• Structural Engineering and Mechanics
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• v.47 no.3
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• pp.361-381
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• 2013

A Bayesian probabilistic method is proposed for online estimation of the process noise and measurement noise parameters for Kalman filter. Kalman filter is a well-known recursive algorithm for state estimation of dynamical systems. In this algorithm, it is required to prescribe the covariance matrices of the process noise and measurement noise. However, inappropriate choice of these covariance matrices substantially deteriorates the performance of the Kalman filter. In this paper, a probabilistic method is proposed for online estimation of the noise parameters which govern the noise covariance matrices. The proposed Bayesian method not only estimates the optimal noise parameters but also quantifies the associated estimation uncertainty in an online manner. By utilizing the estimated noise parameters, reliable state estimation can be accomplished. Moreover, the proposed method does not assume any stationarity condition of the process noise and/or measurement noise. By removing the stationarity constraint, the proposed method enhances the applicability of the state estimation algorithm for nonstationary circumstances generally encountered in practice. To illustrate the efficacy and efficiency of the proposed method, examples using a fifty-story building with different stationarity scenarios of the process noise and measurement noise are presented.

• Journal of Korea Water Resources Association
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• v.47 no.10
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• pp.853-865
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• 2014

Hydrologic dam risk analysis depends on complex hydrologic analyses in that probabilistic relationship need to be established to quantify various uncertainties associated modeling process and inputs. However, the systematic approaches to uncertainty analysis for hydrologic risk analysis have not been addressed yet. In this paper, two major innovations are introduced to address this situation. The first is the use of a Hierarchical Bayesian model based regional frequency analysis to better convey uncertainties associated with the parameters of probability density function to the dam risk analysis. The second is the use of Bayesian model coupled HEC-1 rainfall-runoff model to estimate posterior distributions of the model parameters. A reservoir routing analysis with the existing operation rule was performed to convert the inflow scenarios into water surface level scenarios. Performance functions for dam risk model was finally employed to estimate hydrologic dam risk analysis. An application to the Dam in South Korea illustrates how the proposed approach can lead to potentially reliable estimates of dam safety, and an assessment of their sensitivity to the initial water surface level.

• Journal of Computing Science and Engineering
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• v.2 no.2
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• pp.200-219
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• 2008

The effective management of uncertainty is one of the most fundamental problems in medical decision making. According to the literatures review, most medical decision models rely on point estimates for input parameters. However, it is natural that they should be interested in the relationship between changes in those values and subsequent changes in model output. Therefore, the purpose of this study is to identify the ranges of numerical values for which each option will be most efficient with respect to the input parameters. The Nonhomogeneous Poisson Process(NHPP) was used for describing the behavior of aging chronic diseases. Three kind of failure models (linear, exponential, and power law) were considered, and each of these failure models was studied under the assumptions of unknown scale factor and known aging rate, known scale factor and unknown aging rate, and unknown scale factor and unknown aging rate, respectively. In addition, this study illustrated developed method with an analysis of data from a trial of immunotherapy in the treatment of chronic Granulomatous disease. Finally, the proposed design of Bayesian value of information analysis facilitates the effective use of the computing capability of computers and provides a systematic way to integrate the expert's opinions and the sampling information which will furnish decision makers with valuable support for quality medical decision making.

• Journal of the Korean Society for Railway
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• v.10 no.2 s.39
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• pp.137-145
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• 2007

In traditional financial theory, the discount cash flow model(DCF or NPV) operates as the basic framework for most analyses. In doing valuation analysis, the conventional view is that the net present value(NPV) of a project is the measure of the present value of expected net cash flows. Thus, investing in a positive(negative) NPV project will increase(decrease) firm value. Recently, this framework has come under some fire for failing to consider the options of the managerial flexibilities. Real option valuation(ROV) considers the managerial flexibility to make ongoing decisions regarding the implementation of investment projects and the deployment of real assets. The appeal of the framework is natural given the high degree of uncertainty that firms face in their technology investment decisions. This paper suggests an algorithm for estimating volatility of logarithmic cash flow returns of real assets based on the Black-Sholes option pricing model, the binomial option pricing model, and the Monte Carlo simulation. This paper uses those models to obtain point estimates of real option value with the G7- HSR350X(high-speed train).

• Journal of the korean society of oceanography
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• v.36 no.1
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• pp.1-8
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• 2001

An in-situ four-electrode contact resistivity probe system was designed, and field-tested in submarine sediments. Seismic survey was also performed to support and compare the results of electric survey. The probe was designed to be driven to selected depths below the seafloor using a Vibracore system. The four insulated electrodes were, spaced equidistant across the wedge, were extended beyond the probe tip to minimize effects of sediment disturbance by the wedge insertion. In-situ measurements of resistivity were recorded on board by precision electronic equipment consisting of signal generators and processors, and by temperature-monitoring systems. Overall limits of Uncertainty at respective depths below the seafloor are up to ${\pm}$10 of the measured values. Best estimates of conductivity are considered to be ${\pm}$3 percent of the reported values. Resistivity measurements were made at six sites in carbonate sediments to a maximum depth of penetration of about 5 m. Average values of conductivity range between 0.88 and 1.21 mho/m. The results show the seabed is composed of alternating layers of relatively high-conductivity material (0.8 to 1.4 mho/m) in thicknesses of more or less one meter and layers about 30 cm thick having relatively low conductivities (0.4 to 0.8 mho/m).

• Journal of Communications and Networks
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• v.16 no.1
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• pp.45-55
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• 2014

The paper investigates the problem of designing the multiple-antenna relay in a two-way relay network by taking into account the imperfect channel state information (CSI). The objective is to design the multiple-antenna relay based upon the CSI estimates, where the estimation errors are included to attain the robust design under the worst-case philosophy. In particular, the worst-case transmit power at the multiple-antenna relay is minimized while guaranteeing the worst-case quality of service requirements that the received signal-to-noise ratio (SNR) at both sources are above a prescribed threshold value. Since the worst-case received SNR expression is too complex for subsequent derivation and processing, its lower bound is explored instead by minimizing the numerator and maximizing the denominator of the worst-case SNR. The aforementioned problem is mathematically formulated and shown to be nonconvex. This motivates the pursuit of semidefinite relaxation coupled with a randomization technique to obtain computationally efficient high-quality approximate solutions. This paper has shown that the original optimization problem can be reformulated and then relaxed to a convex problem that can be solved by utilizing suitable randomization loop. Numerical results compare the proposed multiple-antenna relay with the existing nonrobust method, and therefore validate its robustness against the channel uncertainty. Finally, the feasibility of the proposed design and the associated influencing factors are discussed by means of extensive Monte Carlo simulations.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.5 no.4
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• pp.649-664
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• 2011

Cooperative spectrum sensing (CSS) with decision fusion is considered as a key technology for tackling the challenges caused by fading/shadowing effects and noise uncertainty in spectrum sensing in cognitive radio. However, most existing solutions assume an error-free decision transmission, which is obviously not the case in realistic scenarios. This paper extends the general decision-fusion-based CSS scheme by considering the fading/shadowing effects and noise corruption in the common control channels. With this more practical model, the fusion centre first estimates the local decisions using a binary minimum error probability detector, and then combines them to get the final result. Theoretical analysis and simulation of this CSS scheme are performed over typical channels, which suggest some performance deterioration compared with the pure case that assumes an error-free decision transmission. Furthermore, the fusion strategy optimization in the proposed cooperation model is also investigated using the Bayesian criteria. The numerical results show that the total error rate of noisy CSS is higher than that of the pure case, and the optimal values of fusion parameter in the counting rule under both cases decrease as the local detection threshold increases.

• Environmental Analysis Health and Toxicology
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• v.19 no.2
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• pp.227-233
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• 2004

The main objectives of this study were to identify from literature review the potential sources and to provide a preliminary national emission inventory for the unintentionally produced polychlorinated biphenyls (PCBs) (i.e., by - product PCBs). In Korea, fuel combustion, waste combustion, thermal industrial processes, and transportation were identified as potential sources of by -product PCB s. According to the availability of the emission factors and/or activity data, emission inventory could be assessed only for fuel combustion, waste combustion, steel industry, non-ferrous industry, and non-metallurgical industry. The total national emission of by-product PCBs was estimated to be 1087kg for the year 2000. The preliminary estimation further indicated that the steel manufacturing was the single dominant emission category, contributing 93％ to the total emission. Of the steel manufacturing processes, the contribution of the electric arc furnace was about 80％ of the total emission. Due to high uncertainty associated with both the emission factors and activity statistics, the emission estimates in this study are likely to contain significant errors. However, the results of the present work could serve the first step toward future efforts to establish national source and emission inventories of by-product PCBs.

• Journal of Korean Society for Atmospheric Environment
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• v.24 no.2
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• pp.249-258
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• 2008

Historical emission data for 11 polychlorinated biphenyls (PCBs) and a regional multimedia environmental model, CoZMo-POP 2, were used to predict air concentrations and congener patterns in Korea. The total emission value for South Korea was allocated to sub-provinces and cities based on their population. The spatial distribution of PCB emissions was generally correlated with that of measured atmospheric levels, suggesting that population could be a good surrogate for the intensity of PCB emission in Korea. The simulated time trends of air concentrations well reflected those of emission with a peak in the mid-1970s and insignificant levels in the 2030s. The model predicted that the contribution of volatile PCBs had increased after emission reduction iii the 1970s. This trend would continue until the early 2030s. The measured and modeled PCB levels in the 2000s were in an agreement of an order of magnitude, and their congener patterns were very similar. Consequently, despite of high uncertainty for emission estimates, the emission data for Korea used in this study is considered to be reliable. The results of this study could be compared with simulation data based on a new emission inventory to be developed by measurements in the near future.

• Structural Engineering and Mechanics
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• v.69 no.4
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• pp.361-369
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• 2019

The determination of Paris' law parameters based on crack growth experiments is an important procedure of fatigue life assessment. However, it is a challenging task because it involves various sources of uncertainty. This paper proposes a novel probabilistic method, termed the S-N Paris law (SNPL) method, to quantify the uncertainties underlying the Paris' law parameters, by finding the best estimates of their statistical parameters from the S-N curve data using a Bayesian approach. Through a series of steps, the SNPL method determines the statistical parameters (e.g., mean and standard deviation) of the Paris' law parameters that will maximize the likelihood of observing the given S-N data. Because the SNPL method is based on a Bayesian approach, the prior statistical parameters can be updated when additional S-N test data are available. Thus, information on the Paris' law parameters can be obtained with greater reliability. The proposed method is tested by applying it to S-N curves of 40H steel and 20G steel, and the corresponding analysis results are in good agreement with the experimental observations.