• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.32 no.9
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• pp.88-93
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• 2004

A method is suggested for validating the existence of bias error on GPS carrier measurement. The baseline constraint is used as an addition measurement, which augments the original measurement equation. The detection probability is calculated on both cases. The first case is using GPS carrier measurement only, the second case is using GPS carrier and a baseline constraint. The improvement of the detection probability is shown, and the advantage of using baseline constraint is described statistically, the results of the simulation is shown and analyzed.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.34 no.11
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• pp.1691-1696
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• 2010

The efforts of reflecting the system's uncertainties in design step have been made and robust optimization or reliabilitybased design optimization are examples of the most famous methodologies. The statistical moments of a performance function and the constraints corresponding to probability conditions are involved in the formulation of these methodologies. Therefore, it is essential to effectively and accurately calculate them. The sensitivities of these methodologies have to be determined when nonlinear programming is utilized during the optimization process. The sensitivity of statistical moments and probability constraints is expressed in the integral form and limited to the normal random variable; we aim to expand the sensitivity formulation to nonnormal variables. Additional functional calculation will not be required when statistical moments and failure or satisfaction probabilities are already obtained at a design point. On the other hand, the accuracy of the sensitivity results could be worse than that of the moments because the target function is expressed as a product of the performance function and the explicit functions derived from probability density functions.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2009.04a
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• pp.101-104
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• 2009

최적설계는 설계자가 요구하는 제한조건을 만족시키는 범위에서 목적함수가 최소가 되는 설계점을 찾는 방법이다. 그러나 기존의 최적설계는 불확실성의 영향을 고려하지 않아 최적해가 제한조건의 경계에 위치하고 이것은 모델링과정이나 가공 등으로 인한 오차에 대한 영향을 고려하지 않는 문제점이 있다. 신뢰성 기반 최적설계는 불확실성을 정량화하면서 신뢰도를 계산하는 신뢰도 해석과정과 최적설계과정을 포함한다. 일반적으로 신뢰성 해석은 크게 추출법, 급속 확률 적분법, 모멘트 기반 신뢰성해석이 있다. 가장 널리 사용되는 급속 확률 적분법 중 최대 손상 가능점(MPP) 방법은 많은 MPP점이 존재하는 경우 수치적 비용이 증가하는 문제점과 표준 정규분포 공간으로 변환하는 과정에서 제한조건의 비선형성을 증가시켜 큰 오차를 발생시키는 문제점이 있다. 본 논문에서는 RBDO를 수행하기에 앞서 선행되어야 할 신뢰성해석 방법으로 곱분해기법을 사용하였고 이로부터 민감도 정보를 유도하여 기울기 기반 최적화 알고리즘을 적용하였다.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.73-84
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• 2002

Linear regression models with inequality constraints on the coefficients are frequently used in economic models due to sign or order constraints on the coefficients. In this paper, we propose a Bayesian approach to selecting significant explanatory variables in linear regression models with inequality constraints on the coefficients. Bayesian variable selection requires computation of posterior probability of each candidate model. We propose a method which computes all the necessary posterior model probabilities simultaneously. In specific, we obtain posterior samples form the most general model via Gibbs sampling algorithm (Gelfand and Smith, 1990) and compute the posterior probabilities by using the samples. A real example is given to illustrate the method.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.37 no.8
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• pp.975-981
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• 2013

A robust optimization is only one of the ways to minimize the effects of variances in design variables on the objective functions at the preliminary design stage. To predict the variances and to formulate the probabilistic constraints are the most important procedures for the robust optimization formulation. Though several methods such as the process capability index and the six sigma technique were proposed for the prediction and formulation of the variances and probabilistic constraints, respectively, there are few attempts using a percent defective which has been widely applied in the quality control of the manufacturing process for probabilistic constraints. In this study, the robust optimization for a lower control arm of automobile vehicle was carried out, in which the design space showing the mean and variance sensitivity of weight and stress was explored before robust optimization for a lower control arm. The 2nd order Taylor expansion for calculating the standard deviation was used to improve the numerical accuracy for predicting the variances. Simplex algorithm which does not use the gradient information in optimization was used to convert constrained optimization into unconstrained one in robust optimization.

• Journal of the Korean Society of Marine Environment & Safety
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• v.25 no.2
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• pp.169-177
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• 2019

It is very important to understand the intention of a target ship to prevent collisions in multiple-ship situations. However, considering the intentions of a large number of ships at the same time is a great burden for the officer who must establish a collision avoidance plan. With a distributed algorithm, a ship can exchange information with a large number of target ships and search for a safe course. In this paper, I have applied a Distributed Stochastic Search Algorithm (DSSA), a distributed algorithm, for ship collision avoidance. A ship chooses the course that offers the greatest cost reduction or keeps its current course according to probability and constraints. DSSA is divided into five types according to the probability and constraints mentioned. In this paper, the five types of DSSA are applied for ship collision avoidance, and the effects on ship collision avoidance are analyzed. In addition, I have investigated which DSSA type is most suitable for collision avoidance. The experimental results show that the DSSA-A and B schemes offered effective ship collision avoidance. This algorithm is expected to be applicable for ship collision avoidance in a distributed system.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.32 no.1
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• pp.29-34
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• 2008

The efforts of reflecting the system's uncertainties in design step have been made and robust optimization or reliability-based design optimization are examples of the most famous methodologies. In their formulation, the mean and standard deviation of a performance function and constraints expressed by probability conditions are involved. Therefore, it is essential to effectively and accurately calculate them and, in addition, the sensitivity results are required to obtain when the nonlinear programming is utilized during optimization process. We aim to obtain the new and efficient sensitivity formulation, which is based on integral form, on statistical moments such as the mean and standard deviation, and probability constraints. It does not require the additional functional calculation when statistical moments and failure or satisfaction probabilities are already obtained at a design point. Moreover, some numerical examples have been calculated and compared with the exact solution or the results of Monte Carlo Simulation method. The results seem to be very satisfactory.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.6A
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• pp.1001-1011
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• 2006

It is a general agreement that exact statistical solutions can be found by a Monte Carlo technique. Due to difficulties, however, in the numerical generation of random fields, which satisfy not only the probabilistic distribution but the spectral characteristics as well, it is recognized as relatively difficult to find an exact response variability of a structural response. In this study, recognizing that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for general structures. In this procedure, the probability density function is directly used. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density function, and has capability of considering correlations between multiple random variables.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.22 no.4
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• pp.299-306
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• 2009

Design optimization is a method to find optimum point which minimizes the objective function while satisfying design constraints. The conventional optimization does not consider the uncertainty originated from modeling or manufacturing process, so optimum point often locates on the boundaries of constraints. Reliability based design optimization includes optimization technique and reliability analysis that calculates the reliability of the system. Reliability analysis can be classified into simulation method, fast probability integration method, and moment-based reliability method. In most generally used MPP based reliability analysis, which is one of fast probability integration method, if many MPP points exist, cost and numerical error can increase in the process of transforming constraints into standard normal distribution space. In this paper, multiplicative decomposition method is used as a reliability analysis for RBDO, and sensitivity analysis is performed to apply gradient based optimization algorithm. To illustrate whole process of RBDO mathematical and engineering examples are illustrated.

• Proceedings of the Korean Information Science Society Conference
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• 2000.10c
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• pp.245-247
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• 2000

최근 대두되고 있는 MPLS 기술은 트래픽 엔진니어링에 적절하다고 알려져 있다. 그러나 MPLS를 기반으로 해서 트래픽 엔지니어링을 이루기 위해서는 특정한 제한 조건을 만족하는 경로는 설정하는 것이 기본적인 사항이다. 이를 위해서는 제한 조건 기반의 라우팅의 도움이 필수적이다. 또한, 명시적인 경로의 설정이 Ingress 라우터에서 이루어져야 한다. 그러나 망의 형상이나 이용 가능한 자원양은 동적으로 변동되는 성질을 갖고 있어서 실제 경로의 계산시 사용한 정보는 실제 경로 계산시의 망의 상태를 정확히 반영하지 못하게 된다. 그러므로 이런 정보를 이용해서 계산된 경로를 따라 LSP 설정 작업이 이루어지는 경우에 LSP 설정 실패 확률이 높아진다. 본 논문에서는 CR-LDP의 메시지들 중 Ingress 라우터로 전달되는 메시지들을 이용해서 LSP 설정 확률을 줄일 수 있는 방법을 기술한다.