• 대한기계학회논문집
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• 제19권3호
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• pp.697-704
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• 1995

The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents the stochastic model of a nonlinear dynamic system with uncertain parameters under nonstationary stochastic inputs. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method and the second moment equation is numerically evaluated by stochastic process closure method, 4th cumulant neglect closure method and Runge-Kutta method. But the first and the second moment equations are coupled each other, so this equations are approximately evaluated by a iterative method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

• 한국정밀공학회지
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• 제12권4호
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• pp.127-134
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• 1995

The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents a generalized stochastic model of dynamic system subjected to bot external and parametric nonstationary stochastic input. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method. But the second moment equation is founded to constitute an infinite coupled set of differential equations, so this equations are numerically evaluated by cumulant neglect closure method and Runge-Kutta method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2006년도 학술발표회 논문집
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• pp.354-359
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• 2006

The analysis of large-scale water resources systems is often complicated by the presence of multiple reservoirs and diversions, the uncertainty of unregulated inflows and demands, and conflicting objectives. Reinforcement learning is presented herein as a new approach to solving the challenging problem of stochastic optimization of multi-reservoir systems. The Q-Learning method, one of the reinforcement learning algorithms, is used for generating integrated monthly operation rules for the Keum River basin in Korea. The Q-Learning model is evaluated by comparing with implicit stochastic dynamic programming and sampling stochastic dynamic programming approaches. Evaluation of the stochastic basin-wide operational models considered several options relating to the choice of hydrologic state and discount factors as well as various stochastic dynamic programming models. The performance of Q-Learning model outperforms the other models in handling of uncertainty of inflows.

• 한국수자원학회논문집
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• 제33권3호
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• pp.341-350
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• 2000

본 연구의 목적은 추계동역학적 상태·공간형태의 하도 저류함수모형을 개발하고 실시간 홍수예보를 위한 모형의 적용성을 검토하는데 있다. 팔당댐에서 인도교 지점에 이르는 하도구간을 개발된 모형의 적용 대상구간으로 설정하였으며, 1987∼1998년에 발생한 13개의 홍수사상을 선택하여 모형 매개변수 산정 및 적용성을 검토하였다. 그 결과 최적 매개변수는 각 홍수사상마다 다르지만, 현재 실무에서 사용하고 있는 매개변수를 사용한 유량예측은 비교적 합리적인 결과를 제시하였다. 또한 본 연구에서 개발한 추계동역학적 모형에 의한 유량예측 결과와 기존의 확정론적 모형에 의한 결과를 비교·검토한 결과 본 연구모형이 보다 정확한 결과를 제시하는 것으로 나타났다. 본 연구 대상지역의 예측가능시간을 분석한 결과 비교적 지류의 유입이 적은 홍수사상의 경우 5시간 정도까지는 정확한 하류단이 유량예측이 가능한 것을 판단된다.

• 한국멀티미디어학회논문지
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• 제11권6호
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• pp.807-815
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• 2008

A simple efficient method of spotting and recognizing hand gestures in video is presented using a network of hidden Markov models and dynamic programming search algorithm. The description starts from designing a set of isolated trajectory models which are stochastic and robust enough to characterize highly variable patterns like human motion, handwriting, and speech. Those models are interconnected to form a single big network termed a spotting network or a spotter that models a continuous stream of gestures and non-gestures as well. The inference over the model is based on dynamic programming. The proposed model is highly efficient and can readily be extended to a variety of recurrent pattern recognition tasks. The test result without any engineering has shown the potential for practical application. At the end of the paper we add some related experimental result that has been obtained using a different model - dynamic Bayesian network - which is also a type of stochastic model.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2002년도 춘계학술대회논문집
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• pp.715-718
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• 2002

A control strategy for a dynamic system under Irregular disturbance by using stochastic controller is developed. In order to design stochastic controller. system dynamic model in real domain is transformed dynamic moment equation in stochastic domain by F-P-K approach. A study of real time control technique for stochastic controller is presented. The performance of stochastic controller is verified through experiment used by real time control technique method.

• 경영과학
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• 제29권1호
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• pp.1-14
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• 2012

The goal of the multi-reservoir operation planning is to provide an optimal release plan that maximize the reservoir storage and hydropower generation while minimizing the spillages. However, the reservoir operation is difficult due to the uncertainty associated with inflows. In order to consider the uncertain inflows in the reservoir operating problem, we present a Stochastic Dynamic Programming (SDP) model based on the markov decision process (MDP). The objective of the model is to maximize the expected value of the system performance that is the weighted sum of all expected objective values. With the SDP model, multi-reservoir operating rule can be derived, and it also generates the steady state probabilities of reservoir storage and inflow as output. We applied the model to the Geum-river basin in Korea and could generate a multi-reservoir monthly operating plan that can consider the uncertainty of inflow.

• 한국정밀공학회:학술대회논문집
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• 한국정밀공학회 2002년도 춘계학술대회 논문집
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• pp.215-218
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• 2002

A control strategy for a dynamic system under irregular disturbance by using stochastic controller is developed. In order to design stochastic controller, system dynamic model in real domain i transformed dynamic moment equation in stochastic domain by F-P-K approach. A study of real time control technique four stochastic controller is performed in this paper.

• Nuclear Engineering and Technology
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• 제43권6호
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• pp.523-530
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• 2011

In a previous study, the stochastic space-dependent kinetics model (SSKM) based on the forward stochastic model in stochastic kinetics theory and the Ito stochastic differential equations was proposed for treating monoenergetic space-time nuclear reactor kinetics in one dimension. The SSKM was tested against analog Monte Carlo calculations, however, for exemplary cases of homogeneous slab reactors with only one delayed-neutron precursor group. In this paper, the SSKM is improved and evaluated with more realistic and complicated cases regarding several delayed-neutron precursor groups and heterogeneous slab reactors in which the extraneous source or reactivity can be introduced locally. Furthermore, the source level and the initial conditions will also be adjusted to investigate the trends in the variances of the neutron population and fission product levels across the reactor. The results indicate that the improved SSKM is in good agreement with the Monte Carlo method and show how the variances in population dynamics can be controlled.

• Computers and Concrete
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• 제12권6호
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• pp.803-818
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• 2013

In this study, analytical and experimental modal analyses of a scaled bridge model are carried out to extract the dynamic characteristics such as natural frequency, mode shapes and damping ratios. For this purpose, a scaled bridge model is constructed in laboratory conditions. Three dimensional finite element model of the bridge is constituted and dynamic characteristics are determined, analytically. To identify the dynamic characteristics experimentally; Experimental Modal Analyses (ambient and forced vibration tests) are conducted to the bridge model. In the ambient vibration tests, natural excitations are provided and the response of the bridge model is measured. Sensitivity accelerometers are placed to collect signals from the measurements. The signals collected from the tests are processed by Operational Modal Analysis; and the dynamic characteristics of the bridge model are estimated using Enhanced Frequency Domain Decomposition and Stochastic Subspace Identification methods. In the forced vibration tests, excitation of the bridge model is induced by an impact hammer and the frequency response functions are obtained. From the finite element analyses, a total of 8 natural frequencies are attained between 28.33 and 313.5 Hz. Considering the first eight mode shapes, these modes can be classified into longitudinal, transverse and vertical modes. It is seen that the dynamic characteristics obtained from the ambient and forced vibration tests are close to each other. It can be stated that the both of Enhanced Frequency Domain Decomposition and Stochastic Subspace Identification methods are very useful to identify the dynamic characteristics of the bridge model. The first eight natural frequencies are obtained from experimental measurements between 25.00-299.5 Hz. In addition, the dynamic characteristics obtained from the finite element analyses have a good correlation with experimental frequencies and mode shapes. The MAC values obtained between 90-100% and 80-100% using experimental results and experimental-analytical results, respectively.