• 제목/요약/키워드: 확률 밀도함수

Search Result 486, Processing Time 0.02 seconds

Estimation on the Power Spectral Densities of Daily Instantaneous Maximum Fluctuation Wind Velocity (변동풍속의 파워 스펙트럴 밀도에 관한 평가)

  • Oh, Jong Seop
    • Journal of Korean Society of Disaster and Security
    • /
    • v.10 no.2
    • /
    • pp.21-28
    • /
    • 2017
  • Wind turbulence data is required for engineering calculations of gust speeds, mean and fluctuating loading. Spectral densities are required as input data for methods used in assessing dynamic response. This study is concerned with the estimation of daily instantaneous maximum wind velocity in the meteorological major cities (selected each 6 points) during the yearly 1987-2016.12.1. The purpose of this paper is to present the power spectral densities of the daily instantaneous maximum wind velocity. In the processes of analysis, used observations data obtained at Korea Meteorological Adminstration(KMA), it is assumed as a random processes. From the analysis results, in the paper estimated power spectral densities function(Blunt model) shows a very closed with von Karman and Solari's spectrum models.

Approximate Probability Density for the Controlled Responses of Randomly Excited Saturated Oscillator (불규칙 가진을 받는 포화 진동계의 응답제어에 관한 확률밀도 추정)

  • 박지훈;김홍진;민경원
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.16 no.3
    • /
    • pp.301-309
    • /
    • 2003
  • The non linear control algorithm with actuator saturation for a randomly excited oscillator has been widely explored and has shown promising results, but the probabilistic analysis of the algorithm has been rarely made due to its non-linear nature and the fact that the analytical solution of probability density function (PDF) for controlled responses does not exist. In this paper, a method for the probabilistic analysis on the non linear control algorithm with actuator saturation is proposed based on the equivalent non linear system method. Numerical examples are given to verify the approximation solution of PDF comparing to a statistically obtained PDF using a Gaussian white noise and a Kanai - Tagimi filtered Gaussian white noise.

An Optimization method of CDHMM using Genetic Algorithms (유전자 알고리듬을 이용한 CDHMM의 최적화)

  • 백창흠
    • Proceedings of the Acoustical Society of Korea Conference
    • /
    • 1998.06c
    • /
    • pp.71-74
    • /
    • 1998
  • HMM (hidden Markov model)을 이용한 음성인식은 현재 가장 널리 쓰여지고 있는 방법으로, 이 중 CDHMM (continuous observation density HMM)은 상태에서 관측심볼확률을 연속확률밀도를 사용하여 표현한다. 본 논문에서는 가우스 혼합밀도함수를 사용하는 CDHMM의 상태천이확률과, 관측심볼확률을 표현하기 위한 인자인 평균벡터, 공분산 행렬, 가지하중값을 유전자 알고리듬을 사용하여 최적화하는 방법을 제안하였다. 유전자 알고리듬은 매개변수 최적화문제에 대하여 자연의 진화원리를 모방한 알고리듬으로, 염색체 형태로 표현된 개체군 (population) 중에서 환경에 대한 적합도 (fitness)가 높은 개체가 높은 확률로 살아남아 재생 (reproduction)하게 되며, 교배 (crossover)와 돌연변이 (mutation) 연산 후에 다음 세대 개체군을 형성하게 되고, 이러한 과정을 반복하면서 최적의 개체를 구하게 된다. 본 논문에서는 상태천이확률, 평균벡터, 공분산행렬, 가지하중값을 부동소수점수 (floating point number)의 유전자형으로 표현하여 유전자 알고리듬을 수행하였다. 유전자 알고리듬은 복잡한 탐색공간에서 최적의 해를 찾는데 효과적으로 적용되었다.

  • PDF

Performance Analysis of Noncoherent Transmit Diversity System over Correlated Rayleigh Fading Channel (상관된 레일레이 페이딩 채널에서 비동기 송신 다이버시티 시스템 성능해석)

  • 여민기;한영열
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
    • /
    • v.12 no.2
    • /
    • pp.208-216
    • /
    • 2001
  • Signal Fading due to multipath propagation severely impairs the performance of high-speed mobile communication systems. Effective diversity scheme for fading channel is STTD (Space Time Transmitter Diversity) method. This scheme is very simple and using 2 transmit antennas and 1 receive antenna provides a diversity order of two[1],[2]. In this paper, we derive the new probability density function of the envelope of the received signal over correlated Rayleigh fading channel. Using the new pdf of the envelope we analyze the performance of noncoherent M-ary FSK, DPSK and ASKSTTD (Space Time Transmitter Diversity) a system on correlated Rayleigh fading channel.

  • PDF

Characteristics of Extended Cross-Entropy Error Function (확장된 크로스 엔트로피 오차함수의 특성)

  • Oh, Sang-Hoon
    • Proceedings of the Korea Contents Association Conference
    • /
    • 2014.11a
    • /
    • pp.39-40
    • /
    • 2014
  • 신경회로망의 학습을 위하여 크로스 엔트로피 오차함수가 사용되며, 이의 성능향상을 위하여 확장된 크로스 엔트로피 함수도 제시되었다. 크로스 엔트로피 오차함수는 정보이론에서 제시된 상대 엔트로피(relative entropy)에서 유도된 함수이다. 상대 엔트로 피는 두 확률밀도함수의 발산(divergence) 함수이다. 이 논문에서는 상대 엔트로피와 크로스 엔트로피 관계를 파악한 후, 이를 기반으로 확장된 크로스 엔트로피에 상응하는 새로운 엔트로피 발산 함수를 n=2와 4인 경우에 대하여 유도한다.

  • PDF

Probability Distribution of Displacement Response of Structures with Friction dampers Excited by Earthquake Loads Generated Using Kanai-Tajimi Filter (Kanai-Tajimi 필터 인공지진 가진된 마찰형 감쇠를 갖는 구조물의 변위 응답 확률분포)

  • Youn, Kyung-Jo;Park, Ji-Hun;Min, Kyung-Won;Lee, Sang-Hyun
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.20 no.5
    • /
    • pp.623-628
    • /
    • 2007
  • The accurate peak response estimation of a seismically excited structure with frictional damping system(FDS) is very difficult since the structure with FDS shows nonlinear behavior dependent on the structural period, loading characteristics, and relative magnitude between the frictional force and the excitation load. Previous studies have estimated that by replacing a nonlinear system with an equivalent linear one or by employing the response spectrum obtained based on nonlinear time history and statistical analysis. In the case that an earthquake load is defined with probabilistic characteristics, the corresponding response of the structure with FDS has probabilistic distribution. In this study, nonlinear time history analyses were performed for the structure with FDS subjected to artificial earthquake loads generated using Kanai-Tajimi filter. An equation for the probability density function (PDF) of the displacement response is proposed by adapting the PDF of the normal distribution. Finally, coefficients of the proposed PDF are obtained by regression analysis of the statistical distribution of the time history responses. Finally the correlation between PDFs and statistical response distribution is presented.

Percetiles for the distributions belonging to the natural exponential families having power variance functions (파워(>2)분산함수를 가진 자연지수계열군에 속하는 분포들의 백분위수)

  • 서의훈
    • The Korean Journal of Applied Statistics
    • /
    • v.8 no.1
    • /
    • pp.133-149
    • /
    • 1995
  • Since probability density functions for the distributions belonging to the natural exponential families having power(>2) variance functions are expressed as infinite series, it is very difficult to deal with the distributins in spite of their usefulness. Therefore, tables for the percentiles of the distributions are obtained, and approximate percentiles are also obtained in this thesis. It is shown that the approximate percentiles can replace exact percentlies well for some distributions.

  • PDF

A Methodology to Formulate Stochastic Continuum Model from Discrete Fracture Network Model and Analysis of Compatibility between two Models (개별균열 연결망 모델에 근거한 추계적 연속체 모델의 구성기법과 두 모델간의 적합성 분석)

  • 장근무;이은용;박주완;김창락;박희영
    • Tunnel and Underground Space
    • /
    • v.11 no.2
    • /
    • pp.156-166
    • /
    • 2001
  • A stochastic continuum(SC) modeling technique was developed to simulate the groundwater flow pathway in fractured rocks. This model was developed to overcome the disadvantageous points of discrete fracture network(DFN) modes which has the limitation of fracture numbers. Besides, SC model is able to perform probabilistic analysis and to simulate the conductive groundwater pathway as discrete fracture network model. The SC model was formulated based on the discrete fracture network(DFN) model. The spatial distribution of permeability in the stochastic continuum model was defined by the probability distribution and variogram functions defined from the permeabilities of subdivided smaller blocks of the DFN model. The analysis of groundwater travel time was performed to show the consistency between DFN and SC models by the numerical experiment. It was found that the stochastic continuum modes was an appropriate way to provide the probability density distribution of groundwater velocity which is required for the probabilistic safety assessment of a radioactive waste disposal facility.

  • PDF

Creating Level Set Trees Using One-Class Support Vector Machines (One-Class 서포트 벡터 머신을 이용한 레벨 셋 트리 생성)

  • Lee, Gyemin
    • Journal of KIISE
    • /
    • v.42 no.1
    • /
    • pp.86-92
    • /
    • 2015
  • A level set tree provides a useful representation of a multidimensional density function. Visualizing the data structure as a tree offers many advantages for data analysis and clustering. In this paper, we present a level set tree estimation algorithm for use with a set of data points. The proposed algorithm creates a level set tree from a family of level sets estimated over a whole range of levels from zero to infinity. Instead of estimating density function then thresholding, we directly estimate the density level sets using one-class support vector machines (OC-SVMs). The level set estimation is facilitated by the OC-SVM solution path algorithm. We demonstrate the proposed level set tree algorithm on benchmark data sets.