• Title/Summary/Keyword: 칼만 와

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Importance Sampling Embedded Experimental Frame Design for Efficient Monte Carlo Simulation (효율적인 몬테 칼로 시뮬레이션을 위한 중요 샘플링 기법이 내장된 실험 틀 설계)

  • Seo, Kyung-Min;Song, Hae-Sang
    • The Journal of the Korea Contents Association
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    • v.13 no.4
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    • pp.53-63
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    • 2013
  • This paper presents an importance sampling(IS) embedded experimental frame(EF) design for efficient Monte Carlo (MC) simulation. To achieve IS principles, the proposed EF contains two embedded sub-models, which are classified into Importance Sampler(IS) and Bias Compensator(BC) models. The IS and BC models stand between the existing system model and EF, which leads to enhancement of model reusability. Furthermore, the proposed EF enables to achieve fast stochastic simulation as compared with the crude MC technique. From the abstract two case studies with the utilization of the proposed EF, we can gain interesting experimental results regarding remarkable enhancement of simulation performance. Finally, we expect that this work will serve various content areas for enhancing simulation performance, and besides, it will be utilized as a tool to understand and analyze social phenomena.

On the Flow Characteristics around a Circular Cylinder according as the Water Depth from the Free Surface (자유수면에 인접한 원형실린더형 몰수체 주위의 유동특성에 관한 연구)

  • Gim, Ok-Sok;Shon, Chang-Bae;Lee, Gyoung-Woo
    • Journal of Navigation and Port Research
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    • v.34 no.5
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    • pp.331-336
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    • 2010
  • The free surface influenced the wake behind a circular cylinder and its effects were investigated experimentally in a circulating water channel with the variation of water depth. Instantaneous velocity fields were measured in this paper. The measured results has been compared with each other to investigate the flow characteristics of the circular cylinder's 2-dimensional section at $Re=1.0{\times}10^3$ using 2-frame grey level cross correlation PIV method. The flow around the circular cylinder with free surface affected the wake structure. Especially, in case of d=1.0D, the boundary layer was measured in the whole area. The separation point and boundary layer of the circular cylinder could be controlled by the water depth.

A Study on the Improvement of VDS Data Collection Algorithm Using Kalman Filter

  • Choi, NakJin;Kim, SungJin;Ju, YongWan;Suh, SangMin;Choi, JaeHong;Lee, JunDong
    • Journal of the Korea Society of Computer and Information
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    • v.26 no.9
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    • pp.133-141
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    • 2021
  • The development and demand for the system that provides users with traffic information and efficient road use have continued. also, this system provides the basic technology of the Intelligent Transport System (ITS). The most used traffic information collection tools are Vehicle detectors (VDS) and short-range wireless communication (DSRC) on express way. In order to generate reliable traffic information, it is necessary to efficiently manage and utilize the collected data as well as high-quality traffic data collection and processing technology. In this study, traffic information collection·processing·provision systems were investigated, and analyze the current status and problems of traffic information collected through VDS. Based on this, we would like to present an improved collection algorithm that utilizes the Kalman filter for vehicle information measurement of VDS data. By using the algorithm of this study, it is possible to minimize the time delay of the estimated value as well as the noise removal that inevitably occurs during measurement.

회귀나무에서 변수선택 편의에 관한 연구

  • Kim, Min-Ho;Kim, Jin-Heum
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.263-268
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    • 2003
  • Breiman, Friedman, Olshen and Stone(1984)의 전체탐색법에 의한 회귀나무는 상대적으로 많은 분리가 가능한 변수로 분리기준이 정해지는 편의 현상을 갖고 있다. 본 연구에서는 이런 문제점을 해결할 수 있는 알고리즘을 제안하여 변수선택편의가 없는 회귀나무를 만들고자 한다. 제안하는 알고리즘은 노드의 분리변수를 선택하는 단계와 그 선택된 변수에 의해 이진분리를 위한 분리점을 찾는 단계로 구성되어 있다. 예측변수 중에서 목표변수와 가장 밀접하게 연관된 예측변수는 예측변수의 자료의 종류에 따라 스피어만의 순위상관계수에 의한 검정 혹은 크루스칼-왈리스의 통계량에 의한 검정을 수행하여 가장 통계적으로 유의한 변수로 선택하였고, 선택된 변수에만 Breiman et al.(1984)의 전체선택법을 적용하여 분리점을 결정하였다. 모의실험을 통해 변수선택편의, 변수선택력 , 그리고 평균제곱오차 측면에서 Breiman et al. (1984)의 CART(Classification and Regression Trees)와 제안한 알고리즘을 서로 비교하였다. 또한, 두 알고리즘을 실제 자료에 적용하여 효율을 서로 비교하였다.

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Missile aerodynamic structure and parameter identification using the extended Kalman Filter and maximum likelihood method (확장 칼만 필터와 최대공산법을 이용한 미사일 공력계수)

  • 성태경;이장규;박양배
    • 제어로봇시스템학회:학술대회논문집
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    • 1986.10a
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    • pp.262-265
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    • 1986
  • 미사일의 동특성은 공력계수(aerodynamic coefficients)들의 구조 및 그 계수값에 의해 결정된다. 현재까지 공력계수는 풍동시험(wind tunnel test)에 의한 모형법으로 구하는 것이 보편적이었으나 모형과 실제 시스템의 차이에 의해 발생하는 오차, 풍동시험의 오차, 모형의 스케일 팩터(scale factor)오차, 실제 대기조건의 특성에 의한 오차 등에 의해, 시제품을 이용한 실제 비행시험 결과가 풍동시험 모델을 이용한 컴퓨터 시뮬레이션(computer simulation)의 가상 비행 데이타와 차이를 나타내게 된다. 이러한 차이를 감소시키기 위하여 필터 이론을 적용하기 위해서는 수학적 계수 모델이 필요하게 된다. 본 연구에서는 풍동시험모델로부터 3가지의 수학적 모델을 가정하고 이를 이용하여 확장칼만필터(extended Kalman Filter: EKF)와 최대공산법(maximum likelihood method :ML)을 각각 적용시켰을때 추정된 계수치에 의한 가상비행데이타와, 풍동시험모델에 의한 가상비행데이타를 비교하여, 수학적 계수 모델 설정에 따른 각 알고리즘의 추정결과를 알아보고, 이에의해 계수 모델 설정의 방법 및 기준, 그리고 계수구조 설정에 따른 EKF와 ML의 성질을 조사하였다.

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Lock-in Phenomenon in Oscillation of a Circular Cylinder Subject to a Uniform Flow (원주의 진동과 칼만 와유출의 동기현상)

  • 배헌민;김인철
    • Journal of Ocean Engineering and Technology
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    • v.7 no.1
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    • pp.114-123
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    • 1993
  • In is well known that a cyclic Karman vortex street is thrown out periodically from cylinder whose axis is vertical to the bulk flow. When the cylinder is vibrating in the frequency close to that of Karman vortex street, the vortex shedding frequency is locked onto that of cylinder. While there are many experimental studies for this phenomenon compared with analytical studies by numerical calculation, are very limited. In this study, a new algorithm for moving boundary is proposed and a simulator is develoed, which can deal with this phenomenon with experimental studies.

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Reduction of Aeolian Noise from Roof Rack Cross Bars Using Asymmetric Section Geometry (비대칭 단면 형상을 이용한 루프랙 크로스바의 윈드노이즈 저감)

  • 이정한;이강덕;정승균
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2001.11b
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    • pp.1406-1412
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    • 2001
  • Roof racks have become a very popular feature of vehicles as the market demand for SUV's and RV's has increased drastically over the years. Aeolian tone from the cross bars however. could be a source of severe discomfort for the passengers. Both experimental and numerical steps are taken to enhance the understanding of the generation mechanism of the wind noise. A successful reduction of the noise is achieved by imposing asymmetry in the section geometry, which reduces the strength of Karmann vortices shed downstream.

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Performance Analysis of ICI reduction in OFDM system (OFDM시스템에서 ICI 감소 기술의 성능해석)

  • Jang, Eun-Young;Byon, Kun-Sik
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.11 no.6
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    • pp.1150-1155
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    • 2007
  • Orthogonal Frequency Division Multiplexing (OFDM) is an emerging multi-carrier modulation scheme, which has been adopted for several wireless standards such as IEEE 802.11a and HiperLAN2. A well-known problem of OFDM is its sensitivity to frequency offset between the transmitted and received carrier frequencies. This frequency offset introduces inter-carrier interference (ICI) in the OFDM symbol. This paper investigates three methods for combating the effects of ICI: ICI self-cancellation (SC), maximum likelihood (ML) estimation, and extended Kalman filter (EKF) method. These three methods are compared in terms of bit error rate performance.

Development of Real-Time River Flow Forecasting Model with Data Assimilation Technique (자료동화 기법을 연계한 실시간 하천유량 예측모형 개발)

  • Lee, Byong-Ju;Bae, Deg-Hyo
    • Journal of Korea Water Resources Association
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    • v.44 no.3
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    • pp.199-208
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    • 2011
  • The objective of this study is to develop real-time river flow forecast model by linking continuous rainfall-runoff model with ensemble Kalman filter technique. Andong dam basin is selected as study area and the model performance is evaluated for two periods, 2006. 7.1~8.18 and 2007. 8.1~9.30. The model state variables for data assimilation are defined as soil water content, basin storage and channel storage. This model is designed so as to be updated the state variables using measured inflow data at Andong dam. The analysing result from the behavior of the state variables, predicted state variable as simulated discharge is updated 74% toward measured one. Under the condition of assuming that the forecasted rainfall is equal to the measured one, the model accuracy with and without data assimilation is analyzed. The model performance of the former is better than that of the latter as much as 49.6% and 33.1% for 1 h-lead time during the evaluation period, 2006 and 2007. The real-time river flow forecast model using rainfall-runoff model linking with data assimilation process can show better forecasting result than the existing methods using rainfall-runoff model only in view of the results so far achieved.

Evaluation of Performance of Atmospheric Re-Entry System for the Uncertainties Using the Monte-Carlo Simulation (몬테-칼로 모의실험을 이용한 대기권 재진입 시스템의 불확실성 성능 평가)

  • Lee, Dae-Woo;Cho, Kyeum-Rae;Oh, Se-Jong
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.30 no.7
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    • pp.51-60
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    • 2002
  • The Monte-Carlo simulation of statistical analysis is used to investigate the final conditions of states as well as the footprint boundaries resulting from the atmospheric re-entry dispersions. The re-entry dispersions in this paper are specified by a $7\times7$ covariance matrix of latitude, longitude, altitude, bank angle, flight path angle, heading error, and range at entry velocity. The error sources that affect these at re-entry for a deboost are the uncertainties associated with atmospheric density and temperature, initial errors, wind, and estimation error of aerodynamic coefficients. Using $3{\sigma}_n$ deviations of these errors and a nominal flight trajectory, the covariance matrix of state variables can be determined by performing a trajectory error analysis. Major considerations in the application of the Monte-Carlo method are the simulation of perturbed trajectories, bank reversal, and determination of the impact points for each of these trajectories. This paper analyzes the results of uncertainties from the viewpoint of aero-coefficients and bank reversal.