• Communications for Statistical Applications and Methods
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• 제8권3호
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• pp.777-786
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• 2001

The autoregressive models have been used to describe a wade variety of time series. Then the problem of determining the order in the times series model is very important in data analysis. We consider the Bayesian approach for finding the order of autoregressive(AR) error models using the latent variable which is motivated by Tanner and Wong(1987). The latent variables are combined with the coefficient parameters and the sequential steps are proposed to set up the prior of the latent variables. Markov chain Monte Carlo method(Gibbs sampler and Metropolis-Hasting algorithm) is used in order to overcome the difficulties of Bayesian computations. Three examples including AR(3) error model are presented to illustrate our proposed methodology.

• Earthquakes and Structures
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• 제18권3호
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• pp.313-320
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• 2020

The usage of conventional tuned mass damper (TMD) was proved as an effective method for passive mitigating vortex-induced vibration (VIV) of a bridge deck. Although a variety of linear TMD systems have been so far utilized for vibration control of suspension bridges, a sensitive TMD mechanism to wind spectrum frequency is lacking. Here, we introduce a bistable tuned mass damper (BTMD) mechanism which has an exceptional sensitivity to a broadband input of vortex shedding velocity for suppressing VIV in suspension bridge deck. By use of the Monte Carlo simulation, performance of the nonlinear BTMD is shown to be more efficient than the conventional linear TMD under two different wind load excitations of harmonic (sinusoidal) and broadband input of vortex shedding. Consequently, an appropriate algorithm is proposed to optimize the design parameters of the nonlinear BTMD for Kap Shui Mun Bridge, and then the BTMD system is localized for the interior deck of the suspension bridge.

• Journal of Magnetics
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• 제17권1호
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• pp.46-50
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• 2012

A reliability-based optimization method for electromagnetic design is presented to take uncertainties of design parameters into account. The method can provide an optimal design satisfying a specified confidence level in the presence of uncertain parameters. To achieve the goal, the reliability index approach based on the firstorder reliability method is adopted to deal with probabilistic constraint functions and a double-loop optimization algorithm is implemented to obtain an optimum. The proposed method is applied to the TEAM Workshop Problem 22 and its accuracy and efficiency is verified with reference of Monte Carlo simulation results.

• Journal of the Optical Society of Korea
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• 제20권1호
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• pp.174-179
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• 2016

In this paper, a novel full-aperture reflective null measuring method is proposed to detect the transmission wavefront of a conformal dome surface. An aspheric compensator is designed and placed behind the dome to reflect the aspheric testing wave back to the same path. To ensure the feasibility of this method, tolerance analysis is conducted, and guidance to assembly is given accordingly. The accuracy of this method is verified to be λ/30 (λ =3.39 μm) by Monte Carlo algorithm. In addition, the influence of different error factors, including the thickness error and decenter error of the dome, on the testing wavefront is analyzed. Simulation and experiment indicate that this method is practical and simple, and can measure the conformal domes precisely and comprehensively.

• 자원환경지질
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• 제28권4호
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• pp.425-431
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• 1995

Genetic algorithms are so named because they are analogous to biological processes. The model parameters are coded in binary form. The algorithm then starts with a randomly chosen population of models called chromosomes. The second step is to evaluate the fitness values of these models, measured by a correlation between data and synthetic for a particular model. Then, the three genetic processes of selection, crossover, and mutation are performed upon the model in sequence. Genetic algorithms share the favorable characteristics of random Monte Carlo over local optimization methods in that they do not require linearizing assumptions nor the calculation of partial derivatives, are independent of the misfit criterion, and avoid numerical instabilities associated with matrix inversion. An additional advantage over converntional methods such as iterative least squares is that the sampling is global, rather than local, thereby reducing the tendency to become entrapped in local minima and avoiding the dependency on an assumed starting model.

• 품질경영학회지
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• 제24권3호
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• pp.50-64
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• 1996

This article is concerned with procedures for detecting multiple y outliers in linear regression. The outward-testing procedure, which is controled by the initial subset and the minimum residuals, is suggested by two phases. The performance of this procedure is compared with others by Monte Carlo techniques and found to be superior. The procedure, however, fails in detecting y outliers that are on high-leverage cases in Phase 1. Thus, we proposed ELMS algorithm for a set of suspect observations, in Phase 1. In Phase 2, the proposed testing is conducted using the studentized residuals to see which of the suspect cases are outliers. Several examples are analyzed.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1990년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 26-27 Oct. 1990
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• pp.469-474
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• 1990

The implementation of modern guidance law derived from optimal control theory requires accurate current states of target, for example, position, velocity and acceleration etc. But there is no sensors that measure the target states directly. So they are estimated from measurable data. For atmospheric missile engagement, direct application of the modern guidance laws may result In deterioration of Intercept performance because of poor observability associated with angles only-measurements by passive seeker and homing geometry. In this paper, a trajectory modulation method called "adaptive Intermittent maneuvers" is added to the modern guidance law, so the observability is enhanced and, consequently, improved the intercept performance. The estimation algorithm called "modified gain pseudo-measurement filter" is used for tracking filter. It is assumed that the passive seeker measure the angles between line of sight and Inertial frame. The Monte-Carlo simulation for realistic air-to-air Intercept scenario are conducted to demonstrate the effectiveness of intermittent maneuvers.ermittent maneuvers.

• 전자공학회논문지A
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• 제31A권4호
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• pp.39-46
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• 1994

In this paper, the idea of using a multiple symbol obervation interval to improve error probability performance is applied to differential detection of MTCM(multiple trellis code modulation) with ${\Pi}$/4 shift QPSK, 8DPSK and 16DPSK. We propose two types of sliding multiple symbol differential detection algorithm, type 1 and type 2. The two types of sliding detection scheme are examined and compared with conventional(symbol-by-symbol) detection and bolck detection with these modulation formats in an additive white Gaussian noise(AWGN) using the Monte Carlo simulation. We show that the amount of improvement over conventional and block detection depends on the number of phases and the number of additional symbol intervals added to the observation. Computer simulagtion results are presented for 2,4,8 states in AWGN channel.

• Journal of Mechanical Science and Technology
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• 제19권10호
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• pp.1846-1855
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• 2005

This paper presents a new stochastic controller applied on the vibration control system under irregular disturbances based on the mode selection scheme. Measured displacement and frequency characteristics are simultaneously used in designing a mode selecting controller. This technique is validated by applying to the suppression problem of a flexible beam with randomly vibrated circumstances. The presented method, called Mode Selecting Stochastic Controller, uses the frequency measurement of the flexible system based on a Fast-Fourier transformation algorithm. This controller is constructed by combining mode selection method with previous known Stochastic Controller in real time: Numerical simulations and several experiments are conducted to validate the proposed method. The performance of the proposed method is compared with a stochastic controller developed recently. This method was improved compared with previous one.

• 한국통신학회논문지
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• 제22권1호
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• pp.104-115
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• 1997

This paper investigates PN code acquistion algorithm and demodulation performance of the RAKE receiver in the DS/CDMA(direct sequence code division multiple access) sysytems under a multipath fading channel with multiusers. To speed up the acquisition process, PN matched filter is applied and postdetection integration technique comable withthe dynamic threshold set method is proposed. the Maximum-Likelihood algorithmin serial fashion is able to find PN code delay estimates for the RAKE branches using sliding window in a multipath fading channel. The correct acquistion probability and mean acquistion time are used as a performance measure of the system using the Monte Carlo method. The performance of the RAKEreceiver, afte the code acquisition is achieved is the CDMA systems, is also investigated for three major combining techniques.