• Title/Summary/Keyword: Stochastic simulation methods

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A Design Weighting Polynomial Parameter Tuning of a Self Tuning Controller (자기동조 제어기의 설계 하중다항식 계수 조정)

  • 조원철;김병문
    • Journal of the Korean Institute of Telematics and Electronics T
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    • v.35T no.3
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    • pp.87-95
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    • 1998
  • This paper presents the method for the automatic tuning of a design weighting polynomial parameter of a generalized minimum-variance stochastic self tuning controller which adapts to changes in the system parameters with time delays and noises. The self tuning effect is achieved through the recursive least square algorithm at the parameter estimation stage and also through the Robbins-Monro algorithm at the stage of optimizing a design weighting polynomial parameters. The proposed self tuning method is simple and effective compared with other existing self tuning methods. The computer simulation results are presented to illustrate the procedure and to show the performance of the control system.

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A DFS-ALOHA Algorithm with Slot Congestion Rates in a RFID System (RFID시스템에서 슬롯의 혼잡도를 이용한 DFS-ALOHA 알고리즘)

  • Lee, Jae-Ku;Choi, Seung-Sik
    • The KIPS Transactions:PartC
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    • v.16C no.2
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    • pp.267-274
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    • 2009
  • For the implementation of a RFID system, an anti-collision algorithm is required to identify multiple tags within the range of a RFID Reader. There are two methods of anti-collision algorithms for the identification of multiple tags, conclusive algorithms based on tree and stochastic algorithms based on slotted ALOHA. In this paper, we propose a Dynamic Framed Slotted ALOHA-Slot Congestion(DFSA-SC) Algorithm. The proposed algorithm improves the efficiency of collision resolution. The performance of the proposed DFSA-SC algorithm is showed by simulation. The identification time of the proposed algorithm is shorter than that of the existing DFSA algorithm. Furthermore, when the bit duplication of the tagID is higher, the proposed algorithm is more efficient than Query Tree algorithm.

Probabilistic study on buildings with MTMD system in different seismic performance levels

  • Etedali, Sadegh
    • Structural Engineering and Mechanics
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    • v.81 no.4
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    • pp.429-441
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    • 2022
  • A probabilistic assessment of the seismic-excited buildings with a multiple-tuned-mass-damper (MTMD) system is carried out in the presence of uncertainties of the structural model, MTMD system, and the stochastic model of the seismic excitations. A free search optimization procedure of the individual mass, stiffness and, damping parameters of the MTMD system based on the snap-drift cuckoo search (SDCS) optimization algorithm is proposed for the optimal design of the MTMD system. Considering a 10-story structure in three cases equipped with single tuned mass damper (STMS), 5-TMD and 10-TMD, sensitivity analyses are carried out using Sobol' indices based on the Monte Carlo simulation (MCS) method. Considering different seismic performance levels, the reliability analyses are done using MCS and kriging-based MCS methods. The results show the maximum structural responses are more affected by changes in the PGA and the stiffness coefficients of the structural floors and TMDs. The results indicate the kriging-based MCS method can estimate the accurate amount of failure probability by spending less time than the MCS. The results also show the MTMD gives a significant reduction in the structural failure probability. The effect of the MTMD on the reduction of the failure probability is remarkable in the performance levels of life safety and collapse prevention. The maximum drift of floors may be reduced for the nominal structural system by increasing the TMDs, however, the complexity of the MTMD model and increasing its corresponding uncertainty sources can be caused a slight increase in the failure probability of the structure.

Online Adaptation of Control Parameters with Safe Exploration by Control Barrier Function (제어 장벽함수를 이용한 안전한 행동 영역 탐색과 제어 매개변수의 실시간 적응)

  • Kim, Suyeong;Son, Hungsun
    • The Journal of Korea Robotics Society
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    • v.17 no.1
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    • pp.76-85
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    • 2022
  • One of the most fundamental challenges when designing controllers for dynamic systems is the adjustment of controller parameters. Usually the system model is used to get the initial controller, but eventually the controller parameters must be manually adjusted in the real system to achieve the best performance. To avoid this manual tuning step, data-driven methods such as machine learning were used. Recently, reinforcement learning became one alternative of this problem to be considered as an agent learns policies in large state space with trial-and-error Markov Decision Process (MDP) which is widely used in the field of robotics. However, on initial training step, as an agent tries to explore to the new state space with random action and acts directly on the controller parameters in real systems, MDP can lead the system safety-critical system failures. Therefore, the issue of 'safe exploration' became important. In this paper we meet 'safe exploration' condition with Control Barrier Function (CBF) which converts direct constraints on the state space to the implicit constraint of the control inputs. Given an initial low-performance controller, it automatically optimizes the parameters of the control law while ensuring safety by the CBF so that the agent can learn how to predict and control unknown and often stochastic environments. Simulation results on a quadrotor UAV indicate that the proposed method can safely optimize controller parameters quickly and automatically.

Evaluation of Geostatistical Approaches for better Estimation of Polluted Soil Volume with Uncertainty Evaluation (지구통계 기법을 활용한 토양 오염범위 산정 및 불확실성 평가)

  • Kim, Ho-Rim;Kim, Kyoung-Ho;Yun, Seong-Taek;Hwang, Sang-Il;Kim, Hyeong-Don;Lee, Gun-Taek;Kim, Young-Ju
    • Journal of Soil and Groundwater Environment
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    • v.17 no.6
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    • pp.69-81
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    • 2012
  • Diverse geostatistical tools such as kriging have been used to estimate the volume and spatial coverage of contaminated soil needed for remediation. However, many approaches frequently yield estimation errors, due to inherent geostatistical uncertainties. Such errors may yield over- or under-estimation of the amounts of polluted soils, which cause an over-estimation of remediation cost as well as an incomplete clean-up of a contaminated land. Therefore, it is very important to use a better estimation tool considering uncertainties arising from incomplete field investigation (i.e., contamination survey) and mathematical spatial estimation. In the current work, as better estimation tools we propose stochastic simulation approaches which allow the remediation volume to be assessed more accurately along with uncertainty estimation. To test the efficiency of proposed methods, heavy metals (esp., Pb) contaminated soil of a shooting range area was selected. In addition, we suggest a quantitative method to delineate the confident interval of estimated volume (and spatial extent) of polluted soil based on the spatial aspect of uncertainty. The methods proposed in this work can improve a better decision making on soil remediation.

Reliability-Based Design Optimization Using Akaike Information Criterion for Discrete Information (이산정보의 아카이케 정보척도를 이용한 신뢰성 기반 최적설계)

  • Lim, Woo-Chul;Lee, Tae-Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.36 no.8
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    • pp.921-927
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    • 2012
  • Reliability-based design optimization (RBDO) can be used to determine the reliability of a system by means of probabilistic design criteria, i.e., the possibility of failure considering stochastic features of design variables and input parameters. To assure these criteria, various reliability analysis methods have been developed. Most of these methods assume that distribution functions are continuous. However, in real problems, because real data is often discrete in form, it is important to estimate the distributions for discrete information during reliability analysis. In this study, we employ the Akaike information criterion (AIC) method for reliability analysis to determine the best estimated distribution for discrete information and we suggest an RBDO method using AIC. Mathematical and engineering examples are illustrated to verify the proposed method.

Cash flow Forecasting in International Construction Projects through Categorized Risk Analysis (특성별 리스크 분석을 통한 해외건설공사 현금흐름 예측에 관한 연구)

  • Yeom, Sang-Min;Han, Seung-Heon;Kim, Du-Yeon;Nam, Ha-Na;Park, Hee-Dae
    • Proceedings of the Korean Institute Of Construction Engineering and Management
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    • 2006.11a
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    • pp.295-300
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    • 2006
  • In this research, risk factors which can raise project cost are identified in the initial stage and picked out through the decision maker's baseline. And also this probable risks are implemented to the project cash flow to estimate the contingency and to build a risk management system in the level of project. The risks that affect the projects profits were classified in two categories in the risk checklist. Firstly, financial risks derived from the external economic conditions for example exchange rate, escalation, interest rates etc. are analyzed through the stochastic methods, Monte-Carlo Simulation. Secondly, the project individual risks which are come from the project characteristics, for example country risk, clime, owner etc., are evaluated using the utility curve of the decision maker. Finally these risk analysis methods are used to forecast the actual project cash flow and final profit.

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Stochastic numerical study on the propagation characteristics of P-Wave in heterogeneous ground (지반의 비균질성이 탄성파 전파 특성에 미치는 영향에 대한 추계론적 수치해석 연구)

  • Song, Ki-Il
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.15 no.1
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    • pp.13-24
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    • 2013
  • Various elastic wave-based site investigation methods have been used to characterize subsurface ground because the dynamic properties can be correlated with various geotechnical parameters. Although the inherent spatial variability of the geotechnical parameters affects the P-wave propagation characteristics, ground heterogeneity has not been considered as an influential factor. Thus, the effect of heterogeneous ground on the travel-time shift and wavefront characteristics of elastic waves through stochastic numerical analyses is investigated in this study. The effects of the relative correlation lengths and relative propagation distances on the travel-time shift of P-waves considering various intensities of ground heterogeneity were investigated. Heterogeneous ground fields of stiffness (e.g., the coefficient of variation = 10 ~ 40%) were repeatedly realized in numerical finite difference grids using the turning band method. Monte Carlo simulations were undertaken to simulate P-wave propagation in heterogeneous ground using a finite difference method-based numerical approach. The results show that the disturbance of the wavefront becomes more significant with stronger heterogeneity and induces travel-time delays. The relative correlation lengths and propagation distances are systematically related to the travel-time shift.

Probabilistic Approach of Stability Analysis for Rock Wedge Failure (확률론적 해석방법을 이용한 쐐기파괴의 안정성 해석)

  • Park, Hyuck-Jin
    • Economic and Environmental Geology
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    • v.33 no.4
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    • pp.295-307
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    • 2000
  • Probabilistic analysis is a powerful method to quantify variability and uncertainty common in engineering geology fields. In rock slope engineering, the uncertainty and variation may be in the form of scatter in orientations and geometries of discontinuities, and also test results. However, in the deterministic analysis, the factor of safety which is used to ensure stability of rock slopes, is based on the fixed representative values for each parameter without a consideration of the scattering in data. For comparison, in the probabilistic analysis, these discontinuity parameters are considered as random variables, and therefore, the reliability and probability theories are utilized to evaluate the possibility of slope failure. Therefore, in the probabilistic analysis, the factor of safety is considered as a random variable and replaced by the probability of failure to measure the level of slope stability. In this study, the stochastic properties of discontinuity parameters are evaluated and the stability of rock slope is analyzed based on the random properties of discontinuity parameters. Then, the results between the deterministic analysis and the probabilistic analysis are compared and the differences between the two analysis methods are explained.

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A Comparison of Three Fixed-Length Sequence Generators of Synthetic Self-Similar Network Traffic (Synthetic Self-Similar 네트워크 Traffic의 세 가지 고정길이 Sequence 생성기에 대한 비교)

  • Jeong, Hae-Duck J.;Lee, Jong-Suk R.
    • The KIPS Transactions:PartC
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    • v.10C no.7
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    • pp.899-914
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    • 2003
  • It is generally accepted that self-similar (or fractal) processes may provide better models for teletraffic in modern telecommunication networks than Poisson Processes. If this is not taken into account, it can lead to inaccurate conclusions about performance of telecommunication networks. Thus, an important requirement for conducting simulation studies of telecommunication networks is the ability to generate long synthetic stochastic self-similar sequences. Three generators of pseudo-random self-similar sequences, based on the FFT〔20〕, RMD〔12〕 and SRA methods〔5, 10〕, are compared and analysed in this paper. Properties of these generators were experimentally studied in the sense of their statistical accuracy and times required to produce sequences of a given (long) length. While all three generators show similar levels of accuracy of the output data (in the sense of relative accuracy of the Horst parameter), the RMD- and SRA-based generators appear to be much faster than the generator based on FFT. Our results also show that a robust method for comparative studies of self-similarity in pseudo-random sequences is needed.