• 제목/요약/키워드: Stochastic Characteristics

검색결과 408건 처리시간 0.03초

확률 기반의 위험등급평가 객관화 방안 (An Objective Method of Risk Assessment Based on Stochastic Modelling)

  • 신상식;이길수;조흥기
    • 품질경영학회지
    • /
    • 제41권3호
    • /
    • pp.465-474
    • /
    • 2013
  • Purpose: To provide a variety of stable military supplies, risk should be avoided or removed. This paper aims to provide an objective method of risk assesment for risk matrix to evaluate risk level. Methods: According to previous results of risk assesment through risk matrix, some parameters and probability density functions, which include characteristics of military supplies, are selected and Risk matrix is modelled based on that. Results: Results show that a proposed method can evaluate objectively risk level through the stochastic modelling and provide well-balanced risk assessments by categorizing into 3 levels such as high, middle and low level risk. Conclusion: A current risk assessment method includes substantial subjectivity of risk assessment and as a problem about military supplies comes up, we can not show any appropriate evidences for decision of risk assessment. We propose an objective scheme employing stochastic modelling with parameters and probability density functions.

A PROPOSAL ON ALTERNATIVE SAMPLING-BASED MODELING METHOD OF SPHERICAL PARTICLES IN STOCHASTIC MEDIA FOR MONTE CARLO SIMULATION

  • KIM, SONG HYUN;LEE, JAE YONG;KIM, DO HYUN;KIM, JONG KYUNG;NOH, JAE MAN
    • Nuclear Engineering and Technology
    • /
    • 제47권5호
    • /
    • pp.546-558
    • /
    • 2015
  • Chord length sampling method in Monte Carlo simulations is a method used to model spherical particles with random sampling technique in a stochastic media. It has received attention due to the high calculation efficiency as well as user convenience; however, a technical issue regarding boundary effect has been noted. In this study, after analyzing the distribution characteristics of spherical particles using an explicit method, an alternative chord length sampling method is proposed. In addition, for modeling in finite media, a correction method of the boundary effect is proposed. Using the proposed method, sample probability distributions and relative errors were estimated and compared with those calculated by the explicit method. The results show that the reconstruction ability and modeling accuracy of the particle probability distribution with the proposed method were considerably high. Also, from the local packing fraction results, the proposed method can successfully solve the boundary effect problem. It is expected that the proposed method can contribute to the increasing of the modeling accuracy in stochastic media.

Wind-excited stochastic vibration of long-span bridge considering wind field parameters during typhoon landfall

  • Ge, Yaojun;Zhao, Lin
    • Wind and Structures
    • /
    • 제19권4호
    • /
    • pp.421-441
    • /
    • 2014
  • With the assistance of typhoon field data at aerial elevation level observed by meteorological satellites and wind velocity and direction records nearby the ground gathered in Guangzhou Weather Station between 1985 and 2001, some key wind field parameters under typhoon climate in Guangzhou region were calibrated based on Monte-Carlo stochastic algorithm and Meng's typhoon numerical model. By using Peak Over Threshold method (POT) and Generalized Pareto Distribution (GPD), Wind field characteristics during typhoons for various return periods in several typical engineering fields were predicted, showing that some distribution rules in relation to gradient height of atmosphere boundary layer, power-law component of wind profile, gust factor and extreme wind velocity at 1-3s time interval are obviously different from corresponding items in Chinese wind load Codes. In order to evaluate the influence of typhoon field parameters on long-span flexible bridges, 1:100 reduced-scale wind field of type B terrain was reillustrated under typhoon and normal conditions utilizing passive turbulence generators in TJ-3 wind tunnel, and wind-induced performance tests of aero-elastic model of long-span Guangzhou Xinguang arch bridge were carried out as well. Furthermore, aerodynamic admittance function about lattice cross section in mid-span arch lib under the condition of higher turbulence intensity of typhoon field was identified via using high-frequency force-measured balance. Based on identified aerodynamic admittance expressions, Wind-induced stochastic vibration of Xinguang arch bridge under typhoon and normal climates was calculated and compared, considering structural geometrical non-linearity, stochastic wind attack angle effects, etc. Thus, the aerodynamic response characteristics under typhoon and normal conditions can be illustrated and checked, which are of satisfactory response results for different oncoming wind velocities with resemblance to those wind tunnel testing data under the two types of climate modes.

네트워크 대역폭 할당에 따른 전송률 응답특성을 구현해주는 모델링 기법 (Modeling Techniques of the Throughput Response Characteristics depending on the Network Bandwidth Allocation)

  • 박종진;문영성
    • 한국통신학회논문지
    • /
    • 제28권8B호
    • /
    • pp.691-698
    • /
    • 2003
  • 네트워크의 QoS를 지원하기 위해서는 환경변화에 동적으로 대처할 수 있는 자원관리 시스템이 필요하며, 이를 위해 고전적인 제어기술 분야에 사용되는 적응적인 시스템을 도입할 수 있다. 제어기술의 적용을 위해서는 네트워크의 대역폭 할당에 따른 전송률 응답특성을 구현해주는 모델의 개발이 필수적이라고 할 수 있다. 본 연구에서는 두 가지 방식의 네트워크 모델을 제안하였다. 첫째는 "동적 시스템 모델"이며 다른 하나는 "통계학적 모델"이다. 동적 시스템 모델은 네트워크의 동적 특성을 고려하여 도입하였으며, 통계학적 모델은 측정된 전송량 데이터의 분포를 고려하여 도입하였다. 제시된 두 모델의 인자 결정을 위해 최적화 기법을 사용하였으며, 제시된 두 모델이 실제 네트워크의 동작과 유사함을 살펴보았다.

저가 관성센서의 오차보상을 위한 간접형 칼만필터 기반 센서융합과 소형 비행로봇의 자세 및 위치결정 (Indirect Kalman Filter based Sensor Fusion for Error Compensation of Low-Cost Inertial Sensors and Its Application to Attitude and Position Determination of Small Flying robot)

  • 박문수;홍석교
    • 제어로봇시스템학회논문지
    • /
    • 제13권7호
    • /
    • pp.637-648
    • /
    • 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.

확률적 DTN 모델에서 효율적인 중계 노드 선택 방법 (Efficient Relay Node Selection in Stochastic DTN Model)

  • 도윤형;이강환
    • 한국정보통신학회:학술대회논문집
    • /
    • 한국정보통신학회 2017년도 춘계학술대회
    • /
    • pp.367-370
    • /
    • 2017
  • 본 논문은 확률적 DTN 모델 내에서 효율적인 중계 노드를 선택하기 위한 방법을 제안한다. Delay Tolerant Network(DTN)은 효율적인 통신을 위해 묶음 계층(bundle layer)를 생성해 서로 다른 네트워크 및 이기종간의 네트워크 간 중계 노드를 선택하고 메시지를 전달하는 Carry and forward 방식을 사용한다. DTN은 기본적으로 유동적인 노드로 구성되어 고정된 라우팅 루트가 없으며 간헐적인 연결로 인해 긴 지연시간을 가진다. 따라서 DTN을 구성하는 노드들은 필수적으로 메시지를 저장하기 위한 특성을 가지며 저장된 메시지와 노드의 용량은 네트워크의 성능에 영향을 주게 된다. 확률적 DTN 모델은 이러한 DTN의 성능을 분석하기 위해 시간에 따라 무작위적으로 변화하는 Markov 모델을 제안하였다. 하지만 제안된 확률적 DTN 모델에서는 네트워크의 성능을 향상시키기 위한 방법에 대한 연구가 미비하였다. 본 논문은 네트워크의 성능을 향상시키기 위해 확률적 DTN 모델에서 메시지의 생성과 소멸을 통해 분석된 확률적 메시지 분포와 상호 접촉 시간을 이용해 효율적인 중계 노드를 선택하는 알고리즘을 제안한다.

  • PDF

이항 반응 실험의 확률적 전역최적화 기법연구 (A Study on the Stochastic Optimization of Binary-response Experimentation)

  • 이동훈;황근철;이상일;윤원영
    • 한국시뮬레이션학회논문지
    • /
    • 제32권1호
    • /
    • pp.23-34
    • /
    • 2023
  • 본 논문의 목적은 이항출력 실험을 이용할 경우에 확률적 전역 최적화 방법론들을 검토하고 알고리즘들간의 성능을 비교하기 위한 것이다. 모 성공확률은 알수 없고 확률적 특성을 갖기 때문에 확률적 전역 최적화 방법론에서는 모 성공확률 대신 성공확률의 추정치를 이용한다. 언덕오르기 알고리즘 , 단순랜덤탐색, 랜덤재출발 랜덤탐색, 랜덤 최적화, 담금질 기법 및 군집기반의 알고리즘인 입자 군집 최적화 알고리즘을 확률적 전역 최적화 알고리즘으로 사용하였다. 알고리즘의 비교를 위하여 두가지 테스트 함수(하나는 단봉이고 나머지는 다봉임)가 제안되었고 몬테카를로 시뮬레이션을 이용하여 알고리즘의 성능을 평가하였다. 단순 테스트 함수에 대하여는 모든 알고리즘이 유사한 성능을 보이고 있다. 복잡한 다봉의 테스트 함수에 대하여는 랜덤재출발 랜덤최적화, 담금질 기법과 군집 기반의 입자군집 알고리즘이 훨씬 더 좋은 성능을 보임을 알 수 있다.

SSA-based stochastic subspace identification of structures from output-only vibration measurements

  • Loh, Chin-Hsiung;Liu, Yi-Cheng;Ni, Yi-Qing
    • Smart Structures and Systems
    • /
    • 제10권4_5호
    • /
    • pp.331-351
    • /
    • 2012
  • In this study an output-only system identification technique for civil structures under ambient vibrations is carried out, mainly focused on using the Stochastic Subspace Identification (SSI) based algorithms. A newly developed signal processing technique, called Singular Spectrum Analysis (SSA), capable to smooth a noisy signal, is adopted for preprocessing the measurement data. An SSA-based SSI algorithm with the aim of finding accurate and true modal parameters is developed through stabilization diagram which is constructed by plotting the identified system poles with increasing the size of data matrix. First, comparative study between different approaches, with and without using SSA to pre-process the data, on determining the model order and selecting the true system poles is examined in this study through numerical simulation. Finally, application of the proposed system identification task to the real large scale structure: Canton Tower, a benchmark problem for structural health monitoring of high-rise slender structures, using SSA-based SSI algorithm is carried out to extract the dynamic characteristics of the tower from output-only measurements.

추계론적 이론을 이용한 교량내진거동분석 (Seismic Behaviors of a Bridge System in the Stochastic Perspectives)

  • 마호성
    • 한국지진공학회논문집
    • /
    • 제9권6호
    • /
    • pp.53-58
    • /
    • 2005
  • 본 연구에서는 지진하중을 받는 교량의 거동을 확률밀도함수를 통하여 분석할 수 있는 기법을 개발하였다. 확률밀도함수의 전개는 추계론적 이론을 이용한 반해석적 방법을 통하여 구하였으며, 반해석적 방법은 교량운동방정식으로부터 상응하는 Fokker-Planck equation을 구한 후, path-integral solution을 유도하여 이를 수치적으로 해석함으로써 구할 수 있다. 교량거동의 확률밀도 함수전개로부터 교량거동의 확률적 특성을 파악하고 확률밀도함수의 범위로부터 교량응답거동의 포락선을 얻을 수 있으며 이를 이용하여 최대응답의 범위를 결정할 수 있다는 것을 밝혔다.

Seismic vibration control of bridges with excessive isolator displacement

  • Roy, Bijan K.;Chakraborty, Subrata;Mishra, Sudib K.
    • Earthquakes and Structures
    • /
    • 제10권6호
    • /
    • pp.1451-1465
    • /
    • 2016
  • The effectiveness of base isolation (BI) systems for mitigation of seismic vibration of bridges have been extensively studied in the past. It is well established in those studies that the performance of BI system is largely dependent on the characteristics of isolator yield strength. For optimum design of such systems, normally a standard nonlinear optimization problem is formulated to minimize the maximum response of the structure, referred as Stochastic Structural Optimization (SSO). The SSO of BI system is usually performed with reference to a problem of unconstrained optimization without imposing any restriction on the maximum isolator displacement. In this regard it is important to note that the isolator displacement should not be arbitrarily large to fulfil the serviceability requirements and to avoid the possibility of pounding to the adjacent units. The present study is intended to incorporate the effect of excessive isolator displacement in optimizing BI system to control seismic vibration effect of bridges. In doing so, the necessary stochastic response of the isolated bridge needs to be optimized is obtained in the framework of statistical linearization of the related nonlinear random vibration problem. A simply supported bridge is taken up to elucidate the effect of constraint condition on optimum design and overall performance of the isolated bridge compared to that of obtained by the conventional unconstrained optimization approach.