• Title/Summary/Keyword: Probability density function approach

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SHM-based probabilistic representation of wind properties: Bayesian inference and model optimization

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.601-609
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    • 2018
  • The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

Condition Assessment for Wind Turbines with Doubly Fed Induction Generators Based on SCADA Data

  • Sun, Peng;Li, Jian;Wang, Caisheng;Yan, Yonglong
    • Journal of Electrical Engineering and Technology
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    • v.12 no.2
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    • pp.689-700
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    • 2017
  • This paper presents an effective approach for wind turbine (WT) condition assessment based on the data collected from wind farm supervisory control and data acquisition (SCADA) system. Three types of assessment indices are determined based on the monitoring parameters obtained from the SCADA system. Neural Networks (NNs) are used to establish prediction models for the assessment indices that are dependent on environmental conditions such as ambient temperature and wind speed. An abnormal level index (ALI) is defined to quantify the abnormal level of the proposed indices. Prediction errors of the prediction models follow a normal distribution. Thus, the ALIs can be calculated based on the probability density function of normal distribution. For other assessment indices, the ALIs are calculated by the nonparametric estimation based cumulative probability density function. A Back-Propagation NN (BPNN) algorithm is used for the overall WT condition assessment. The inputs to the BPNN are the ALIs of the proposed indices. The network structure and the number of nodes in the hidden layer are carefully chosen when the BPNN model is being trained. The condition assessment method has been used for real 1.5 MW WTs with doubly fed induction generators. Results show that the proposed assessment method could effectively predict the change of operating conditions prior to fault occurrences and provide early alarming of the developing faults of WTs.

Advance Probabilistic Design and Reliability-Based Design Optimization for Composite Sandwich Structure (복합재 샌드위치 구조의 개선된 확률론적 설계 및 신뢰성 기반 최적설계)

  • Lee, Seokje;Kim, In-Gul;Cho, Wooje;Shul, Changwon
    • Composites Research
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    • v.26 no.1
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    • pp.29-35
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    • 2013
  • Composite sandwich structure can improve the specific bending stiffness significantly and save the weight nearly 30 percent compared with the composite laminates. However, it has more inherent uncertainties of the material property caused by manufacturing process than metals. Therefore, the reliability-based probabilistic design approach is required. In this paper, the PMS(Probabilistic Margin of Safety) is calculated for the simplified fuselage structure made of composite sandwich to provide the probabilistic reasonable evidence that the classical design method based on the safety factor cannot ensure the structural safety. In this phase, the probability density function estimated by CMCS(Crude Monte-Carlo Simulation) is used. Furthermore, the RBDO(Reliability-Based Design Optimization) under the probabilistic constraint are performed, and the RBDO-MPDF(RBDO by Moving Probability Density Function) is proposed for an efficient computation. The examined results in this paper can be helpful for advanced design techniques to ensure the reliability of structures under the uncertainty and computationally inexpensive RBDO methods.

A Hill-Sliding Strategy for Initialization of Gaussian Clusters in the Multidimensional Space

  • Park, J.Kyoungyoon;Chen, Yung-H.;Simons, Daryl-B.;Miller, Lee-D.
    • Korean Journal of Remote Sensing
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    • v.1 no.1
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    • pp.5-27
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    • 1985
  • A hill-sliding technique was devised to extract Gaussian clusters from the multivariate probability density estimates of sample data for the first step of iterative unsupervised classification. The underlying assumption in this approach was that each cluster possessed a unimodal normal distribution. The key idea was that a clustering function proposed could distinguish elements of a cluster under formation from the rest in the feature space. Initial clusters were extracted one by one according to the hill-sliding tactics. A dimensionless cluster compactness parameter was proposed as a universal measure of cluster goodness and used satisfactorily in test runs with Landsat multispectral scanner (MSS) data. The normalized divergence, defined by the cluster divergence divided by the entropy of the entire sample data, was utilized as a general separability measure between clusters. An overall clustering objective function was set forth in terms of cluster covariance matrices, from which the cluster compactness measure could be deduced. Minimal improvement of initial data partitioning was evaluated by this objective function in eliminating scattered sparse data points. The hill-sliding clustering technique developed herein has the potential applicability to decomposition of any multivariate mixture distribution into a number of unimodal distributions when an appropriate diatribution function to the data set is employed.

Evaluation of Void Distribution on Lightweight Aggregate Concrete Using Micro CT Image Processing (Micro CT 이미지 분석을 통한 경량 골재 콘크리트의 공극 분포 분석)

  • Chung, Sang-Yeop;Kim, Young-Jin;Yun, Tae Sup;Jeon, Hyun-Gyu
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.2A
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    • pp.121-127
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    • 2011
  • Spatial distribution of void space in concrete materials strongly affects mechanical and physical behaviors. Therefore, the identification of characteristic void distribution helps understand material properties and is essential to estimate the integrity of material performance. The 3D micro CT (X-ray microtomography) is implemented to examine and to quantify the void distribution of a lightweight aggregate concrete using an image analysis technique and probabilistic approach in this study. The binarization and subsequent stacking of 2D cross-sectional images virtually create 3D images of targeting void space. Then, probability distribution functions such as two-point correlation and lineal-path functions are applied for void characterization. The lightweight aggregates embedded within the concrete are individually analyzed to construct the intra-void space. Results shows that the low-order probability functions and the density distribution based on the 3D micro CT images are applicable and useful methodology to characterize spatial distribution of void space and constituents in concrete.

Optimization-based method for structural damage detection with consideration of uncertainties- a comparative study

  • Ghiasi, Ramin;Ghasemi, Mohammad Reza
    • Smart Structures and Systems
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    • v.22 no.5
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    • pp.561-574
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    • 2018
  • In this paper, for efficiently reducing the computational cost of the model updating during the optimization process of damage detection, the structural response is evaluated using properly trained surrogate model. Furthermore, in practice uncertainties in the FE model parameters and modelling errors are inevitable. Hence, an efficient approach based on Monte Carlo simulation is proposed to take into account the effect of uncertainties in developing a surrogate model. The probability of damage existence (PDE) is calculated based on the probability density function of the existence of undamaged and damaged states. The current work builds a framework for Probability Based Damage Detection (PBDD) of structures based on the best combination of metaheuristic optimization algorithm and surrogate models. To reach this goal, three popular metamodeling techniques including Cascade Feed Forward Neural Network (CFNN), Least Square Support Vector Machines (LS-SVMs) and Kriging are constructed, trained and tested in order to inspect features and faults of each algorithm. Furthermore, three wellknown optimization algorithms including Ideal Gas Molecular Movement (IGMM), Particle Swarm Optimization (PSO) and Bat Algorithm (BA) are utilized and the comparative results are presented accordingly. Furthermore, efficient schemes are implemented on these algorithms to improve their performance in handling problems with a large number of variables. By considering various indices for measuring the accuracy and computational time of PBDD process, the results indicate that combination of LS-SVM surrogate model by IGMM optimization algorithm have better performance in predicting the of damage compared with other methods.

Performance Analysis of Decode-and-Forward Relaying with Partial Relay Selection for Multihop Transmission over Rayleigh Fading Channels

  • Bao, Vo Nguyen Quoe;Kong, Hyung-Yun
    • Journal of Communications and Networks
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    • v.12 no.5
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    • pp.433-441
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    • 2010
  • Multihop transmission is a promising technique that helps in achieving broader coverage (excellent network connectivity) and preventing the impairment of wireless channels. This paper proposes a cluster-based multihop wireless network that makes use of the advantages of multihop relaying, i.e., path loss gain, and partial relay selection in each hop, i.e., spatial diversity. In this partial relay selection, the node with the maximum instantaneous channel gain will serve as the sender for the next hop. With the proposed protocol, the transmit power and spectral efficiency can be improved over those in the case of direct transmission and conventional multihop transmission. Moreover, at a high signal-to-noise ratio (SNR), the performance of the system with at least two nodes in each cluster is dependent only on the last hop and not on any of the intermediate hops. For a practically feasible decode-and-forward relay strategy, a compact expression for the probability density function of the end-to-end SNR at the destination is derived. This expression is then used to derive closed-form expressions for the outage probability, average symbol error rate, and average bit error rate for M-ary square quadrature amplitude modulation as well as to determine the spectral efficiency of the system. In addition, the probability of SNR gain over direct transmission is investigated for different environments. The mathematical analysis is verified by various simulation results for demonstrating the accuracy of the theoretical approach.

Probabilistic Approach of Stability Analysis for Rock Wedge Failure (확률론적 해석방법을 이용한 쐐기파괴의 안정성 해석)

  • Park, Hyuck-Jin
    • Economic and Environmental Geology
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    • v.33 no.4
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    • pp.295-307
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    • 2000
  • Probabilistic analysis is a powerful method to quantify variability and uncertainty common in engineering geology fields. In rock slope engineering, the uncertainty and variation may be in the form of scatter in orientations and geometries of discontinuities, and also test results. However, in the deterministic analysis, the factor of safety which is used to ensure stability of rock slopes, is based on the fixed representative values for each parameter without a consideration of the scattering in data. For comparison, in the probabilistic analysis, these discontinuity parameters are considered as random variables, and therefore, the reliability and probability theories are utilized to evaluate the possibility of slope failure. Therefore, in the probabilistic analysis, the factor of safety is considered as a random variable and replaced by the probability of failure to measure the level of slope stability. In this study, the stochastic properties of discontinuity parameters are evaluated and the stability of rock slope is analyzed based on the random properties of discontinuity parameters. Then, the results between the deterministic analysis and the probabilistic analysis are compared and the differences between the two analysis methods are explained.

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Characteristics of Kill Probability Distribution of Air Track Within the Engagement Space Using Multivariate Probability Density Function & Bayesian Theorem (다변량 확률밀도함수와 베이지안 정리를 이용한 교전공간내 공중항적의 격추확률 분포 특성)

  • Hong, Dong-Wg;Aye, Sung-Man;Kim, Ju-Hyun
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.49 no.6
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    • pp.521-528
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    • 2021
  • In order to allocate an appropriate interceptor weapon to an air track for which the threat assessment has been completed, it is necessary to evaluate the suitability of engagement in consideration of the expected point of engagement. In this thesis, a method of calculating the kill probability is proposed according to the position in the engagement space using Bayesian theorem with multivariate attribute information such as relative distance, approach azimuth angle, and altitude of the air track when passing through the engagement space. As a result of the calculation, it was confirmed that the distribution form of the kill probability value for each point in the engagement space follows a multivariate normal distribution based on the optimal predicted intercepting point. It is expected to be applicable to the engagement suitability evaluation of the engagement space.

Mobile Robot Localization and Mapping using a Gaussian Sum Filter

  • Kwok, Ngai Ming;Ha, Quang Phuc;Huang, Shoudong;Dissanayake, Gamini;Fang, Gu
    • International Journal of Control, Automation, and Systems
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    • v.5 no.3
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    • pp.251-268
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    • 2007
  • A Gaussian sum filter (GSF) is proposed in this paper on simultaneous localization and mapping (SLAM) for mobile robot navigation. In particular, the SLAM problem is tackled here for cases when only bearing measurements are available. Within the stochastic mapping framework using an extended Kalman filter (EKF), a Gaussian probability density function (pdf) is assumed to describe the range-and-bearing sensor noise. In the case of a bearing-only sensor, a sum of weighted Gaussians is used to represent the non-Gaussian robot-landmark range uncertainty, resulting in a bank of EKFs for estimation of the robot and landmark locations. In our approach, the Gaussian parameters are designed on the basis of minimizing the representation error. The computational complexity of the GSF is reduced by applying the sequential probability ratio test (SPRT) to remove under-performing EKFs. Extensive experimental results are included to demonstrate the effectiveness and efficiency of the proposed techniques.