• Structural Engineering and Mechanics
• /
• 제77권3호
• /
• pp.355-368
• /
• 2021

The time-varying mean (TVM) component of non-stationary wind speeds is commonly extracted utilizing empirical mode decomposition (EMD) in practice, whereas the accuracy of the extracted TVM is difficult to be quantified. To deal with this problem, this paper proposes an approach to identify and extract the optimal TVM from several TVM results obtained by the EMD. It is suggested that the optimal TVM of a 10-min time history of wind speeds should meet both the following conditions: (1) the probability density function (PDF) of fluctuating wind component agrees well with the modified Gaussian function (MGF). At this stage, a coefficient p is newly defined as an evaluation index to quantify the correlation between PDF and MGF. The smaller the p is, the better the derived TVM is; (2) the number of local maxima of obtained optimal TVM within a 10-min time interval is less than 6. The proposed approach is validated by a numerical example, and it is also adopted to extract the optimal TVM from the field measurement records of wind speeds collected during a sandstorm event.

• 한국해안해양공학회지
• /
• 제11권3호
• /
• pp.165-172
• /
• 1999

경사제 피복재의 안정성에 대한 신뢰성 해석을 수행하였다. 특히, 본 연구에서 신뢰함수에 대한 확률 밀도함수가 수학적으로 유도되었다. 유도된 확률밀도함수의 적용성을 검증하기 위하여 Monte-Carlo 해석방법과 모멘트법인 FMA 방법과 AFDA 방법도 같이 수행하였으며, 그 결과들을 정성적, 정량적으로 비교하여 만족스러운 결과를 얻을 수 있었다. 또한 경사제의 피복재에 대한 파괴확률 산정시 신뢰함수에 포함된 각각의 변수들이 확률적으로 독립이다 라고 가정할 수 있다는 사실이 확인되었다. 이는 각각의 확률변수가 정규분포를 따르지 않는다는 조건에서도 본 연구에서 사용된 해석방법이 확장될 수 있다는 것을 의미한다.

• 대한전자공학회논문지TC
• /
• 제48권8호
• /
• pp.1-6
• /
• 2011

본 논문에서는 이중 홉 증폭 후 전달(AF: Amplify-and-Forward) 릴레이 시스템에 대한 새로운 성능 분석 기법을 레일리 페이딩 채널에 대하여 제안한다. 기존의 분석 기법들에서는 S-R-D(Source-Relay-Destination) 링크의 수신 신호 대 잡음비(SNR: Signal-to-Noise Ratio)에 대한 누적 분포 함수(CDF: Cumulative Distribution Function) 혹은 확률 밀도 함수 (PDF: Probability Density Function)로부터 모멘트 발생 함수(MGF: Moment Generating Function)를 유도한 후 평균 심벌 오류율을 유도된 MGF를 이용하여 표현하였다. 본 논문에서는 기존의 분석과 다른 새로운 접근법을 제안한다. 즉, S-R(Source-Relay) 링크 및 R-D(Relay-Destination) 링크의 PDF들로부터 S-R-D 링크에 대한 MGF를 직접 유도한다. 그리고 새롭게 유도된 MGF을 기존의 연구들에서 제시한 형태와 비교 분석한다. 또한 제안된 성능분석 기법의 정확성은 모의실험을 통하여 검증한다. 이를 통하여 제안된 분석 기법이 이중 홉 증폭 후 전달 릴레이 시스템에 대한 새로운 해를 제시함을 확인한다.

• ETRI Journal
• /
• 제32권3호
• /
• pp.464-467
• /
• 2010

In this letter, we analyze the error performance of a mobile communication system with microdiversity and macrodiversity reception in gamma-shadowed Rician fading channels for a binary differential phase-shift keying modulation scheme. Analytical expressions for the probability density function (PDF) and moment-generating function (MGF) are derived. The average bit error probability can be calculated by averaging the conditional bit error probability over the PDF or using the MGF-based approach. Numerical results are graphically presented to show the effects of macrodiversity, correlation, number of diversity branches, and severity of both fading and shadowing.

• Structural Engineering and Mechanics
• /
• 제57권1호
• /
• pp.21-43
• /
• 2016

A conditional probability based approach known as Particle Filter Method (PFM) is a powerful tool for system parameter identification. In this paper, PFM has been applied to identify the vehicle parameters based on response statistics of the bridge. The flexibility of vehicle model has been considered in the formulation of bridge-vehicle interaction dynamics. The random unevenness of bridge has been idealized as non homogeneous random process in space. The simulated response has been contaminated with artificial noise to reflect the field condition. The performance of the identification system has been examined for various measurement location, vehicle velocity, bridge surface roughness factor, noise level and assumption of prior probability density. Identified vehicle parameters are found reasonably accurate and reconstructed interactive force time history with identified parameters closely matches with the simulated results. The study also reveals that crude assumption of prior probability density function does not end up with an incorrect estimate of parameters except requiring longer time for the iterative process to converge.

• Geomechanics and Engineering
• /
• 제18권6호
• /
• pp.661-668
• /
• 2019

Seismic vulnerability assessment is a useful tool for rational safety analysis and planning of large and complex structural systems; it can deal with the effects of uncertainties on the performance of significant structural systems. In this study, an efficient dynamic reliability approach, probability density evolution methodology (PDEM), is proposed for seismic vulnerability analysis of earth dams. The PDEM provides the failure probability of different limit states for various levels of ground motion intensity as well as the mean value, standard deviation and probability density function of the performance metric of the earth dam. Combining the seismic reliability with three different performance levels related to the displacement of the earth dam, the seismic fragility curves are constructed without them being limited to a specific functional form. Furthermore, considering the seismic fragility analysis is a significant procedure in the seismic probabilistic risk assessment of structures, the seismic vulnerability results obtained by the dynamic reliability approach are combined with the results of probabilistic seismic hazard and seismic loss analysis to present and address the PDEM-based seismic probabilistic risk assessment framework by a simulated case study of an earth dam.

• 한국정밀공학회:학술대회논문집
• /
• 한국정밀공학회 2005년도 춘계학술대회 논문집
• /
• pp.602-606
• /
• 2005

A systematic procedure of probability analysis for general distributions is developed based on the first four moments estimated from polynomial interpolation of the system response function and the Pearson system. The function approximation is based on a specially selected experimental region for accuracy and the number of function evaluations is taken equal to that of the unknown coefficient for efficiency. For this purpose, three error-minimizing conditions are proposed and corresponding canonical experimental regions are formed for popular probability. This approach is applied to study the stochastic properties of the performance functions of a MEMS structure, which has quite large fabrication errors compared to other structures. Especially, the vibratory micro-gyroscope is studied using the statistical moments and probability density function (PDF) of the performance function to be the difference between resonant frequencies corresponding to sensing and driving mode. The results show that it is very sensitive to the fabrication errors and that the types of PDF of each variable also affect the stochastic properties of the performance function although they have same the mean and variance.

• Communications for Statistical Applications and Methods
• /
• 제21권2호
• /
• pp.183-191
• /
• 2014

We define a multivariate Cauchy distribution using a probability density function; subsequently, a Ferguson's definition of a multivariate Cauchy distribution can be viewed as a characterization theorem using the characteristic function approach. To clarify this characterization theorem, we construct two dependent Cauchy random variables, but their sum is not Cauchy distributed. In doing so the proofs depend on the characteristic function, but we use the cumulative distribution function to obtain the exact density of their sum. The derivation methods are relatively straightforward and appropriate for graduate level statistics theory courses.

• 한국통신학회논문지
• /
• 제31권9C호
• /
• pp.853-858
• /
• 2006

음성인식에서 TMHMM(Tied Mixture Hidden Markov Model)은 자유 매개변수의 수를 감소시키기 위한 좋은 접근이지만, GPDF(Gaussian Probability Density Function) 군집화 오류에 의해 음성인식의 오류를 발생시켰다. 본 논문은 TMHMM에서 발생하는 군집화 오류를 최소화하기 위하여 HCNN(Homogeneous Centroid Neural Network) 군집화 알고리즘을 제안한다. 제안된 알고리즘은 CNN(Centroid Neural Network)을 TMHMM상의 음향 특징벡터에 활용하였으며, 다른 상태에 소속된 확률밀도가 서로 겹쳐진 형태의 이질군집 지역에 더 많은 코드벡터를 할당하기 위해서 본 논문에서 새로 제안이 제안되는 이질성 거리척도를 사용 하였다. 제안된 알고리즘을 한국어 고립 숫자단어의 인식문제에 적용한 결과, 기존 K-means 알고리즘이나 CNN보다 각각 14.63%, 9,39%의 오인식률의 감소를 얻을 수 있었다.

• Journal of the Korean Statistical Society
• /
• 제23권1호
• /
• pp.89-102
• /
• 1994

A new method for approximating the average run length (ARL) of cumulative sum (CUSUM) chart is proposed. This method uses the conditional expectation for the test statistic before the stopping time and its asymptotic conditional density function. The values obtained by this method are compared with some other methods in normal and exponential case.