• 제목/요약/키워드: Stochastic control

검색결과 475건 처리시간 0.023초

확률적 방법에 기반한 질병 확산 모형의 구축 (Development of epidemic model using the stochastic method)

  • 류수락;최보승
    • Journal of the Korean Data and Information Science Society
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    • 제26권2호
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    • pp.301-312
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    • 2015
  • 본 연구는 전염병의 확산 과정을 설명하기 위한 질병 확산 모형을 구축 하고자 하였다. 질병의 확산 과정은 결정적인 과정과 확률적인 과정으로 크게 분류할 수 있다. 대부분의 연구가 질병의 확산 과정을 결정적 과정으로 움직인다고 가정을 하고 상미분방정식을 이용하여 모형을 구축하였다. 본 연구에서는 질병 확산 모형인 SIR (Suspectible - Infectious - Recovered) 모형을 기반으로 하여 질병의 확산 예측 모형을 구현하고자 하였다. 최소제곱법을 이용하여 모수를 추정한 후, 상미분방정식을 이용한 결정적 모형 방법과 더불어 Gillespie가 제안한 방법에 기반하여 확률적인 과정을 따르는 모형 적합을 함께 시도하였다. 본 연구에서 소개된 방법들은 질병관리본부의 2001년 1월부터 2002년 3월까지의 국내 말라리아 주별 발병자 수 자료를 이용하여 모형 적합을 시도 하였으며, 그 결과 구현된 모형이 실제 질병의 확산과정을 잘 설명하였다.

Stochastic Optimization of Multipath TCP for Energy Minimization and Network Stability over Heterogeneous Wireless Network

  • Arain, Zulfiqar Arain;Qiu, Xuesong;Zhong, Lujie;Wang, Mu;Chen, Xingyan;Xiong, Yongping;Nahida, Kiran;Xu, Changqiao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제15권1호
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    • pp.195-215
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    • 2021
  • Multipath Transport Control Protocol (MPTCP) is a transport layer protocol that enables multiple TCP connections across various paths. Due to path heterogeneity, it incurs more energy in a multipath wireless network. Recent work presents a set of approaches described in the literature to support systems for energy consumption in terms of their performance, objectives and address issues based on their design goals. The existing solutions mainly focused on the primary system model but did not discourse the overall system performance. Therefore, this paper capitalized a novel stochastically multipath scheduling scheme for data and path capacity variations. The scheduling problem formulated over MPTCP as a stochastic optimization, whose objective is to maximize the average throughput, avoid network congestion, and makes the system more stable with greater energy efficiency. To design an online algorithm that solves the formulated problem over the time slots by considering its mindrift-plus penalty form. The proposed solution was examined under extensive simulations to evaluate the anticipated stochastic optimized MPTCP (so-MPTCP) outcome and compared it with the base MPTCP and the energy-efficient MPTCP (eMPTCP) protocols. Simulation results justify the proposed algorithm's credibility by achieving remarkable improvements, higher throughput, reduced energy costs, and lower-end to end delay.

적응제어 기법을 이용한 원자로 출력제어 (Application of Adaptive Control Theory to Nuclear Reactor Power Control)

  • Ha, Man-Gyun
    • Nuclear Engineering and Technology
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    • 제27권3호
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    • pp.336-343
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    • 1995
  • 적응제어의 한 방식인 자기동조제어(STR) 방식이 비선형 노심 모델의 출력 조정에 적용된다. 적응제어는 비선형, 시변 및 확률(Stochastic) 시스템을 위한 준최적 제어기를 설계하기 위한 적절한 제어 방식이다. 제어계통은 미지의 시변 파라메타를 갖는 3차 선형 모델에 기초한다. 파라메타는 가변 망각계수를 도입한 늑장 최소자승법에 의하여 매시간(Time Step) 순환적으로 평가된다. 평가된 파라메타를 이용하여 한 스텝 먼저 냉자재 평균온도가 예측되고 이 예측된 값과 Setpoint 값과의 차이를 최소화함은 물론, 제어봉의 움직임을 막고자 가중(Weighted) One-step-ahead 제어기가 설계된다. 또한 적분동작이 첨가되어 정상상태 에러가 제거된다. 넓은 운전영역을 포괄하는 비선형 PWR 모델이 원자로 출력 조정을 위한 본 제어기를 시뮬레이션하는데 이용되었다. 시뮬레이션 결과로부터 본 제어기의 성능이 우수한 것으로 판명되었다.

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Synchronic relations with a time constraint

  • Koh, Inseon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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    • pp.676-680
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    • 1994
  • Three synchronic variables (Deviation Time, Fairness Time, Synchronic Time) are defined for Timed Place Petri Nets (TPPN). These parameters show the dependency between the firing of transition subsets in the time domain by different values. The approaches in this paper can be used to find synchronic relations in Stochastic Petri Nets. This paper presents how to decide the minimum resources required to a Flexible Manufacturing Cell using Synchronic Time concept.

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A STUDY ON INITIAL CONVERGENCE PROPERTIES OF THE KALMAN FILLTERING ALGORITHM

  • Park, Dong-Jo
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1988년도 한국자동제어학술회의논문집(국제학술편); 한국전력공사연수원, 서울; 21-22 Oct. 1988
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    • pp.1051-1054
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    • 1988
  • In this paper we present initial convergence properties of the Kalman filtering algorithm, we put an arbitrary small positive correlation matrix as an initial condition in the recursive algorithm. This arbitrary small initial condition perturbs the Kalman filtering algorithm and may lead to initial instability. We derive a condition which insures the stable operation of the Kalman filtering algorithm from the stochastic Lyapunov difference equation.

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선형계통의 파라미터 추정을 위한 최적 입력의 설계 (Design of the optimal inputs for parameter estimation in linear dynamic systems)

  • 양흥석;이석원;정찬수
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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    • pp.73-77
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    • 1986
  • Optimal input design problem for linear regression model with constrained output variance has been considered. It is shown that the optimal input signal for the linear regression model can also be realized as an ARMA process. Monte-Carlo simulation results show that the optimal stochastic input leads to comparatively better estimation accuracy than white input signal.

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A continuous-time modified gain extended Kalman filter

  • Song, Taek-Lyul
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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    • pp.269-274
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    • 1986
  • A continuous-time modified gain extended Kalman filter (MGEKF) is developed in an effort to extend the discrete-time results of 1) and 2). Used as an observer, it is globally exponentially convergent. For stochastic system, the stability of the MGEKF is proven under certain conditions. The performance of the MGEKF is compared with that of the EKF for a particular nonlinear system where the fininate dimensional optimal filter exists.

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Nonlinear Networked Control Systems with Random Nature using Neural Approach and Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Lee, Kwon-Soon
    • International Journal of Control, Automation, and Systems
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    • 제6권3호
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    • pp.444-452
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    • 2008
  • We propose an intelligent predictive control approach for a nonlinear networked control system (NCS) with time-varying delay and random observation. The control is given by the sum of a nominal control and a corrective control. The nominal control is determined analytically using a linearized system model with fixed time delay. The corrective control is generated online by a neural network optimizer. A Markov chain (MC) dynamic Bayesian network (DBN) predicts the dynamics of the stochastic system online to allow predictive control design. We apply our proposed method to a satellite attitude control system and evaluate its control performance through computer simulation.

태양광 발전 기반 전동기 속도 제어를 위한 적응형 컨버터 제어 기법에 관한 연구 (A Study on Adaptive Converter Control Approach for Velocity Control of Electric Motors with Photovoltaic Power Generators)

  • 박성원;김동완;조현철
    • 전기학회논문지
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    • 제65권8호
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    • pp.1400-1406
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    • 2016
  • This paper presents a new adaptive converter control approach for electric motor systems whose voltage source is excited from photovoltaic (PV) power generators. First, an electric model is represented with dynamic states and output velocity of such DC motor systems. We propose a hybrid converter control law in which a state feedback control is applied as an auxiliary control framework. Moreover, control parameter estimation is derived to realize adaptive converter systems for effective control performance against stochastic PV power excitation in practice. We carry out stability analysis for such converter system by using a well-known eigenvalue theory. Lastly, numerical simulation is conducted to test reliability of the proposed converter control approach and prove its superiority in the control point of view.

Traffic-Aware Relay Sleep Control for Joint Macro-Relay Network Energy Efficiency

  • Deng, Na;Zhao, Ming;Zhu, Jinkang;Zhou, Wuyang
    • Journal of Communications and Networks
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    • 제17권1호
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    • pp.47-57
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    • 2015
  • With the ever growing demand of data applications, the joint macro-relay networks are emerging as a promising heterogeneous deployment to provide coverage extension and throughput enhancement. However, the current cellular networks are usually designed to be performance-oriented without enough considerations on the traffic variation, causing substantial energy waste. In this paper, we consider a joint macro-relay network with densely deployed relay stations (RSs), where the traffic load varies in both time and spatial domains. An energy-efficient scheme is proposed to dynamically adjust the RS working modes (active or sleeping) according to the traffic variations, which is called traffic-aware relay sleep control (TRSC). To evaluate the performance of TRSC,we establish an analytical model using stochastic geometry theory and derive explicit expressions of coverage probability, mean achievable rate and network energy efficiency (NEE). Simulation results demonstrate that the derived analytic results are reasonable and the proposed TRSC can significantly improve the NEE when the network traffic varies dynamically.