• 제목/요약/키워드: Stochastic order

검색결과 583건 처리시간 0.027초

Optimal maintenance procedure for multi-state deteriorated system with incomplete monitoring

  • Jin, L.;Suzuki, K.
    • International Journal of Reliability and Applications
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    • 제11권2호
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    • pp.69-87
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    • 2010
  • The optimal replacement problem was investigated for a multi-state deteriorated system for which the true internal state cannot be observed directly except when the system breaks down completely. The internal state was assumed to be monitored incompletely by a monitor that gives information related to the true state of the system. The problem was formulated as a partially observable Markov decision process. The optimal procedure was found to be a monotone procedure with respect to stochastic increasing ordering of the state probability vectors under some assumptions. Limiting the optimal procedure to a monotone procedure would greatly reduce the tremendous amount of calculation time required to find the optimal procedure.

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Dynamic response of a bridge deck with one torsional degree of freedom under turbulent wind

  • Foti, Dora;Monaco, Pietro
    • Wind and Structures
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    • 제3권2호
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    • pp.117-132
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    • 2000
  • Under special conditions of turbulent wind, suspension and cable-stayed bridges could reach instability conditions. In various instances the bridge deck, as like a bluff body, could exhibit single-degree torsional instability. In the present study the turbulent component of flow has been considered as a solution of a differential stochastic linear equation. The input process is represented by a Gaussian zero-mean white noise. In this paper the analytical solution of the dynamic response of the bridge has been determined. The solution has been obtained with a technique of closing on the order of the moments.

공급업자의 공급불확실성이 재고관리 비용에 미치는 효과에 관한 연구 (Assessing the Effects of Supply Uncertainty on Inventory-Related Costs)

  • 박상욱
    • 한국경영과학회지
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    • 제26권3호
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    • pp.105-117
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    • 2001
  • This paper models supply uncertainty in the dynamic Newsboy problem context. The system consists of one supplier and one retailer who places an order to the supplier every period to meet stochastic demand. Supply uncertainty is modeled as the uncertainty in quantities delivered by the supplier. That is, the supplier delivers exactly the amount ordered by the retailer with probability of $\beta$ and the amount minus K with probability of (1-$\beta$). We formulate the problem as a dynamic programming problem and prove that retailer’s optimal replenishment policy is a stationary base-stock policy. Through a numerical study, we found that the cost increase due to supply uncertainty is significant and that the costs increase more rapidly as supply uncertainty increases. We also identified the effects of various system parameters. One of the interesting results is that as retailer’s demand uncertainty, the other uncertainty in our model, increases, the cost increase due to supply uncertainty becomes less significant.

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신경회로망 콘볼루션 복호기의 최적 성능에 대한 확률적 근사화 (Stochastic approximation to an optimal performance o fthe neural convolutional decoders)

  • 유철우;강창언;홍대식
    • 전자공학회논문지A
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    • 제33A권4호
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    • pp.27-36
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    • 1996
  • It is well known that the viterbi algorithm proposed as a mthod of decoding convolutional codes is in fact maximum likelihood (ML) and therefore optimal. But, because hardware complexity grows exponentially with the constraint length, there will be severe constraints on the implementation of the viterbi decoders. In this paper, the three-layered backpropagation neural networks are proposed as an alternative in order to get sufficiently useful performance and deal successfully with the problems of the viterbi decoder. This paper shows that the neural convolutional decoder (NCD) can make a decision in the point of ML in decoding and describes simulation results. The cause of the difference between stochastic results and simulation results is discussed, and then thefuture prospect of the NCD is described on the basis of the characteristic of the transfer function.

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The Improved Energy Efficient LEACH Protocol Technology of Wireless Sensor Networks

  • Shrestha, Surendra;Kim, Young Min;Jung, Kyedong;Lee, Jong-Yong
    • International Journal of Internet, Broadcasting and Communication
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    • 제7권1호
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    • pp.30-35
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    • 2015
  • The most important factor within the wireless sensor network is to have effective network usage and increase the lifetime of the individual nodes in order to operate the wireless network more efficiently. Therefore, many routing protocols have been developed. The LEACH protocol presented by Wendi Hein Zelman, especially well known as a simple and efficient clustering based routing protocol. However, because LEACH protocol in an irregular network is the total data throughput efficiency dropped, the stability of the cluster is declined. Therefore, to increase the stability of the cluster head, in this paper, it proposes a stochastic cluster head selection method for improving the LEACH protocol. To this end, it proposes a SH-LEACH (Stochastic Cluster Head Selection Method-LEACH) that it is combined to the HEED and LEACH protocol and the proposed algorithm is verified through the simulation.

Effect of Random Poisson's Ratio on the Response Variability of Composite Plates

  • Noh, Hyuk-Chun;Yoon, Young-Cheol
    • 한국전산구조공학회논문집
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    • 제23권6호
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    • pp.727-737
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    • 2010
  • Together with the Young's modulus the Poisson's ratio is another independent material parameter that governs the behavior of a structural system. Therefore, it is meaningful to evaluate separately the influence of the parameter on the random response of the structural system. To this end, a formulation dealing with the spatial randomness in the Poisson's ratio in laminated composite plates is proposed. The main idea of the paper is to transform the fraction form of the constitutive coefficients into the expanded form in an ascending order of the stochastic field function. To validate the adequacy of the formulation, a square plate is chosen and the computation results are compared with those obtained using conventional Monte Carlo simulation. It is observed that the results show good agreement with those by the Monte Carlo simulation(MCS).

증기발생기 수위제어의 확률론적 안정성 (Nonlinear Stochastic Stability for Steam Generator Water Level Control System)

  • Park, You-Cho;Chung, Chang-Hyun;Oh, Je-Kyun
    • Nuclear Engineering and Technology
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    • 제27권2호
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    • pp.155-164
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    • 1995
  • 증기발생기 수위조절계통의 무작위추출 비선형 제어계통의 경우로 연구되었다. 무작위 변수로는 시간불연속 계통의 추출시간간격 이 고려되었다. Lyapunov 함수를 구하지 않는 확률론적 Lyapunov 방법이 용되었다. 유도된 안정성 요건은 CANDU 형 원자로인 월성 1호기의 자료를 이용하여 시간 존속 모사로 검증하였다.

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Determination of the Weighting Parameters of the LQR System for Nuclear Reactor Power Control Using the Stochastic Searching Methods

  • Lee, Yoon-Joon;Cho, Kyung-Ho
    • Nuclear Engineering and Technology
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    • 제29권1호
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    • pp.68-77
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    • 1997
  • The reactor power control system is described in the fashion of the order increased LQR system. To obtain the optimal state feedback gain vectors, the weighting matrix of the performance function should be determined. Since the contentional method has some limitations, stochastic searching methods are investigated to optimize the LQR weighting matrix using the modified genetic algorithm combined with the simulated annealing, a new optimizing tool named the hybrid MGA-SA is developed to determine the weighting parameters of the LQR system. This optimizing tool provides a more systematic approach in designing the LQR system. Since it can be easily incorporated with any forms of the cost function, it also provides the great flexibility in the optimization problems.

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양방향 Filtered-x 최소 평균 제곱 알고리듬에 대한 해석 (Analysis of Bi-directional Filtered-x Least Mean Square Algorithm)

  • 권오상
    • 디지털산업정보학회논문지
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    • 제10권4호
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    • pp.133-142
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    • 2014
  • The least mean square(LMS) algorithm has been popular owing to its simplicity, stability, and availability to implement. But it inherently has a problem of slow convergence speed, and the presence of a transfer function in the secondary path following the adaptive controller and the error path has been shown to generally degrade the stability and the performance of the LMS algorithm in applications of acoustical noise control. In general, in order to solve these problems, the filtered-x LMS (FX-LMS) type algorithms can be used and the bi-directional Filtered-x LMS(BFXLMS) algorithm is very attractive among them, which increase the convergence speed and the performance of the controller with nearly equivalent computation complexity. In this paper, a mathematical analysis for the BFXLMS algorithm is presented. In terms of view points of time domain, frequency domain, and stochastic domain, the characteristics and stabilities of algorithm is accurately analyzed.

Dynamic and Stochastic Modeling of Litten´s space Inertial Reference Unit(SIRU)

  • Park, H.T.;K.Y Yong;B.S. Suk
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.167.4-167
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    • 2001
  • Accurate mathematical models of spacecraft components are an essential of spacecraft attitude control system design, analysis and simulation. Gyro is one of the most important spacecraft components used for attitude propagation and control. Gyro errors may seriously degrade the accuracy of the calculated spacecraft angular rate and of attitude estimates due to inherent drift and bias errors. In this paper, a detailed mathematical model of gyro containing the relationships for predicting spacecraft angular rate and disturbances is proposed. Stochastic model describing random drift behavior is discussed in frequency domain and time domain. In order to illustrate this approach, we analyze the behavior for Litton´s Space Inertial Reference Uint(SIRU).

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