• 제목/요약/키워드: a parameter uncertainty

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분포형 강우-유출 모형의 매개변수 불확실성에 대한 시.공간적 유역 응답 (Catchment Responses in Time and Space to Parameter Uncertainty in Distributed Rainfall-Runoff Modeling)

  • 이기하;타카라 카오루;타치카와 야수토;사야마 타카히로
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2009년도 학술발표회 초록집
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    • pp.2215-2219
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    • 2009
  • For model calibration in rainfall-runoff modeling, streamflow data at a specific outlet is obviously required but is not sufficient to identify parameters of a model since numerous parameter combinations can result in very similar model performance measures (i.e. objective functions) and indistinguishable simulated hydrographs. This phenomenon has been called 'equifinality' due to inherent parameter uncertainty involved in rainfall-runoff modeling. This study aims to investigate catchment responses in time and space to various uncertain parameter sets in distributed rainfall-runoff modeling. Seven plausible (or behavioral) parameter sets, which guarantee identically-good model performances, were sampled using deterministic and stochastic optimization methods entitled SCE and SCEM, respectively. Then, we applied them to a computational tracer method linked with a distributed rainfall-runoff model in order to trace and visualize potential origins of streamflow at a catchment outlet. The results showed that all hydrograph simulations based on the plausible parameter sets were performed equally well while internal catchment responses to them showed totally different aspects; different parameter values led to different distributions with respect to the streamflow origins in space and time despite identical simulated hydrographs. Additional information provided by the computational tracer method may be utilized as a complementary constraint for filtering out non-physical parameter set(s) (or reducing parameter uncertainty) in distributed rainfall-runoff modeling.

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

  • Kiureghian, Armen-Der
    • Computational Structural Engineering : An International Journal
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    • 제1권2호
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    • pp.81-87
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    • 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.

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Robust $L_2$Optimization for Uncertain Systems

  • Kim, Kyung-Soo;Park, Youngjin
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.348-351
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    • 1995
  • This note proposes a robust LQR method for systems with structured real parameter uncertainty based on Riccati equation approach. Emphasis is on the reduction of design conservatism in the sense of quadratic performance by utilizing the uncertainty structure. The class of uncertainty treated includes all the form of additive real parameter uncertainty, which has the multiple rank structure. To handle the structure of uncertainty, the scaling matrix with block diagonal structure is introduced. By changing the scaling matrix, all the possible set of uncertainty structures can be represented. Modified algebraic Riccati equation (MARE) is newly proposed to obtain a robust feedback control law, which makes the quadratic cost finite for an arbitrary scaling matrix. The remaining design freedom, that is, the scaling matrix is used for minimizing the upper bound of the quadratic cost for all possible set of uncertainties within the given bounds. A design example is shown to demonstrate the simplicity and the effectiveness of proposed method.

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SAMPLING BASED UNCERTAINTY ANALYSIS OF 10 % HOT LEG BREAK LOCA IN LARGE SCALE TEST FACILITY

  • Sengupta, Samiran;Dubey, S.K.;Rao, R.S.;Gupta, S.K.;Raina, V.K
    • Nuclear Engineering and Technology
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    • 제42권6호
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    • pp.690-703
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    • 2010
  • Sampling based uncertainty analysis was carried out to quantify uncertainty in predictions of best estimate code RELAP5/MOD3.2 for a thermal hydraulic test (10% hot leg break LOCA) performed in the Large Scale Test Facility (LSTF) as a part of an IAEA coordinated research project. The nodalisation of the test facility was qualified for both steady state and transient level by systematically applying the procedures led by uncertainty methodology based on accuracy extrapolation (UMAE); uncertainty analysis was carried out using the Latin hypercube sampling (LHS) method to evaluate uncertainty for ten input parameters. Sixteen output parameters were selected for uncertainty evaluation and uncertainty band between $5^{th}$ and $95^{th}$ percentile of the output parameters were evaluated. It was observed that the uncertainty band for the primary pressure during two phase blowdown is larger than that of the remaining period. Similarly, a larger uncertainty band is observed relating to accumulator injection flow during reflood phase. Importance analysis was also carried out and standard rank regression coefficients were computed to quantify the effect of each individual input parameter on output parameters. It was observed that the break discharge coefficient is the most important uncertain parameter relating to the prediction of all the primary side parameters and that the steam generator (SG) relief pressure setting is the most important parameter in predicting the SG secondary pressure.

반복된 스칼라 블록 파라미터를 포함한 불확실성을 갖는 선형 시스템의 가인 양실 제어 (Robust Positive Real Control of Linear Systems with Repeated Scalar Block Parameter Uncertainty)

  • 이보형;심덕선;이장규
    • 제어로봇시스템학회논문지
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    • 제4권5호
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    • pp.574-578
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    • 1998
  • This paper considers the robust positive real problem for linear systems with linear fractional-type norm-bounded repeated scalar block parameter uncertainty. It is shown that the robust positive real problem can be converted into the standard positive real problem without uncertainty that can be used for the analysis of the given uncertain linear system and the synthesis of a controller that robustly stabilizes and achieves the extended strict positive realness property of the closed-loop transfer function. These results can be also applied to the linear system with general structured uncertainty containing repeated scalar block parameters and are extensions of the previous works that consider only norm-boundedness of the affine unstructured uncertainty.

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파라미터 불확실성 및 시간지연을 갖는 레이더 김벌 안정화 시스템의 지연종속 퍼지 H 제에 (Delay Dependent Fuzzy H Control of Radar Gimbal Stabilization System with Parameter Uncertainty and Time Delay)

  • 김태식;이해창;이갑래
    • 제어로봇시스템학회논문지
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    • 제11권11호
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    • pp.920-929
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    • 2005
  • This paper presents controller design method for nonlinear radar gimbal system with parameter uncertainty and time delay. In order to consider nonlinearity of gimbal bearing frictional torque, we firstly represent fuzzy model for the nonlinear gimbal system, which is achieved by fuzzy combination of linear models through nonlinear fuzzy membership functions. And secondly we propose a delay dependent fuzzy $H_\infty$ controller design method for the delayed fuzzy model with parameter uncertainty and design radar gimbal controller. The designed controller stabilize gimbal system and guarantee $H_\infty$ performance. A computer simulation is given to illustrate stabilized control performances of the designed controller.

원료채집기의 제어: 모델링, 계수추정, 견실한 스미스 예측기의 설계 (Reclaimer Control: Modeling , Parameter Estimation, and a Robust Smith Predictor Design)

  • 김성훈;홍금식;강동헌
    • 제어로봇시스템학회논문지
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    • 제5권8호
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    • pp.923-931
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    • 1999
  • In this paper, a modeling and a robust time-delay control for the reclaimer are investigated. Supplying the same amount of a raw material throughout the reclamation process from the raw yard to a sinter plant is important to keep the quality of the molten steel uniform in blast furnaces. As the actual parameter values of the reclaimer are not available, the boom rotational dynamics are modeled as a second order differential equation with unknown coefficients. The unknown parameters in the nominal model are estimated using a recursive estimation method. Another important factor in the control design of the reclaimer is the large time-delay in output measurement. Assuming a multiplicative uncertainty, that accounts for both the unstructured uncertainty neglected in the modeling and the structured uncertainty contained in the parameter estimation, a robust Smith predictor is designed. A robust stability criterion for the multiplicative uncertainty is also derived. Following the work of Goodwin et al. [4], a quantifying procedure of the multiplicative uncertainty bound, through experiments , is described. Experimental and simulation results are provided.

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다중최적화기법을 이용한 강우-유사-유출 예측 불확실성 평가 (Assessment of Rainfall-Sediment Yield-Runoff Prediction Uncertainty Using a Multi-objective Optimization Method)

  • 이기하;유완식;정관수;조복환
    • 한국수자원학회논문집
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    • 제43권12호
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    • pp.1011-1027
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    • 2010
  • 모형의 구조, 모델링에 사용되는 자료, 매개변수 등에 포함된 다양한 불확실성 원인들은 수문모의 및 예측결과에 있어 불확실성을 야기한다. 본 연구에서는 강우-유출 및 강우-유사유출 모의가 가능한 분포형 강우-유사-유출 모형을 용담댐 상류유역인 천천유역에 적용하여 수문곡선 및 유사량곡선의 재현성을 평가하고, 다중최적화기법인 MOSCEM을 이용하여 강우-유출 모듈, 강우-유사유출 모듈의 매개변수를 독립적으로 보정한 경우(Case I과 II), 그리고 두 모듈이 결합된 강우-유사-유출 모형의 매개변수를 동시에 보정한 경우(Case III)에 대하여 Pareto 최적해를 추정하고, 이에 따른 수문 예측결과의 불확실성을 평가한다. 매개변수 불확실성의 전이에 따른 수문곡선의 불확실성 평가 결과(Case I), 모의기간 동안 고유량보다는 저유량 부분에서 불확실성 범위가 두드러졌으며, 이에 반해, 유사량곡선의 경우(Case II) 저농도보다는 고농도 부분에서 불확실성 범위가 넓게 분포하였다. 강우-유사-유출 모형의 매개변수의 불확실성을 동시에 추정한 경우 수문곡선 및 유사량곡선 모두 Case I과 II에 비해 모의기간 전반에 걸쳐 불확실성 범위가 넓게 분포되었으며, 매개 변수의 불확실성으로 인해 대상유역내 격자별 침식 및 퇴적 공간분포 양상이 상이하게 나타났다.

Uncertainty quantification of once-through steam generator for nuclear steam supply system using latin hypercube sampling method

  • Lekang Chen ;Chuqi Chen ;Linna Wang ;Wenjie Zeng ;Zhifeng Li
    • Nuclear Engineering and Technology
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    • 제55권7호
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    • pp.2395-2406
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    • 2023
  • To study the influence of parameter uncertainty in small pressurized water reactor (SPWR) once-through steam generator (OTSG), the nonlinear mathematical model of the SPWR is firstly established. Including the reactor core model, the OTSG model and the pressurizer model. Secondly, a control strategy that both the reactor core coolant average temperature and the secondary-side outlet pressure of the OTSG are constant is adopted. Then, the uncertainty quantification method is established based on Latin hypercube sampling and statistical method. On this basis, the quantitative platform for parameter uncertainty of the OTSG is developed. Finally, taking the uncertainty in primary-side flowrate of the OTSG as an example, the platform application work is carried out under the variable load in SPWR and step disturbance of secondary-side flowrate of the OTSG. The results show that the maximum uncertainty in the critical output parameters is acceptable for SPWR.

International Transmission of Macroeconomic Uncertainty in China: A Time-varying Bayesian Global SVAR Approach

  • Wongi Kim
    • East Asian Economic Review
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    • 제28권1호
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    • pp.95-140
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    • 2024
  • This study empirically investigates the international transmission of China's uncertainty shocks. It estimates a time-varying parameter Bayesian global structural vector autoregressive model (TVP-BGVAR) using time series data for 33 countries to evaluate heterogeneous international linkage across countries and time. Uncertainty shocks are identified via sign restrictions. The empirical results reveal that an increase in uncertainty in China negatively affects the global economy, but those effects significantly vary over time. The effects of China's uncertainty shocks on the global economy have been significantly altered by China's WTO accession, the global financial crisis, and the recent US-China trade conflict. Furthermore, the effects of China's uncertainty shocks, typically on inflation, differ significantly across countries. Moreover, Trade openness appears crucial in explaining heterogeneous GDP responses across countries, whereas the international dimension of monetary policy appears to be important in explaining heterogeneous inflation responses across countries.