• Journal of Mechanical Science and Technology
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• 제20권5호
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• pp.652-657
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• 2006

Although many methods about the control of irregular external noise have been introduced and implemented, it is still necessary to design a controller that will be more effective and efficient methods to exclude for various noises. Accumulation of errors due to model tracking, internal noises (thermal noise, shot noise and 1/f noise) that come from elements such as resistor, diode and transistor etc. in the circuit system and numerical errors due to digital process often destabilize the system and reduce the system performance. New stochastic controller is adopted to remove those noises using conventional controller simultaneously. Design method of a model tracking dual controller is proposed to improve the stability of system while removing external and internal noises. In the study, design process of the model tracking dual stochastic controller is introduced that improves system performance and guarantees robustness under irregular internal noises which can be created internally. The model tracking dual stochastic controller utilizing F-P-K stochastic control technique developed earlier is implemented to reveal its performance via simulation.

• Mass Spectrometry Letters
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• 제6권4호
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• pp.91-98
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• 2015

The Brownian motion or Wiener process, as the physical model of the stochastic procedure, is observed as an indexed collection random variables. Stochastic procedure are quite influential on the confinement potential fluctuation in the quadrupole ion trap (QIT). Such effect is investigated for a high fractional mass resolution Δm/m spectrometry. A stochastic procedure like the Wiener or Brownian processes are potentially used in quadrupole ion traps (QIT). Issue examined are the stability diagrams for noise coefficient, η=0.07;0.14;0.28 as well as ion trajectories in real time for noise coefficient, η=0.14. The simulated results have been obtained with a high precision for the resolution of trapped ions. Furthermore, in the lower mass range, the impulse voltage including the stochastic potential can be considered quite suitable for the quadrupole ion trap with a higher mass resolution.

• 대한기계학회논문집
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• 제14권6호
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• pp.1426-1435
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• 1990

본 연구에서는 확률론적 등가선형화 기법을 사용하여 비선형 랜덤 시스템을 선형화하였다.또 이 선형화된 시스템을 최근에 새로이 제안된 방법을 적용하여 비 백색잡음형태의 랜덤 가진을 받을 때 그 거동을 구하였다.

• 한국소음진동공학회논문집
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• 제13권1호
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• pp.48-55
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• 2003

Hidden Markov Model(HMM) has a doubly embedded stochastic process with an underlying stochastic process that can be observed through another set of stochastic processes. This structure of HMM is useful for modeling vector sequence that doesn't look like a stochastic process but has a hidden stochastic process. So, HMM approach has become popular in various areas in last decade. The increasing popularity of HMM is based on two facts : rich mathematical structure and proven accuracy on critical application. In this paper, we applied continuous HMM (CHMM) approach with AR coefficient to detect and predict the chatter of lathe bite and to diagnose the wear of oil Journal bearing using rotor shaft displacement. Our examples show that CHMM approach is very efficient method for machine health monitoring and prediction.

• Communications for Statistical Applications and Methods
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• 제18권2호
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• pp.229-236
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• 2011

A continuous time stochastic volatility model for financial assets suggested by Barndorff-Nielsen and Shephard (2001) is considered, where the volatility process is modelled as an Ornstein-Uhlenbeck type process driven by a general L$\'{e}$vy process and the price process is then obtained by using an independent Brownian motion as the driving noise. The uniform ergodicity of the volatility process and exponential ${\alpha}$-mixing properties of the log price processes of given continuous time stochastic volatility models are obtained.

• Structural Engineering and Mechanics
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• 제28권4호
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• pp.373-386
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• 2008

In this study stochastic analysis of non-linear dynamical systems under ${\alpha}$-stable, multiplicative white noise has been conducted. The analysis has dealt with a special class of ${\alpha}$-stable stochastic processes namely sub-Gaussian white noises. In this setting the governing equation either of the probability density function or of the characteristic function of the dynamical response may be obtained considering the dynamical system forced by a Gaussian white noise with an uncertain factor with ${\alpha}/2$- stable distribution. This consideration yields the probability density function or the characteristic function of the response by means of a simple integral involving the probability density function of the system under Gaussian white noise and the probability density function of the ${\alpha}/2$-stable random parameter. Some numerical applications have been reported assessing the reliability of the proposed formulation. Moreover a proper way to perform digital simulation of the sub-Gaussian ${\alpha}$-stable random process preventing dynamical systems from numerical overflows has been reported and discussed in detail.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2001년도 춘계학술대회논문집
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• pp.892-896
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• 2001

백색잡음 불규칙 과정으로 모델링된 난류형태의 유체운동에 의하여 가진되는 비선형 시스템의 특성과 제어기법에 대해 연구하였다. 고려된 물리적인 모델은 주질량과 끝단 집중질량을 갖는 보형태의 구조물이다. 그 지배방정식은 확률론적 관점에서 F-P-K 접근법으로 유도되었고, 비선형 해석법으로 Gaussian Closure방법을 이용하였다. 비선형 시스템의 제어기법으로는 슬라이딩 모드 제어기를 최초로 확률영역에서 설계하고 그 효과를 확률영역 및 시간영역에서 고찰하였다.

• Journal of Advanced Marine Engineering and Technology
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• 제36권7호
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• pp.919-926
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• 2012

In order to control a LTI(Linear Time Invariant) system subjected to system noise and measurement noise, first of all, it is necessary to estimate the state of system with reliability. Kalman filtering technique has been widely used to estimate the state of the stochastic LTI system with stationary noise characteristics because of its estimation ability versus algorithm simplicity. However, it often fails to estimate the state of the LTI system of which system parameter uncertainty exists partly and/or input uncertainty exists. In this paper, a new estimation technique based on Kalman filter is suggested for stochastic LTI system under parameter uncertainty and/or input uncertainty. A fuzzy estimation algorithm against uncertainties is introduced so as to compensate the state estimate filtered by Kalman filter. In order to verify the state estimation performance of the suggested technique, several simulations are accomplished.

• 대한수학회지
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• 제54권1호
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• pp.193-213
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• 2017

We investigate an efficient approximation of solution to stochastic Burgers equation driven by an additive space-time noise. We discuss existence and uniqueness of a solution through the Orstein-Uhlenbeck (OU) process. To approximate the OU process, we introduce the Karhunen-$Lo{\grave{e}}ve$ expansion, and sparse grid stochastic collocation method. About spatial discretization of Burgers equation, two separate finite element approximations are presented: the conventional Galerkin method and Galerkin-conservation method. Numerical experiments are provided to demonstrate the efficacy of schemes mentioned above.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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• pp.451-455
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• 1993

Interaction between system and disturbance results in system with time-dependent parameter. Parameter variation due to interaction has random characteristics. Most of the randomly varying parameters in control problem is regarded as white noise random process which is not a realistic model. In real situation those random variation is colored noise random process. Modified F-P-K equation is proposed to get the response of the random parametric system using some correction factor. Proposed technique is employed to obtain the colored noise parametric system response and confirmed via Monte-Carlo Simulation.