• 제목/요약/키워드: Stochastic Approach

검색결과 579건 처리시간 0.069초

Step-Size Control for Width Adaptation in Radial Basis Function Networks for Nonlinear Channel Equalization

  • Kim, Nam-Yong
    • Journal of Communications and Networks
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    • 제12권6호
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    • pp.600-604
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    • 2010
  • A method of width adaptation in the radial basis function network (RBFN) using stochastic gradient (SG) algorithm is introduced. Using Taylor's expansion of error signal and differentiating the error with respect to the step-size, the optimal time-varying step-size of the width in RBFN is derived. The proposed approach to adjusting widths in RBFN achieves superior learning speed and the steady-state mean square error (MSE) performance in nonlinear channel environment. The proposed method has shown enhanced steady-state MSE performance by more than 3 dB in both nonlinear channel environments. The results confirm that controlling over step-size of the width in RBFN by the proposed algorithm can be an effective approach to enhancement of convergence speed and the steady-state value of MSE.

Burial and scour of truncated cones due to long-crested and short-crested nonlinear random waves

  • Myrhaug, Dag;Ong, Muk Chen
    • Ocean Systems Engineering
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    • 제4권1호
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    • pp.21-37
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    • 2014
  • This paper provides a practical stochastic method by which the burial and scour depths of truncated cones exposed to long-crested (2D) and short-crested (3D) nonlinear random waves can be derived. The approach is based on assuming the waves to be a stationary narrow-band random process, adopting the Forristall (2000) wave crest height distribution representing both 2D and 3D nonlinear random waves. Moreover, the formulas for the burial and the scour depths for regular waves presented by Catano-Lopera et al. (2011) for truncated cones are used. An example of calculation is also presented.

Effect of cover cracking on reliability of corroded reinforced concrete structures

  • Chen, Hua-Peng;Nepal, Jaya
    • Computers and Concrete
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    • 제20권5호
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    • pp.511-519
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    • 2017
  • The reliability of reinforced concrete structures is frequently compromised by the deterioration caused by reinforcement corrosion. Evaluating the effect caused by reinforcement corrosion on structural behaviour of corrosion damaged concrete structures is essential for effective and reliable infrastructure management. In lifecycle management of corrosion affected reinforced concrete structures, it is difficult to correctly assess the lifecycle performance due to the uncertainties associated with structural resistance deterioration. This paper presents a stochastic deterioration modelling approach to evaluate the performance deterioration of corroded concrete structures during their service life. The flexural strength deterioration is analytically predicted on the basis of bond strength evolution caused by reinforcement corrosion, which is examined by the experimental and field data available. An assessment criterion is defined to evaluate the flexural strength deterioration for the time-dependent reliability analysis. The results from the worked examples show that the proposed approach is capable of evaluating the structural reliability of corrosion damaged concrete structures.

설비 신뢰성을 고려한 제조경비 평가 (Evaluation of Manufacturing Cost Considering Reliability of Manufacturing facilities)

  • Lee, Jee-Koo
    • 한국공작기계학회논문집
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    • 제13권1호
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    • pp.28-34
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    • 2004
  • In this study, new way of evaluating manufacturing cost Is organized and applied. In real manufacturing circumstances, tolerances of parts and assemblies are closely related to the cost. Several researches have been tried to identify the relations and set models. Moreover tolerances have influences on the maintenance of the manufacturing facilities. However Past researches have not considered the processing cost for the failed products. Therefore maintenance costs are represented as stochastic expressions, which include reliability of assembly and facilities. The stochastic nature of the maintenance cost is modeled and solved using Markov chain approach. Results show that this approach gives reliable estimations with remarkable computing time reduction.

An Analysis on the Factors Affecting Rice Production Efficiency in Myanmar

  • Tun, YuYu;Kang, Hye-Jung
    • East Asian Economic Review
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    • 제19권2호
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    • pp.167-188
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    • 2015
  • The objective of this study is to obtain a better understanding of the current rice production condition in Myanmar through efficiency analysis, especially, to examine the impact of farm mechanization on Myanmar rice production efficiency. For representation of efficiency and the determinants, this paper uses both the data envelopment analysis (DEA) and the stochastic frontier approach (SFA) with variable returns to scale on Myanmar rice production. The efficiency of the rice production was estimated and subsequently the determinants factors were investigated based on the estimated efficiency level of these sample farmers. The empirical evidence finds that farm mechanical tools significantly improve the Myanmar rice production efficiency.

DCBA-DEA: A Monte Carlo Simulation Optimization Approach for Predicting an Accurate Technical Efficiency in Stochastic Environment

  • Qiang, Deng;Peng, Wong Wai
    • Industrial Engineering and Management Systems
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    • 제13권2호
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    • pp.210-220
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    • 2014
  • This article describes a 2-in-1 methodology utilizing simulation optimization technique and Data Envelopment Analysis in measuring an accurate efficiency score. Given the high level of stochastic data in real environment, a novel methodology known as Data Collection Budget Allocation-Data Envelopment Analysis (DCBA-DEA) is developed. An example of the method application is shown in banking institutions. In addition to the novel approach presented, this article provides a new insight to the application domain of efficiency measurement as well as the way one conducts efficiency study.

Statistical models from weigh-in-motion data

  • Chan, Tommy H.T.;Miao, T.J.;Ashebo, Demeke B.
    • Structural Engineering and Mechanics
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    • 제20권1호
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    • pp.85-110
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    • 2005
  • This paper aims at formulating various statistical models for the study of a ten year Weigh-in-Motion (WIM) data collected from various WIM stations in Hong Kong. In order to study the bridge live load model it is important to determine the mathematical distributions of different load affecting parameters such as gross vehicle weights, axle weights, axle spacings, average daily number of trucks etc. Each of the above parameters is analyzed by various stochastic processes in order to obtain the mathematical distributions and the Maximum Likelihood Estimation (MLE) method is adopted to calculate the statistical parameters, expected values and standard deviations from the given samples of data. The Kolmogorov-Smirnov (K-S) method of approach is used to check the suitability of the statistical model selected for the particular parameter and the Monte Carlo method is used to simulate the distributions of maximum value stochastic processes of a series of given stochastic processes. Using the statistical analysis approach the maximum value of gross vehicle weight and axle weight in bridge design life has been determined and the distribution functions of these parameters are obtained under both free-flowing traffic and dense traffic status. The maximum value of bending moments and shears for wide range of simple spans are obtained by extrapolation. It has been observed that the obtained maximum values of the gross vehicle weight and axle weight from this study are very close to their legal limitations of Hong Kong which are 42 tonnes for gross weight and 10 tonnes for axle weight.

확률적 불확실성을 갖는 선형 연속 시간 시스템의 고유구조 지정제어 (Eigenstructure Assignment Control for Linear Continuous-Time Systems with Probabilistic Uncertainties)

  • 서영봉;최재원
    • 제어로봇시스템학회논문지
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    • 제10권2호
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    • pp.145-152
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    • 2004
  • In this paper, an S(stochastic)-eigenvalue and its corresponding S-eigenvector concept for linear continuous-time systems with probabilistic uncertainties are proposed. The proposed concept is concerned with the perturbation of eigenvalues due to the stochastic variable parameters in the dynamic model of a plant. An S-eigenstructure assignment scheme via the Sylvester equation approach based on the S-eigenvalue/-eigenvector concept is also proposed. The proposed control design scheme based on the proposed concept is applied to a longitudinal dynamics of an open-loop-unstable aircraft with possible uncertainties in aerodynamic and thrust effects as well as separate dynamic pressure effects. These results explicitly characterize how S-eigenvalues in the complex plane may impose stability on the system.

Risk assessment of transmission line structures under severe thunderstorms

  • Li, C.Q.
    • Structural Engineering and Mechanics
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    • 제6권7호
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    • pp.773-784
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    • 1998
  • To assess the collapse risk of transmission line structures subject to natural hazards, it is important to identify what hazard may cause the structural collapse. In Australia and many other countries, a large proportion of failures of transmission line structures are caused by severe thunderstorms. Because the wind loads generated by thunderstorms are not only random but time-variant as well, a time-dependent structural reliability approach for the risk assessment of transmission line structures is essential. However, a lack of appropriate stochastic models for thunderstorm winds usually makes this kind of analysis impossible. The intention of the paper is to propose a stochastic model that could realistically and accurately simulate wind loading due to severe thunderstorms. With the proposed thunderstorm model, the collapse risk of transmission line structures under severe thunderstorms is assessed numerically based on the computed failure probability of the structure.

칸반 시스템의 분석과 설계

  • 김성철
    • 경영과학
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    • 제9권1호
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    • pp.3-15
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    • 1992
  • In this paper, we study a manufacturing system of serial stages with general service times, in which the production of each stage and the coordination of stages are controlled by Kanban discipline. This Kanban discipline is modeled as a Discrete Event Dynamic System and a system of recursive equations is applied to study the dynamics of the system. The recursive relationship enables us to compare this Kanban discipline with the other blocking disciplines such as transfer blocking, service blocking, block-and-hold b, and block-and-hold K, and the Kanban is shown to be superior to the other disciplines in terms of makespan and throughput. As a special case, two stages Kanban system is modeled as $C_2/C_2/1/N$ queueing system, and a recursive algorithm is developed to calculate the system performance. In optimizing the system performance, the stochastic optimization approach of Robbins-Monro is employed via perturbation analysis, the way to estimate the stochastic partial derivative based on only one sample trajectory of the system, and the required commuting condition is verified. Then the stochastic convexity result is established to provide second-order optimality condition for this parametric optimization problem.

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