• Proceedings of the Korean Operations and Management Science Society Conference
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• 1990.04a
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• pp.272-288
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• 1990

The uncertainty quantification process in probabilistic Risk Assessment usually involves a specification of the uncertainty in the input data and the propagation of this uncertainty to the final risk results. The distributional sensitivity analysis is to study the impact of the various assumptions made during the quantification of input parameter uncertainties on the final output uncertainty. The uncertainty importance of input parameters, in this case, should reflect the degree of changes in the whole output distribution and not just in a point estimate value. A measure of the uncertainty importance is proposed in the present paper. The measure is called the distributional sensitivity measure(DSM) and explicitly derived from the definition of the Kullback's discrimination information. The DSM is applied to three typical discrimination information. The DSM is applied to three typical cases of input distributional changes: 1) Uncertainty is completely eliminated, 2) Uncertainty range is increased by a factor of 10, and 3) Type of distribution is changed. For all three cases of application, the DSM-based importance ranking agrees very well with the observed changes of output distribution while other statistical parameters are shown to be insensitive.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.52 no.3
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• pp.142-147
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• 2003

We consider a single-input-single-output nonlinear system which can be represented in a normal form. The nonlinear system has a modeling uncertainties including the input coefficient uncertainty. A high-gain observer is used to estimate the states variables to reject a modeling uncertainty. A globally bounded output feedback integral sliding mode control is proposed to stabilize the closed loop system. The proposed integral sliding mode control can asymptotically stabilize the closed loop system in the presence of input coefficient uncertainty.

• Nuclear Engineering and Technology
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• v.42 no.6
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• pp.690-703
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• 2010

Sampling based uncertainty analysis was carried out to quantify uncertainty in predictions of best estimate code RELAP5/MOD3.2 for a thermal hydraulic test (10% hot leg break LOCA) performed in the Large Scale Test Facility (LSTF) as a part of an IAEA coordinated research project. The nodalisation of the test facility was qualified for both steady state and transient level by systematically applying the procedures led by uncertainty methodology based on accuracy extrapolation (UMAE); uncertainty analysis was carried out using the Latin hypercube sampling (LHS) method to evaluate uncertainty for ten input parameters. Sixteen output parameters were selected for uncertainty evaluation and uncertainty band between $5^{th}$ and $95^{th}$ percentile of the output parameters were evaluated. It was observed that the uncertainty band for the primary pressure during two phase blowdown is larger than that of the remaining period. Similarly, a larger uncertainty band is observed relating to accumulator injection flow during reflood phase. Importance analysis was also carried out and standard rank regression coefficients were computed to quantify the effect of each individual input parameter on output parameters. It was observed that the break discharge coefficient is the most important uncertain parameter relating to the prediction of all the primary side parameters and that the steam generator (SG) relief pressure setting is the most important parameter in predicting the SG secondary pressure.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.9
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• pp.263-269
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• 2022

The global financial crisis of 2008-2009 and the COVID-19 pandemic that started in 2019 along with the slow and unstable recovery of the global economy have raised concerns about the impact of global uncertainty on the macroeconomics of the countries. The paper used the Structural Vector Autoregression (SVAR) model to examine the impact of global uncertainty shocks on Vietnam's economy from the period 2008-2022. We found that Vietnam's output dropped following the shock of global uncertainty, the peak was in the third month, and lasted for one year. Inflation in Vietnam had a rapid downturn in the first month, peaked in the seventh month, and took a long time to cease. When the economy experienced the shock of increased global uncertainty, Vietnam's policy interest rate was adjusted downward. Additionally, we included a long-term interest rate to consider the overall impact of monetary policy into account. A decreasing trend was also found with this rate. The global uncertainty shock effects acted as the aggregate demand shocks, reducing output and inflation as the uncertainty increases and vice versa, thus monetary policy can be used to regulate Vietnam's economy to deal with negative shocks without the trade-offs between output and inflation as aggregate supply shocks.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.59 no.11
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• pp.2066-2072
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• 2010

In this paper, a variable structure dynamic output feedback controller with an transformed sliding surface is designed for the improved robust control of a uncertain system under unmatched system uncertainty, matched input matrix uncertainty, and disturbance satisfying some conditions. This paper is extended from the results of the static output feedback VSS in [9]. To effectively remove the reaching phase problems, an initial condition of the dynamic output is determined. The previous some limitations on the dynamic output feedback variable structure controller is overcome in this systematic design. A stabilizing control is designed to generate the sliding mode on the predetermined sliding surface S=0 and as a results the closed loop exponential stability is obtained and proved together with the existence condition of the sliding mode on S=0 for all unmatched system matrix uncertainties. To show the usefulness of the algorithm, a design example and computer simulations are presented.

• Journal of Korea Society of Industrial Information Systems
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• v.15 no.5
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• pp.179-185
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• 2010

In a sensitivity analysis, an uncertainty importance measure is often used to assess how much uncertainty of an output is attributable to the uncertainty of an input, and thus, to identify those inputs whose uncertainties need to be reduced to effectively reduce the uncertainty of output. A function is called monotonic if the output is either increasing or decreasing with respect to any of the inputs. In this paper, for a monotonic function, we propose a method for evaluating the measure which assesses the expected percentage reduction in the variance of output due to ascertaining the value of input. The proposed method can be applied to the case that the output is expressed as linear and nonlinear monotonic functions of inputs, and that the input follows symmetric and asymmetric distributions. In addition, the proposed method provides a stable uncertainty importance of each input by discretizing the distribution of input to the discrete distribution. However, the proposed method is computationally demanding since it is based on Monte Carlo simulation.

• Nuclear Engineering and Technology
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• v.33 no.3
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• pp.270-282
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• 2001

A simple measure of uncertainty importance based on normalized metric distance to quantify the entire change of cumulative distribution functions (CDFs) has been developed for use in probability safety assessments (PSAs). The metric distance measure developed in this study reflects the relative impact of distributional changes of inputs on the change of an output distribution, white most of the existing uncertainty importance measures reflect the magnitude of relative contribution of input uncertainties to the output uncertainty. Normalization is made to make the metric distance measure a dimensionless quantity. The present measure has been evaluated analytically for various analytical distributions to examine its characteristics. To illustrate the applicability and strength of the present measure, two examples are provided. The first example is an application of the present measure to a typical problem of a system fault tree analysis and the second one is for a hypothetical non-linear model. Comparisons of the present result with those obtained by existing uncertainty importance measures show that the metric distance measure is a useful tool to express the measure of uncertainty importance in terms of the relative impact of distributional changes of inputs on the change of an output distribution.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.25 no.8
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• pp.802-807
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• 2014

In this paper, an accurate method to estimate the measurement uncertainty of a power amplifier was proposed. Because power amplifiers incorporate mismatch at the drain for the optimal performance, the general method is not enough to produce precise measurement uncertainty of the output power. In order to supplement this method, We suggest comprehensive power measurement uncertainty which is utilized by a complex reflection coefficient and measurement uncertainty of S-parameter which contain the mismatch at the drain on the power amplifier. After that, we compared it with real measurement results of the 10 watt power amplifier which operates on 3.7 GHz. As a result, suggested measurement uncertainty could obtain the uncertainty of output power near 10 times accurate in comparison with existing uncertainty calculation method.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.59 no.2
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• pp.411-416
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• 2010

In this paper, an integral variable structure static output feedback controller with an integral-augmented sliding surface is designed for the improved robust control of a uncertain system under unmatched system uncertainty and matched input matrix uncertainty and disturbance satisfying some conditions. To effectively remove the reaching phase problems, an output dependent integral augmented sliding surface is proposed. Its equivalent control and ideal sliding mode dynamics are obtained. The previous some limitations is overcome in this systematic design. A stabilizing control with the closed loop exponential stability is designed for all unmatched system matrix uncertainties and proved together with the existence condition of the sliding mode on S=0. To show the usefulness of the algorithm, a design example and computer simulations are presented.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.25 no.2
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• pp.183-188
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• 2014

In this paper, the propagation effect of power supply uncertainty on the output of class-F power amplifier has been estimated. Also, a 1.9 GHz, 10 watt class-F power amplifier was measured to verify the estimation and to find the optimal biasing point. By approximating the propagation theory of uncertainties, the propagation effect of bias uncertainty was mathmatically calculated. As a result, the DC biases have propagated uncertainties of 15~70 mW. However, at the optimized bias point, the uncertainty in the output power could be dropped less than 15 mW while the output power has dropped by 0.37 dB.