• 제목/요약/키워드: 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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    • 제56권5호
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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
    • 한국우주과학회:학술대회논문집(한국우주과학회보)
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    • 한국우주과학회 2011년도 한국우주과학회보 제20권1호
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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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클러터가 존재하는 환경에서의 HPDA를 이용한 다중 표적 자동 탐지 및 추적 알고리듬 연구 (A Study of Automatic Multi-Target Detection and Tracking Algorithm using Highest Probability Data Association in a Cluttered Environment)

  • 김다솔;송택렬
    • 전기학회논문지
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    • 제56권10호
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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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    • 제16권6호
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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.

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

  • 윤상윤;김재철;배주천
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 추계학술대회 논문집 전력기술부문
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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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    • 제12권2호
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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.

Alert-Confirm 탐지 방식의 설계 및 성능 분석에 관한 연구 (A Study on Design and Analysis of an Alert-Confirm Detection Method)

  • 김은희;오현수;민사원
    • 한국군사과학기술학회지
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    • 제27권2호
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    • pp.140-146
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    • 2024
  • Active electronically scanning antennas are faster and more flexible in beam-scheduling than mechanical antennas. Thus, they require an advanced resource management or detection methods to operate efficiently. In a surveillance radar performing periodic detection, alert-confirm detection is an excellent method to improve the cumulative detection probability by reducing the period while maintaining the detection probability. This paper proposes a design method for alert-confirm detection based on the parameters of the conventional design. We developed a simulator based on simulink@matworks and verified the result through Monte Carlo simulation.

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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    • 제12권5호
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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.

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

  • 서한손;윤민
    • 응용통계연구
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    • 제29권3호
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    • pp.399-408
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    • 2016
  • 회귀분석에서 이분산이 발생할 경우 표준적 추정절차에 따른 결과는 유효하지 않게 되므로 이를 확인하는 것이 필요하다. 이분산 문제와 더불어 이상치가 함께 존재하면 이분산에 관한 진단은 왜곡될 수 있다. 이상치가 존재할 때 이분산을 진단하는 기존의 방법들은 강건통계량을 이용하거나 이상치를 제거하는 접근법을 사용한다. 이분산 문제에서 이상치를 탐지하기 위하여 여러 가지 접근법이 제시되었다. 본 연구에서는 이분산 진단과정에서 이상치를 배제하기 위하여 기존의 이분산 검정과정에 순차적 이상치 탐지법을 적용하는 절차를 제시한다. 제시된 방법은 모의실험 및 예제를 통해 기존의 검정방법과 검정력을 비교한다.

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

  • 주민호;도재혁;최수교;이종수
    • 대한기계학회논문집A
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    • 제41권11호
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    • pp.1099-1108
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    • 2017
  • 동일한 시험조건에서 반복시험으로부터 얻어진 실험 데이터는 이론적으로 동일한 값을 가져야 한다. 그러나 실제 데이터 결과는 다양한 환경 요소들에 의해 발생하는 오차와 불확실성을 가지게 되어 시험 값이 변동량을 가진다. 이는 정확한 실험 데이터를 얻는데 제한사항이 된다. 본 연구에서는 확률통계 방법을 이용하여 불확실성을 가진 입력변수의 유효범위를 결정하는 알고리즘을 제안하였다. 또한 실제 현장에서 사용되는 볼트 체결 마찰계수 데이터를 이용하여 제안된 알고리즘을 적용하여 불확실성을 내재한 입력변수의 유효범위를 산출하고 이에 대한 신뢰성 평가를 하였다.