• Title/Summary/Keyword: Closed-Form Algorithm

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Optimal Storage Capacity under Random Storage Assignment and Class-based Assignment Storage Policies (임의 저장 방식과 급별 저장 방식하에서의 최적 저장 규모)

  • Lee, Moon-Kyu
    • Journal of Korean Institute of Industrial Engineers
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    • v.25 no.2
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    • pp.274-281
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    • 1999
  • In this paper, we determine the required storage capacity of a unit-load automated storage/retrieval system(AS/RS) under random storage assignment(RAN) and n-class turnover-based storage assignment(CN) policies. For each of the storage policies, an analytic model to determine the optimal storage capacity of the AS/RS is formulated so that the total cost related to storage space and space shortage is minimized while satisfying a desired service level. A closed form of optimal solutions for the RAN policy is derived from the model. For the CN policy, an optimal storage capacity is shown to be determined by applying the existing iterative search algorithm developed for the full turnover-based storage(FULL) policy. Finally, an application of the approach to the standard economic-order-quantity inventory model is provided.

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Bayesian and maximum likelihood estimation of entropy of the inverse Weibull distribution under generalized type I progressive hybrid censoring

  • Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.469-486
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    • 2020
  • Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed for illustrative purposes.

A Study on Unsteady Flow Characteristics of Closed Cavity with Obstacle (장애물을 갖는 밀폐공간의 비정상 유동특성에 관한연구)

  • 조대환
    • Journal of Advanced Marine Engineering and Technology
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    • v.23 no.2
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    • pp.176-183
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    • 1999
  • This paper is aimed to investigate behaviour of vortex in 2-D step cavity with high Reynolds numbers$(3.2{\times}10^{3},\;10^{4},\;3{\times}10^{4},\;5{\times}10^{4}\;and\;7{\times}10^{4})$. The SOLA algorithm which is MAC type was adopted to solution method computing the flow field on irregular grid. In case of $Re=7{\times}10^{4}$ flow behavior is steady bu periodic unsteady sinusoidal fluctuation of local velocity and kinetic energy is found for $Re=10^{4}$ Continuous movements of small eddies in the secondary flow regions are discov-ered for $3{\times}10^{4}$ Generation of eddies and their active migrating behavior are detected over $Re=5{\times}10^{4}$ resulting in complete unsteady and non-linear flow characteristics Furthermore a typhoon-like vortex(TLV) appears intermittently and rotates along the separation regions and boundary layers.

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Semi closed-form pricing autocallable ELS using Brownian Bridge

  • Lee, Minha;Hong, Jimin
    • Communications for Statistical Applications and Methods
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    • v.28 no.3
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    • pp.251-265
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    • 2021
  • This paper discusses the pricing of autocallable structured product with knock-in (KI) feature using the exit probability with the Brownian Bridge technique. The explicit pricing formula of autocallable ELS derived in the existing paper handles the part including the minimum of the Brownian motion using the inclusion-exclusion principle. This has the disadvantage that the pricing formula is complicate because of the probability with minimum value and the computational volume increases dramatically as the number of autocall chances increases. To solve this problem, we applied an efficient and robust simulation method called the Brownian Bridge technique, which provides the probability of touching the predetermined barrier when the initial and terminal values of the process following the Brownian motion in a certain interval are specified. We rewrite the existing pricing formula and provide a brief theoretical background and computational algorithm for the technique. We also provide several numerical examples computed in three different ways: explicit pricing formula, the Crude Monte Carlo simulation method and the Brownian Bridge technique.

Inverse Kinematic Analysis of a 6-DOF Collaborative Robot with Offset Wrist (Offset Wrist를 갖는 6자유도 협동로봇의 역기구학 해석)

  • Kim, Gi-Seong;Kim, Han-Sung
    • Journal of the Korean Society of Industry Convergence
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    • v.24 no.6_2
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    • pp.953-959
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    • 2021
  • In this paper, the numerical inverse kinematics analysis is presented for a collaborative robot with an offset wrist. Robot manipulators with offset wrist are widely used in industrial applications, due to many advantages over those with wrist center and those with three parallel axes such as simple mechanical design, light weight, and so on. There may not exist a closed-form solution for a robot manipulator with offset wrist. A simple numerical method is applied to solve the inverse kinematics with offset wrist. Singularity is analyzed using Jacobian matrix and the numerical inverse kinematics algorithm is implemented on the real-time controller.

An Experimental Analysis on the Stewart Platform-Based 6 Axis Force-Torque Sensor (Stewart Platform 방시그이 6축 힘-토크 센서에 관한 실험적 해석)

  • Han, J.H.;Kang, C.G.
    • Journal of the Korean Society for Precision Engineering
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    • v.14 no.1
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    • pp.78-83
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    • 1997
  • The paper presents the experimental analysis of a Stewart platform-based force-torque senor. The closed-form solution of forward kinematics of the Stewart platform is derived approximately by way of a linearization technique, and the solution is used in the force analysis of the force-torque sensor. An exper- mental studies show that the proposed method including gravity compensation algorithm is valid for Stew- art platform-based force-torque sensors. The performance of the developed force-torque sensor is evaluated in view of accuracy and linearity in measurements.

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A Globally Stabilizing Model Predictive Controller for Neutrally Stable Linear Systems with Input Constraints

  • Yoon, Tae-Woong;Kim, Jung-Su;Jadbabaie, Ali;Persis, Claudio De
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.1901-1904
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    • 2003
  • MPC or model predictive control is representative of control methods which are able to handle physical constraints. Closed-loop stability can therefore be ensured only locally in the presence of constraints of this type. However, if the system is neutrally stable, and if the constraints are imposed only on the input, global aymptotic stability can be obtained; until recently, use of infinite horizons was thought to be inevitable in this case. A globally stabilizing finite-horizon MPC has lately been suggested for neutrally stable continuous-time systems using a non-quadratic terminal cost which consists of cubic as well as quadratic functions of the state. The idea originates from the so-called small gain control, where the global stability is proven using a non-quadratic Lyapunov function. The newly developed finite-horizon MPC employs the same form of Lyapunov function as the terminal cost, thereby leading to global asymptotic stability. A discrete-time version of this finite-horizon MPC is presented here. The proposed MPC algorithm is also coded using an SQP (Sequential Quadratic Programming) algorithm, and simulation results are given to show the effectiveness of the method.

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Analysis of Power Saving Factor for a DVS Based Multimedia Processor (DVS 기반 멀티미디어 프로세서의 전력절감율 분석)

  • Kim Byoung-Il;Chang Tae-Gyu
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.42 no.1
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    • pp.95-100
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    • 2005
  • This paper proposes a DVS method which effectively reduces the power consumption of multimedia signal processor. Analytic derivations of effective range of its power saving factor are obtained with the assumption of a Gaussian distribution for the frame-based computational burden of the multimedia processor. A closed form equation of the power saving factor is derived in terms of the mean-standard deviation of the distribution. An MPEG-2 video decoder algorithm and AAC encoder algorithm are tested on ARM9 RISC processor for the experimental verification of the power saying of the proposed DVS approach. The experimental results with diverse MPEG-2 video and audio files show 50~30% power saving factor and show good agreement with those of the analytically derived values.

Evaluation of Robot Calibration Performance based on a Three Dimensional Small Displacement Measuring Sensor (3차원 미소변위센서 기반 로봇 캘리브레이션 성능 검토)

  • Nguyen, Hoai-Nhan;Kang, Hee-Jun
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.12
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    • pp.1267-1271
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    • 2014
  • There have been many autonomous robot calibration methods which form closed loop structures through the various attached sensors and mechanical fixtures. Single point calibration among them has been used for on-site calibration due to its convenience of implementation. The robot can reach a single point with infinitely many configurations so that single point calibration algorithm can be set up and easily implemented relative to the other methods. However, it is not still easy to drive the robots' sharp edge to its corresponding edge of the fixture. This is error-prone process. In this paper, we propose a 3 dimensional small displacement measuring sensor and a robot calibration algorithm based on this sensor. This method relieves the difficulty of matching two edges in the single point calibration and improves the resulting robot accuracy. Simulated study is carried out on a Hyundai HA06 robot to show the effectiveness of the proposed method over the single point calibration. And also, the resulting robot accuracy is compared with that from 3D laser tracker based calibration to show the dependency of robot accuracy on range of the workspace where the measurement data are collected.

Shape Optimization of Arches (아치구조의 형상 최적화)

  • Han, Sang Hoon;Byun, Keun Joo
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.4 no.4
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    • pp.127-135
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    • 1984
  • This paper considers the problem of optimum shaping of steel arches subjected to general loading. The weight of arches is considered as the objective function and the appropriate combinations of section forces, material volume, arc length, and closed section area of arches are considered as the stress constraints. The shape optimization problems are formulated in terms of the design variables of sectional areas of each element. First the cost sensitivity of the design is investigated. Then the investigation comprises the search for the optimum arch form as well as the optimum area distribution along the arch. Two spaces of shape optimization algorithm will be treated, the first space corresponding to the section optimization by the Modified Newton Raphson Method, and the second space to the coordinate optimization by the Powell Method. The optimization algorithm is evaluated and the optimum span-rise ratios for the given arches are evaluated.

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