• International Journal of Control, Automation, and Systems
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• v.6 no.4
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• pp.506-514
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• 2008

This paper presents an intelligent model; named as free model, approach for a closed-loop system identification using input and output data and its application to design a power system stabilizer (PSS). The free model concept is introduced as an alternative intelligent system technique to design a controller for such dynamic system, which is complex, difficult to know, or unknown, with input and output data only, and it does not require the detail knowledge of mathematical model for the system. In the free model, the data used has incremental forms using backward difference operators. The parameters of the free model can be obtained by simultaneous perturbation stochastic approximation (SPSA) method. A linear transformation is introduced to convert the free model into a linear model so that a conventional linear controller design method can be applied. In this paper, the feasibility of the proposed method is demonstrated in a one-machine infinite bus power system. The linear quadratic regulator (LQR) method is applied to the free model to design a PSS for the system, and compared with the conventional PSS. The proposed SPSA-based LQR controller is robust in different loading conditions and system failures such as the outage of a major transmission line or a three phase to ground fault which causes the change of the system structure.

• Korean Journal of Mathematics
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• v.25 no.1
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• pp.45-60
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• 2017

This paper focuses on estimation of an non-integral quadratic function (NIQF) and integral quadratic function (IQF) of a random signal in dynamic system described by a linear stochastic differential equation. The quadratic form of an unobservable signal indicates useful information of a signal for control. The optimal (in mean square sense) and suboptimal estimates of NIQF and IQF represent a function of the Kalman estimate and its error covariance. The proposed estimation algorithms have a closed-form estimation procedure. The obtained estimates are studied in detail, including derivation of the exact formulas and differential equations for mean square errors. The results we demonstrate on practical example of a power of signal, and comparison analysis between optimal and suboptimal estimators is presented.

• Journal of applied mathematics & informatics
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• v.26 no.5_6
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• pp.889-900
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• 2008

The problem of scheduling n jobs on a single machine is considered when the machine is subject to stochastic breakdowns. The objective is to minimize the weighted squared deviation of job completion times from a common due date. Two versions of the problem are addressed. In the first one the common due date is a given constant, whereas in the second one the common due date is a decision variable. In each case, a general form of deterministic equivalent of the stochastic scheduling problem is obtained when the counting process N(t) related to the machine uptimes is a Poisson process. It is proved that an optimal schedule must be V-shaped in terms of weighted processing time when the agreeable weight condition is satisfied. Based on the V-shape property, two dynamic programming algorithms are proposed to solve both versions of the problem.

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

• Smart Structures and Systems
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• v.14 no.4
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• pp.559-567
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• 2014

The model of unit dynamic reliability of repairable k/n (G) system with unit strength degradation under repeated random shocks has been developed according to the stress-strength interference theory. The unit failure number is obtained based on the unit failure probability which can be computed from the unit dynamic reliability. Then, the transfer probability function of the repairable k/n (G) system is given by its Markov property. Once the transfer probability function has been obtained, the probability density matrix and the steady-state probabilities of the system can be retrieved. Finally, the dynamic reliability of the repairable k/n (G) system is obtained by solving the differential equations. It is illustrated that the proposed method is practicable, feasible and gives reasonable prediction which conforms to the engineering practice.

• Structural Engineering and Mechanics
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• v.17 no.3_4
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• pp.281-290
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• 2004

A review of current procedures being used in engineering practice to analyze the response of structure/foundation systems subjected separately to different types of dynamic excitation, such as earthquake, sea-wave action, wind, or moving wheel loads, is presented. Separate formulations are given for analyzing systems in the time and frequency domains. Both deterministic and stochastic forms of excitation are treated. A distinction is made between demand and capacity analyses.

• Journal of Korean Institute of Industrial Engineers
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• v.28 no.3
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• pp.256-263
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• 2002

This paper addresses a planning problem in a pickup-delivery transportation' system under dynamic vehicle dispatching. We present a procedure to determine a fleet size in which stochastic characteristics of vehicle travels are considered. Statistical approach and queueing theory are applied to estimate vehicle travel time and vehicle waiting time, based on which an appropriate fleet size is determined. Simulation experiments are performed to verify the proposed procedure.

• Journal of Korea Water Resources Association
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• v.31 no.6
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• pp.855-862
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• 1998

This paper investigates the impact of the forecast error on performance of a reservoir system for hydropower production. Forecast error is measured as th Root Mean Square Error (RMSE) and parametrically varied within a Generalized Maintenance Of Variance Extension (GMOVE) procedure. A set of transition probabilities are calculated as a function of the RMSE of the GMOVE procedure and then incorporated into a Bayesian Stochastic Dynamic Programming model which derives monthly operating policies and assesses their performance. As a case study, the proposed methodology is applied to the Skagit Hydropower System (SHS) in Washington state. The results show that the system performance is a nonlinear function of RMSE and therefor suggested that continued improvements in the current forecast accuracy correspond to gradually greater increase in performance of the SHS.

• Korean Journal of Optics and Photonics
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• v.5 no.2
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• pp.319-325
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• 1994

The performance of Manchester-coded DPSK optical wavelength division multiplexing (WDM) systems using a stochastic approach is evaluated taking into account the shot noise and the four-wave mixing (FWM) caused by fiber nonlinearities. The result of Manchester-coded system is compared to conventional non-return-to-zero (NRZ) systems for DPSK modulation formats. Further, the dynamic range, defined as the ratio of the maximum input power (limited by the FWM), to the minimum input power (limited by receiver sensitivity), is evaluated. For $1.55.{\mu}m$16 channel WDM systems, the dynamic range of DPSK Manchester coded systems shows a 2.1 dB improvement with respect to the NRZ. This result holds true for both dispersion-shifted fiber and conventional fiber; it has been obtained for 10 GHz channel spacing, 1 Gbps/channel bit rate.t rate.

• International Journal of Control, Automation, and Systems
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• v.1 no.1
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• pp.1-10
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• 2003

This paper presents a high-precision magnetically levitated (maglev) stage to meet demanding motion specifications in the next-generation precision manufacturing and nanotechnology. Characterization of dynamic behaviors of such a motion stage is a crucial task. In this paper, we address the issues related to the stochastic modeling of the stage including transfer function identification, and noise/disturbance analysis and prediction. Provided are test results on precision dynamics, such as fine settling, effect of optical table oscillation, and position ripple. To deal with the dynamic coupling in the platen, we designed and implemented a multivariable linear quadratic regulator, and performed time-optimal control. We demonstrated how the performance of the current maglev stage can be improved with these analyses and experimental results. The maglev stage operates with positioning noise of 5 nm rms in $\chi$ and y, acceleration capabilities in excess of 2g(20 $m/s^2$), and closed-loop crossover frequency of 100 Hz.