확도 둥을 향상시킨 알고리즘을 제안하고 그 결과를 나타내었다.

• 제어로봇시스템학회논문지
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• 제12권2호
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• pp.93-100
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• 2006

In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

• 산업경영시스템학회지
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• 제32권4호
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• pp.53-62
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• 2009

Lee[15] examined quantity discount contracts between a manufacturer and a retailer in a stochastic, two-period inventory model where quantity discounts are provided based on the previous order size. During the two periods, the retailer faces stochastic (truncated Poisson distributed) demands and he/she places orders to meet the demands. The manufacturer provides for the retailer a price discount for the second period order if its quantity exceeds the first period order quantity. In this paper we extend the above two-period model to a k-period one (where k < 2) and propose a stochastic nonlinear mixed binary integer program for it. In order to make the program tractable, the nonlinear term involving the sum of truncated Poisson cumulative probability function values over a certain range of demand is approximated by an i-interval piecewise linear function. With the value of i selected and fixed, the piecewise linear function is determined using an evolutionary algorithm where its fitness to the original nonlinear term is maximized. The resulting piecewise linear mixed binary integer program is then transformed to a mixed binary integer linear program. With the k-period model developed, we suggest a solution procedure of receding horizon control style to solve n-period (n < k) order decision problems. We implement Lee's two-period model and the proposed k-period model for the use in receding horizon control style to solve n-period order decision problems, and compare between the two models in terms of the pattern of order quantities and the total profits. Our computational study shows that the proposed model is superior to the two-period model with respect to the total profits, and that order quantities from the proposed model have higher fluctuations over periods.

• Smart Structures and Systems
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• 제31권2호
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• pp.113-130
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• 2023

Hybrid simulation (HS) has attracted community attention in recent years as an efficient and effective experimental technique for structural performance evaluation in size-limited laboratories. Traditional hybrid simulations usually take deterministic properties for their numerical substructures therefore could not account for inherent uncertainties within the engineering structures to provide probabilistic performance assessment. Reliable structural performance evaluation, therefore, calls for stochastic hybrid simulation (SHS) to explicitly account for substructure uncertainties. The experimental design of SHS is explored in this study to account for uncertainties within analytical substructures. Both computational simulation and laboratory experiments are conducted to evaluate the pseudo-random Sobol sequence for the experimental design of SHS. Meta-modeling through polynomial chaos expansion (PCE) is established from a computational simulation of a nonlinear single-degree-of-freedom (SDOF) structure to evaluate the influence of nonlinear behavior and ground motions uncertainties. A series of hybrid simulations are further conducted in the laboratory to validate the findings from computational analysis. It is shown that the Sobol sequence provides a good starting point for the experimental design of stochastic hybrid simulation. However, nonlinear structural behavior involving stiffness and strength degradation could significantly increase the number of hybrid simulations to acquire accurate statistical estimation for the structural response of interests. Compared with the statistical moments calculated directly from hybrid simulations in the laboratory, the meta-model through PCE gives more accurate estimation, therefore, providing a more effective way for uncertainty quantification.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.1765-1770
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• 2005

Recently, particle filters have attracted attentions for nonlinear state estimation. In this approaches, a posterior probability distribution of the state variable is evaluated based on observations in simulation using so-called importance sampling. We proposed a new filter, Evolution Strategies based particle (ESP) filter to circumvent degeneracy phenomena in the importance weights, which deteriorates the filter performance, and apply it to simultaneous state and parameter estimation of nonlinear state space models. Results of numerical simulation studies illustrate the applicability of this approach.

• Structural Engineering and Mechanics
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• 제23권6호
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• pp.599-613
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• 2006

A method for the dynamical analysis of FE discretized uncertain linear and nonlinear structures is presented. This method is based on the moment equation approach, for which the differential equations governing the response first and second-order statistical moments must be solved. It is shown that they require the cross-moments between the response and the random variables characterizing the structural uncertainties, whose governing equations determine an infinite hierarchy. As a consequence, a closure scheme must be applied even if the structure is linear. In this sense the proposed approach is approximated even for the linear system. For nonlinear systems the closure schemes are also necessary in order to treat the nonlinearities. The complete set of equations obtained by this procedure is shown to be linear if the structure is linear. The application of this procedure to some simple examples has shown its high level of accuracy, if compared with other classical approaches, such as the perturbation method, even for low levels of closures.

• 제어로봇시스템학회논문지
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• 제13권7호
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• pp.637-648
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• 2007

This paper presents a sensor fusion method based on indirect Kalman filter(IKF) for error compensation of low-cost inertial sensors and its application to the determination of attitude and position of small flying robots. First, the analysis of the measurement error characteristics to zero input is performed, focusing on the bias due to the temperature variation, to derive a simple nonlinear bias model of low-cost inertial sensors. Moreover, from the experimental results that the coefficients of this bias model possess non-deterministic (stochastic) uncertainties, the bias of low-cost inertial sensors is characterized as consisting of both deterministic and stochastic bias terms. Then, IKF is derived to improve long term stability dominated by the stochastic bias error, fusing low-cost inertial sensor measurements compensated by the deterministic bias model with non-inertial sensor measurement. In addition, in case of using intermittent non-inertial sensor measurements due to the unreliable data link, the upper and lower bounds of the state estimation error covariance matrix of discrete-time IKF are analyzed by solving stochastic algebraic Riccati equation and it is shown that they are dependant on the throughput of the data link and sampling period. To evaluate the performance of proposed method, experimental results of IKF for the attitude determination of a small flying robot are presented in comparison with that of extended Kaman filter which compensates only deterministic bias error model.

• The Journal of the Acoustical Society of Korea
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• 제15권2E호
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• pp.50-59
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• 1996

In this paper, an adaptive precompensator, which can reduce the distortion of a Wiener system effectively, is proposed. The previous techniques for adaptive precompensation, based on the Volterra series modeling to compensate the distortion of a nonlinear system, are not suitable for real-time implementation due to high computational burden and slow convergence burden and slow convergence rate. This paper presents an adaptive precompensation technique for the class of nonlinear subsystem, referred to as Wiener system. An adaptive algorithm for adjusting the parameters of a precompensator, structured by a hammerstein model, is derived using the stochastic gradient method. Also, an adaptive precompensatin technique which can effectively reduce nonlinear distortion in μ-law type of saturation characteristics is proposed. The validity of the proposed algorithm is confirmed through simulation by applying it to known Wiener systmes and a typical loudspeaker model.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 1998년도 춘계학술대회논문집; 용평리조트 타워콘도, 21-22 May 1998
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• pp.399-406
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• 1998

An investigation into the stochastic bifurcation and response statistits 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 generate 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 ordinary 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.

• Earthquakes and Structures
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• 제8권5호
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• pp.1055-1067
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• 2015

A theoretical procedure to estimate spectral displacement of a hysteretic oscillator with bilinear stiffness excited by band-limited excitation is presented. The stochastic method of ground-motion simulation is combined with the random vibration theory to compute linear and nonlinear structural response. The response is obtained by computing the root-mean-square oscillator response using dissipation energy balancing by integrating over all energy levels of system weighting with the stationary probability density of the energy. The results are presented in a convenient form, and the accuracy of the procedure is assessed by comparison with results obtained with the time-domain method using the recorded data. The model shows little or no bias at the structural period of engineering interest.