• 제목/요약/키워드: Stochastic order

검색결과 581건 처리시간 0.026초

다변수 비선형 확률 시스템에 대한 극점배치 제어기 설계 (Pole Placement Controller Design for Multivariable Nonlinear Stochastic Systems)

  • 김종식
    • 한국정밀공학회지
    • /
    • 제6권1호
    • /
    • pp.33-44
    • /
    • 1989
  • A controller disign method is proposed for multivariable nonlinear stochastic systems with hard nonlinearities such as Coulomb friction, backlash and saturation. In order to take the nonlinearities into account statistical linearization techniques are used. And multi- variable pole placement techniques are applied to design controller for the statistically linearized multivariable systems. The basic concept of the controller design method is to solve two coupled equations, characteristic equation and Lyapunov equation, simultaneously and iteratively for statistically linearized multivariable stochastic systems. An aircraft with saturation serves as a design example. The design example illustrates the influence of nonlinear effects. The results of the analysis are compared to Monte Carlo simulation to test their accuracy.

  • PDF

推計學的 特性을 考慮한 實時間流出 豫測 (Real-Time Forecasting for Runoff Considering Stochastic Component)

  • 정하우;이남호;한병근
    • 한국농공학회지
    • /
    • 제34권1호
    • /
    • pp.100-106
    • /
    • 1992
  • The objective of this study is to develop a real-time runoff forecasting model considering stochastic component. The model is composed of deterministic and stochastic components. Simplified tank model was selected as a deterministic runoff forecasting model. The time series of estimation residual resulting from the tank model simulation was analyzed and was best suited to the second-order autoregressive model. ARTANK model which combined the tank model with the autoregressive process was developed. And it was applied to a BANWEOL basin for validation. The simulation results showed a good agreement with the observed field data.

  • PDF

Setup cost와 Backorder rate를 고려한 확률적 재고모형에 관한 연구 (The study of stochastic inventory model with setup cost and backorder rate)

  • 유승우;서창현;김경섭
    • 한국시뮬레이션학회:학술대회논문집
    • /
    • 한국시뮬레이션학회 2003년도 춘계학술대회논문집
    • /
    • pp.129-134
    • /
    • 2003
  • In this paper, we determine optimal reduction in the lead time and setup cost for some stochastic inventory models. And we propose more general model that allow the backorder rate as a control variable. We first assume that the lead time demand follows a normal distribution. And we assume that the backorder rate is dependent on the length of lead time through the amount of shortages. The stochastic models analyzed in this paper are the classical continuous and periodic review policy models with a mixture of backorders and lost sales. For each of these models, we provide a sufficient conditions for the uniqueness of the optimal operating policy. We also develop algorithms for solving these models and provide illustrative numerical examples.

  • PDF

신경회로망을 위한 BiCMOS 난수발생기 (BiCMOS Random Pulse Generator for Neural Networks)

  • 김규태;최규열;정덕진
    • 전자공학회논문지B
    • /
    • 제33B권9호
    • /
    • pp.107-116
    • /
    • 1996
  • In the stochastic structure for doing exact calculationk, an input number must be changed to a pulse stream. Because the performance of random number generator (RNG) is controlled by its initial condition, we suggested newly modified cellular automata (MCA) which is uses a counter for boundary condition. We compared newly suggested MCA RNG to previously reported RNGs using the AND gate passing outputs which have the same meaning of multiplication in the stochastic calculation. In order to use stochastic we studied about the method, one large RNG can generate many small random numbers. In this method, RNG must have large drive capabilities for many input comparator. So we studied about drive capabilities using BiCMOS circuit and CMOS circit by SPICE.

  • PDF

자율주행 자동차 정지 거동에서의 인지 불확실성을 고려한 확률적 모델 예측 제어 (Stochastic Model Predictive Control for Stop Maneuver of Autonomous Vehicles under Perception Uncertainty)

  • 김상윤;조아라;이경수
    • 자동차안전학회지
    • /
    • 제14권4호
    • /
    • pp.35-42
    • /
    • 2022
  • This paper presents a stochastic model predictive control (SMPC) for stop maneuver of autonomous vehicles considering perception uncertainty of stopped vehicle. The vehicle longitudinal motion should achieve both driving comfortability and safety. The comfortable stop maneuver can be performed by mimicking acceleration profile of human driving pattern. In order to implement human-like stop motion, we propose a reference safe inter-distance and velocity model for the longitudinal control system. The SMPC is used to track the reference model which contains the position uncertainty of preceding vehicle as a chance constraint. We conduct simulation studies of deceleration scenarios against stopped vehicle in urban environment. The test results show that proposed SMPC can execute comfortable stop maneuver and guarantee safety simultaneously.

A spectral model for human bouncing loads

  • Jiecheng Xiong;Jun Chen
    • Structural Engineering and Mechanics
    • /
    • 제86권2호
    • /
    • pp.237-247
    • /
    • 2023
  • Fourier series-based models in the time domain are frequently established to represent individual bouncing loads, which neglects the stochastic property of human bouncing activity. A power spectral density (PSD) model in the frequency domain for individual bouncing loads is developed herein. An experiment was conducted on individual bouncing loads, resulting in 957 records linked to form long samples to achieve a fine frequency resolution. The Welch method was applied to the linked samples to obtain the experimental PSD, which was normalized by the bouncing frequency and the harmonic order. The energy, energy distribution center, and energy distribution shape of the experimental PSD were investigated to establish the PSD model. The proposed model was used to analyze structural vibration responses using stochastic vibration theory, which was verified via field measurements. It is believed that this framework can evaluate the vibration capacity of structures excited by bouncing crowds, such as concert halls and grandstands.

Stochastic Scheduling for Repetitive Construction Projects

  • Lee, Hong-Chul;Lee, Dong-Eun
    • 국제학술발표논문집
    • /
    • The 6th International Conference on Construction Engineering and Project Management
    • /
    • pp.166-168
    • /
    • 2015
  • Line of Balance (LOB) method is suitable to schedule construction projects composed of repetitive activities. Since existing LOB based repetitive project scheduling methods are deterministic, they do not lend themselves to handle uncertainties involved in repetitive construction process. Indeed, existing LOB scheduling dose not handle variability of project performance indicators. In order to bridge the gap between reality and estimation, this study provides a stochastic LOB based scheduling method that allows schedulers for effectively dealing with the uncertainties of a construction project performance. The proposed method retrieves an appropriate probability distribution function (PDF) concerning project completion times, and determines favorable start times of activities. A case study is demonstrated to verify and validate the capability of the proposed method in a repetitive construction project planning.

  • PDF

추계론적 유한요소법을 이용한 지반의 부등침하 신뢰도 해석 (Reliability Analysis of Differential Settlement Using Stochastic FEM)

  • 이인모;이형주
    • 한국지반공학회지:지반
    • /
    • 제4권3호
    • /
    • pp.19-26
    • /
    • 1988
  • 본 논문에서는 기초지반의 부등침하를 해석하기 위하여 추계론적 수치해석 방법을 사용하였다. 부등침하는 토질탄성계수의 공간적 변화와 밀접한 관계를 갖고 있다. Kriging 이론은 탄성계수의 공간적 변화를 설명하기 위하여 사용되었다. 이 방법은 선형최적불편추정기법으로 제한된 자료로 부터 최소의 분산을 가진 추정값을 구할 수 있다. 추계론적 유한요소법을 이용하여 일차근사 2차모멘트 기법으로 변위의 평균값과 분산값 그리고 공분산값을 구한다. 최종적으로 부등침하의 신뢰도모델이 제시되었다. 해석결과 두 기초사이의 거리와 탄성계수의 수평방향 변동거리가 거의 같을 때 최대부 등침하량이 일어난다는 것과 이 때 부등침하량이 허용간을 넋을 확률이 상당히 크다는 것이 밝혀 졌다.

  • PDF

낙동강 유역에서의 확정론적 및 추계학적 수질해석 (Deterministic and Stochastic Water Quality Analysis in the Nakdong River)

  • 한건연;최현상;김상호
    • 한국수자원학회논문집
    • /
    • 제35권4호
    • /
    • pp.385-395
    • /
    • 2002
  • 하천에서의 수질변동을 예측하기 위해 FOEA(First-Order Error-Analysis)와 Monte Carlo 모의를 적용한 추계학적 모형을 개발하였다. 영향메트릭스(Influential matrix)를 이용한 민감도 분석을 실시하여 주요 반응계수를 결정하였고, BFGS(Broyden-Fletcher-Goldfarb-Shanno) 최적화 기법을 사용하여 주요 반응계수 값을 산정하였다. 본 모형을 확정론적 수질해석과 동일한 실제 하도구간에 적용하여 추계학적 수질해석을 실시하였고, 그 결과는 확정론적 해석결과와 잘 일치하였다. 유량과 수질, 반응계수 등에 포함된 불확실도가 하류단의 불확실도에 끼치는 영향을 산정하기 위해 상류단과 지류의 유량 및 수질에 대한 불확실도, 그리고 반응계수의 불확실도에 대한 분석과정이 모형에 포함되었다. 모의수행 결과로부터 각 변수들이 가지고 있는 불확실도가 총 불확실도에 끼치는 영향에 대한 기여도를 산정 할 수 있었다.

시간강수계열의 강수량 모의발생을 위한 추계학적 모형 (A Stochastic Simulation Model for the Precipitation Amounts of Hourly Precipitation Series)

  • 이정식;이재준;박종영
    • 한국수자원학회논문집
    • /
    • 제35권6호
    • /
    • pp.763-777
    • /
    • 2002
  • 본 연구의 목적은 간헐 수문사상인 시간강수계열의 구조적 특성을 고찰하여 강수량 모의발생을 위한 추계학적 모형을 개발하는 것이다. 이를 위하여 본 연구에서는 강수발생과정에 대한 추계학적 모형은 이재준과 이정식(2002)이 개발한 추계학적 모형을 이용하였으며, 강수량과정을 위하여 사상내의 시간강수량을 비정상 1차 자기회귀모형으로 기술하였다. 시간강수계열의 강수발생과정과 강수량과정을 조합하면 시간강수사상의 발생패턴과 사상기간내의 강수의 종속구조를 모의할 수 있는 시간강수계열에 대한 모의모형이 얻어지며, 이 모형의 적합성을 구명하기 위해 서울을 대상으로 하여 실적강수자료를 분석하였다. Monte Carlo 모의결과는 모형이 사상기간내의 강수강도, 지속 기간, 크기의 주변 및 조건부 분포를 잘 재현하고 있음을 보여주었다. 실적 및 모의 자료에 대한 자기상관함수도 비교적 작은 시간지체에서는 유사하였다