• 제목/요약/키워드: Random dynamical system

검색결과 28건 처리시간 0.024초

전력부하의 확률가정적 최적예상식의 유도 및 전산프로그래밍에 관한 연구 (Study on a Probabilistic Load Forecasting Formula and Its Algorithm)

  • 고명삼
    • 전기의세계
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    • 제22권2호
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    • pp.28-32
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    • 1973
  • System modeling is applied in developing a probabilistic linear estimator for the load of an electric power system for the purpose of short term load forecasting. The model assumer that the load in given by the suns of a periodic discrete time serier with a period of 24 hour and a residual term such that the output of a discrete time dynamical linear system driven by a white random process and a deterministic input. And also we have established the main forecasting algorithms, which are essemtally the Kalman filter-predictor equations.

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INVARIANT GRAPH AND RANDOM BONY ATTRACTORS

  • Fateme Helen Ghane;Maryam Rabiee;Marzie Zaj
    • 대한수학회지
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    • 제60권2호
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    • pp.255-271
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    • 2023
  • In this paper, we deal with random attractors for dynamical systems forced by a deterministic noise. These kind of systems are modeled as skew products where the dynamics of the forcing process are described by the base transformation. Here, we consider skew products over the Bernoulli shift with the unit interval fiber. We study the geometric structure of maximal attractors, the orbit stability and stability of mixing of these skew products under random perturbations of the fiber maps. We show that there exists an open set U in the space of such skew products so that any skew product belonging to this set admits an attractor which is either a continuous invariant graph or a bony graph attractor. These skew products have negative fiber Lyapunov exponents and their fiber maps are non-uniformly contracting, hence the non-uniform contraction rates are measured by Lyapnnov exponents. Furthermore, each skew product of U admits an invariant ergodic measure whose support is contained in that attractor. Additionally, we show that the invariant measure for the perturbed system is continuous in the Hutchinson metric.

A dynamical stochastic finite element method based on the moment equation approach for the analysis of linear and nonlinear uncertain structures

  • Falsone, Giovanni;Ferro, Gabriele
    • Structural Engineering and Mechanics
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    • 제23권6호
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    • pp.599-613
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    • 2006
  • A method for the dynamical analysis of FE discretized uncertain linear and nonlinear structures is presented. This method is based on the moment equation approach, for which the differential equations governing the response first and second-order statistical moments must be solved. It is shown that they require the cross-moments between the response and the random variables characterizing the structural uncertainties, whose governing equations determine an infinite hierarchy. As a consequence, a closure scheme must be applied even if the structure is linear. In this sense the proposed approach is approximated even for the linear system. For nonlinear systems the closure schemes are also necessary in order to treat the nonlinearities. The complete set of equations obtained by this procedure is shown to be linear if the structure is linear. The application of this procedure to some simple examples has shown its high level of accuracy, if compared with other classical approaches, such as the perturbation method, even for low levels of closures.

A DEVANEY-CHAOTIC MAP WITH POSITIVE ENTROPY ON A SYMBOLIC SPACE

  • Ramesh, Shankar Bangalore;Vasu, Chetana Urva
    • 대한수학회논문집
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    • 제34권3호
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    • pp.967-979
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    • 2019
  • Chaotic dynamical systems, preferably on a Cantor-like space with some arithmetic operations are considered as good pseudo-random number generators. There are many definitions of chaos, of which Devaney-chaos and pos itive topological entropy seem to be the strongest. Let $A=\{0,1,{\dots},p-1\}$. We define a continuous map on $A^{\mathbb{Z}}$ using addition with a carry, in combination with the shift map. We show that this map gives rise to a dynamical system with positive entropy, which is also Devaney-chaotic: i.e., it is transitive, sensitive and has a dense set of periodic points.

An Efficient and Stable Congestion Control Scheme with Neighbor Feedback for Cluster Wireless Sensor Networks

  • Hu, Xi;Guo, Wei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제10권9호
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    • pp.4342-4366
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    • 2016
  • Congestion control in Cluster Wireless Sensor Networks (CWSNs) has drawn widespread attention and research interests. The increasing number of nodes and scale of networks cause more complex congestion control and management. Active Queue Management (AQM) is one of the major congestion control approaches in CWSNs, and Random Early Detection (RED) algorithm is commonly used to achieve high utilization in AQM. However, traditional RED algorithm depends exclusively on source-side control, which is insufficient to maintain efficiency and state stability. Specifically, when congestion occurs, deficiency of feedback will hinder the instability of the system. In this paper, we adopt the Additive-Increase Multiplicative-Decrease (AIMD) adjustment scheme and propose an improved RED algorithm by using neighbor feedback and scheduling scheme. The congestion control model is presented, which is a linear system with a non-linear feedback, and modeled by Lur'e type system. In the context of delayed Lur'e dynamical network, we adopt the concept of cluster synchronization and show that the congestion controlled system is able to achieve cluster synchronization. Sufficient conditions are derived by applying Lyapunov-Krasovskii functionals. Numerical examples are investigated to validate the effectiveness of the congestion control algorithm and the stability of the network.

Linearization of nonlinear system by use of volterra kernel

  • Nishiyama, Eiji;Kashiwagi, Hiroshi
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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    • pp.149-152
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    • 1996
  • In this paper, the authors propose a new method for linearizing a nonlinear dynamical system by use of Volterra kernel of the nonlinear system. The authors have recently obtained a new method for measuring Volterra kernels of nonlinear control systems by use of a pseudo-random M-sequence and correlation technique. In this method, an M-sequence is applied to the nonlinear system and the crosscorrelation function between the input and the output gives us every crosssection of Volterra kernels up to 3rd order. Once we can get Volterra kernels of nonlinear system, we can construct a linearization method of the nonlinear system. Simulation results show good agreement between the observed results and the theoretical considerations.

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Random dynamic analysis for simplified vehicle model based on explicit time-domain method

  • Huan Huang;Yuyu Li;Wenxiong Li;Guihe Tang
    • Coupled systems mechanics
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    • 제12권1호
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    • pp.1-20
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    • 2023
  • On the basis of the explicit time-domain method, an investigation is performed on the influence of the rotational stiffness and rotational damping of the vehicle body and front-rear bogies on the dynamic responses of the vehicle-bridge coupled systems. The equation of motion for the vehicle subsystem is derived employing rigid dynamical theories without considering the rotational stiffness and rotational damping of the vehicle body, as well as the front-rear bogies. The explicit expressions for the dynamic responses of the vehicle and bridge subsystems to contact forces are generated utilizing the explicit time-domain method. Due to the compact wheel-rail model, which reflects the compatibility requirement of the two subsystems, the explicit expression of the evolutionary statistical moment for the contact forces may be performed with relative ease. Then, the evolutionary statistical moments for the respective responses of the two subsystems can be determined. The numerical results indicate that the simplification of vehicle model has little effect on the responses of the bridge subsystem and the vehicle body, except for the responses of the rotational degrees of freedom for the vehicle subsystem, regardless of whether deterministic or random analyses are performed.

리미트사이클을 발생하는 연속시간 모델 순환결합형 신경회로망에서 카오스 신호의 영향 (Analysis of Dynamical State Transition and Effects of Chaotic Signal in Continuous-Time Cyclic Neural Network)

  • 박철영
    • 한국지능시스템학회논문지
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    • 제16권4호
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    • pp.396-401
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    • 2006
  • 순환결합형 신경회로망은 복수 개의 리미트사이클을 생성하며 따라서, 많은 동적 정보를 저장할 수 있는 메모리 시스템으로 사용할 수 있다는 것이 알려져 있다. 본 논문에서는 각 뉴런이 최근접 뉴런에만 이진화한 결합하중 ${\pm}1$로 연결된 연속 시간모델 순환결합형 신경회로망을 구현하였다. 그리고 이런 회로망을 통해 생성되는 리미트사이클의 수와 패턴을 시뮬레이션을 통하여 나타내었다. 또한 카오스 신호를 인가하여 리미트사이클 사이의 천이 가능성을 입증하였다. 특히, 카오스 신호 이외의 랜덤 노이즈를 이용한 해석을 통하여 동적 신경회로망에 카오스 노이즈를 인가하는 경우의 유효성을 검토하였다.

Noise Reduction of Image Using Sequential Method of Cellular Automata

  • Kim, Tai-Suk;Lee, Seok-Ki
    • Journal of information and communication convergence engineering
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    • 제9권2호
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    • pp.224-229
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    • 2011
  • Cellular Automata is a discrete dynamical system that can be completely described in terms of local relation. For any given image, the system can save its features as well as increase or decrease the brightness of it locally through consideration of optimized transition in succession. These transitions in succession satisfy the function "Lyapunov" and have sequential movements. This study suggests the way of noise reduction for each image with the use of the Sequential Cellular Automata system. The mentioned transition in succession gives stable results with high-convergence performance to random noises and PSNR (Peak Signal-to-Noise Ratio) using histograms and MSE (Mean Square Error) for verification of effectiveness.

Case study of random vibration analysis of train-bridge systems subjected to wind loads

  • Zhu, Siyu;Li, Yongle;Togbenou, Koffi;Yu, Chuanjin;Xiang, Tianyu
    • Wind and Structures
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    • 제27권6호
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    • pp.399-416
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    • 2018
  • In order to reveal the independent relationship between track irregularity and wind loads, the stochastic characteristics of train-bridge coupling systems subjected to wind loads were investigated by the multi-sample calculation. The vehicle was selected as 23 degrees of freedom dynamical model, and the bridge was described by three-dimensional finite element model. It was assumed that the wind loads were random processes with strong spatial correlation, while the track irregularities were stationary random ones. As a case study, a high-speed train running on a cable-stayed bridge subjected to wind loads was studied. The effect of rail irregularities was deemed to be independent of the effect of wind excitations on the coupling system in the same wind circumstance for the same project, leading to the conclusion that the effect of wind loads and moving vehicle could be calculated separately. The variance results of the stochastic responses of vehicle-bridge coupling system under the action of wind loads and rail irregularities together were equivalent to the sum of the variance of the responses induced by each excitation. Therefore, when one of the input excitations is different, only the effect of changed loads needs to be assessed. Moreover, the new calculated results were combined with the effect of unchanged loads to present the stochastic response of coupling system subjected to the different excitations, reducing the cost of computations. The stochastic characteristics, the CFD (cumulative distribution function) of the coupling system with different wind velocities, vehicle speed, and vehicle marshalling were studied likewise.