• Title/Summary/Keyword: uncertainty of estimation

Search Result 750, Processing Time 0.028 seconds

Analysis of Uncertainties in Estimation of Critical Speeds from Tire Yaw Marks (타이어 요마크로부터 임계속도 추정의 불확실성 해석)

  • Han, Inhwan
    • Transactions of the Korean Society of Automotive Engineers
    • /
    • v.23 no.4
    • /
    • pp.361-370
    • /
    • 2015
  • There will inevitably be errors and uncertainties in tire yaw mark related critical speed formula, which is derived merely from the relationship between the centrifugal force and the friction force acting on the point-mass vehicle. Constructing and measuring yaw marks through appropriate simulation works have made it possible to perform uncertainty analysis in calculation of critical speeds under variation of variety of conditions and parameters while existing yaw mark experimental tests have not performed properly. This paper does not present only the critical speed analysis results for parametric sensitivity and uncertainty of chord and middle ordinate, coefficient of friction and road grade, but also modeling uncertainty such as variation of braking level during turning and vehicle size. The yaw mark analysis methods and results may be now applied in practice of traffic accident investigation.

A Robust Extended Filter Design for SDINS In-Flight Alignment

  • Yu, Myeong-Jong;Lee, Sang-Woo
    • International Journal of Control, Automation, and Systems
    • /
    • v.1 no.4
    • /
    • pp.520-526
    • /
    • 2003
  • In the case of a strapdown inertial navigation system (SDINS) with sizeable attitude errors, the uncertainty caused by linearization of the system degrades the performance of the filter. In this paper, a robust filter and various error models for the uncertainty are presented. The analytical characteristics of the proposed filter are also investigated. The results show that the filter does not require the statistical property of the system disturbance and that the region of the estimation error depends on a freedom parameter in the worst case. Then, the uncertainty of the SDINS is derived. Depending on the choice of the reference frame and the attitude error state, several error models are presented. Finally, various in-flight alignment methods are proposed by combining the robust filter with the error models. Simulation results demonstrate that the proposed filter effectively improves the performance.

Application of Risk Management to Forecasting Transportation Demand by Delphi Technique (Delphi기법을 통한 교통수요예측 Risk Management 적용 방안)

  • Chung, Sung-Bong
    • Journal of the Korea Safety Management & Science
    • /
    • v.13 no.2
    • /
    • pp.267-273
    • /
    • 2011
  • Since 'The Act on Private Investment of The Infrastructure' was established in 1994, private investment as well as government's investment in transport infrastructure has been active. However investment in transport infrastructure has more risks than others' due to uncertainty both in traffic volume and in construction cost. In the current appraisal procedure of deciding transportation infrastructure investment, instead of risk management, the sensitivity analysis considering only the changes of benefit, cost and social discount rate which are main factor affecting economic feasibility is carried out. Therefore the uncertainty of various factors affecting demand, cost and benefit are not considered in feasibility study. In this study the problems in current investment appraisal system were reviewed. Using Delphi technique the major factors which have high uncertainty in feasibility study were surveyed and then improvement plan was suggested in the respective of classic 4 step demand forecasting method. The range estimation technique was also mentioned to deal with the uncertainty of the future.

Study on the Estimation of Measurement Uncertainty in MOI Measurement (관성모멘트 측정에서의 불확도 추정기법 연구)

  • Kim, Kwang-Ro;Lee, Young-Shin
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.16 no.6
    • /
    • pp.797-802
    • /
    • 2013
  • In this paper, using the mass/CG measurement equipment and the MOI measurement equipment developed in-house, Pitch MOI and Roll MOI of test specimen were measured and measurement uncertainties on MOI were studied. The possible factors of the measurement uncertainty that could affect accuracy of MOI measurement were mass, spring, frequency, and length measurement-related elements. The each combined standard uncertainty of pitch MOI and roll MOI was estimated from the uncertainties of the above various factors.

The Price of Risk in the Korean Stock Distribution Market after the Global Financial Crisis (글로벌 금융위기 이후 한국 주식유통시장의 위험가격에 관한 연구)

  • Sohn, Kyoung-Woo;Liu, Won-Suk
    • Journal of Distribution Science
    • /
    • v.13 no.5
    • /
    • pp.71-82
    • /
    • 2015
  • Purpose - The purpose of this study is to investigate risk price implied from the pricing kernel of Korean stock distribution market. Recently, it is considered that the quantitative easing programs of major developed countries are contributing to a reduction in global uncertainty caused by the 2007~2009 financial crisis. If true, the risk premium as compensation for global systemic risk or economic uncertainty should show a decrease. We examine whether the risk price in the Korean stock distribution market has declined in recent years, and attempt to provide practical implications for investors to manage their portfolios more efficiently, as well as academic implications. Research design, data and methodology - To estimate the risk price, we adopt a non-parametric method; the minimum norm pricing kernel method under the LOP (Law of One Price) constraint. For the estimation, we use 17 industry sorted portfolios provided by the KRX (Korea Exchange). Additionally, the monthly returns of the 17 industry sorted portfolios, from July 2000 to June 2014, are utilized as data samples. We set 120 months (10 years) as the estimation window, and estimate the risk prices from July 2010 to June 2014 by month. Moreover, we analyze correlation between any of the two industry portfolios within the 17 industry portfolios to suggest further economic implications of the risk price we estimate. Results - According to our results, the risk price in the Korean stock distribution market shows a decline over the period of July 2010 to June 2014 with statistical significance. During the period of the declining risk price, the average correlation level between any of the two industry portfolios also shows a decrease, whereas the standard deviation of the average correlation shows an increase. The results imply that the amount of systematic risk in the Korea stock distribution market has decreased, whereas the amount of industry-specific risk has increased. It is one of the well known empirical results that correlation and uncertainty are positively correlated, therefore, the declining correlation may be the result of decreased global economic uncertainty. Meanwhile, less asset correlation enables investors to build portfolios with less systematic risk, therefore the investors require lower risk premiums for the efficient portfolio, resulting in the declining risk price. Conclusions - Our results may provide evidence of reduction in global systemic risk or economic uncertainty in the Korean stock distribution market. However, to defend the argument, further analysis should be done. For instance, the change of global uncertainty could be measured with funding costs in the global money market; subsequently, the relation between global uncertainty and the price of risk might be directly observable. In addition, as time goes by, observations of the risk price could be extended, enabling us to confirm the relation between the global uncertainty and the effect of quantitative easing. These topics are beyond our scope here, therefore we reserve them for future research.

Design, Fabrication and Micromachining Error Evaluation for a Surface-Micromachined Polysilicon Capacitice Accelerometer (표면미세가공기술을 이용한 수평감지방식의 정전용량형 다결정 실리콘 가속도계의 설계, 제작 및 가공 오차 영향 분석)

  • Kim, Jong-Pal;Han, Gi-Ho;Jo, Yeong-Ho
    • Transactions of the Korean Society of Mechanical Engineers A
    • /
    • v.25 no.3
    • /
    • pp.529-536
    • /
    • 2001
  • We investigate a surface-micromachined capacitive accelerometer with the grid-type electrodes surrounded by a perforated proof-mass frame. An electromechanical analysis of the microaccelerometer has been performed to obtain analytical formulae for natural frequency and output sensitivity response estimation. A set of prototype devices has been designed and fabricated based on a 4-mask surface-micromachining process. The resonant frequency of 5.8$\pm$0.17kHz and the detection sensitivity of 0.28$\pm$0.03mV/g have been measured from the fabricated devices. The parasitic capacitance of the detection circuit with a charge amplifier has been measured as 3.34$\pm$1.16pF. From the uncertainty analysis, we find that the major uncertainty in the natural frequency of the accelerometer comes from the micromachining error in the beam width patterning process. The major source of the sensitivity uncertainty includes uncertainty of the parasitic capacitance, the inter-electrode gap and the resonant frequency, contributing to the overall sensitivity uncertainty in the portions of 75%, 14% and 11%, respectively.

Estimation of Input Material Accounting Uncertainty With Double-Stage Homogenization in Pyroprocessing

  • Lee, Chaehun;Kim, Bong Young;Won, Byung-Hee;Seo, Hee;Park, Se-Hwan
    • Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
    • /
    • v.20 no.1
    • /
    • pp.23-32
    • /
    • 2022
  • Pyroprocessing is a promising technology for managing spent nuclear fuel. The nuclear material accounting of feed material is a challenging issue in safeguarding pyroprocessing facilities. The input material in pyroprocessing is in a solid-state, unlike the solution state in an input accountability tank used in conventional wet-type reprocessing. To reduce the uncertainty of the input material accounting, a double-stage homogenization process is proposed in considering the process throughput, remote controllability, and remote maintenance of an engineering-scale pyroprocessing facility. This study tests two types of mixing equipment in the proposed double-stage homogenization process using surrogate materials. The expected heterogeneity and accounting uncertainty of Pu are calculated based on the surrogate test results. The heterogeneity of Pu was 0.584% obtained from Pressurized Water Reactor (PWR) spent fuel of 59 WGd/tU when the relative standard deviation of the mass ratio, tested from the surrogate powder, is 1%. The uncertainty of the Pu accounting can be lower than 1% when the uncertainty of the spent fuel mass charged into the first mixers is 2%, and the uncertainty of the first sampling mass is 5%.

Uncertainty Analysis for Parameters of Probability Distribution in Rainfall Frequency Analysis by Bayesian MCMC and Metropolis Hastings Algorithm (Bayesian MCMC 및 Metropolis Hastings 알고리즘을 이용한 강우빈도분석에서 확률분포의 매개변수에 대한 불확실성 해석)

  • Seo, Young-Min;Park, Ki-Bum
    • Journal of Environmental Science International
    • /
    • v.20 no.3
    • /
    • pp.329-340
    • /
    • 2011
  • The probability concepts mainly used for rainfall or flood frequency analysis in water resources planning are the frequentist viewpoint that defines the probability as the limit of relative frequency, and the unknown parameters in probability model are considered as fixed constant numbers. Thus the probability is objective and the parameters have fixed values so that it is very difficult to specify probabilistically the uncertianty of these parameters. This study constructs the uncertainty evaluation model using Bayesian MCMC and Metropolis -Hastings algorithm for the uncertainty quantification of parameters of probability distribution in rainfall frequency analysis, and then from the application of Bayesian MCMC and Metropolis- Hastings algorithm, the statistical properties and uncertainty intervals of parameters of probability distribution can be quantified in the estimation of probability rainfall so that the basis for the framework configuration can be provided that can specify the uncertainty and risk in flood risk assessment and decision-making process.

Verification of Reduced Order Modeling based Uncertainty/Sensitivity Estimator (ROMUSE)

  • Khuwaileh, Bassam;Williams, Brian;Turinsky, Paul;Hartanto, Donny
    • Nuclear Engineering and Technology
    • /
    • v.51 no.4
    • /
    • pp.968-976
    • /
    • 2019
  • This paper presents a number of verification case studies for a recently developed sensitivity/uncertainty code package. The code package, ROMUSE (Reduced Order Modeling based Uncertainty/Sensitivity Estimator) is an effort to provide an analysis tool to be used in conjunction with reactor core simulators, in particular the Virtual Environment for Reactor Applications (VERA) core simulator. ROMUSE has been written in C++ and is currently capable of performing various types of parameter perturbations and associated sensitivity analysis, uncertainty quantification, surrogate model construction and subspace analysis. The current version 2.0 has the capability to interface with the Design Analysis Kit for Optimization and Terascale Applications (DAKOTA) code, which gives ROMUSE access to the various algorithms implemented within DAKOTA, most importantly model calibration. The verification study is performed via two basic problems and two reactor physics models. The first problem is used to verify the ROMUSE single physics gradient-based range finding algorithm capability using an abstract quadratic model. The second problem is the Brusselator problem, which is a coupled problem representative of multi-physics problems. This problem is used to test the capability of constructing surrogates via ROMUSE-DAKOTA. Finally, light water reactor pin cell and sodium-cooled fast reactor fuel assembly problems are simulated via SCALE 6.1 to test ROMUSE capability for uncertainty quantification and sensitivity analysis purposes.

Design of an iterative learning controller for a class of linear dynamic systems with time-delay (시간 지연이 있는 선형 시스템에 대한 반복 학습 제어기의 설계)

  • Park, Kwang-Hyun;Bien, Zeung-Nam;Hwang, Dong-Hwan
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.4 no.3
    • /
    • pp.295-300
    • /
    • 1998
  • In this paper, we point out the possibility of the divergence of control input caused by the estimation error of delay-time when general iterative learning algorithms are applied to a class of linear dynamic systems with time-delay in which delay-time is not exactly measurable, and then propose a new type of iterative learning algorithm in order to solve this problem. To resolve the uncertainty of delay-time, we propose an algorithm using holding mechanism which has been used in digital control system and/or discrete-time control system. The control input is held as constant value during the time interval of which size is that of the delay-time uncertainty. The output of the system tracks a given desired trajectory at discrete points which are spaced auording to the size of uncertainty of delay-time with the robust property for estimation error of delay-time. Several numerical examples are given to illustrate the effeciency of the proposed algorithm.

  • PDF