• Title/Summary/Keyword: Probabilistic Concept

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S-Eigenvalue Concept for Linear Continuous-Time Systems with Probabilistic Uncertainties

  • Seo, Young-Bong;Park, Jae-Weon
    • 제어로봇시스템학회:학술대회논문집
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    • 2002.10a
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    • pp.44.5-44
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    • 2002
  • We propose a concept of the S-eigenvalue(stochastic-eigenvalue) along with corresponding eigenvector, and then we define the PDF corresponding to the S-eigenvalue on a complex plane. Based on the S-eigenvalue concept, we will establish the S-stability concept for linear continuous-time systems with probabilistic uncertainties in the system matrix. These results explicitly characterize how the S-eigenvalue in the complex plane may impose S-stability on S-eigenstructure assignment. Finally, we present numerical examples to illustrate the proposed concept.

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A Novel Eigenstructure Assignment for Linear Systems with Probabilistic Uncertainties

  • Seo, Y.B.;Choi, J.W.
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.7-12
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    • 2003
  • In this paper, S(stochastic)-eigenvalue concept and its S-eigenvector for linear continuous-time systems with probabilistic uncertainties are proposed. The proposed concept is concerned with the perturbation of eigenvalues due to the probabilistic variable parameters in the dynamic model of a plant. S-eigenstructure assignment scheme via the Sylvester equation approach based on the S-eigenvalue concept is also proposed. The proposed design scheme is applied to the longitudinal dynamics of open-loop-unstable aircraft with possible uncertainties in aerodynamic and thrust effects as well as separate dynamic pressure.

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Eigenstructure Assignment for Linear Systems with Probabilistic Uncertainties

  • Seo, Young-Bong;Park, Jae-Weon;Lee, Dal-Ho
    • Journal of Mechanical Science and Technology
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    • v.18 no.6
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    • pp.933-945
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    • 2004
  • In this paper, S (stochastic)-eigenvalue concept and its S-eigenvector for linear continuous-time systems with probabilistic uncertainties is proposed. The proposed concept is concerned with the perturbation of eigenvalues due to the probabilistic variable parameters in the dynamic model of a plant. S-eigenstructure assignment scheme via the Sylvester equation approach based on the S-eigenvalue concept is also proposed. The proposed design schemes are illustrated by numerical examples, and applied to the longitudinal dynamics of open-loop-unstable aircraft with possible uncertainties in aerodynamic and thrust effects as well as separate dynamic pressure. These results explicitly characterize how S-eigenvalues in the complex plane may impose stability on S-eigenstructure assignment.

Probabilistic finite Element Analysis of Plane Frame (평면 FRAME구조물의 확률 유한 요소 해석)

  • 양영순;김지호
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1989.10a
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    • pp.40-45
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    • 1989
  • In order to take account of the statistical properties of random variables used in the structural analysis, the conventional approach usually adopts the safety factor based on past experiences for the qualitative assessment of structural safety problem. Recently, new approach based on the probabilistic concept has been applied to the assessment of structural safety in order to circumvent the difficulties of the conventional approach in choosing the appropriate safety factor. Thus, computer program called "Probabilistic finite element method" is developed by incorporation the probabilistic concept into the conventional matrix method in order to investigate the effects of the random variables on the final output of the structural analysis. From the comparison of some examples, it can be concluded that the PFEM developed in this study deals with consistently with the uncertainty of random variables and provides the rational tool for the assessment of structural safety of plane frame.

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A Concept of Probabilistic Maintenance Cost Analysis Considering Risk Factors of Aged Multi-Family Housing (노후 공동주택의 위험요인을 고려한 확률적 유지관리비 분석 개념)

  • Park, Moon-Sun;Won, Seo-Kyung
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2019.05a
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    • pp.246-247
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    • 2019
  • This study was conducted to provide useful information to enable planned repair and cost planning during the operation and maintenance phase of aged multi-family housing. For this purpose, The concept of probabilistic maintenance cost analysis considering the risk factors of the aged multi-family housing is presented in the following six steps. 1. Risk factor investigation and analysis 2. Classification and deriving of maintenance cost 3. Investigation and deriving cost maintenance cost of old apartment house 4. Analysis of expert questionnaire 5. Analysis of Monte -Carlo simulation 6. Probabilistic maintenance cost Deriving the result. This study has limitations that need to be verified by applying actual data.

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A Study on Construction of the CMELDC at Load Points (각 부하지점별 유효부하지속곡선 작성법에 관한 연구)

  • Kim, Hong-Sik;Mun, Seung-Pil;Choe, Jae-Seok
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.49 no.4
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    • pp.195-198
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    • 2000
  • This paper illustrates a new method for constructing composite power system effective load duration curve(CMELDC) at load points. The main concept of proposed method is that the CMELDC can be obtain from convolution integral processing of the outage probabilistic distribution function of not supplied power and the load duration curve given at each load point. The effective load duration curve (ELDC) at HLI plays an important part in probabilistic production simulation, reliability evaluation, outage cost assessment and power supply margins assesment for power system planning and operation. And also, the CMELDC at HLII will extend the application areas of outage cost assessment and reliability evaluation at each load point. The CMELDC at load points using the Monte Carlo method and a DC load flow constrained LP have already been developed by authors. The effective load concept at HLII, however, has not been introduced sufficiently in last paper although the concept is important. In this paper, the main concept of the effective load at HLII which is proposed in this study is defined in details as the summation of the original load and the probabilistic loads caused by the forced outage of generators and transmission lines at this load point. The outage capacity probabilistic distribution function at HLII can be obtained by combining the not supplied powers and the probabilities of the not supplied powers at this load point. It si also expected that the proposed CMELDC can be applied usefully to research areas such as reliability evaluation, probabilistic production cost simulation and analytical outage cost assessment, etc. at HLII in future. The characteristics and effectiveness of this methodology are illustrated by case study of IEEE-RTS.

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Eigenstructure Assignment Control for Linear Continuous-Time Systems with Probabilistic Uncertainties (확률적 불확실성을 갖는 선형 연속 시간 시스템의 고유구조 지정제어)

  • 서영봉;최재원
    • Journal of Institute of Control, Robotics and Systems
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    • v.10 no.2
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    • pp.145-152
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    • 2004
  • In this paper, an S(stochastic)-eigenvalue and its corresponding S-eigenvector concept for linear continuous-time systems with probabilistic uncertainties are proposed. The proposed concept is concerned with the perturbation of eigenvalues due to the stochastic variable parameters in the dynamic model of a plant. An S-eigenstructure assignment scheme via the Sylvester equation approach based on the S-eigenvalue/-eigenvector concept is also proposed. The proposed control design scheme based on the proposed concept is applied to a longitudinal dynamics of an open-loop-unstable aircraft with possible uncertainties in aerodynamic and thrust effects as well as separate dynamic pressure effects. These results explicitly characterize how S-eigenvalues in the complex plane may impose stability on the system.

Probabilistic Finite Element Analysis of Plane Frame (평면 FRAME 구조물의 확률유한요소 해석)

  • 양영순;김지호
    • Computational Structural Engineering
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    • v.2 no.4
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    • pp.89-98
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    • 1989
  • In order to take account of the statistical properties of random variables used in the structural analysis, the conventional approach usually adopts the safety factor based on past experiences for the qualitative assessment of structural safety problem. Recently, new approach based on the probabilistic concept has been applied to the assessment of structural safety in order to circumvent the difficulties of the conventional approach in choosing the appropriate safety factor. Thus, computer program called "Probabilistic finite element method" is developed by incorporating the probabilistic concept into the conventional matrix method in order to investigate the effects of the random variables on the final output of the structural analysis. From the comparison of some examples, it can be concluded that the PFEM developed in this study deals consistently with the uncertainty of random variables and provides the rational tool for the assessment of structural safety of plane frame.

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Probabilistic optimal safety valuation based on stochastic finite element analysis of steel cable-stayed bridges

  • Han, Sung-Ho;Bang, Myung-Seok
    • Smart Structures and Systems
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    • v.10 no.2
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    • pp.89-110
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    • 2012
  • This study was intended to efficiently perform the probabilistic optimal safety assessment of steel cable-stayed bridges (SCS bridges) using stochastic finite element analysis (SFEA) and expected life-cycle cost (LCC) concept. To that end, advanced probabilistic finite element algorithm (APFEA) which enables to execute the static and dynamic SFEA considering aleatory uncertainties contained in random variable was developed. APFEA is the useful analytical means enabling to conduct the reliability assessment (RA) in a systematic way by considering the result of SFEA based on linearity and nonlinearity of before or after introducing initial tensile force. The appropriateness of APFEA was verified in such a way of comparing the result of SFEA and that of Monte Carlo Simulation (MCS). The probabilistic method was set taking into account of analytical parameters. The dynamic response characteristic by probabilistic method was evaluated using ASFEA, and RA was carried out using analysis results, thereby quantitatively calculating the probabilistic safety. The optimal design was determined based on the expected LCC according to the results of SFEA and RA of alternative designs. Moreover, given the potential epistemic uncertainty contained in safety index, failure probability and minimum LCC, the sensitivity analysis was conducted and as a result, a critical distribution phase was illustrated using a cumulative-percentile.

Probabilistic analysis of buckling loads of structures via extended Koiter law

  • Ikeda, Kiyohiro;Ohsaki, Makoto;Sudo, Kentaro;Kitada, Toshiyuki
    • Structural Engineering and Mechanics
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    • v.32 no.1
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    • pp.167-178
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    • 2009
  • Initial imperfections, such as initial deflection or remaining stress, cause deterioration of buckling strength of structures. The Koiter imperfection sensitivity law has been extended to describe the mechanism of reduction for structures. The extension is twofold: (1) a number of imperfections are considered, and (2) the second order (minor) imperfections are implemented, in addition to the first order (major) imperfections considered in the Koiter law. Yet, in reality, the variation of external loads is dominant over that of imperfection. In this research, probabilistic evaluation of buckling loads against external loads subjected to probabilistic variation is conducted by extending the concept of imperfection sensitivity. A truss arch subjected to dead and live loads is considered as a numerical example. The mechanism of probabilistic variation of buckling strength of this arch is described by the proposed method, and its reliability is evaluated.