• Title/Summary/Keyword: 확률 밀도함수

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Analysis of Flood Runoff Characteristics due to Rainfall Pattern Change: Comparison of Applications to Small and Medium Size Basins (강우의 특성 변화에 따른 유출 특성의 변화분석: 소유역과 중규모 유역에의 적용 비교)

  • Yoo, Chul-Sang;Kim, Kyoung-Jun
    • Journal of Korea Water Resources Association
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    • v.39 no.5 s.166
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    • pp.417-430
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    • 2006
  • In this study, the probability density functions (PDFs) of the rainfall generated by PRPM(Poisson Rectangular Pulse Model) and the runoff simulated by SLRM(Single Linear Reservoir Model) and Nash model, were compared to find out the changes of runoff characteristics due to the change of rainfall characteristics. Effect of rainfall frequency, Intensity, and duration on runoff were evaluated using the PDFs derived. Two basin, small and midium-sized ones, were also selected to find out the effect of basin size. As the results, we found that the arrival time, the intensity, and the duration of rainfall differently influence the runoff characteristics, which could be applied to evaluate the effect of climate change.

Performance Analysis of Precoded MIMO MMSE Receivers in Transmit-Correlated Rayleigh Channels (송신 상관된 레일리 채널에서 프리코더를 갖는 MIMO MMSE 수신기의 성능 분석)

  • Kim, Wonsop
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38A no.7
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    • pp.552-559
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    • 2013
  • In this paper, the multiple-input multiple-output (MIMO) system with a precoder is considered in the transmit-correlated Rayleigh channels. We specifically target the MIMO system employing the minimum mean square error receivers. Based on random matrix theory, we first present a direct and generalized formulation for deriving a probability density function (PDF) of the signal-to-interference-plus-noise ratio (SINR). Then, we derive the accurate closed-form SINR PDFs for a small number of transmit and receive antennas. Based on the SINR PDFs, tight closed-form approximations of the symbol error rate (SER) are derived. Our analysis suggests that the SER approximations can be used to accurately estimate the error probabilities or as a useful tool for the system design.

Outage Probability of STTD System in Nakagami Fading Channel (나카가미 페이딩채널에서 STTD 시스템의 오수신확률)

  • 남우춘;한영열
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.26 no.9A
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    • pp.1459-1464
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    • 2001
  • 본 논문에서는 나카가미 페이딩에서 STTD(Space Time Transmitter Diversity)기법을 적용한 셀룰러 무선 시스템의 오수신확률을 유도한다. 라플라스 변환을 이용하여 L개의 독립적이고 동일분포의 다중간섭신호에 대한 새로운 확률밀도함수를 유도하고, 동일채널 나카가미 간섭신호속에서 나카가미 페이딩을 겪는 신호에 대한 오수신확률을 나타내며, 주파수 재사용거리의 함수로 오수신확률을 표현한다.

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Stochastic Generation System Planning Method Incorporating Uncertainties of Delays in Completion of Projects (준공지연 불확실성을 고려한 확률론적 전원설비 최적계획 기법)

  • Moon, Guk-Hyun;Seo, In-Yong
    • Proceedings of the KIEE Conference
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    • 2015.07a
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    • pp.493-494
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    • 2015
  • 전원설비 투자계획은 주어진 기간 하에서 최적 발전기 투입용량 및 시기를 결정하는 문제이다. 전원설비의 준공일정은 다양한 사회적 요인의 영향으로 불확실성에 노출되어 있다. 본 논문에서는 전원설비 준공 불확실성을 고려한 전원설비 계획 문제를 제시한다. 발전설비의 준공지연 불확실성은 이산 확률론적 밀도함수를 갖는 확률변수로 표현된다. 최적화 문제에서 확률변수를 고려하기 위해 2단계 확률론적 계획법이 도입된다. 주문제-부문제로 분해된 최적화 문제는 쌍대함수 정보를 교환하는 반복연산을 수행하여 최적 전역해에 도달할 수 있다.

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Estimation of Residual Useful Life and Tracking of Real-time Damage Paths of Rubble-Mound Breakwaters Using Stochastic Wiener Process (추계학적 위너 확률과정을 이용한 경사제의 실시간 피해경로 추적과 잔류수명 추정)

  • Lee, Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.32 no.3
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    • pp.147-160
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    • 2020
  • A stochastic probabilistic model for harbor structures such as rubble-mound breakwater has been formulated by using the generalized Wiener process considering the nonlinearity of damage drift and its nonlinear uncertainty, by which the damage path with real-time can be tracked, the residual useful lifetime at some age can also be analyzed properly. The formulated stochastic model can easily calculate the probability of failure with the passage of time through the probability density function of cumulative damage. In particular, the probability density functions of residual useful lifetime of the existing harbor structures can be derived, which can take into account the current age, its present damage state and the future damage process to be occurred. By using the maximum likelihood method and the least square method together, the involved parameters in the stochastic model can be estimated. In the calibration of the stochastic model presented in this paper, the present results are very well similar with the results of MCS about tracking of the damage paths as well as evaluating of the density functions of the cumulative damage and the residual useful lifetime. MTTF and MRL are also evaluated exactly. Meanwhile, the stochastic probabilistic model has been applied to the rubble-mound breakwater. The related parameters can be estimated by using the experimental data of the cumulative damages of armor units measured as a function of time. The theoretical results about the probability density function of cumulative damage and the probability of failure are very well agreed with MCS results such that the density functions of the cumulative damage tend to move to rightward and the amounts of its uncertainty are increased as the elapsed time goes on. Thus, the probabilities of failure with the elapsed time are also increased sharply. Finally, the behaviors of residual useful lifetime have been investigated with the elapsed age. It is concluded for rubble-mound breakwaters that the probability density functions of residual useful lifetime tends to have a longer tail in the right side rather than the left side because of the gradual increases of cumulative damage of armor units. Therefore, its MRLs are sharply decreased after some age. In this paper, the special attentions are paid to the relationship of MTTF and MRL and the elapsed age of the existing structure. In spite of that the sum of the elapsed age and MRL must be equal to MTTF deterministically, the large difference has been shown as the elapsed age is increased which is due to the uncertainty of cumulative damage to be occurred in the future.

On the Distribution of Phase Error in the Rician Fading Channel (라이시안 감쇄 채널에서의 위상오류 분포)

  • 김민종;한영열
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.13 no.8
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    • pp.797-803
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    • 2002
  • In this paper we derive the probability density function of the phase error of the received signal over Rician fading channel and verify its propriety as the probability density function using the zeroth moment. In general, for the error probability over fading channel we compute the error probability in the first place when it is only AWGN, and then we get the final result by averaging the first result and the probability density function of the corresponding fading channel. In this paper, however, we compute the error probability by double integration after the probability density function over fading channel is computed.

A study on Optimizing Fourier Series Density estimates (퓨리에 급수기법에 의한 밀도함수추정의 최적화 고찰)

  • Kim, Jong-Tae;Lee, Sung-Ho;Kim, Kyung-Moo
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.9-20
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    • 1997
  • Several methods are proposed for optimizing Fourier series estimators with respect to Mean Integrated Square Error metrics. Traditionally, such method have followed. one of two basic strategies; A stopping rules or the rules of determine multipliers. A central hypothesis of this study is that better estimates can be obtained by combining the two strategies. A new multiplier sequence is proposed, which used in conjunction with any of the stopping rules, is shown to improve the performance of estimator which relies solely on a stopping rule.

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Development of Probability Theory based Dynamic Travel Time Models (확률론적 이론에 기초한 동적 통행시간 모형 정립)

  • Yang, Chul-Su
    • Journal of Korean Society of Transportation
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    • v.29 no.3
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    • pp.83-91
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    • 2011
  • This paper discusses models for estimating dynamic travel times based on probability theory. The dynamic travel time models proposed in the paper are formulated assuming that the travel time of a vehicle depends on the distribution of the traffic stream condition with respect to the location along a road when the subject vehicle enters the starting point of a travel distance or with respect to the time at the starting point of a travel distance. The models also assume that the dynamic traffic flow can be represented as an exponential distribution function among other types of probability density functions.

Probabilistic Fatigue Crack Growth Analysis under Random Loading (불규칙 하중하의 확률론적 피로균열 성장 해석)

  • Song, Sam-Hong;Chang, Doo-Soo
    • Journal of the Korean Society for Precision Engineering
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    • v.11 no.1
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    • pp.192-200
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    • 1994
  • The methodology of a simple probabilistic fatigue crack under random loading is proposed. Using the crack closure concept, the crack opening stress is assumed to be constant during random loading. The loading history was analyzed to determine the probability density functions, probability distribution functions and other related parameters for the probabilistic fatigue crack growth analysis. Fatigue crack growth using the exisiting available data was predicted by the proposed probabilistic analysis and compared with experimental data.

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