• 제목/요약/키워드: Monte Carlo Noise

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구성요소치 해석을 이용한 확률계의 축소와 제어 (Stochastic System Reduction and Control via Component Cost Analysis)

  • 채교순;이동희;박성만;여운경;조윤현;허훈
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2007년도 춘계학술대회A
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    • pp.921-926
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    • 2007
  • A dynamic system under random disturbance is considered in the study. In order to control the system efficiently, proper reduction of system dimension is indispensible in design stage. The reduction method using component cost analysis in conjunction with stochastic analysis is proposed for the control of a system. System response is obtained in terms of dynamic moment equation via Fokker-Plank-Kolmogorov(F-P-K) equation. The dynamic moment response of the system under random disturbance are reduced by using of deterministic version of component cost analysis. The reduced system via proposed "stochastic component cost analysis" is successfully implemented for dynamic response and shows remarkable control performance effectively utilizing "stochastic controller" in physical time domain.

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체결부 및 공차를 고려한 구조물의 확률기반 동적 특성 연구 (Probabilistic Analysis of Dynamic Characteristics of Structures considering Joint Fastening and Tolerance)

  • 원준호;강광진;최주호
    • 한국항공운항학회지
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    • 제18권4호
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    • pp.44-50
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    • 2010
  • Structural vibration is a significant problem in many multi-part or multi-component assemblies. In aircraft industry, structures are composed of various fasteners, such as bolts, snap, hinge, weld or other fastener or connector (collectively "fasteners"). Due to these, prediction and design involving dynamic characteristics is quite complicated. However, the current state of the art does not provide an analytical tool to effectively predict structure's dynamic characteristics, because consideration of structural uncertainties (i.e. material properties, geometric tolerance, dimensional tolerance, environment and so on) is difficult and very small fasteners in the structure cause a huge amount of analysis time to predict dynamic characteristics using the FEM (finite element method). In this study, to resolve the current state of the art, a new approach is proposed using the FEM and probabilistic analysis. Firstly, equivalent elements are developed using simple element (e.g. bar, beam, mass) to replace fasteners' finite element model. Developed equivalent elements enable to explain static behavior and dynamic behavior of the structure. Secondly, probabilistic analysis is applied to evaluate the PDF (probability density function) of dynamic characteristics due to tolerance, material properties and so on. MCS (Monte-Carlo simulation) is employed for this. Proposed methodology offers efficiency of dynamic analysis and reality of the field as well. Simple plates joined by fasteners are taken as an example to illustrate the proposed method.

Second-order statistics of natural frequencies of smart laminated composite plates with random material properties

  • Singh, B.N.;Umrao, Atul;Shukla, K.K.;Vyas, N.
    • Smart Structures and Systems
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    • 제4권1호
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    • pp.19-34
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    • 2008
  • Nowadays developments in the field of laminated composite structures with piezoelectric have attracted significant attention of researchers due to their wide range of applications in engineering such as sensors, actuators, vibration suppression, shape control, noise attenuation and precision positioning. Due to large number of parameters associated with its manufacturing and fabrication, composite structures with piezoelectric display a considerable amount of uncertainty in their material properties. The present work investigates the effect of the uncertainty on the free vibration response of piezoelectric laminated composite plate. The lamina material properties have been modeled as independent random variables for accurate prediction of the system behavior. System equations have been derived using higher order shear deformation theory. A finite element method in conjunction with Monte Carlo simulation is employed to obtain the secondorder statistics of the natural frequencies. Typical results are presented for all edges simply supported piezoelectric laminated composite plates to show the influence of scattering in material properties on the second order statistics of the natural frequencies. The results have been compared with those available in literature.

다중 사용자 다이버시티로부터 얻게 되는 처리율 증가에 대한 새로운 근사적 분석 (A New Asymptotic Analysis of Throughput Enhancement from Selection Diversity in Multiuser Systems)

  • 서우현;김성태;곽경철;홍대식
    • 한국통신학회논문지
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    • 제32권11C호
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    • pp.1111-1118
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    • 2007
  • 본 논문은 다중 사용자 시스템에서 좋은 채널을 가진 사용자를 선택함으로써 얻을 수 있는 다이버시티, 즉 다중 사용자 다이버시티로부터 증대되는 처리율 (throughput)에 대해 새로운 접근 방식을 이용하여 분석하였다. 이와 같은 다중 사용자 다이버시티 이득으로부터 도출되는 처리율의 증가를 근사적 형태의 식으로 유도하기 위하여, 본 논문에서는 Puiseux 급수를 이용하였고 이를 통해 단순화된 맺음식 (closed form)의 결과를 얻을 수 있었다. 이 결과식은 다중 사용자 다이버시티 이득이 신호 대 잡음비 (SNR)에 독립적이라는 것을 보여주고 있다. 또한 본 논문에서는 위의 결과를 Max C/I과 proportional fair scheduling과 같은 스케줄링 알고리즘에 확대 적용하였다. 그리고 제시한 결과식을 모의실험과 비교하여 검증하였다.

Performance of Convolutionally-Coded MIMO Systems with Antenna Selection

  • Hamouda Walaa;Ghrayeb Ali
    • Journal of Communications and Networks
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    • 제7권3호
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    • pp.307-312
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    • 2005
  • In this work, we study the performance of a serial concatenated scheme comprising a convolutional code (CC) and an orthogonal space-time block code (STBC) separated by an inter-leaver. Specifically, we derive performance bounds for this concatenated scheme, clearly quantify the impact of using a CC in conjunction with a STBC, and compare that to using a STBC code only. Furthermore, we examine the impact of performing antenna selection at the receiver on the diversity order and coding gain of the system. In performing antenna selection, we adopt a selection criterion that is based on maximizing the instantaneous signal-to­noise ratio (SNR) at the receiver. That is, we select a subset of the available receive antennas that maximizes the received SNR. Two channel models are considered in this study: Fast fading and quasi-static fading. For both cases, our analyses show that substantial coding gains can be achieved, which is confirmed through Monte-Carlo simulations. We demonstrate that the spatial diversity is maintained for all cases, whereas the coding gain deteriorates by no more than $10\;log_{10}$ (M / L) dB, all relative to the full complexity multiple-input multiple-output (MIMO) system.

Analysis of Delay Distribution and Rate Control over Burst-Error Wireless Channels

  • 이준구;이형극;이상훈
    • 한국통신학회논문지
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    • 제34권5A호
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    • pp.355-362
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    • 2009
  • In real-time communication services, delay constraints are among the most important QoS (Quality of Service) factors. In particular, it is difficult to guarantee the delay requirement over wireless channels, since they exhibit dynamic time-varying behavior and even severe burst-errors during periods of deep fading. Channel throughput may be increased, but at the cost of the additional delays when ARQ (Automatic Repeat Request) schemes are used. For real-time communication services, it is very essential to predict data deliverability. This paper derives the delay distribution and the successful delivery probability within a given delay budget using a priori channel model and a posteriori information from the perspective of queueing theory. The Gilbert-Elliot burst-noise channel is employed as an a Priori channel model, where a two-state Markov-modulated Bernoulli process $(MMBP_2)$ is used. for a posteriori information, the channel parameters, the queue-length and the initial channel state are assumed to be given. The numerical derivation is verified and analyzed via Monte Carlo simulations. This numerical derivation is then applied to a rate control scheme for real-time video transmission, where an optimal encoding rate is determined based on the future channel capacity and the distortion of the reconstructed pictures.

Output-error state-space identification of vibrating structures using evolution strategies: a benchmark study

  • Dertimanis, Vasilis K.
    • Smart Structures and Systems
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    • 제14권1호
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    • pp.17-37
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    • 2014
  • In this study, four widely accepted and used variants of Evolution Strategies (ES) are adapted and applied to the output-error state-space identification problem. The selection of ES is justified by prior strong indication of superior performance to similar problems, over alternatives like Genetic Algorithms (GA) or Evolutionary Programming (EP). The ES variants that are being tested are (i) the (1+1)-ES, (ii) the $({\mu}/{\rho}+{\lambda})-{\sigma}$-SA-ES, (iii) the $({\mu}_I,{\lambda})-{\sigma}$-SA-ES, and (iv) the (${\mu}_w,{\lambda}$)-CMA-ES. The study is based on a six-degree-of-freedom (DOF) structural model of a shear building that is characterized by light damping (up to 5%). The envisaged analysis is taking place through Monte Carlo experiments under two different excitation types (stationary / non-stationary) and the applied ES are assessed in terms of (i) accurate modal parameters extraction, (ii) statistical consistency, (iii) performance under noise-corrupted data, and (iv) performance under non-stationary data. The results of this suggest that ES are indeed competitive alternatives in the non-linear state-space estimation problem and deserve further attention.

물리적 불확실성을 내재한 입력변수의 확률 통계 기반 유효 범위 결정 방법 및 신뢰성 평가 (Statistical Effective Interval Determination and Reliability Assessment of Input Variables Under Aleatory Uncertainties)

  • 주민호;도재혁;최수교;이종수
    • 대한기계학회논문집A
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    • 제41권11호
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    • pp.1099-1108
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    • 2017
  • 동일한 시험조건에서 반복시험으로부터 얻어진 실험 데이터는 이론적으로 동일한 값을 가져야 한다. 그러나 실제 데이터 결과는 다양한 환경 요소들에 의해 발생하는 오차와 불확실성을 가지게 되어 시험 값이 변동량을 가진다. 이는 정확한 실험 데이터를 얻는데 제한사항이 된다. 본 연구에서는 확률통계 방법을 이용하여 불확실성을 가진 입력변수의 유효범위를 결정하는 알고리즘을 제안하였다. 또한 실제 현장에서 사용되는 볼트 체결 마찰계수 데이터를 이용하여 제안된 알고리즘을 적용하여 불확실성을 내재한 입력변수의 유효범위를 산출하고 이에 대한 신뢰성 평가를 하였다.

A Relay Selection and Power Allocation Scheme for Cooperative Wireless Sensor Networks

  • Qian, Mujun;Liu, Chen;Fu, Youhua;Zhu, Weiping
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제8권4호
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    • pp.1390-1405
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    • 2014
  • This paper investigates optimal relay selection and power allocation under an aggregate power constraint for cooperative wireless sensor networks assisted by amplify-and-forward relay nodes. By considering both transmission power and circuit power consumptions, the received signal-to-noise ratio (SNR) at the destination node is calculated, based on which, a relay selection and power allocation scheme is developed. The core idea is to adaptively adjust the selected relays and their transmission power to maximize the received SNR according to the channel state information. The proposed scheme is derived by recasting the optimization problem into a three-layered problem-determining the number of relays to be activated, selecting the active relays, and performing power allocation among the selected relays. Monte Carlo simulation results demonstrate that the proposed scheme provides a higher received SNR and a lower bit error rate as compared to the average power allocation scheme.

Performance Analysis of Amplify-and-Forward Two-Way Relaying with Antenna Correlation

  • Fan, Zhangjun;Xu, Kun;Zhang, Bangning;Pan, Xiaofei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제6권6호
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    • pp.1606-1626
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    • 2012
  • This paper investigates the performance of an amplify-and-forward (AF) two-way relaying system with antenna correlation. The system consists of two multiple-antenna sources, which exchange information via the aid of a single-antenna relay. In particular, we derive the exact outage probability expression. Furthermore, we provide a simple, tight closed-form lower bound for the outage probability. Based on the lower bound, we obtain the closed-form asymptotic outage probability and the average symbol error rate expressions at high signal-to-noise ratio (SNR), which reveal the system's diversity order and coding gain with antenna correlation. To investigate the system's throughput performance with antenna correlation, we also derive a closed-form lower bound for the average sum-rate, which is quite tight from medium to high SNR regime. The analytical results readily enable us to obtain insight into the effect of antenna correlation on the system's performance. Extensive Monte Carlo simulations are conducted to verify the analytical results.