• Title/Summary/Keyword: sequential Monte Carlo

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Robust optimization of reinforced concrete folded plate and shell roof structure incorporating parameter uncertainty

  • Bhattacharjya, Soumya;Chakrabortia, Subhasis;Dasb, Subhashis
    • Structural Engineering and Mechanics
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    • v.56 no.5
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    • pp.707-726
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    • 2015
  • There is a growing trend of considering uncertainty in optimization process since last few decades. In this regard, Robust Design Optimization (RDO) scheme has gained increasing momentum because of its virtue of improving performance of structure by minimizing the variation of performance and ensuring necessary safety and feasibility of constraint under uncertainty. In the present study, RDO of reinforced concrete folded plate and shell structure has been carried out incorporating uncertainty in the relevant parameters by Monte Carlo Simulation. Folded plate and shell structures are among the new generation popular structures often used in aesthetically appealing constructions. However, RDO study of such important structures is observed to be scarce. The optimization problem is formulated as cost minimization problem subjected to the force and displacements constraints considering dead, live and wind load. Then, the RDO is framed by simultaneously optimizing the expected value and the variation of the performance function using weighted sum approach. The robustness in constraint is ensured by adding suitable penalty term and through a target reliability index. The RDO problem is solved by Sequential Quadratic Programming. Subsequently, the results of the RDO are compared with conventional deterministic design approach. The parametric study implies that robust designs can be achieved by sacrificing only small increment in initial cost, but at the same time, considerable quality and guarantee of the structural behaviour can be ensured by the RDO solutions.

Satellite Orbit Determination using the Particle Filter

  • Kim, Young-Rok;Park, Sang-Young
    • Bulletin of the Korean Space Science Society
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    • 2011.04a
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    • pp.25.4-25.4
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    • 2011
  • Various estimation methods based on Kalman filter have been applied to the real-time satellite orbit determination. The most popular method is the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). The EKF is easy to implement and to use on orbit determination problem. However, the linearization process of the EKF can cause unstable solutions if the problem has the inaccurate reference orbit, sparse or insufficient observations. In this case, the UKF can be a good alternative because it does not contain linearization process. However, because both methods are based on Gaussian assumption, performance of estimation can become worse when the distribution of state parameters and process/measurement noise are non-Gaussian. In nonlinear/non-Gaussian problems the particle filter which is based on sequential Monte Carlo methods can guarantee more exact estimation results. This study develops and tests the particle filter for satellite orbit determination. The particle filter can be more effective methods for satellite orbit determination in nonlinear/non-Gaussian environment.

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A Study of Automatic Multi-Target Detection and Tracking Algorithm using Highest Probability Data Association in a Cluttered Environment (클러터가 존재하는 환경에서의 HPDA를 이용한 다중 표적 자동 탐지 및 추적 알고리듬 연구)

  • Kim, Da-Soul;Song, Taek-Lyul
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.56 no.10
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    • pp.1826-1835
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    • 2007
  • In this paper, we present a new approach for automatic detection and tracking for multiple targets. We combine a highest probability data association(HPDA) algorithm for target detection with a particle filter for multiple target tracking. The proposed approach evaluates the probabilities of one-to-one assignments of measurement-to-track and the measurement with the highest probability is selected to be target- originated, and the measurement is used for probabilistic weight update of particle filtering. The performance of the proposed algorithm for target tracking in clutter is compared with the existing clustering algorithm and the sequential monte carlo method for probability hypothesis density(SMC PHD) algorithm for multi-target detection and tracking. Computer simulation studies demonstrate that the HPDA algorithm is robust in performing automatic detection and tracking for multiple targets even though the environment is hostile in terms of high clutter density and low target detection probability.

A Parallel Collaborative Sphere Decoder for a MIMO Communication System

  • Koo, Jihun;Kim, Soo-Yong;Kim, Jaeseok
    • Journal of Communications and Networks
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    • v.16 no.6
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    • pp.620-626
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    • 2014
  • In this paper, we propose a parallel collaborative sphere decoder with a scalable architecture promising quasi-maximum likelyhood performance with a relatively small amount of computational resources. This design offers a hardware-friendly algorithm using a modified node operation through fixing the variable complexity of the critical path caused by the sequential nature of the conventional sphere decoder (SD). It also reduces the computational complexity compared to the fixed-complexity sphere decoder (FSD) algorithm by tree pruning using collaboratively operated node operators. A Monte Carlo simulation shows that our proposed design can be implemented using only half the parallel operators compared to the approach using an ideal fully parallel scheme such as FSD, with only about a 7% increase of the normalized decoding time for MIMO dimensions of $16{\times}16$ with 16-QAM modulation.

Reliability Evaluation of Power Distribution Systems Considering a Momentary Voltage Quality (순시전압 품질을 고려한 배전계통에서의 신뢰도 평가)

  • Yun, Sang-Yun;Kim, Jae-Chul;Bae, Joo-Cheon
    • Proceedings of the KIEE Conference
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    • 2002.11b
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    • pp.202-205
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    • 2002
  • This paper presents the reliability evaluation methods considering the momentary voltage quality in power distribution systems. The voltage qualify phenomena deal with this paper are sustained and momentary interruptions and voltage sags. Conventional evaluation indices and methods are summarized for the sustained interruptions, and the assessment methodologies of momentary interruptions and voltage sags are proposed. The evaluation methods are divided into the analytical method and Time Sequential Monte Carlo simulation. The proposed methods are tested using the modified RBTS (Roy Billinton Test System) form and historical reliability data of KEPCO system.

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Wakeby Distribution and the Maximum Likelihood Estimation Algorithm in Which Probability Density Function Is Not Explicitly Expressed

  • Park Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.443-451
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    • 2005
  • The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

Impacts of Demand Response from Different Sectors on Generation System Well Being

  • Hassanzadeh, Muhammad Naseh;Fotuhi-Firuzabad, Mahmud;Safdarian, Amir
    • Journal of Electrical Engineering and Technology
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    • v.12 no.5
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    • pp.1719-1728
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    • 2017
  • Recent concerns about environmental conditions have triggered the growing interest in using green energy resources. These sources of energy, however, bring new challenges mainly due to their uncertainty and intermittency. In order to alleviate the concerns on the penetration of intermittent energy resources, this paper investigates impacts of realizing demand-side potentials. Among different demand-side management programs, this paper considers demand response wherein consumers change their consumption pattern in response to changing prices. The research studies demand response potentials from different load sectors on generation system well-being. Consumers' sensitivity to time-varying prices is captured via self and cross elasticity coefficients. In the calculation of well-being indices, sequential Monte Carlo simulation approach is accompanied with fuzzy logic. Finally, IEEE-RTS is used as the test bed to conduct several simulations and the associated results are thoroughly discussed.

Robust tests for heteroscedasticity using outlier detection methods (이상치 탐지법을 이용한 강건 이분산 검정)

  • Seo, Han Son;Yoon, Min
    • The Korean Journal of Applied Statistics
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    • v.29 no.3
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    • pp.399-408
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    • 2016
  • There is a need to detect heteroscedasticity in a regression analysis; however, it invalidates the standard inference procedure. The diagnostics on heteroscedasticity may be distorted when both outliers and heteroscedasticity exist. Available heteroscedasticity detection methods in the presence of outliers usually use robust estimators or separating outliers from the data. Several approaches have been suggested to identify outliers in the heteroscedasticity problem. In this article conventional tests on heteroscedasticity are modified by using a sequential outlier detection methods to separate outliers from contaminated data. The performance of the proposed method is compared with original tests by a Monte Carlo study and examples.

Statistical Effective Interval Determination and Reliability Assessment of Input Variables Under Aleatory Uncertainties (물리적 불확실성을 내재한 입력변수의 확률 통계 기반 유효 범위 결정 방법 및 신뢰성 평가)

  • Joo, Minho;Doh, Jaehyeok;Choi, Sukyo;Lee, Jongsoo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.41 no.11
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    • pp.1099-1108
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    • 2017
  • Data points obtained by conducting repetitive experiments under identical environmental conditions are, theoretically, required to correspond. However, experimental data often display variations due to generated errors or noise resulting from various factors and inherent uncertainties. In this study, an algorithm aiming to determine valid bounds of input variables, representing uncertainties, was developed using probabilistic and statistical methods. Furthermore, a reliability assessment was performed to verify and validate applications of this algorithm using bolt-fastening friction coefficient data in a sample application.

Sequential detection simulation of red-tide evolution for geostationary ocean color instrument with realistic optical characteristics

  • Jeong, Soo-Min;Jeong, Yu-Kyeong;Ryu, Dong-Ok;Kim, Seong-Hui;Cho, Seong-Ick;Hong, Jin-Suk;Kim, Sug-Whan
    • Bulletin of the Korean Space Science Society
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    • 2009.10a
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    • pp.49.3-49.3
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    • 2009
  • Geostationary Ocean Colour Imager (GOCI) is the first ocean color instrument that will be operating in a geostationary orbit from 2010. GOCI will provide the crucial information of ocean environment around the Korean peninsula in high spatial and temporal resolutions at eight visible bands. We report an on-going development of imaging and radiometric performance prediction model for GOCI with realistic data for reflectance, transmittance, absorption, wave-front error and scattering properties for its optical elements. For performance simulation, Monte Carlo based ray tracing technique was used along the optical path starting from the Sun to the final detector plane for a fixed solar zenith angle. This was then followed by simulation of red-tide evolution detection and their radiance estimation, following the in-orbit operational sequence. The simulation results proves the GOCI flight model is capable of detecting both image and radiance originated from the key ocean phenomena including red tide. The model details and computational process are discussed with implications to other earth observation instruments.

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