• The Transactions of The Korean Institute of Electrical Engineers
• /
• v.57 no.10
• /
• pp.1847-1853
• /
• 2008

This paper presents stochastic methodology based fault detection algorithm for induction motor systems. We measure current of healthy induction motors by means of hall sensor systems and then establish its probability distribution. We propose online probability density estimation which is effective in real-time implementation due to its simplicity and low computational burden. In addition, we accomplish theoretical analysis to demonstrate convergence property of the proposed estimation by using statistical convergence and system stability theory. We apply our fault diagnosis approach to three-phase induction motors and achieve real-time experiment for evaluating its reliability and practicability in industrial fields.

• Proceedings of the KIEE Conference
• /
• 2006.10c
• /
• pp.181-183
• /
• 2006

This paper proposes an intelligent decision framework for update of the environment model using GSPN(generalized stochastic petri nets). The GSPN has several advantages over direct use of the Markov Process. The modeling, analysis, and performance evaluation are conducted on the mathematical basis. By adopting the probabilistic approach, our decision framework helps the robot to decide the time to update the map. The robot navigates autonomously for a long time in dynamic environments. Experimental results show that the proposed scheme is useful for service robots which work semi-permanently and improves dependability of navigation in dynamic environments.

• Journal of Korean Society of Transportation
• /
• v.8 no.1
• /
• pp.55-71
• /
• 1990

The behavioral mechanism underlying the traffic assignment model is a choice, or decision-making process of traveling paths between origins and destinations. The deterministic approach to traffic assignment assumes that travelers choose shortest path from their origin-destination pair. Although this assumption seems reasonable, it presumes that all travelers have perfect information regarding travel time, that they make consistently correct decision, and that they all behave in identical fashion. Stochastic user equilibrium assignment relaxes these presumptions by including a random component in traveler's perception of travel time. The objective of this study is to compare "A Model of Deterministic User Equilibrium Assignment" with "Models of Stochastic User Equilibrium Assignment" in the theoretical and practical aspects. Specifically, SUE models are developed to logit and probit based models according to discrete choice functions. The models were applied to sioux Falls net ork consisting of 24 zones, 24 nodes and 76 links. The distribution of perceived travel time was obtained by using the relationship between speed and traffic flow.

• Journal of applied mathematics & informatics
• /
• v.13 no.1_2
• /
• pp.85-97
• /
• 2003

An indefinite stochastic linear-quadratic(LQ) optimal control problem with cross term over an infinite time horizon is studied, allowing the weighting matrices to be indefinite. A systematic approach to the problem based on semidefinite programming (SDP) and .elated duality analysis is developed. Several implication relations among the SDP complementary duality, the existence of the solution to the generalized Riccati equation and the optimality of LQ problem are discussed. Based on these relations, a numerical procedure that provides a thorough treatment of the LQ problem via primal-dual SDP is given: it identifies a stabilizing optimal feedback control or determines the problem has no optimal solution. An example is provided to illustrate the results obtained.

• Structural Engineering and Mechanics
• /
• v.29 no.6
• /
• pp.603-622
• /
• 2008

This work deals with the design optimization of tuned mass damper (TMD) devices used for mitigating vibrations in high-rise towers subjected to seismic accelerations. A stochastic approach is developed and the excitation is represented by a stationary filtered stochastic process. The effectiveness of the vibration control strategy is evaluated by expressing the objective function as the reduction factor of the structural response in terms of displacement and absolute acceleration. The mechanical characteristics of the tuned mass damper represent the design variables. Analyses of sensitivities are carried out by varying the input and structural parameters in order to assess the efficiency of the TMD strategy. Variations between two different criteria are also evaluated.

• Journal of Korean Institute of Industrial Engineers
• /
• v.43 no.1
• /
• pp.30-38
• /
• 2017

Contingent convertible (Coco) bonds have been issued in 2009 after financial crisis for improvement of capital structure in international banks. With more focuses on coco bonds in financial market, academic fields have paid attention to the instrument for optimal structure for issuers and rational pricing methodologies. However, there is a crucial discrepancy in prevailing pricing model and their target subjects. Though most of the coco bonds have been issued based on accounting triggers, many of existing models are based on market prices and therefore exhibit limitations in practical use. In this paper, a more practical pricing method for accounting triggered coco bonds is proposed using stochastic equity ratio process. Empirical results tested on coco bond issued by JB financial group supported the proposed approach with favorable performance in tracking actual market prices.

• Journal of Computing Science and Engineering
• /
• v.7 no.1
• /
• pp.44-52
• /
• 2013

This paper addresses the problem of resource scheduling in a grid computing environment. One of the main goals of grid computing is to share system resources among geographically dispersed users, and schedule resource requests in an efficient manner. Grid computing resources are distributed, heterogeneous, dynamic, and autonomous, which makes resource scheduling a complex problem. This paper proposes a new approach to resource scheduling in grid computing environments, the hierarchical stochastic Petri net (HSPN). The HSPN optimizes grid resource sharing, by categorizing resource requests in three layers, where each layer has special functions for receiving subtasks from, and delivering data to, the layer above or below. We compare the HSPN performance with the Min-min and Max-min resource scheduling algorithms. Our results show that the HSPN performs better than Max-min, but slightly underperforms Min-min.

• The Korean Journal of Applied Statistics
• /
• v.16 no.2
• /
• pp.217-224
• /
• 2003

The volatility in the financial data is usually measured by conditional variance. Two main streams for gauging conditional variance are stochastic volatility (SV) model and autoregressive type approach (GARCH). This article is conducting comparative study between SV and GARCH through the Korean Stock Prices Index (KOSPI) data. It is seen that SV model is slightly better than GARCH(1,1) in analyzing KOSPI data.

• Proceedings of the Korean Institute of Building Construction Conference
• /
• 2015.05a
• /
• pp.243-244
• /
• 2015

This paper presents a Stochastic Long-Term Maintenance Costs Estimating Method for the Apartment Housing (SLCE). A simulation approach is used for generating the stochastic long-term maintenance cost, and it is based on the defined variability in repair cycle of the individual maintenance elemental within the process. SLCE provides the probability distribution of the budget required to maintain the apartment housing. A case study is presented to demonstrate and to validate the system.

• Journal of the Korean Mathematical Society
• /
• v.61 no.2
• /
• pp.227-253
• /
• 2024

This paper studies the existence of weak solutions and the stability of stationary solutions to stochastic 3D globally modified Navier-Stokes equations with unbounded delays in the phase space BCL_-∞(H). We first prove the existence and uniqueness of weak solutions by using the classical technique of Galerkin approximations. Then we study stability properties of stationary solutions by using several approach methods. In the case of proportional delays, some sufficient conditions ensuring the polynomial stability in both mean square and almost sure senses will be provided.