• 제목/요약/키워드: Stochastic Process Closure Method

검색결과 3건 처리시간 0.017초

확률적 비선형 동적계의 해석에 관한 연구 (A Study on the Analysis of Stochastic Nonlinear Dynamic System)

  • 남성현;김호룡
    • 대한기계학회논문집
    • /
    • 제19권3호
    • /
    • pp.697-704
    • /
    • 1995
  • The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents the stochastic model of a nonlinear dynamic system with uncertain parameters under nonstationary stochastic inputs. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method and the second moment equation is numerically evaluated by stochastic process closure method, 4th cumulant neglect closure method and Runge-Kutta method. But the first and the second moment equations are coupled each other, so this equations are approximately evaluated by a iterative method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

확률적 동적계의 해석에 관한 연구 (A Study on the Analysis of Stochastic Dynamic System)

  • 남성현;김호룡
    • 한국정밀공학회지
    • /
    • 제12권4호
    • /
    • pp.127-134
    • /
    • 1995
  • The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents a generalized stochastic model of dynamic system subjected to bot external and parametric nonstationary stochastic input. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method. But the second moment equation is founded to constitute an infinite coupled set of differential equations, so this equations are numerically evaluated by cumulant neglect closure method and Runge-Kutta method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

  • PDF

유체운동에 의한 불규칙 가진을 받는 비선형계의 확률제어 (A Stochastic Control for Nonlinear Systems under Random Disturbance Based on a Fluid Motion)

  • 오수영;김용관;조경래;최영섭;허훈
    • 한국소음진동공학회:학술대회논문집
    • /
    • 한국소음진동공학회 2001년도 춘계학술대회논문집
    • /
    • pp.892-896
    • /
    • 2001
  • 백색잡음 불규칙 과정으로 모델링된 난류형태의 유체운동에 의하여 가진되는 비선형 시스템의 특성과 제어기법에 대해 연구하였다. 고려된 물리적인 모델은 주질량과 끝단 집중질량을 갖는 보형태의 구조물이다. 그 지배방정식은 확률론적 관점에서 F-P-K 접근법으로 유도되었고, 비선형 해석법으로 Gaussian Closure방법을 이용하였다. 비선형 시스템의 제어기법으로는 슬라이딩 모드 제어기를 최초로 확률영역에서 설계하고 그 효과를 확률영역 및 시간영역에서 고찰하였다.

  • PDF