• Title/Summary/Keyword: Uncertainty bounds

Search Result 90, Processing Time 0.039 seconds

Stability Bounds of Unstructured and Time-Varying Delayed State Uncertainties for Discrete Interval Time-Varying System (이산 시변 구간 시스템의 비구조화된 불확실성과 시변 지연시간 상태변수 불확실성의 안정범위)

  • Hyung-seok Han
    • Journal of Advanced Navigation Technology
    • /
    • v.27 no.6
    • /
    • pp.871-876
    • /
    • 2023
  • In this paper, we deal with the stable conditions when two uncertainties exist simultaneously in a linear discrete time-varying interval system with time-varying delay time. The interval system is a system in which system matrices are given in the form of an interval matrix, and this paper targets the system in which the delay time of these interval system matrices and state variables is time-varying. We propose the system stability condition when there is simultaneous unstructured uncertainty that includes nonlinearity and only its magnitude and uncertainty in the system matrix of delayed state variables. The stable bounds for two types of uncertainty are derived as an analytical equation. The proposed stability condition and bounds can include previous stability condition for various linear discrete systems, and the values such as time-varying delay time variation size, uncertainty size, and range of interval matrix are all included in the conditional equation. The new bounds of stability are compared with previous results through numerical example, and its effectiveness and excellence are verified.

Analysis on Upper and Lower Bounds of Stochastic LP Problems (확률적 선형계획문제의 상한과 하한한계 분석)

  • 이상진
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.27 no.3
    • /
    • pp.145-156
    • /
    • 2002
  • Business managers are often required to use LP problems to deal with uncertainty inherent in decision making due to rapid changes in today's business environments. Uncertain parameters can be easily formulated in the two-stage stochastic LP problems. However, since solution methods are complex and time-consuming, a common approach has been to use modified formulations to provide upper and lower bounds on the two-stage stochastic LP problem. One approach is to use an expected value problem, which provides upper and lower bounds. Another approach is to use “walt-and-see” problem to provide upper and lower bounds. The objective of this paper is to propose a modified approach of “wait-and-see” problem to provide an upper bound and to compare the relative error of optimal value with various upper and lower bounds. A computing experiment is implemented to show the relative error of optimal value with various upper and lower bounds and computing times.

Analysis of Structural Reliability under Model and Statistical Uncertainties: a Bayesian Approach

  • Kiureghian, Armen-Der
    • Computational Structural Engineering : An International Journal
    • /
    • v.1 no.2
    • /
    • pp.81-87
    • /
    • 2001
  • A framework for reliability analysis of structural components and systems under conditions of statistical and model uncertainty is presented. The Bayesian parameter estimation method is used to derive the posterior distribution of model parameters reflecting epistemic uncertainties. Point, predictive and bound estimates of reliability accounting for parameter uncertainties are derived. The bounds estimates explicitly reflect the effect of epistemic uncertainties on the reliability measure. These developments are enhance-ments of second-moment uncertainty analysis methods developed by A. H-S. Ang and others three decades ago.

  • PDF

A study on the Novel Sliding Mode Controller with Uncertainty Adaptation (불확실성 추정을 갖는 새로운 슬라이딩 모드제어기의 설계)

  • 김민찬;박승규;안호균;정은태
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2000.10a
    • /
    • pp.332-332
    • /
    • 2000
  • In this paper, a novel sliding mode control with uncertainty adaptation is produced by introducing a virtual state. Because upper bounds of the uncertainty is difficult to know, we estimate these upper bound by using the simple adaptation law and design the novel sliding mode controller. The nominal controller is used the optimal controller to minimize cost function.

  • PDF

A Study on the Uncertainty of Structural Cross-Sectional Area Estimate by using Interval Method for Allowable Stress Design

  • Lee, Dongkyuc;Park, Sungsoo;Shin, Soomi
    • Architectural research
    • /
    • v.9 no.1
    • /
    • pp.31-37
    • /
    • 2007
  • This study presents the so-called Modified Allowable Stress Design (MASD) method for structural designs. The objective of this study is to qualitatively estimate uncertainties of tensile steel member's cross-sectional structural designs and find the optimal resulting design which can resist all uncertainty cases. The design parameters are assumed to be interval associated with lower and upper bounds and consequently interval methods are implemented to non-stochastically produce design results including the structural uncertainties. By seeking optimal uncertainty combinations among interval parameters, engineers can qualitatively describe uncertain design solutions which were not considered in conventional structural designs. Under the assumption that structures have basically uncertainties like displacement responses, the safety range of resulting designs is represented by lower and upper bounds depending on given tolerance error and structural parameters. As a numerical example uncertain cross-sectional areas of members that can resist applied loads are investigated and it demonstrates that the present design method is superior to conventional allowable stress designs (ASD) with respect to a reliably structural safety as well as an economical material.

Fatigue Life Prediction of a Laser Peened Structure Considering Model Uncertainty (모델 불확실성을 고려한 레이저 피닝 구조물의 피로 수명 예측)

  • Im, Jong-Bin;Park, Jung-Sun
    • Journal of the Korean Society for Aeronautical & Space Sciences
    • /
    • v.39 no.12
    • /
    • pp.1107-1114
    • /
    • 2011
  • In this paper, the fatigue life of a laser peened structure was predicted. In order to calculate residual stress induced by laser peening finite element simulation was carried out. Modified Goodman equation was used to consider the effect of compressive residual stress induced by laser peening in fatigue analysis. In addition, additive adjustment factor approach was applied to consider S-N curve model uncertainty. Consequently, the reliable bounds of the predicted fatigue life of the laser peened structure was determined.

Efficient Uncertainty Analysis of TOPMODEL Using Particle Swarm Optimization (입자군집최적화 알고리듬을 이용한 효율적인 TOPMODEL의 불확실도 분석)

  • Cho, Huidae;Kim, Dongkyun;Lee, Kanghee
    • Journal of Korea Water Resources Association
    • /
    • v.47 no.3
    • /
    • pp.285-295
    • /
    • 2014
  • We applied the ISPSO-GLUE method, which integrates the Isolated-Speciation-based Particle Swarm Optimization (ISPSO) with the Generalized Likelihood Uncertainty Estimation (GLUE) method, to the uncertainty analysis of the Topography Model (TOPMODEL) and compared its performance with that of the GLUE method. When we performed the same number of model runs for the both methods, we were able to identify the point where the performance of ISPSO-GLUE exceeded that of GLUE, after which ISPSOGLUE kept improving its performance steadily while GLUE did not. When we compared the 95% uncertainty bounds of the two methods, their general shapes and trends were very similar, but those of ISPSO-GLUE enclosed about 5.4 times more observed values than those of GLUE did. What it means is that ISPSOGLUE requires much less number of parameter samples to generate better performing uncertainty bounds. When compared to ISPSO-GLUE, GLUE overestimated uncertainty in the recession limb following the maximum peak streamflow. For this recession period, GLUE requires to find more behavioral models to reduce the uncertainty. ISPSO-GLUE can be a promising alternative to GLUE because the uncertainty bounds of the method were quantitatively superior to those of GLUE and, especially, computationally expensive hydrologic models are expected to greatly take advantage of the feature.

Effects of ILFs on DRAM algorithm in SURR model uncertainty evaluation caused by interpolated rainfall using different methods

  • Nguyen, Thi Duyen;Nguyen, Duc Hai;Bae, Deg-Hyo
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2022.05a
    • /
    • pp.137-137
    • /
    • 2022
  • Evaluating interpolated rainfall uncertainty of hydrological models caused by different interpolation methods for basins where can not fully collect rainfall data are necessary. In this study, the adaptive MCMC method under effects of ILFs was used to analyze the interpolated rainfall uncertainty of the SURR model for Gunnam basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of unknown parameters. In this work, the performance of four ILFs on uncertainty of interpolated rainfall was assessed. The indicators of p_factor (percentage of observed streamflow included in the uncertainty interval) and r_factor (the average width of the uncertainty interval) were used to evaluate the uncertainty of the simulated streamflow. The results showed that the uncertainty bounds illustrated the slight differences from various ILFs. The study confirmed the importance of the likelihood function selection in the application the adaptive Bayesian MCMC method to the uncertainty assessment of the SURR model caused by interpolated rainfall.

  • PDF

Integrated sliding mode and adaptive control of nonlinear systems with guaranteed tracking performances

  • Li, Ji-Hong;Lee, Sang-Jeong
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2002.10a
    • /
    • pp.48.2-48
    • /
    • 2002
  • This paper presents an integrated sliding mode adaptive control scheme for general nonlinear uncertain systems, where structured uncertainty is assumed can be linearly parameterized and unstructured uncertainty is assumed be bounded by unknown constant A certain estimation scheme for this unknown constant is introduced to attenuate the unstructured uncertainty. Presented control scheme is shown to be stable and numerical expressions of bounds of all error signals are given, from which we can acquire some useful information about practical trade-off between tracking performance and parameter estimation property.

  • PDF

A Robust Recursive Control Approach to Nonlinear Missile Autopilot (강인 반복 제어를 이용한 비선영 유도탄 자동조종장치)

  • Nam, Heon-Seong;Lyou, Joon
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.7 no.12
    • /
    • pp.1031-1035
    • /
    • 2001
  • In this paper, a robust recursive control approach for nonlinear system, which is based on Lyapunov stability, is proposed. The proposed method can apply to extended systems including cascaded systems and the stability is guaranteed in the sense of Lyapunov. The recursive design procedure so called “robust recursive control approach” is used to find a stabilizing robust controller and simultaneously estimate the uncertainty parameters. First, a nonlinear model with uncertainties whose bounds are unknown is derived. Then, unknown bounds of uncertainties are estimated. By using these estimates, the stabilizing robust controller is updated at each step. This approach is applied to the pitch autopilot design of a nonlinear missile system and simulation results indicate good performance.

  • PDF