• Title/Summary/Keyword: Stochastic control

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A New Control Method for an Adaptive Noise Canceller Using Stochastic difference between Voice and Noise Signals Power Change

  • Nishi, H.;Kakinoki, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2362-2367
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    • 2005
  • This paper reports a technique for discriminating double talk and echo path change using the stochastic characteristics of power change for an adaptive noise canceller. The causes of rapid error increasing are double talk and echo path change. When the echo path is changed, the system corrects the impulse response in order to reduce the error. However, in the case of double talk, the system has to suspend the updating impulse response in order to maintain the quality of the voice signal. In the conventional system, it was difficult to discriminate between the two situations. In this research, the stochastic characteristics of the voice power change in the double talk period were experimentally verified to be different from the power change during echo path changing. Based on the results, a new double talk detection method is proposed.

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A New Solution for Stochastic Optimal Power Flow: Combining Limit Relaxation with Iterative Learning Control

  • Gong, Jinxia;Xie, Da;Jiang, Chuanwen;Zhang, Yanchi
    • Journal of Electrical Engineering and Technology
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    • v.9 no.1
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    • pp.80-89
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    • 2014
  • A stochastic optimal power flow (S-OPF) model considering uncertainties of load and wind power is developed based on chance constrained programming (CCP). The difficulties in solving the model are the nonlinearity and probabilistic constraints. In this paper, a limit relaxation approach and an iterative learning control (ILC) method are implemented to solve the S-OPF model indirectly. The limit relaxation approach narrows the solution space by introducing regulatory factors, according to the relationship between the constraint equations and the optimization variables. The regulatory factors are designed by ILC method to ensure the optimality of final solution under a predefined confidence level. The optimization algorithm for S-OPF is completed based on the combination of limit relaxation and ILC and tested on the IEEE 14-bus system.

Min-Max Stochastic Optimization with Applications to the Single-Period Inventory Control Problem

  • Park, Kyungchul
    • Management Science and Financial Engineering
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    • v.21 no.1
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    • pp.11-17
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    • 2015
  • Min-max stochastic optimization is an approach to address the distribution ambiguity of the underlying random variable. We present a unified approach to the problem which utilizes the theory of convex order on the random variables. First, we consider a general framework for the problem and give a condition under which the convex order can be utilized to transform the min-max optimization problem into a simple minimization problem. Then extremal distributions are presented for some interesting classes of distributions. Finally, applications to the single-period inventory control problems are given.

Stochastic optimum design criterion of added viscous dampers for buildings seismic protection

  • Marano, Giuseppe Carlo;Trentadue, Francesco;Greco, Rita
    • Structural Engineering and Mechanics
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    • v.25 no.1
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    • pp.21-37
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    • 2007
  • In this study a stochastic approach for linear viscous dampers design adopted for seismic protection of buildings is developed. Devices optimal placement into the main structure and their mechanical parameters are attained by means of a reliability-based optimum design criterion, in which an objective function (O.F.) is minimized, subject to a stochastic constraint. The seismic input is modelled by a non stationary modulated Kanai Tajimi filtered stochastic process. Building is represented by means of a plane shear type frame model. The selected criterion for the optimization searches the minimum of the O.F., here assumed to be the cost of the seismic protection, i.e., assumed proportional to the sum of added dampings of each device. The stochastic constraint limits a suitable approximated measure of the structure failure probability, here associated to the maximum interstorey drift crossing over a given threshold limit, related, according with modern Technical Codes, to the required damage control.

Performance evaluation of telecommunication protocols using stochastic petri nets reward model (Stochastic Petri Nets Reward Model을 이용한 통신 프로토콜의 성능평가)

  • 로철우;장직현
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.32A no.4
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    • pp.1-14
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    • 1995
  • A new stochastic Petri nets model, called Stochastic Petri Nets Reward Model(SPNRM) is used for modeling and evaluating the performance of telecommunication protocols. We have developed a SPNRM of the TDX-10 Internal protocol, which has a packet data exchange facility between DCEs, Especially a timer and retransmission handling model is presented for error control of the data transmission phase. The stochastic Petri nets package(SPNP), a software package for SPNRM used in this paper, has been used to generate numerical results by analytical-numerical method rather than simulation. From the steady state solution of the net, it is possible to calculate automatically the performance measure of the protocol medeled with both end-to-end and link-by-link method, which are the mean response times and the throughputs.

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COMPLETE CONTROLLABILITY OF SEMILINEAR STOCHASTIC INTEGRO-DIFFERENTIAL EQUATIONS WITH INFINITE DELAY AND POISSON JUMPS

  • D.N., CHALISHAJAR;A., ANGURAJ;K., RAVIKUMAR;K., MALAR
    • Journal of Applied and Pure Mathematics
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    • v.4 no.5_6
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    • pp.299-315
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    • 2022
  • This manuscript deals with the exact (complete) controllability of semilinear stochastic differential equations with infinite delay and Poisson jumps utilizing some basic and readily verified conditions. The results are obtained by using fixed-point approach and by using advance phase space definition for infinite delay part. We have used the axiomatic definition of the phase space in terms of stochastic process to consider the time delay of the system. An infinite delay along with the Poisson jump is the new investigation for the given stochastic system. An example is given to illustrate the effectiveness of the results.

Analysis of the traffic flow using stochastic Petri Nets (스토케스틱 페트리 네트를 이용한 교통 흐름 분석)

  • Cho, Hwon;Ko, In-Sun
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1504-1507
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    • 1997
  • In this paper, we investigate a traffic flow modeled by stochastic Petri nets. The model consists of two parts : the traffic flow model and signal controller model. These models are used for analyzing the flow of the traffic intersection. The results of the evaluation are derived from a Petri Net-based simulation package, Greatspn. Through simulation we compare the performances of the pretimed signal controller with those of the trafic-adaptive signal controller.

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A study on the reduction of generalized stochastic petri net (일반화된 확률 페트리 네트의 축소에 관한 연구)

  • 홍지민;이기동;이범희
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.324-329
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    • 1993
  • A reduction method of GSPN (generalized stochastic Petri net) is proposed. A GSPN is basically a SPN (stochastic Petri net) with transition a that are either timed or immediate. Then the proposed method is defined on the basis of the dynamic behavior and the structure of the net. The reduction preserves the properties such as liveness, boundedness, and allows easy analysis of the GSPN.

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Development of Simulator based on Object-Oriented Programming for Chip Mounter Using Stochastic Petri Nets (확률 페트리 네트를 이용한 객체지향 기반의 표면 실장기 시뮬레이터 개발)

  • 박기범;박태형
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.57-57
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    • 2000
  • The purpose of this paper is show that an chip mounter can be modeled by stochastic petri nets, and that the simulator to verify a fitness of the program to assemble. The chip mounter can be constructed by using the petri net class (CPetriNet) based on the object-oriented programming. By using this simulator, we can get the information about the description of motion of the chip mounter, and moreover, we can evaluate the productivity.

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CONTROLLABILITY FOR SEMILINEAR STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH DELAYS IN HILBERT SPACES

  • Kim, Daewook;Jeong, Jin-Mun
    • Journal of the Chungcheong Mathematical Society
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    • v.34 no.4
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    • pp.355-368
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    • 2021
  • In this paper, we investigate necessary and sufficient conditions for the approximate controllability for semilinear stochastic functional differential equations with delays in Hilbert spaces without the strict range condition on the controller even though the equations contain unbounded principal operators, delay terms and local Lipschitz continuity of the nonlinear term.