• Title/Summary/Keyword: Probabilistic Method.

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A Weibull Model Building Technique for Reliability Assessment with Limited failure Data (신뢰도 평가에서 제한된 데이터를 이용한 와이블분포 모형화 기법)

  • Kim, Gwang-Won
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.3
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    • pp.109-115
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    • 2006
  • The Weibull distribution is a good candidate for accurate probabilistic model with its rich shape-forming ability and relatively simple CDF(cumulative distribution function). If there are sufficient information to get convincible mean and variance for a probabilistic event, reliable parameters of the Weibull distribution can be determined uniquely. However, sufficient information is not given as usual. There needs more deliberate model building method for that case. This Paper presents an effective parameter estimation technique for Weibull distribution with limited failure data.

Comparison of the Tracking Methods for Multiple Maneuvering Targets (다중 기동 표적에 대한 추적 방식의 비교)

  • Lim, Sang Seok
    • Journal of Advanced Navigation Technology
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    • v.1 no.1
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    • pp.35-46
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    • 1997
  • Over last decade Multiple Target Tracking (MTT) has been the subject of numerous presentations and conferences [1979-1900]. Various approaches have been proposed to solve the problem. Representative works in the problem are Nearest Neighbor (NN) method based on non-probabilistic data association (DA), Multiple Hypothesis Test (MHT) and Joint Probabilistic Data Association (JPDA) as the probabilistic approaches. These techniques have their own advantages and limitations in computational requirements and in the tracking performances. In this paper, the three promising algorithms based on the NN standard filter, MHT and JPDA methods are presented and their performances against simulated multiple maneuvering targets are compared through numerical simulations.

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Probabilistic damage detection of structures with uncertainties under unknown excitations based on Parametric Kalman filter with unknown Input

  • Liu, Lijun;Su, Han;Lei, Ying
    • Structural Engineering and Mechanics
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    • v.63 no.6
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    • pp.779-788
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    • 2017
  • System identification and damage detection for structural health monitoring have received considerable attention. Various time domain analysis methodologies based on measured vibration data of structures have been proposed. Among them, recursive least-squares estimation of structural parameters which is also known as parametric Kalman filter (PKF) approach has been studied. However, the conventional PKF requires that all the external excitations (inputs) be available. On the other hand, structural uncertainties are inevitable for civil infrastructures, it is necessary to develop approaches for probabilistic damage detection of structures. In this paper, a parametric Kalman filter with unknown inputs (PKF-UI) is proposed for the simultaneous identification of structural parameters and the unmeasured external inputs. Analytical recursive formulations of the proposed PKF-UI are derived based on the conventional PKF. Two scenarios of linear observation equations and nonlinear observation equations are discussed, respectively. Such a straightforward derivation of PKF-UI is not available in the literature. Then, the proposed PKF-UI is utilized for probabilistic damage detection of structures by considering the uncertainties of structural parameters. Structural damage index and the damage probability are derived from the statistical values of the identified structural parameters of intact and damaged structure. Some numerical examples are used to validate the proposed method.

Multiple Vehicle Tracking in Urban Environment using Integrated Probabilistic Data Association Filter with Single Laser Scanner (단일 레이저 스캐너와 Integrated Probabilistic Data Association Filter를 이용한 도심환경에서의 다중 차량추적)

  • Kim, Dongchul;Han, Jaehyun;Sunwoo, Myoungho
    • Transactions of the Korean Society of Automotive Engineers
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    • v.21 no.4
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    • pp.33-42
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    • 2013
  • This paper describes a multiple vehicle tracking algorithm using an integrated probabilistic data association filter (IPDAF) in urban environments. The algorithm consists of two parts; a pre-processing stage and an IPDA tracker. In the pre-processing stage, measurements are generated by a feature extraction method that manipulates raw data into predefined geometric features of vehicles as lines and boxes. After that, the measurements are divided into two different objects, dynamic and static objects, by using information of ego-vehicle motion. The IPDA tracker estimates not only states of tracks but also existence probability recursively. The existence probability greatly assists reliable initiation and termination of track in cluttered environment. The algorithm was validated by using experimental data which is collected in urban environment by using single laser scanner.

Informatics Network Representation Using Probabilistic Graphical Models of Network Genetics (유전자 네트워크에서 확률적 그래프 모델을 이용한 정보 네트워크 추론)

  • Ra Sang-Dong;Park Dong-Suk;Youn Young-Ji
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.10 no.8
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    • pp.1386-1392
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    • 2006
  • This study is a numerical representative modelling analysis for applying the process that unravels networks between cells in genetics to WWW of informatics. Using the probabilistic graphical model, the insight from the data describing biological networks is used for making a probabilistic function. Rather than a complex network of cells, we reconstruct a simple lower-stage model and show a genetic representation level from the genetic based network logic. We made probabilistic graphical models from genetic data and extends them to genetic representation data in the method of network modelling in informatics.

Numerical Analysis Method for Nodal Probabilistic Production Cost Simulation (각 부하지점별 확률론적 발전비용 산정을 위한 수치해석적 방법)

  • Kim, Hong-Sik;Moon, Seung-Pil;Choi, Jae-Seok;Rho, Dae-Seok
    • Proceedings of the KIEE Conference
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    • 2001.05a
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    • pp.112-115
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    • 2001
  • This paper illustrates a new nodal effective load model for nodal probabilistic production cost simulation of the load point in a composite power system. The new effective load model includes capacities and uncertainties of generators as well as transmission lines. The CMELDC based on the new effective load model at HLII has been developed also. The CMELDC can be obtain from convolution integral processing of the outage capacity probabilistic distribution function of the fictitious generator and the original load duration curve given at the load point. It is expected that the new model for the CMELDC proposed. In this study will provide some solutions to many problems based on nodal and decentralized operation and control of an electric power systems under competition environment in future. The CMELDC based on the new model at HLII will extend the application areas of nodal probabilistic production cost simulation, outage cost assessment and reliability evaluation etc. at load points. The characteristics and effectiveness of this new model are illustrated by a case study of a test system.

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Informatics Network Representation Between Cells Using Probabilistic Graphical Models (확률적 그래프 모델을 이용한 세포 간 정보 네트워크 추론)

  • Ra, Sang-Dong;Shin, Hyun-Jae;Cha, Wol-Suk
    • KSBB Journal
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    • v.21 no.4
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    • pp.231-235
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    • 2006
  • This study is a numerical representative modeling analysis for the application of the process that unravels networks between cells in genetics to web of informatics. Using the probabilistic graphical model, the insight from the data describing biological networks is used for making a probabilistic function. Rather than a complex network of cells, we reconstruct a simple lower-stage model and show a genetic representation level from the genetic based network logic. We made probabilistic graphical models from genetic data and extends them to genetic representation data in the method of network modeling in informatics

Application of Probabilistic Fracture Mechanics Technique Using Monte Carlo Simulation (몬테카를로 시뮬레이션을 이용한 확률론적 파괴역학 수법의 적용성 검토)

  • Lee, Joon-Seong;Kwak, Sang-Log;Kim, Young-Jin
    • Journal of the Korean Society for Precision Engineering
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    • v.18 no.10
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    • pp.154-160
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    • 2001
  • For major structural components periodic inspections and integrity assessments are needed for the safety. However, many flaws are undetectable because sampling inspection is carried out during in-service inspection. Probabilistic integrity assessment is applied to take into consideration of uncertainty and variance of input parameters arise due to material properties and undetectable cracks. This paper describes a Probabilistic Fracture Mechanics(PFM) analysis based on the Monte Carlo(MC) algorithms. Taking a number of sampling data of probabilistic variables such as fracture toughness value, crack depth and aspect ratio of an initial surface crack, a MC simulation of failure judgement of samples is performed. for the verification of this analysis, a comparison study of the PFM analysis using a commercial code, mathematical method is carried out and a good agreement was observed between those results.

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A Study on an Arrangement of Passive Sonars by using DPSO Algorithm (DPSO 알고리즘을 적용한 수동탐지소나 배치 연구)

  • Kang, Jong-Gu
    • Journal of the Korea Society for Simulation
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    • v.26 no.1
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    • pp.39-46
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    • 2017
  • An arrangement of passive sonars is considered to be a fixed underwater surveillance system for detecting an anti-submarine consistently. An effectiveness score for optimizing the arrangement of passive sonars is defined in a function of the probability of detection and localization. These two features contain various probabilistic variations including seasons, sea states, depths of water, etc. Due to this reason, the effectiveness scores show probabilistic characteristics from the input of the arrangement of passive sonars. This paper defines the optimization problem having the results of probabilistic characteristics from various parameters of input conditions. Also, we suggest a simulation-based process of deciding the optimized arrangement of passive sonars using DPSO(Discrete binary version of PSO) method.

Estimation of Concrete Strength Using Improved Probabilistic Neural Network Method

  • Kim Doo-Kie;Lee Jong-Jae;Chang Seong-Kyu
    • Journal of the Korea Concrete Institute
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    • v.17 no.6 s.90
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    • pp.1075-1084
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    • 2005
  • The compressive strength of concrete is commonly used criterion in producing concrete. However, the tests on the compressive strength are complicated and time-consuming. More importantly, it is too late to make improvement even if the test result does not satisfy the required strength, since the test is usually performed at the 28th day after the placement of concrete at the construction site. Therefore, accurate and realistic strength estimation before the placement of concrete is being highly required. In this study, the estimation of the compressive strength of concrete was performed by probabilistic neural network(PNN) on the basis of concrete mix proportions. The estimation performance of PNN was improved by considering the correlation between input data and targeted output value. Improved probabilistic neural network was proposed to automatically calculate the smoothing parameter in the conventional PNN by using the scheme of dynamic decay adjustment (DDA) algorithm. The conventional PNN and the PNN with DDA algorithm(IPNN) were applied to predict the compressive strength of concrete using actual test data of two concrete companies. IPNN showed better results than the conventional PNN in predicting the compressive strength of concrete.