• 제목/요약/키워드: Stochastic dynamic system

검색결과 210건 처리시간 0.032초

The Construct of the Program Control with Probability is Equaled to 1 for the Some Class of Stochastic Systems

  • Chalykh, Elena
    • Journal of Ubiquitous Convergence Technology
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    • 제2권2호
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    • pp.105-110
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    • 2008
  • The definition of the program control is introduced on the theory of the basis of the first integrals SDE system. That definition allows constructing the program control gives opportunity to stochastic system to remain on the given dynamic variety. The program control is considered in terms of dynamically invariant for stochastic process.

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다중입출력 확률계의 지능재료를 이용한 제어에대한 실험적연구 (An Experimental Study on the Control of Stochastic Dynamic MIMO System using the Smart material)

  • 조경래;김용관;오수영;허훈;박상태
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2000년도 춘계학술대회논문집
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    • pp.1292-1297
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    • 2000
  • 외부로부터 불규칙 교란을 받는 동력학계에 대해 '허-확률 제어기법'을 이용하여 설계된 제어기의 성능을 수치모사를 통하여 검증하였다. 압전소자를 알루미늄 보에 부착하여 다중입출력의 복합재료보로 만들고, 기반에 불규칙한 외부교란을 받는계에 대한 모델링을 수행하였으며, Ito의 확률미분방정식과 F-P-K방정식을 이용하여 동적 모멘트 방정식을 유도하여 시스템의 확률영역에서의 특성을 알아보았다. 본 연구에서 제어기의 목표는 외부교란의 입력에 의해 발생하는 시스템의 모멘트 응답크기를 줄이는 방향으로 전개하였고, 확률영역에서의 MIMO PI제어기('허-확률 MIMO PI 제어기')를 설계하여 시간영역에서의 응답형태를 관찰하였다.

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공탄성시스템의 확률론적 제어에 대한 실험적 연구 (An Experimental Study on the Stochastic Control of a Aeroelastic System)

  • 김대중;박상태;정재욱;허훈
    • 대한기계학회논문집A
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    • 제23권11호
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    • pp.2007-2013
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    • 1999
  • A Newly proposed control methodology applied to the aeroelastic system experiencing flutter is investigated and its performance is verified experimentally. The flexible cantilever beam slicked with piezofilm sensor and piezoceramic actuator is modelled in physical domain. Dynamic moment equation for the system is derived via Ito's stochastic differential equation and F-P-K equation. Also system's characteristics in stochastic domain is analyzed simultaneously. LQG controller is designed and used in physical and stochastic domain. It is shown experimentally that the vibration of beam is controlled effectively by designed LQG controller in physical domain. By comparing the result with that of LQG controller designed in stochastic domain, it is shown that the new control method, called Heo-stochastic control technique, has better performance as a controller.

강화학습법을 이용한 유역통합 저수지군 운영 (Basin-Wide Multi-Reservoir Operation Using Reinforcement Learning)

  • 이진희;심명필
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2006년도 학술발표회 논문집
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    • pp.354-359
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    • 2006
  • The analysis of large-scale water resources systems is often complicated by the presence of multiple reservoirs and diversions, the uncertainty of unregulated inflows and demands, and conflicting objectives. Reinforcement learning is presented herein as a new approach to solving the challenging problem of stochastic optimization of multi-reservoir systems. The Q-Learning method, one of the reinforcement learning algorithms, is used for generating integrated monthly operation rules for the Keum River basin in Korea. The Q-Learning model is evaluated by comparing with implicit stochastic dynamic programming and sampling stochastic dynamic programming approaches. Evaluation of the stochastic basin-wide operational models considered several options relating to the choice of hydrologic state and discount factors as well as various stochastic dynamic programming models. The performance of Q-Learning model outperforms the other models in handling of uncertainty of inflows.

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Probability density evolution analysis on dynamic response and reliability estimation of wind-excited transmission towers

  • Zhang, Lin-Lin;Li, Jie
    • Wind and Structures
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    • 제10권1호
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    • pp.45-60
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    • 2007
  • Transmission tower is a vital component in electrical system. In order to accurately compute the dynamic response and reliability of transmission tower under the excitation of wind loading, a new method termed as probability density evolution method (PDEM) is introduced in the paper. The PDEM had been proved to be of high accuracy and efficiency in most kinds of stochastic structural analysis. Consequently, it is very hopeful for the above needs to apply the PDEM in dynamic response of wind-excited transmission towers. Meanwhile, this paper explores the wind stochastic field from stochastic Fourier spectrum. Based on this new viewpoint, the basic random parameters of the wind stochastic field, the roughness length $z_0$ and the mean wind velocity at 10 m heigh $U_{10}$, as well as their probability density functions, are investigated. A latticed steel transmission tower subject to wind loading is studied in detail. It is shown that not only the statistic quantities of the dynamic response, but also the instantaneous PDF of the response and the time varying reliability can be worked out by the proposed method. The results demonstrate that the PDEM is feasible and efficient in the dynamic response and reliability analysis of wind-excited transmission towers.

추계적 프로세스 기반 동적 전력 관리 (Dynamic Power Management based on Stochastic Processes)

  • 노철우;김경민;폴 무두시
    • 한국콘텐츠학회:학술대회논문집
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    • 한국콘텐츠학회 2007년도 추계 종합학술대회 논문집
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    • pp.197-200
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    • 2007
  • 동적 전력 관리는 서로 다른 전력소모를 갖는 전력상태들을 시스템 구성 요소에 할당하고 상황별로 전력상태를 관리함으로써 시스템의 전력 소모를 현저하게 줄여줄 수 있다. 전력관리의 주 기능은 구성요소의 상태천이를 언제 수행하느냐 이며 이를 위하여 추계적 프로세스에 기반한 동적 전력관리 모델을 개발한다. 동적 모델은 시스템 큐와 다양한 모델링 기능을 표현할 수 있는 페트리 네트의 확장형인 SRN(Stochastic Reward Nets)을 이용하여 개발되며 성능분석을 함께 수행한다.

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직접적분법과 확률론적 유한요소법을 이용한 구조물의 확률론적 동적 해석 (Developing A Stochastical Dynamic Analysis Technique for Structures Using Direct Integration Methods)

  • 이정재
    • 한국농공학회지
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    • 제36권1호
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    • pp.54-62
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    • 1994
  • The expanding technique of the Stochastic Finite Element Method(SFEM) is proposed in this paper for adapting direct integration methods in stochastical dynamic analysis of structures. Grafting the direct integration methods and the SFEM together, one can deal with nonlinear structures and nonstationary process problems without any restriction. The stochastical central diffrence and stochastic Houbolt methods are introduced to show the expanding technique, and their adaptabilities are discussed. Results computed by the proposed method (the Stochastic Finite Element Method in Dynamics: SFEMD) for two degree-of-free- dom system are compared with those obtained by Monte Carlo Simulation.

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Stochastic analysis of fluid-structure interaction systems by Lagrangian approach

  • Bayraktar, Alemdar;Hancer, Ebru
    • Structural Engineering and Mechanics
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    • 제20권4호
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    • pp.389-403
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    • 2005
  • In the present paper it is aimed to perform the stochastic dynamic analysis of fluid and fluidstructure systems by using the Lagrangian approach. For that reason, variable-number-nodes twodimensional isoparametric fluid finite elements are programmed in Fortran language by the authors and incorporated into a general-purpose computer program for stochastic dynamic analysis of structure systems, STOCAL. Formulation of the fluid elements includes the effects of compressible wave propagation and surface sloshing motion. For numerical example a rigid fluid tank and a dam-reservoir interaction system are selected and modeled by finite element method. Results obtained from the modal analysis are compared with the results of the analytical and numerical solutions. The Pacoima Dam record S16E component recorded during the San Fernando Earthquake in 1971 is used as a ground motion. The mean of maximum values of displacements and hydrodynamic pressures are compared with the deterministic analysis results.

확률영역에서 시스템 출력만을 이용한 시스템 규명 (System Identification Using Stochastic Output Only)

  • 박성만;이동희;이종복;권오신;김진성;허훈
    • 한국소음진동공학회논문집
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    • 제17권10호
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    • pp.918-922
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    • 2007
  • Most of the study on system identification has been carried out using input/output relation in physical domain. However identification concept of stochastic system has not been reported up to now. Interest is focused to identify an unknown dynamic system under random external disturbances which is not possible to measure. A concept to identify the system parameters in stochastic domain is proposed and implemented in terms of simulation. Attempt has been made to identify the system parameters in inverse manner in stochastic domain based on system output only. Simulation is conducted to reveal quite noticeable performance of the proposed concept.

DYNAMIC ANALYSIS OF A MODIFIED STOCHASTIC PREDATOR-PREY SYSTEM WITH GENERAL RATIO-DEPENDENT FUNCTIONAL RESPONSE

  • Yang, Yu;Zhang, Tonghua
    • 대한수학회보
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    • 제53권1호
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    • pp.103-117
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    • 2016
  • Abstract. In this paper, we study a modified stochastic predator-prey system with general ratio-dependent functional response. We prove that the system has a unique positive solution for given positive initial value. Then we investigate the persistence and extinction of this stochastic system. At the end, we give some numerical simulations, which support our theoretical conclusions well.