• 제목/요약/키워드: non-stationary process

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웨이블릿 변환을 이용한 계측 가속도 기록의 이중 적분법 (Double Integration of Measured Acceleration Record Using Wavelet Transform)

  • 이형진;박정식
    • 한국지진공학회:학술대회논문집
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    • 한국지진공학회 2002년도 추계 학술발표회 논문집
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    • pp.181-188
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    • 2002
  • It is well known that double integration of measured acceleration records are very difficult, particularly in the case of measurements on civil engineering structures. The measured accelerations on civil structures usually contain non-gaussian and low-frequency noises as well as acceleration records are non-stationary. For this type of signals, wavelet transform can be useful because of its inherent processing abilities for non-stationary signals. In this paper, the do-noising algorithm using the wavelet transform are slightly extended to process non-gaussian and low frequency noises, using median filter concepts. The example studies show that the integration can be improved using proposed method.

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Empirical decomposition method for modeless component and its application to VIV analysis

  • Chen, Zheng-Shou;Park, Yeon-Seok;Wang, Li-ping;Kim, Wu-Joan;Sun, Meng;Li, Qiang
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제7권2호
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    • pp.301-314
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    • 2015
  • Aiming at accurately distinguishing modeless component and natural vibration mode terms from data series of nonlinear and non-stationary processes, such as Vortex-Induced Vibration (VIV), a new empirical mode decomposition method has been developed in this paper. The key innovation related to this technique concerns the method to decompose modeless component from non-stationary process, characterized by a predetermined 'maximum intrinsic time window' and cubic spline. The introduction of conceptual modeless component eliminates the requirement of using spurious harmonics to represent nonlinear and non-stationary signals and then makes subsequent modal identification more accurate and meaningful. It neither slacks the vibration power of natural modes nor aggrandizes spurious energy of modeless component. The scale of the maximum intrinsic time window has been well designed, avoiding energy aliasing in data processing. Finally, it has been applied to analyze data series of vortex-induced vibration processes. Taking advantage of this newly introduced empirical decomposition method and mode identification technique, the vibration analysis about vortex-induced vibration becomes more meaningful.

Active Control of Road-Booming-Noise with Constraint Multiple Filtered-X LMS Algorithm

  • Oh, Shi-Hwan;Kim, Hyoun-Suk;Park, Young-Jin
    • The Journal of the Acoustical Society of Korea
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    • 제19권2E호
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    • pp.3-7
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    • 2000
  • Vibration generated by the non-uniform road profile propagates though each tire and the suspension and finally generates structure born noise in the interior of the passenger vehicle. In this paper, the road-booming-noise which has strong correlation with the vibration signals measured at the suspension system was compensated. Active noise control of the road-booming-noise is rather difficult to achieve because of its non-stationary characteristics. CMFX LMS (Constraint Multiple Filtered-X Least Mean Square) algorithm, which can track non-stationary process rather well, is applied. Comprison of the proposed method and the conventional MFX LMS (Multiple Filtered-X Least Mean Square) algorithm is made through the hardware-in-the-loop simulation and the feasibility of the proposed method is demonstrated with the experiment.

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Non-Gaussian analysis methods for planing craft motion

  • Somayajula, Abhilash;Falzarano, Jeffrey M.
    • Ocean Systems Engineering
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    • 제4권4호
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    • pp.293-308
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    • 2014
  • Unlike the traditional displacement type vessels, the high speed planing crafts are supported by the lift forces which are highly non-linear. This non-linear phenomenon causes their motions in an irregular seaway to be non-Gaussian. In general, it may not be possible to express the probability distribution of such processes by an analytical formula. Also the process might not be stationary or ergodic in which case the statistical behavior of the motion to be constantly changing with time. Therefore the extreme values of such a process can no longer be calculated using the analytical formulae applicable to Gaussian processes. Since closed form analytical solutions do not exist, recourse is taken to fitting a distribution to the data and estimating the statistical properties of the process from this fitted probability distribution. The peaks over threshold analysis and fitting of the Generalized Pareto Distribution are explored in this paper as an alternative to Weibull, Generalized Gamma and Rayleigh distributions in predicting the short term extreme value of a random process.

(Max, +)-대수를 이용한 3-노드 유한 버퍼 일렬대기행렬 망에서 최적 버퍼 크기 결정 (Determining the Optimal Buffer Sizes in Poisson Driven 3-node Tandem Queues using (Max, +)-algebra)

  • 서동원;황승준
    • 경영과학
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    • 제24권1호
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    • pp.25-34
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    • 2007
  • In this study, we consider stationary waiting times in finite-buffer 3-node single-server queues in series with a Poisson arrival process and with either constant or non-overlapping service times. We assume that each node has a finite buffer except for the first node. The explicit expressions of waiting times in all areas of the stochastic system were driven as functions of finite buffer capacities. These explicit forms show that a system sojourn time does not depend on the finite buffer sizes, and also allow one to compute and compare characteristics of stationary waiting times at all areas under two blocking rules communication and manufacturing blocking. The goal of this study is to apply these results to an optimization problem which determines the smallest buffer capacities satisfying predetermined probabilistic constraints on stationary waiting times at all nodes. Numerical examples are also provided.

Formulating Analytical Solution of Network ODE Systems Based on Input Excitations

  • Bagchi, Susmit
    • Journal of Information Processing Systems
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    • 제14권2호
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    • pp.455-468
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    • 2018
  • The concepts of graph theory are applied to model and analyze dynamics of computer networks, biochemical networks and, semantics of social networks. The analysis of dynamics of complex networks is important in order to determine the stability and performance of networked systems. The analysis of non-stationary and nonlinear complex networks requires the applications of ordinary differential equations (ODE). However, the process of resolving input excitation to the dynamic non-stationary networks is difficult without involving external functions. This paper proposes an analytical formulation for generating solutions of nonlinear network ODE systems with functional decomposition. Furthermore, the input excitations are analytically resolved in linearized dynamic networks. The stability condition of dynamic networks is determined. The proposed analytical framework is generalized in nature and does not require any domain or range constraints.

Optimal Buffer Allocation in Tandem Queues with Communication Blocking

  • Seo, Dong-Won;Ko, Sung-Seok;Jung, Uk
    • ETRI Journal
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    • 제31권1호
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    • pp.86-88
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    • 2009
  • In this letter, we consider an m-node tandem queue (queues in series) with a Poisson arrival process and either deterministic or non-overlapping service times. With the assumption that each node has a finite buffer except for the first node, we show the non-increasing convex property of stationary waiting time with respect to the finite buffer capacities. We apply it to an optimization problem which determines the smallest buffer capacities subject to probabilistic constraints on stationary waiting times.

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A Sufficient Condition for the Independence of Non-Stationary Demand Process and Inventory Position Process under < Q, r > Systems

  • Sung, C.S.
    • 대한산업공학회지
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    • 제8권1호
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    • pp.22-28
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    • 1982
  • Under a continuous-review inventory system, the inventory position process was proved to be asymptotically independent of the general renewal demand processes, when the two processes form an asymptotic unimodel joint distribution. The analytical technique implemented through this work seems to be more like general, and so the periodic-review system can be similarly investigated. In conclusion, the results may be evaluated to direct to the analytical analyses of some inventory systems which have been treated under some restrictions on demand processes.

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Derivation of response spectrum compatible non-stationary stochastic processes relying on Monte Carlo-based peak factor estimation

  • Giaralis, Agathoklis;Spanos, Pol D.
    • Earthquakes and Structures
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    • 제3권5호
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    • pp.719-747
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    • 2012
  • In this paper a novel approach is proposed to address the problem of deriving non-stationary stochastic processes which are compatible in the mean sense with a given (target) response (uniform hazard) spectrum (UHS) as commonly desired in the aseismic structural design regulated by contemporary codes of practice. The appealing feature of the approach is that it is non-iterative and "one-step". This is accomplished by solving a standard over-determined minimization problem in conjunction with appropriate median peak factors. These factors are determined by a plethora of reported new Monte Carlo studies which on their own possess considerable stochastic dynamics merit. In the proposed approach, generation and treatment of samples of the processes individually on a deterministic basis is not required as is the case with the various "two-step" approaches found in the literature addressing the herein considered task. The applicability and usefulness of the approach is demonstrated by furnishing extensive numerical data associated with the elastic design UHS of the current European (EC8) and the Chinese (GB 50011) aseismic code provisions. Purposely, simple and thus attractive from a practical viewpoint, uniformly modulated processes assuming either the Kanai-Tajimi (K-T) or the Clough-Penzien (C-P) spectral form are employed. The Monte Carlo studies yield damping and duration dependent median peak factor spectra, given in a polynomial form, associated with the first passage problem for UHS compatible K-T and C-P uniformly modulated stochastic processes. Hopefully, the herein derived stochastic processes and median peak factor spectra can be used to facilitate the aseismic design of structures regulated by contemporary code provisions in a Monte Carlo simulation-based or stochastic dynamics-based context of analysis.

Derivation of response spectrum compatible non-stationary stochastic processes relying on Monte Carlo-based peak factor estimation

  • Giaralis, Agathoklis;Spanos, Pol D.
    • Earthquakes and Structures
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    • 제3권3_4호
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    • pp.581-609
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    • 2012
  • In this paper a novel non-iterative approach is proposed to address the problem of deriving non-stationary stochastic processes which are compatible in the mean sense with a given (target) response (uniform hazard) spectrum (UHS) as commonly desired in the aseismic structural design regulated by contemporary codes of practice. This is accomplished by solving a standard over-determined minimization problem in conjunction with appropriate median peak factors. These factors are determined by a plethora of reported new Monte Carlo studies which on their own possess considerable stochastic dynamics merit. In the proposed approach, generation and treatment of samples of the processes individually on a deterministic basis is not required as is the case with the various approaches found in the literature addressing the herein considered task. The applicability and usefulness of the approach is demonstrated by furnishing extensive numerical data associated with the elastic design UHS of the current European (EC8) and the Chinese (GB 50011) aseismic code provisions. Purposely, simple and thus attractive from a practical viewpoint, uniformly modulated processes assuming either the Kanai-Tajimi (K-T) or the Clough-Penzien (C-P) spectral form are employed. The Monte Carlo studies yield damping and duration dependent median peak factor spectra, given in a polynomial form, associated with the first passage problem for UHS compatible K-T and C-P uniformly modulated stochastic processes. Hopefully, the herein derived stochastic processes and median peak factor spectra can be used to facilitate the aseismic design of structures regulated by contemporary code provisions in a Monte Carlo simulation-based or stochastic dynamics-based context of analysis.