• 제목/요약/키워드: Sequential Monte Carlo Simulation

검색결과 44건 처리시간 0.026초

Robust optimization of reinforced concrete folded plate and shell roof structure incorporating parameter uncertainty

  • Bhattacharjya, Soumya;Chakrabortia, Subhasis;Dasb, Subhashis
    • Structural Engineering and Mechanics
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    • 제56권5호
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    • pp.707-726
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    • 2015
  • There is a growing trend of considering uncertainty in optimization process since last few decades. In this regard, Robust Design Optimization (RDO) scheme has gained increasing momentum because of its virtue of improving performance of structure by minimizing the variation of performance and ensuring necessary safety and feasibility of constraint under uncertainty. In the present study, RDO of reinforced concrete folded plate and shell structure has been carried out incorporating uncertainty in the relevant parameters by Monte Carlo Simulation. Folded plate and shell structures are among the new generation popular structures often used in aesthetically appealing constructions. However, RDO study of such important structures is observed to be scarce. The optimization problem is formulated as cost minimization problem subjected to the force and displacements constraints considering dead, live and wind load. Then, the RDO is framed by simultaneously optimizing the expected value and the variation of the performance function using weighted sum approach. The robustness in constraint is ensured by adding suitable penalty term and through a target reliability index. The RDO problem is solved by Sequential Quadratic Programming. Subsequently, the results of the RDO are compared with conventional deterministic design approach. The parametric study implies that robust designs can be achieved by sacrificing only small increment in initial cost, but at the same time, considerable quality and guarantee of the structural behaviour can be ensured by the RDO solutions.

클러터가 존재하는 환경에서의 HPDA를 이용한 다중 표적 자동 탐지 및 추적 알고리듬 연구 (A Study of Automatic Multi-Target Detection and Tracking Algorithm using Highest Probability Data Association in a Cluttered Environment)

  • 김다솔;송택렬
    • 전기학회논문지
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    • 제56권10호
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    • pp.1826-1835
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    • 2007
  • In this paper, we present a new approach for automatic detection and tracking for multiple targets. We combine a highest probability data association(HPDA) algorithm for target detection with a particle filter for multiple target tracking. The proposed approach evaluates the probabilities of one-to-one assignments of measurement-to-track and the measurement with the highest probability is selected to be target- originated, and the measurement is used for probabilistic weight update of particle filtering. The performance of the proposed algorithm for target tracking in clutter is compared with the existing clustering algorithm and the sequential monte carlo method for probability hypothesis density(SMC PHD) algorithm for multi-target detection and tracking. Computer simulation studies demonstrate that the HPDA algorithm is robust in performing automatic detection and tracking for multiple targets even though the environment is hostile in terms of high clutter density and low target detection probability.

A Parallel Collaborative Sphere Decoder for a MIMO Communication System

  • Koo, Jihun;Kim, Soo-Yong;Kim, Jaeseok
    • Journal of Communications and Networks
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    • 제16권6호
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    • pp.620-626
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    • 2014
  • In this paper, we propose a parallel collaborative sphere decoder with a scalable architecture promising quasi-maximum likelyhood performance with a relatively small amount of computational resources. This design offers a hardware-friendly algorithm using a modified node operation through fixing the variable complexity of the critical path caused by the sequential nature of the conventional sphere decoder (SD). It also reduces the computational complexity compared to the fixed-complexity sphere decoder (FSD) algorithm by tree pruning using collaboratively operated node operators. A Monte Carlo simulation shows that our proposed design can be implemented using only half the parallel operators compared to the approach using an ideal fully parallel scheme such as FSD, with only about a 7% increase of the normalized decoding time for MIMO dimensions of $16{\times}16$ with 16-QAM modulation.

순시전압 품질을 고려한 배전계통에서의 신뢰도 평가 (Reliability Evaluation of Power Distribution Systems Considering a Momentary Voltage Quality)

  • 윤상윤;김재철;배주천
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 추계학술대회 논문집 전력기술부문
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    • pp.202-205
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    • 2002
  • This paper presents the reliability evaluation methods considering the momentary voltage quality in power distribution systems. The voltage qualify phenomena deal with this paper are sustained and momentary interruptions and voltage sags. Conventional evaluation indices and methods are summarized for the sustained interruptions, and the assessment methodologies of momentary interruptions and voltage sags are proposed. The evaluation methods are divided into the analytical method and Time Sequential Monte Carlo simulation. The proposed methods are tested using the modified RBTS (Roy Billinton Test System) form and historical reliability data of KEPCO system.

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Wakeby Distribution and the Maximum Likelihood Estimation Algorithm in Which Probability Density Function Is Not Explicitly Expressed

  • Park Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.443-451
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    • 2005
  • The studied in this paper is a new algorithm for searching the maximum likelihood estimate(MLE) in which probability density function is not explicitly expressed. Newton-Raphson's root-finding routine and a nonlinear numerical optimization algorithm with constraint (so-called feasible sequential quadratic programming) are used. This algorithm is applied to the Wakeby distribution which is importantly used in hydrology and water resource research for analysis of extreme rainfall. The performance comparison between maximum likelihood estimates and method of L-moment estimates (L-ME) is studied by Monte-carlo simulation. The recommended methods are L-ME for up to 300 observations and MLE for over the sample size, respectively. Methods for speeding up the algorithm and for computing variances of estimates are discussed.

Alert-Confirm 탐지 방식의 설계 및 성능 분석에 관한 연구 (A Study on Design and Analysis of an Alert-Confirm Detection Method)

  • 김은희;오현수;민사원
    • 한국군사과학기술학회지
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    • 제27권2호
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    • pp.140-146
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    • 2024
  • Active electronically scanning antennas are faster and more flexible in beam-scheduling than mechanical antennas. Thus, they require an advanced resource management or detection methods to operate efficiently. In a surveillance radar performing periodic detection, alert-confirm detection is an excellent method to improve the cumulative detection probability by reducing the period while maintaining the detection probability. This paper proposes a design method for alert-confirm detection based on the parameters of the conventional design. We developed a simulator based on simulink@matworks and verified the result through Monte Carlo simulation.

Sequential detection simulation of red-tide evolution for geostationary ocean color instrument with realistic optical characteristics

  • Jeong, Soo-Min;Jeong, Yu-Kyeong;Ryu, Dong-Ok;Kim, Seong-Hui;Cho, Seong-Ick;Hong, Jin-Suk;Kim, Sug-Whan
    • 한국우주과학회:학술대회논문집(한국우주과학회보)
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    • 한국우주과학회 2009년도 한국우주과학회보 제18권2호
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    • pp.49.3-49.3
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    • 2009
  • Geostationary Ocean Colour Imager (GOCI) is the first ocean color instrument that will be operating in a geostationary orbit from 2010. GOCI will provide the crucial information of ocean environment around the Korean peninsula in high spatial and temporal resolutions at eight visible bands. We report an on-going development of imaging and radiometric performance prediction model for GOCI with realistic data for reflectance, transmittance, absorption, wave-front error and scattering properties for its optical elements. For performance simulation, Monte Carlo based ray tracing technique was used along the optical path starting from the Sun to the final detector plane for a fixed solar zenith angle. This was then followed by simulation of red-tide evolution detection and their radiance estimation, following the in-orbit operational sequence. The simulation results proves the GOCI flight model is capable of detecting both image and radiance originated from the key ocean phenomena including red tide. The model details and computational process are discussed with implications to other earth observation instruments.

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A 23.52µW / 0.7V Multi-stage Flip-flop Architecture Steered by a LECTOR-based Gated Clock

  • Bhattacharjee, Pritam;Majumder, Alak;Nath, Bipasha
    • IEIE Transactions on Smart Processing and Computing
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    • 제6권3호
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    • pp.220-227
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    • 2017
  • Technology development is leading to the invention of more sophisticated electronics appliances that require long battery life. Therefore, saving power is a major concern in current-day scenarios. A notable source of power dissipation in sequential structures of integrated circuits is due to the continuous switching of high-frequency clock signals, which do not carry any information, and hence, their switching is eliminated by a method called clock gating. In this paper, we have incorporated a recent clock-gating style named Leakage Control Transistor (LECTOR)-based clock gating to drive a multi-stage sequential architectures, and we focus on its performance under three different process corners (fast-fast, slow-slow, typical-typical) through Monte Carlo simulation at 18 GHz clock with 90 nm technology. This gating is found to be one of the best gated approaches for multi-stage architectures in terms of total power consumption.

전송률 분할 다중 접속 기술을 활용한 비면허 대역의 트래픽과 공정성 최대화 기법 (Unlicensed Band Traffic and Fairness Maximization Approach Based on Rate-Splitting Multiple Access)

  • 전장우;김승욱
    • 정보처리학회논문지:컴퓨터 및 통신 시스템
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    • 제12권10호
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    • pp.299-308
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    • 2023
  • 다양한 서비스가 등장으로 인해 스펙트럼 부족 문제가 가속하됨에 따라, 면허 대역에서 통신하던 사용자들을 비면허 대역에서 통신하는 NR-U(New Radio-Unlicensed)가 등장하였다. 하지만 NR-U 네트워크 사용자로 인해 동일한 비면허 대역에서 통신하는 Wi-Fi 네트워크 사용자의 성능이 감소하게 된다. 본 논문에서는 NR-U 네트워크 사용자와 WiFi 네트워크 사용자가 공존해있는 비면허 대역의 처리량과 비면허 대역의 사용에 대한 공평성을 동시에 최대화하는 것을 목표로 한다. 먼저 비면허 대역에서 전송률 분할 다중 접속 기술을 활용한 NR-U 네트워크의 합-전송 속도 (Sum of Rate)를 최대화하기 위해 강화 학습의 몬테 카를로 정책 하강법(Monte Carlo Policy Gradient)을 활용한 최적의 전력 할당 기법을 제안하였다. 그 뒤, 동일한 비면허 대역에서 NR-U 네트워크와 WiFi 네트워크의 공존을 위해 시스템 처리량과 공정성을 동시에 최대화할 수 있는 게임 이론의 순차적 라이파 협상 해법(Sequential Raiffa Bargaining Solution)을 활용한 채널 점유 시간 분할 알고리즘을 제안하였다. 시뮬레이션 결과에서 동일한 전력 할당 기법을 사용하였을 때, 본 논문에서 제안한 전송률 분할 다중 접속 기술이 기존의 다중 접속 기술들보다 더 빠른 합-전송속도를 보임을 확인하였다. 또한 비면허 대역 네트워크의 전송량과 공평성을 비교해본 결과 본 논문의 순차적 라이파 협상 해법을 활용한 채널 점유 시간 분할 알고리즘이 타 알고리즘보다 처리량과 공정성을 동시에 만족함을 입증하였다.

Impacts of Demand Response from Different Sectors on Generation System Well Being

  • Hassanzadeh, Muhammad Naseh;Fotuhi-Firuzabad, Mahmud;Safdarian, Amir
    • Journal of Electrical Engineering and Technology
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    • 제12권5호
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    • pp.1719-1728
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    • 2017
  • Recent concerns about environmental conditions have triggered the growing interest in using green energy resources. These sources of energy, however, bring new challenges mainly due to their uncertainty and intermittency. In order to alleviate the concerns on the penetration of intermittent energy resources, this paper investigates impacts of realizing demand-side potentials. Among different demand-side management programs, this paper considers demand response wherein consumers change their consumption pattern in response to changing prices. The research studies demand response potentials from different load sectors on generation system well-being. Consumers' sensitivity to time-varying prices is captured via self and cross elasticity coefficients. In the calculation of well-being indices, sequential Monte Carlo simulation approach is accompanied with fuzzy logic. Finally, IEEE-RTS is used as the test bed to conduct several simulations and the associated results are thoroughly discussed.