• Bulletin of the Korean Mathematical Society
• /
• v.51 no.3
• /
• pp.847-862
• /
• 2014

Finite element approximation solutions of the optimal control problems for stochastic Stokes equations with the forcing term perturbed by white noise are considered. Error estimates are established for the fully coupled optimality system using Brezzi-Rappaz-Raviart theory. Numerical examples are also presented to examine our theoretical results.

• The KIPS Transactions:PartA
• /
• v.8A no.3
• /
• pp.217-226
• /
• 2001

In this paper, for continuous media access operations performed by Clustered Continuous Media Storage Server (CCMSS) system, we present the analytical model based on the open queueing network, which considers simultaneously two critical delay factors, the disk I/O and the internal network, in the CCMSS system. And we derive by using the analytical model the stochastic model for the total service delay time in the system. Next, we propose the integrated stochastic admission control model for the CCMSS system, which estimate the maximum number of admittable service requests at the allowable service failure rate by using the derived stochastic model and apply the derived number of requests in the admission control operation. For the performance evaluation of the proposed model, we evaluated the deadline miss rates by means of the previous stochastic model considering only the disk I/O and the propose stochastic model considering the disk I/O and the internal network, and compared the values with the results obtained from the simulation under the real cluster-based distributed media server environment. The evaluation showed that the proposed admission control policy reflects more precisely the delay factors in the CCMSS system.

• International Journal of Control, Automation, and Systems
• /
• v.5 no.4
• /
• pp.355-363
• /
• 2007

The paper deals with the Kalman stochastic filtering problem for linear continuous-time systems with both instantaneous and time-delayed measurements. Different from the standard linear system, the system state is corrupted by multiplicative white noise, and the instantaneous measurement and the delayed measurement are also corrupted by multiplicative white noise. A new approach to the problem is presented by using projection formulation and reorganized innovation analysis. More importantly, the proposed approach in the paper can be applied to solve many complicated problems such as stochastic $H_{\infty}$ estimation, $H_{\infty}$ control stochastic system with preview and so on.

• The Transactions of the Korean Institute of Electrical Engineers
• /
• v.34 no.5
• /
• pp.173-178
• /
• 1985

The control of a linear system with random coefficients is discussed here. The cost function is of a quadratic form and the random coefficients are assumed to be completely observable by the controller. Stochastic Process involved in the problem by the controller. Stochastic Process involved in the problem formulation is presented to be the unique strong solution to the corresponding stochastic differential equations. Condition for the optimal control is represented through the existence of solution to a Cauchy problem for the given nonlinear partial differential equation. The optimal control is shown to be a linear function of the states and a nonlinear function of random parameters.

• Proceedings of the KSME Conference
• /
• 2007.05a
• /
• pp.1120-1125
• /
• 2007

Experimental study on the control of randomly disturbing system is conducted. External and internal disturbances are imposed to the system in combined manner. A vertical propeller system exposed horizontal weak turbulent air flow is chosen as an experimental model. The aim of the control system is to maintain the angular position of vertical propeller in parallel to air flow. Trajectory Tracking Stochastic Controller (TTSC) is designed to ensure system's stability while following system command. The Trajectory Tracking Stochastic Controller is composed of two controller, one is stochastic controller to suppress internal random noise and the other one is trajectory-tracking controller to follow the command having random noise. The proposed hybrid controller, TTSC, shows remarkable performance in pitch control of vertical propeller system in wind-tunnel test

• Journal of Communications and Networks
• /
• v.18 no.3
• /
• pp.411-419
• /
• 2016

This article investigates the problem of distributed channel selection in opportunistic spectrum access networks from a perspective of interference minimization. The traditional physical (PHY)-layer interference model is for information theoretic analysis. When practical multiple access mechanisms are considered, the recently developed binary medium access control (MAC)-layer interference model in the previous work is more useful, in which the experienced interference of a user is defined as the number of competing users. However, the binary model is not accurate in mathematics analysis with poor achievable performance. Therefore, we propose a real-valued one called stochastic MAC-layer interference model, where the utility of a player is defined as a function of the aggregate weight of the stochastic interference of competing neighbors. Then, the distributed channel selection problem in the stochastic MAC-layer interference model is formulated as a weighted stochastic MAC-layer interference minimization game and we proved that the game is an exact potential game which exists one pure strategy Nash equilibrium point at least. By using the proposed stochastic learning-automata based uncoupled algorithm with heterogeneous learning parameter (SLA-H), we can achieve suboptimal convergence averagely and this result can be verified in the simulation. Moreover, the simulated results also prove that the proposed stochastic model can achieve higher throughput performance and faster convergence behavior than the binary one.

• International Journal of Control, Automation, and Systems
• /
• v.5 no.5
• /
• pp.515-525
• /
• 2007

In this paper, we develop a co-design methodology of stochastic optimal controllers and network parameters that optimizes the overall quality of control (QoC) in networked control systems (NCSs). A new dynamic model for NCSs is provided. The relationship between the system stability and performance and the sampling frequency is investigated, and the analysis of co-design of control and network parameters is presented to determine the working range of the sampling frequency in an NCS. This optimal sampling frequency range is derived based on the system dynamics and the network characteristics such as data rate, time-delay upper bound, data-packet size, and device processing time. With the optimal sampling frequency, stochastic optimal controllers are designed to improve the overall QoC in an NCS. This co-design methodology is a useful rule of thumb to choose the network and control parameters for NCS implementation. The feasibility and effectiveness of this co-design methodology is verified experimentally by our NCS test bed, a ball magnetic-levitation (maglev) system.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
• /
• 2000.06a
• /
• pp.1210-1215
• /
• 2000

Investigation is performed on the stability of general form of dynamic system under colored noise random disturbance whose damping and stiffness are varying in irregular manner along time, which is a preliminary result in the course of research on the characteristic and the control of the stochastic system. Adopted physical model is airfoil under random atmospheric disturbance, which becomes a "time-varying system" whose the governing equation is derived via F-P-K approach in stochastic sense. Control performance and effect of 'Heo-stochastic controller for colored noise' is studied. Also stochastic feature of flutter boundary is discussed as well.

• Journal of applied mathematics & informatics
• /
• v.18 no.1_2
• /
• pp.145-158
• /
• 2005

We formulate a stochastic control problem on proportional reinsurance that includes impulse and regular control strategies. For the first time we combine impulse control with regular control, and derive the expected total discount pay-out (return function) from present to bankruptcy. By relying on both stochastic calculus and the classical theory of impulse and regular controls, we state a set of sufficient conditions for its solution in terms of optimal return function. Moreover, we also derive its explicit form and corresponding impulse and regular control strategies.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
• /
• 2003.05a
• /
• pp.1054-1057
• /
• 2003

A Real Time Mode Selecting Stochastic Controller (RTMSSC) is developed as a new control strategy for a vibrating system under irregular disturbance. Displacement information and frequency characteristics obtained from me::id analysis of the system are used to design a Mode Selecting Controller. This Paper explains design technique of RTNSSC by applying it to the suppression of a flexible beam experiencing random vibration. The RTMSSC is designed by stochastic control from the modal information. The frequency information of the flexible system is utilized from the Mode Selecting Unit (MSU) based on a Fast-Fourier Transformation algorithm. The performance of the proposed technique, RTMSSC, is compared with that of Real Time Stochastic Controller developed recently, which show quite promising results.