• 제목/요약/키워드: Monte Carlo Filter

검색결과 130건 처리시간 0.051초

Particle relaxation method for structural parameters identification based on Monte Carlo Filter

  • Sato, Tadanobu;Tanaka, Youhei
    • Smart Structures and Systems
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    • 제11권1호
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    • pp.53-67
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    • 2013
  • In this paper we apply Monte Carlo Filter to identifying dynamic parameters of structural systems and improve the efficiency of this algorithm. The algorithms using Monte Carlo Filter so far has not been practical to apply to structural identification for large scale structural systems because computation time increases exponentially as the degrees of freedom of the system increase. To overcome this problem, we developed a method being able to reduce number of particles which express possible structural response state vector. In MCF there are two steps which are the prediction and filtering processes. The idea is very simple. The prediction process remains intact but the filtering process is conducted at each node of structural system in the proposed method. We named this algorithm as relaxation Monte Carlo Filter (RMCF) and demonstrate its efficiency to identify large degree of freedom systems. Moreover to increase searching field and speed up convergence time of structural parameters we proposed an algorithm combining the Genetic Algorithm with RMCF and named GARMCF. Using shaking table test data of a model structure we also demonstrate the efficiency of proposed algorithm.

재료품 품질의 변동이 필터 공기희석율 변동에 미치는 영향 (The Effects of Cigarette Component Variability on Filter Ventilation Variability by Monte Carlo Analysis.)

  • 김정열;김종열;신창호;정한주
    • 한국연초학회지
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    • 제22권2호
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    • pp.151-156
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    • 2000
  • The variability of a ventilated filter cigarette depends on the details of its construction and on the variabilities of its components. Variations in filter ventilation arise from many sources, including variations in tobacco rod pressure drop, filter tip pressure drop, tipping paper permeability, and plugwrap permeability. To reduce the filter ventilation variability, the variability of filter ventilation levels in ventilated cigarettes is studied by Monte Carlo Analysis. For each trials a value is selected for tobacco rod pressure drop, filter tip pressure drop, tipping paper permeability, and plugwrap permeability. These values are selected randomly from a normal distribution based on the target and coefficient of variation for each input variable. The results of this analysis for filter ventilation variation suggest that the variations of filter ventilation are dependent on the details of cigarette designs studied and reducing the variability of any cigarette component will reduce filter ventilation variability. For typical cigarettes, variation in the permeability of tipping paper is usually the most significant contributor to filter ventilation variability. Results of a Monte Carlo Analysis could provide both general insights and specific practical guidance about the design of ventilated filter cigarettes.

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Direct tracking of noncircular sources for multiple arrays via improved unscented particle filter method

  • Yang Qian;Xinlei Shi;Haowei Zeng;Mushtaq Ahmad
    • ETRI Journal
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    • 제45권3호
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    • pp.394-403
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    • 2023
  • Direct tracking problem of moving noncircular sources for multiple arrays is investigated in this study. Here, we propose an improved unscented particle filter (I-UPF) direct tracking method, which combines system proportional symmetry unscented particle filter and Markov Chain Monte Carlo (MCMC) algorithm. Noncircular sources can extend the dimension of sources matrix, and the direct tracking accuracy is improved. This method uses multiple arrays to receive sources. Firstly, set up a direct tracking model through consecutive time and Doppler information. Subsequently, based on the improved unscented particle filter algorithm, the proposed tracking model is to improve the direct tracking accuracy and reduce computational complexity. Simulation results show that the proposed improved unscented particle filter algorithm for noncircular sources has enhanced tracking accuracy than Markov Chain Monte Carlo unscented particle filter algorithm, Markov Chain Monte Carlo extended Kalman particle filter, and two-step tracking method.

짱뚱어 자료로 살펴본 장기 시계열 자료의 순차적 몬테 칼로 추론 (A Sequential Monte Carlo inference for longitudinal data with luespotted mud hopper data)

  • 최일수
    • 한국정보통신학회논문지
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    • 제9권6호
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    • pp.1341-1345
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    • 2005
  • 비선형이고 정규분포에 따르지 않는 state-space모형분석에서 순차적 몬테 칼로(SMC)는 유용한 도구 중의 하나이다. 모수와 시그럴을 동시에 추정하기 위해 Monte Carlo particle filters를 사용할 수가 있다. 그러나 SMC는 여러단계의 반복을 요구하는 특별한 particle filtering 기법을 필요로 하게 된다. 본 논문은 particle filtering과 순차적 hybrid Monte Carlo(SHMC)을 결합하는 방법을 제시하고자 한다. 실험을 위해 짱뚱어 자료를 사용하였다.

해석적 방법에 의한 PDAF의 성능예측 분석 (Performance Prediction Analysis for the PDA Filter)

  • 김국민;송택렬
    • 제어로봇시스템학회논문지
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    • 제9권7호
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    • pp.563-568
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    • 2003
  • In this paper, We propose a target tracking filter which utilizes the PDA for data association in a clutter environment and also propose an analytic solution for ideal filter covariance which accounts for all the possible events in the PDA. Monte Carlo simulation for the proposed filter in a clutter environment indicates that the proposed analytic solution forms the true error covariance of the PDA Filter.

Optimization of Energy Modulation Filter for Dual Energy CBCT Using Geant4 Monte-Carlo Simulation

  • Ju, Eun Bin;Ahn, So Hyun;Choi, Sang Gyu;Lee, Rena
    • 한국의학물리학회지:의학물리
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    • 제27권3호
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    • pp.125-130
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    • 2016
  • Dual energy computed tomography (DECT) is used to classify two materials and quantify the mass density of each material in the human body. An energy modulation filter based DECT could acquire two images, which are generated by the low- and high-energy photon spectra, in one scan, with one tube and detector. In the case of DECT using the energy modulation filter, the filter should perform the optimization process for the type of materials and thicknesses for generating two photon spectra. In this study, Geant4 Monte-Carlo simulation toolkit was used to execute the optimization process for determining the property of the energy modulation filter. In the process, various materials used for the energy modulation filter are copper (Cu, $8.96g/cm^3$), niobium (Nb, $8.57g/cm^3$), stannum (Sn, $7.31g/cm^3$), gold (Au, $19.32g/cm^3$), and lead (Pb, $11.34g/cm^3$). The thickness of the modulation filter varied from 0.1 mm to 1.0 mm. To evaluate the overlap region of the low- and high-energy spectrum, Geant4 Monte-Carlo simulation is used. The variation of the photon flux and the mean energy of photon spectrum that passes through the energy modulation filter are evaluated. In the primary photon spectrum of 80 kVp, the optimal modulation filter is a 0.1 mm lead filter that can acquire the same mean energy of 140 kVp photon spectrum. The lead filter of 0.1 mm based dual energy CBCT is required to increase the tube current 4.37 times than the original tube current owing to the 77.1% attenuation in the filter.

실시간 범람위험도 예측을 위한 수리학적 모형의 개발 (Hydraulic Model for Real Time Forecasting of Inundation Risk)

  • 한건연;손인호;이재영
    • 한국수자원학회논문집
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    • 제33권3호
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    • pp.331-340
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    • 2000
  • 본 연구의 목적은 하천에서의 실시간 범람위험도 해석을 위해서 DAMBRK 모형과 Kalman filter를 연계한 수치모형을 개발하는데 있다. 본 모형은 1차원 동역학 방정식의 비선형 유한차분 근사해인 음해법을 기본으로 하고 있다. 추계학적 추정법으로서 최적의 갱신 예측치를 얻기 위해 확장된 Kalman filter 기법을 사용하였다. 이 과정은 확정론적 모형에 의한 예측치를 Kalman filter gain factor에 의해 보정된 실시간 관측치와 조합함으로써 수행되었다. 홍수범람위험도는 하도단면의 기하형상과 Manning 조도계수의 변동성을 고려하여 Monte Carlo 모의를 적용하여 예측되었다. 본 모형은 1990년 9월과 1995년 8월의 남한강 홍수에 적용하여 검증하였다. Kalman filter에 의한 해석은 이 기간 동안에 확정론적 해석결과와 비교하여 실측자료와 잘 일치되는 양상이 나타났으며, 이에 따라 제방의 월류위험도를 모의된 홍수위와 제방고를 비교함으로써 얻을 수 있었다.

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순차적인 몬테카를로 필터를 사용한 차량 추적 (Vehicle Tracking using Sequential Monte Carlo Filter)

  • 이원주;윤창용;김은태;박민용
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2006년 학술대회 논문집 정보 및 제어부문
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    • pp.434-436
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    • 2006
  • In a visual driver-assistance system, separating moving objects from fixed objects are an important problem to maintain multiple hypothesis for the state. Color and edge-based tracker can often be "distracted" causing them to track the wrong object. Many researchers have dealt with this problem by using multiple features, as it is unlikely that all will be distracted at the same time. In this paper, we improve the accuracy and robustness of real-time tracking by combining a color histogram feature with a brightness of Optical Flow-based feature under a Sequential Monte Carlo framework. And it is also excepted from Tracking as time goes on, reducing density by Adaptive Particles Number in case of the fixed object. This new framework makes two main contributions. The one is about the prediction framework which separating moving objects from fixed objects and the other is about measurement framework to get a information from the visual data under a partial occlusion.

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Development and verification of a novel system for computed tomography scanner model construction in Monte Carlo simulations

  • Ying Liu;Ting Meng ;Haowei Zhang ;Qi Su;Hao Yan ;Heqing Lu
    • Nuclear Engineering and Technology
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    • 제54권11호
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    • pp.4244-4252
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    • 2022
  • The accuracy of Monte Carlo (MC) simulations in estimating the computed tomography radiation dose is highly dependent on the accuracy of CT scanner model. A system was developed to observe the 3D model intuitively and to calculate the X-ray energy spectrum and the bowtie (BT) filter model more accurately in Monte Carlo N-particle (MCNP). Labview's built-in Open Graphics Library (OpenGL) was used to display basic surfaces, and constructive solid geometry (CSG) method was used to realize Boolean operations. The energy spectrum was calculated by simulating the process of electronic shooting and the BT filter model was accurately modeled based on the calculated shape curve. Physical data from a study was used as an example to illustrate the accuracy of the constructed model. RMSE between the simulation and the measurement results were 0.97% and 0.74% for two filters of different shapes. It can be seen from the comparison results that to obtain an accurate CT scanner model, physical measurements should be taken as the standard. The energy spectrum library should be established based on Monte Carlo simulations with modifiable input files. It is necessary to use the three-segment splicing modeling method to construct the bowtie filter model.

Evaluation of Artificial Intelligence-Based Denoising Methods for Global Illumination

  • Faradounbeh, Soroor Malekmohammadi;Kim, SeongKi
    • Journal of Information Processing Systems
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    • 제17권4호
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    • pp.737-753
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    • 2021
  • As the demand for high-quality rendering for mixed reality, videogame, and simulation has increased, global illumination has been actively researched. Monte Carlo path tracing can realize global illumination and produce photorealistic scenes that include critical effects such as color bleeding, caustics, multiple light, and shadows. If the sampling rate is insufficient, however, the rendered results have a large amount of noise. The most successful approach to eliminating or reducing Monte Carlo noise uses a feature-based filter. It exploits the scene characteristics such as a position within a world coordinate and a shading normal. In general, the techniques are based on the denoised pixel or sample and are computationally expensive. However, the main challenge for all of them is to find the appropriate weights for every feature while preserving the details of the scene. In this paper, we compare the recent algorithms for removing Monte Carlo noise in terms of their performance and quality. We also describe their advantages and disadvantages. As far as we know, this study is the first in the world to compare the artificial intelligence-based denoising methods for Monte Carlo rendering.