• Title/Summary/Keyword: Stochastic variable

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Evolution Strategies Based Particle Filters for Simultaneous State and Parameter Estimation of Nonlinear Stochastic Models

  • Uosaki, K.;Hatanaka, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.1765-1770
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    • 2005
  • Recently, particle filters have attracted attentions for nonlinear state estimation. In this approaches, a posterior probability distribution of the state variable is evaluated based on observations in simulation using so-called importance sampling. We proposed a new filter, Evolution Strategies based particle (ESP) filter to circumvent degeneracy phenomena in the importance weights, which deteriorates the filter performance, and apply it to simultaneous state and parameter estimation of nonlinear state space models. Results of numerical simulation studies illustrate the applicability of this approach.

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Analysis of Dynamic bandwidth allocation scheme for ATM/LAN interworking unit (ATM/LAN 연동장치의 동적대역할당 방식에 대한 성능해석)

  • 이은준;우상철;윤종호
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.12
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    • pp.3132-3143
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    • 1996
  • In the evaluation of Broadband-ISDN, the main issue is to interconnect existing LANs and MANs to B-ISDN based on Asynchrous Transfer Mode. However, LANs provide connectionless services, whereas the ATM network provides connection-oriented services. So some problem arises from accessing ATM switchs to transparently transmit connectionless data via B-ISDN. Two methods then were recommended by ITU-TS to support the connectionaless services. In the paper, we do the numerical analysis, using the stochastic fluid flow method, of dynamic bandwidth allocation sheme with two class traffics in the virtual path established between Interworking Units(JWUS) interconnecting LANs to an ATM network and Connectionless Servers(CLSs). The loss mechanism of each traffic is controlled by the contents of buffer. The vandwidth which the IWU requests the CLS is estimated by the number of On-Off sources in the On state. We use the stochsastic fluide flow method which is to find the steady-state joint probability in each level of the IWU buffer. The length of the IWU buffer as the real random variable is changed by traffics entering the IWU.

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A Development of Numerical Analysis Software on Dynamic Analysis for Lunching System (발사 시스템의 동역학 해석을 위한 수치해석 프로그램 개발)

  • Chae, Ae-Kyung;Bae, Dae-Sung;Jeon, Hyuck-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.32 no.12
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    • pp.1146-1152
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    • 2008
  • In the initial stage of guided missile launching, the dynamic stability of a missile is highly influenced by disturbances from the outside and interferences among the launching system parts. This research develops a program for guided missile launching system analysis. Random variables are used to analyze quantitatively the missile characteristic response. An example of results with the program applied into a specific System is presented to demonstrate the effectiveness of the propose method.

A Stochastic Analysis in Fatigue Strength of Degraded Steam Turbine Blade Steel (열화된 증기 터빈블레이드의 피로강도에 대한 확률론적 해석)

  • Kim, Chul-Su;Jung, Hwa-Young;Kim, Jung-Kyu
    • Proceedings of the KSME Conference
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    • 2001.06a
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    • pp.262-267
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    • 2001
  • In this study, the Reliability of degraded steam turbine blade was evaluated using the limited fatigue data. The statistical estimation of limited fatigue data implies that some unknown uncertainties which may be involved in fatigue reliability analysis. Therefore, an appropriate distribution in the fatigue strength was determined by the characteristic distribution - linear correlation coefficient, fatigue physics, error parameter. 3-parameter Weibull distribution is the most appropriate distribution to assume for infinite region. The load applied on the blade is mainly tensile. The maximum Von-Mises stress is 219.4 MPa at the steady state service condition. The failure probability($F_p$) derived from the strength-stress interference model using Monte carlo simulation under variable service condition is 0.25% at the 99.99% confidence level.

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A Study on the Stochastic Sensitivity in Structural Dynamics (구조물의 동적 응답에 대한 확률 민감도 해석에 관한 연구)

  • 최찬문
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.32 no.2
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    • pp.177-190
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    • 1996
  • 구조물의 동적 응답 해석 문제에 대해서, 확률 유한요소법을 논의코자, 기조의 유한요소 해석법에 수반 변수법(adjoint variable approach)과 2차 섭동법(second order perturbation method)을 적용한다. 동적 민감도의 시간 응답을 고려하기 위해서 모든 시간에 대해서 갖는 구속 조건의 범함수 형태를 취하고, 시간 적분에 있어서 중첩법(fold superposition technique)에 근거를 둔 수치 해석이 훨씬 더 효과적임을 보인다. 본 논문의 확률 유한요소 해석법은 기존의 유한요소 해석법은 기존의 유한요소 코드에 맞추어 쉽게 적용할 수 있는 이점이 있음을 보이며, 이의 검정을 위해서, 2차원과 3차원 프레임 구조물에 대한 수치 해석을 하고 그 결과를 검토해 보았다.

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Temporal and Spatial correlation of Meteorological Data in Sumjin River and Yongsan River Basins (섬진강 및 영산강 유역 기상자료의 시.공간적 상관성)

  • 김기성
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.41 no.6
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    • pp.44-53
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    • 1999
  • The statistical characteristics of the factors related to the daily rainfall prediction model are analyzed . Records of daily precipitation, mean air temperature, relative humidity , dew-point temperature and air pressure from 1973∼1998 at 8 meteorological sttions in south-western part of Korea were used. 1. Serial correlatino of daily precipitaiton was significant with the lag less than 1 day. But , that of other variables were large enough until 10 day lag. 2. Crosscorrelation of air temperature, relative humidity , dew-point temperature showed similar distribution wiht the basin contrours and the others were different. 3. There were significant correlation between the meteorological variables and precipitation preceded more than 2 days. 4. Daily preciption of each station were treated as a truncated continuous random variable and the annual periodic components, mean and standard deviation were estimated for each day. 5. All of the results could be considered to select the input variables of regression model or neural network model for the prediction of daily precipitation and to construct the stochastic model of daily precipitation.

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Terminal-Pair Availability Evaluation in Irreducible Structure Communication Networks (비가략(非可略) 구조를 갖는 네트워크의 단점간 가용도 평가)

  • Lee, Jun-Hyuk;Kim, Kyoung-Mok;Oh, Young-Hwan
    • Journal of Applied Reliability
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    • v.8 no.4
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    • pp.181-192
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    • 2008
  • In this paper, we proposed effective algorithm that do Availability of communication network account using total probability formula. Use path tracing method about PSTN linked with MSC in WCDMA considering occasion that do not consider mobility of terminal and Availability did account. First, express minimum path series gathering by structure function after network that do modeling by stochastic graph for communication network saves all minimal path sets between particular two abutments and we gain Availability value in angular variable after express structure function by Boolean operation form and Availability between two abutments did account.

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Improved Weighted Integral Method and Application to Analysis of Semi-infinite Domain (개선된 가중적분법과 반무한 영역의 해석)

  • 노혁천;최창근
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2002.04a
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    • pp.369-376
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    • 2002
  • The stochastic analysis of semi-infinite domain is presented using the weighted integral method, which is improved to include the higher order terms in expanding the displacement vector. To improve the weighted integral method, the Lagrangian remainder is taken into account in the expansion of the status variable with respect to the mean value of the random variables. In the resulting formulae only the 'proportionality coefficients' are introduced in the resulting equation, therefore no additional computation time and memory requirement is needed. The equations are applied in analyzing the semi-infinite domain. The results obtained by the improved weighted integral method are reasonable and are in good agreement with those of the Monte Carlo simulation. To model the semi-infinite domain, the Bettess's infinite element is adopted, where the theoretical decomposition of the strain-displacement matrix to calculate the deviatoric stiffness of the semi-infinite domains is introduced. The calculated value of mean and the covariance of the displacement are revealed to be larger than those given by the finite domain assumptions which is thought to be rational and should be considered in the design of structures on semi-infinite domains.

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A Study on Dynamic Modeling of Photovoltaic Power Generator Systems using Probability and Statistics Theories (확률 및 통계이론 기반 태양광 발전 시스템의 동적 모델링에 관한 연구)

  • Cho, Hyun-Cheol
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.7
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    • pp.1007-1013
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    • 2012
  • Modeling of photovoltaic power systems is significant to analytically predict its dynamics in practical applications. This paper presents a novel modeling algorithm of such system by using probability and statistic theories. We first establish a linear model basically composed of Fourier parameter sets for mapping the input/output variable of photovoltaic systems. The proposed model includes solar irradiation and ambient temperature of photovoltaic modules as an input vector and the inverter power output is estimated sequentially. We deal with these measurements as random variables and derive a parameter learning algorithm of the model in terms of statistics. Our learning algorithm requires computation of an expectation and joint expectation against solar irradiation and ambient temperature, which are analytically solved from the integral calculus. For testing the proposed modeling algorithm, we utilize realistic measurement data sets obtained from the Seokwang Solar power plant in Youngcheon, Korea. We demonstrate reliability and superiority of the proposed photovoltaic system model by observing error signals between a practical system output and its estimation.

Storage Capacity Estimation for Automated Storage/Retrieval Systems Considering Material Handling Delay (자재취급 지연을 고려한 자동창고의 저장능력 추정)

  • 조면식
    • Journal of the Korea Society for Simulation
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    • v.10 no.3
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    • pp.71-82
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    • 2001
  • Considering material handling delay which occurs between storage and processing stations, we propose an algorithm to estimate the required storage capacity, i.e., number of aisles and number of openings in vertical and horizontal directions in each aisle, of an automated storage/retrieval(AS/R) system. Due to the random nature of storage and retrieval requests, proportion of single and dual commands is not known in advance. Two design criteria, maximum permissible overflow probability and maximum allowable storage/retrieval(S/R) machine utilization, are used to compute the storage capacity. Most of studies assume that storage capacity of AS/R systems is given, although it is a very important decision variable in the design phase. Therefore, the proposed model can be effectively used in the design phase of new AS/R systems.

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