• 제목/요약/키워드: Ito's Stochastic Differential Equation

검색결과 5건 처리시간 0.025초

유연한 구조물의 확률론적 제어에 대한 실험적 연구 (An Experimental Study on the Stochastic Control of a Flexible Structural System)

  • 김대중;허훈
    • 소음진동
    • /
    • 제9권3호
    • /
    • pp.502-508
    • /
    • 1999
  • Newly developed control methodology applied to dynamic system under random disturbance is investigated and its performance is verified experimentall. Flexible cantilever beam sticked with piezofilm sensor and piezoceramic actuator is modelled in physical domain. Dynamic moment equation for the system is derived via Ito's stochastic differential equation and F-P-K equation. Also system's characteristics in stochastic domain is analyzed simultaneously. LQG controller is designed and used in physical and stochastic domain as wall. It is shown experimentally that randomly excited beam on the base is controlled effectively by designed LQG controller in physical domain. By comparing the result with that of LQG controller designed in stochastic domain, it is shown that new control method, what we called $\ulcorner$Heo-stochastic controller design technique$\lrcorner$, has better performance than conventional ones as a controller.

  • PDF

공탄성시스템의 확률론적 제어에 대한 실험적 연구 (An Experimental Study on the Stochastic Control of a Aeroelastic System)

  • 김대중;박상태;정재욱;허훈
    • 대한기계학회논문집A
    • /
    • 제23권11호
    • /
    • pp.2007-2013
    • /
    • 1999
  • A Newly proposed control methodology applied to the aeroelastic system experiencing flutter is investigated and its performance is verified experimentally. The flexible cantilever beam slicked with piezofilm sensor and piezoceramic actuator is modelled in physical domain. Dynamic moment equation for the system is derived via Ito's stochastic differential equation and F-P-K equation. Also system's characteristics in stochastic domain is analyzed simultaneously. LQG controller is designed and used in physical and stochastic domain. It is shown experimentally that the vibration of beam is controlled effectively by designed LQG controller in physical domain. By comparing the result with that of LQG controller designed in stochastic domain, it is shown that the new control method, called Heo-stochastic control technique, has better performance as a controller.

다중입출력 확률계의 지능재료를 이용한 제어에대한 실험적연구 (An Experimental Study on the Control of Stochastic Dynamic MIMO System using the Smart material)

  • 조경래;김용관;오수영;허훈;박상태
    • 한국소음진동공학회:학술대회논문집
    • /
    • 한국소음진동공학회 2000년도 춘계학술대회논문집
    • /
    • pp.1292-1297
    • /
    • 2000
  • 외부로부터 불규칙 교란을 받는 동력학계에 대해 '허-확률 제어기법'을 이용하여 설계된 제어기의 성능을 수치모사를 통하여 검증하였다. 압전소자를 알루미늄 보에 부착하여 다중입출력의 복합재료보로 만들고, 기반에 불규칙한 외부교란을 받는계에 대한 모델링을 수행하였으며, Ito의 확률미분방정식과 F-P-K방정식을 이용하여 동적 모멘트 방정식을 유도하여 시스템의 확률영역에서의 특성을 알아보았다. 본 연구에서 제어기의 목표는 외부교란의 입력에 의해 발생하는 시스템의 모멘트 응답크기를 줄이는 방향으로 전개하였고, 확률영역에서의 MIMO PI제어기('허-확률 MIMO PI 제어기')를 설계하여 시간영역에서의 응답형태를 관찰하였다.

  • PDF

ESTIMATES IN EXIT PROBABILITY FOR SOLUTIONS OF NUCLEAR SPACE-VALUED SDE

  • Cho, Nhan-Sook
    • 대한수학회보
    • /
    • 제38권1호
    • /
    • pp.129-136
    • /
    • 2001
  • We consider a solution process of stochastic differential equation(SDE) driven by S'($R^d$)-valued Wiener process and study a large deviation type of estimates for the process. We get an upper bound in exit probability for such a process to leave a ball of radius $\tau$ before a finite time t. We apply the Ito formula to the SDE under the structure of nuclear space.

  • PDF

A Stochastic Differential Equation Model for Software Reliability Assessment and Its Goodness-of-Fit

  • Shigeru Yamada;Akio Nishigaki;Kim, Mitsuhiro ura
    • International Journal of Reliability and Applications
    • /
    • 제4권1호
    • /
    • pp.1-12
    • /
    • 2003
  • Many software reliability growth models (SRGM's) based on a nonhomogeneous Poisson process (NHPP) have been proposed by many researchers. Most of the SRGM's which have been proposed up to the present treat the event of software fault-detection in the testing and operational phases as a counting process. However, if the size of the software system is large, the number of software faults detected during the testing phase becomes large, and the change of the number of faults which are detected and removed through debugging activities becomes sufficiently small compared with the initial fault content at the beginning of the testing phase. Therefore, in such a situation, we can model the software fault-detection process as a stochastic process with a continuous state space. In this paper, we propose a new software reliability growth model describing the fault-detection process by applying a mathematical technique of stochastic differential equations of an Ito type. We also compare our model with the existing SRGM's in terms of goodness-of-fit for actual data sets.

  • PDF