• Title/Summary/Keyword: Stochastic dynamic system

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A Study on the Stochastic Sensitivity Analysis in Dynamics of Shell Structure (쉘 구조물의 확률적 동적 민감도 해석에 관한 연구)

  • Bae, Dong-Myung;Lee, Chang-Hoon
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.34 no.3
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    • pp.328-338
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    • 1998
  • It is main objective of this approach to present a method to analyse stochastic design sensitivity for problems of structural dynamics with randomness in design parameters. A combination of the adjoint variable approach and the second oder perturbation method is used in the finite element approach. An alternative form of the constant functional that holds for all times is introduced to consider the time response of dynamic sensitivity. The terminal problem of the adjoint system is solved using equivalent homogeneous equations excited by initial velocities. The numerical procedures are shown to be much more efficient when based on the fold superposition method : the generalized co-ordinates are normalized and the correlated random variables are transformed to uncorrelated variables, where as the secularities are eliminated by the fast Fourier transform of complex valued sequences. Numerical algorithms have been worked out and proved to be accurate and efficient : they codes whose element derivative matrices can be explicitly generated. The numerical results of two cases - 2-dimensional portal frame and 3/4-cylindrical shell structure - for the deterministic and stochastic sensitivity analysis illustrates in this paper.

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A Study on the Stochastic Sensitivity Analysis in Dynamics of Frame Structure (프레임 구조물의 확률론적 동적 민감도 해석에 관한 연구)

  • 부경대학교
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.35 no.4
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    • pp.435-447
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    • 1999
  • It is main objective of this approach to present a method to analyse stochastic design sensitivity for problems of structural dynamics with randomness in design parameters. A combination of the adjoint variable approach and the second order perturbation method is used in the finite element approach. An alternative form of the constant functional that holds for all times is introduced to consider the time response of dynamic sensitivity. The terminal problem of the adjoint system is solved using equivalent homogeneous equations excited by initial velocities. The numerical procedures are shown to be much more efficient when based on the fold superposition method: the generalized co-ordinates are normalized and the correlated random variables are transformed to uncorrelated variables, whereas the secularities are eliminated by the fast Fourier transform of complex valued sequences. Numerical algorithms have been worked out and proved to be accurate and efficient : they can be readily adapted to fit into the existing finite element codes whose element derivative matrices can be explicitly generated. The numerical results of two cases -2 dimensional portal frame for the comparison with reference and 3-dimensional frame structure - for the deterministic sensitivity analysis are presented.

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Analysis Task Scheduling Models based on Hierarchical Timed Marked Graph

  • Ro, Cheul-Woo;Cao, Yang
    • International Journal of Contents
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    • v.6 no.3
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    • pp.19-24
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    • 2010
  • Task scheduling is an integrated component of computing with the emergence of grid computing. In this paper, we address two different task scheduling models, which are static Round-Robin (RR) and dynamic Fastest Site First (FSF) task scheduling method, using extended timed marked graphs, which is a special case of Stochastic Petri Nets (SPN). Stochastic reward nets (SRN) is an extension of SPN and provides compact modeling facilities for system analysis. We build hierarchical SRN models to compare two task scheduling methods. The upper level model simulates task scheduling and the lower level model implements task serving process for different sites with multiple servers. We compare these two models and analyze their performances by giving reward measures in SRN.

COMPLEX STOCHASTIC WHEELBASE PREVIEW CONTROL AND SIMULATION OF A SEMI-ACTIVE MOTORCYCLE SUSPENSION BASED ON HIERARCHICAL MODELING METHOD

  • Wu, L.;Chen, H.L.
    • International Journal of Automotive Technology
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    • v.7 no.6
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    • pp.749-756
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    • 2006
  • This paper presents a complex stochastic wheelbase preview control method of a motorcycle suspension based on hierarchical modeling method. As usual, a vehicle suspension system is controlled as a whole body. In this method, a motorcycle suspension with five Degrees of Freedom(DOF) is dealt with two local independent 2-DOF suspensions according to the hierarchical modeling method. The central dynamic equations that harmonize local relations are deduced. The vertical and pitch accelerations of the suspension center are treated as center control objects, and two local semi-active control forces can be obtained. In example, a real time Linear Quadratic Gaussian(LQG) algorithm is adopted for the front suspension and the combination of the wheelbase preview and LQG control method is designed for the rear suspension. The results of simulation show that the control strategy has less calculating time and is convenient to adopt different control strategies for front and rear suspensions. The method proposed in this paper provides a new way for the vibration control of multi-wheel vehicles.

A Finite Memory Filter for Discrete-Time Stochastic Linear Delay Systems

  • Song, Il Young;Song, Jin Mo;Jeong, Woong Ji;Gong, Myoung Sool
    • Journal of Sensor Science and Technology
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    • v.28 no.4
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    • pp.216-220
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    • 2019
  • In this paper, we propose a finite memory filter (estimator) for discrete-time stochastic linear systems with delays in state and measurement. A novel filtering algorithm is designed based on finite memory strategies, to achieve high estimation accuracy and stability under parametric uncertainties. The new finite memory filter uses a set of recent observations with appropriately chosen initial horizon conditions. The key contribution is the derivation of Lyapunov-like equations for finite memory mean and covariance of system state with an arbitrary number of time delays. A numerical example demonstrates that the proposed algorithm is more robust and accurate than the Kalman filter against dynamic model uncertainties.

Dynamic and Stochastic Modeling of Litten´s space Inertial Reference Unit(SIRU)

  • Park, H.T.;K.Y Yong;B.S. Suk
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.167.4-167
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    • 2001
  • Accurate mathematical models of spacecraft components are an essential of spacecraft attitude control system design, analysis and simulation. Gyro is one of the most important spacecraft components used for attitude propagation and control. Gyro errors may seriously degrade the accuracy of the calculated spacecraft angular rate and of attitude estimates due to inherent drift and bias errors. In this paper, a detailed mathematical model of gyro containing the relationships for predicting spacecraft angular rate and disturbances is proposed. Stochastic model describing random drift behavior is discussed in frequency domain and time domain. In order to illustrate this approach, we analyze the behavior for Litton´s Space Inertial Reference Uint(SIRU).

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Modal testing and finite element model calibration of an arch type steel footbridge

  • Bayraktar, Alemdar;Altunisk, Ahmet Can;Sevim, Baris;Turker, Temel
    • Steel and Composite Structures
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    • v.7 no.6
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    • pp.487-502
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    • 2007
  • In recent decades there has been a trend towards improved mechanical characteristics of materials used in footbridge construction. It has enabled engineers to design lighter, slender and more aesthetic structures. As a result of these construction trends, many footbridges have become more susceptible to vibrations when subjected to dynamic loads. In addition to this, some inherit modelling uncertainties related to a lack of information on the as-built structure, such as boundary conditions, material properties, and the effects of non-structural elements make difficult to evaluate modal properties of footbridges, analytically. For these purposes, modal testing of footbridges is used to rectify these problems after construction. This paper describes an arch type steel footbridge, its analytical modelling, modal testing and finite element model calibration. A modern steel footbridge which has arch type structural system and located on the Karadeniz coast road in Trabzon, Turkey is selected as an application. An analytical modal analysis is performed on the developed 3D finite element model of footbridge to provide the analytical frequencies and mode shapes. The field ambient vibration tests on the footbridge deck under natural excitation such as human walking and traffic loads are conducted. The output-only modal parameter identification is carried out by using the peak picking of the average normalized power spectral densities in the frequency domain and stochastic subspace identification in the time domain, and dynamic characteristics such as natural frequencies mode shapes and damping ratios are determined. The finite element model of footbridge is calibrated to minimize the differences between analytically and experimentally estimated modal properties by changing some uncertain modelling parameters such as material properties. At the end of the study, maximum differences in the natural frequencies are reduced from 22% to only %5 and good agreement is found between analytical and experimental dynamic characteristics such as natural frequencies, mode shapes by model calibration.

Application of Recent Approximate Dynamic Programming Methods for Navigation Problems (주행문제를 위한 최신 근사적 동적계획법의 적용)

  • Min, Dae-Hong;Jung, Keun-Woo;Kwon, Ki-Young;Park, Joo-Young
    • Journal of the Korean Institute of Intelligent Systems
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    • v.21 no.6
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    • pp.737-742
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    • 2011
  • Navigation problems include the task of determining the control input under various constraints for systems such as mobile robots subject to uncertain disturbance. Such tasks can be modeled as constrained stochastic control problems. In order to solve these control problems, one may try to utilize the dynamic programming(DP) methods which rely on the concept of optimal value function. However, in most real-world problems, this trial would give us many difficulties; for examples, the exact system model may not be known; the computation of the optimal control policy may be impossible; and/or a huge amount of computing resource may be in need. As a strategy to overcome the difficulties of DP, one can utilize ADP(approximate dynamic programming) methods, which find suboptimal control policies resorting to approximate value functions. In this paper, we apply recently proposed ADP methods to a class of navigation problems having complex constraints, and observe the resultant performance characteristics.

Stability Analysis Using the Amplitude Envelope of Dynamic Pressure in the Rocket Combustor (로켓 연소기의 동압 진폭엔벨롭을 이용한 안정성 해석)

  • Lee, Soo Yong
    • Journal of the Korean Society of Propulsion Engineers
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    • v.25 no.1
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    • pp.42-49
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    • 2021
  • As a measure of susceptibility on the combustion instability, thermo-acoustic instabilities in rocket combustion system was considered for the estimation of the operational stability margin. Growth rate, which governs the asymptotic stability behavior of the system, was determined from the dynamic data measured during combustion tests in order to understand the dynamic characteristics of combustor system. Frequency transform technique was first applied to determine the system parameters such as growth rate and/or damping coefficient for an interested mode from the time series pressure data, and the PDFs of pressure amplitude were extracted from the amplitude envelope of pressure oscillation for the stochastic analysis.

Non-periodic motions and fractals of a circular arch under follower forces with small disturbances

  • Fukuchi, Nobuyoshi;Tanaka, Takashi
    • Steel and Composite Structures
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    • v.6 no.2
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    • pp.87-101
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    • 2006
  • The deformation and dynamic behavior mechanism of submerged shell-like lattice structures with membranes are in principle of a non-conservative nature as circulatory system under hydrostatic pressure and disturbance forces of various types, existing in a marine environment. This paper deals with a characteristic analysis on quasi-periodic and chaotic behavior of a circular arch under follower forces with small disturbances. The stability region chart of the disturbed equilibrium in an excitation field was calculated numerically. Then, the periodic and chaotic behaviors of a circular arch were investigated by executing the time histories of motion, power spectrum, phase plane portraits and the Poincare section. According to the results of these studies, the state of a dynamic aspect scenario of a circular arch could be shifted from one of quasi-oscillatory motion to one of chaotic motion. Moreover, the correlation dimension of fractal dynamics was calculated corresponding to stochastic behaviors of a circular arch. This research indicates the possibility of making use of the correlation dimension as a stability index.