• 제목/요약/키워드: Stochastic order

검색결과 581건 처리시간 0.026초

확률적 매칭을 사용한 음성 다이얼링 시스템 (Voice Dialing system using Stochastic Matching)

  • 김원구
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2004년도 춘계학술대회 학술발표 논문집 제14권 제1호
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    • pp.515-518
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    • 2004
  • This paper presents a method that improves the performance of the personal voice dialling system in which speaker Independent phoneme HMM's are used. Since the speaker independent phoneme HMM based voice dialing system uses only the phone transcription of the input sentence, the storage space could be reduced greatly. However, the performance of the system is worse than that of the system which uses the speaker dependent models due to the phone recognition errors generated when the speaker Independent models are used. In order to solve this problem, a new method that jointly estimates transformation vectors for the speaker adaptation and transcriptions from training utterances is presented. The biases and transcriptions are estimated iteratively from the training data of each user with maximum likelihood approach to the stochastic matching using speaker-independent phone models. Experimental result shows that the proposed method is superior to the conventional method which used transcriptions only.

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이노베이션 상관관계 테스트를 이용한 잡음인식 (Identification of Noise Covariance by using Innovation Correlation Test)

  • 박성욱
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1992년도 하계학술대회 논문집 A
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    • pp.305-307
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    • 1992
  • This paper presents a technique, which identifies both process noise covariance and sensor noise covariance by using innovation correlation test. A correlation test, which checks whether the square root Kalman filter is workingly optimal or not, is given. The system is stochastic autoregressive moving-average model with auxiliary white noise Input. The linear quadratic Gaussian control is used for minimizing stochastic cost function. This paper indentifies Q, R, and estimates parametric matrics $A(q^{-1}),B(q^{-1}),C(q^{-1})$ by means of extended recursive least squares and model reference control. And The proposed technique has been validated in simulation results on the fourth order system.

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An iterative hybrid random-interval structural reliability analysis

  • Fang, Yongfeng;Xiong, Jianbin;Tee, Kong Fah
    • Earthquakes and Structures
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    • 제7권6호
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    • pp.1061-1070
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    • 2014
  • An iterative hybrid structural dynamic reliability prediction model has been developed under multiple-time interval loads with and without consideration of stochastic structural strength degradation. Firstly, multiple-time interval loads have been substituted by the equivalent interval load. The equivalent interval load and structural strength are assumed as random variables. For structural reliability problem with random and interval variables, the interval variables can be converted to uniformly distributed random variables. Secondly, structural reliability with interval and stochastic variables is computed iteratively using the first order second moment method according to the stress-strength interference theory. Finally, the proposed method is verified by three examples which show that the method is practicable, rational and gives accurate prediction.

새로운 성능지수 함수에 대한 직강하 적응필터 (Novel steepest descent adaptive filters derived from new performance function)

  • 전병을;박동조
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 19-21 Oct. 1992
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    • pp.823-828
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    • 1992
  • A novel steepest descent adaptive filter algorithm, which uses the instantaneous stochastic gradient for the steepest descent direction, is derived from a newly devised performance index function. The performance function for the new algorithm is improved from that for the LMS in consideration that the stochastic steepest descent method is utilized to minimize the performance index iterativly. Through mathematical analysis and computer simulations, it is verified that there are substantial improvements in convergence and misadjustments even though the computational simplicity and the robustness of the LMS algorithm are hardly sacrificed. On the other hand, the new algorithm can be interpreted as a variable step size adaptive filter, and in this respect a heuristic method is proposed in order to reduce the noise caused by the step size fluctuation.

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New method for LQG control of singularly perturbed discrete stochastic systems

  • Lim, Myo-Taeg;Kwon, Sung-Ha
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.432-435
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    • 1995
  • In this paper a new approach to obtain the solution of the linear-quadratic Gaussian control problem for singularly perturbed discrete-time stochastic systems is proposed. The alogorithm proposed is based on exploring the previous results that the exact solution of the global discrete algebraic Riccati equations is found in terms of the reduced-order pure-slow and pure-fast nonsymmetric continuous-time algebraic Riccati equations and, in addition, the optimal global Kalman filter is decomposed into pure-slow and pure-fast local optimal filters both driven by the system measurements and the system optimal control input. It is shown that the optimal linear-quadratic Gaussian control problem for singularly perturbed linear discrete systems takes the complete decomposition and parallelism between pure-slow and pure-fast filters and controllers.

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Probabilistic stability analysis of underground structure using stochastic finite element method

  • Na, Sang-Min;Moon, Hyun-Koo
    • 한국지구물리탐사학회:학술대회논문집
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    • 한국지구물리탐사학회 2003년도 Proceedings of the international symposium on the fusion technology
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    • pp.192-197
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    • 2003
  • It can be said that rock mass properties are characterized not by a mean value but by values with variation due to its characteristic uncertainty. This characteristic is one of the most important parts for the design of underground structures, but yet to be fully examined. Stochastic finite element method (SFEM) has been developed in order to take the randomness of structural systems into account. Using SFEM, the response variability of structural system can be obtained and it leads probabilistic stability of structure to be analyzed. In this study, displacements response variability of circular opening with hydrostatic stress field are analyzed in terms of rock mass properties having a certain mean and a standard deviation using the SFEM. The analyzed response variability shows that the necessity of probabilistic stability analysis of underground structures using reliable mean value and standard deviation of deformation modulus.

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내부공진을 가진 탄성진자계의 불규칙 진동응답을 위한 두 해석해의 비교 (Comparison Between Two Analytical Solutions for Random Vibration Responses of a Spring-Pendulum System with Internal Resonance)

  • 조덕상;이원경
    • 소음진동
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    • 제8권4호
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    • pp.715-722
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    • 1998
  • An investigation into the stochastic bifurcation and response statistics of an autoparameteric system under broad-band random excitation is made. The specific system examined is a spring-pendulum system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to genrage a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinanary differential equations. In view of equilibrium solutions of this system and their stability we examine the stochastic bifurcation and response statistics. The analytical results are compared with results obtained by Monte Carlo simulation.

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One Chip 반향 제거기를 위한 알고리즘 개발에 관한 연구

  • 강정신;백인천;박상봉;박노경;차균현
    • 한국통신학회논문지
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    • 제15권8호
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    • pp.689-697
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    • 1990
  • 본 논문에서는 기존의 이중 케이블에서 전 이중방식 디지털 데이터 전송을 위한 적응 스토캐스틱 반복 알고리즘(Adaptive Stochasti Iteration Algorithm)을 제안하였다. 이 알고리즘을 이용한 반향제저기의 Step size는 반향의 크기에 따라서 변하므로 기존의 알고리즘에 의한 것 보다 10 배 이상의 높은 수렴율을 보였다. 그리고 이것은 기존의 반향 제거기 회로를 단순화 시키는 시퀸스 형태의 적응 디지털 필터와 결합하여 구현되며 LSI 수준으로 구현하기에 적합하다. 두 알고리즘에 대한 이론적인 분석을 제시하고 시뮬레이션 프로그램을 개발하였다.

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발전기 고정자 권선의 흡습 진단 (A Study on the Diagnosis for Water Absorption of Generator Stator Windings)

  • 배용채;김희수;이두영
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2006년도 춘계학술대회 논문집
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    • pp.297-298
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    • 2006
  • Water leak for the water-cooled generator stator windings affects seriously the availability and the reliability of power plants. Generally, water absorption test is conducted in the power plant during outage in order to confirm if leak part is in the bars or not. In this paper, it is described that the capacitance of winding bars is measured by using the developed water absorption instrument system and the water absorption of winding bars is evaluated by using the stochastic methods. The good results by proposed diagnosis technique can be got. It is expected that the reliability of diagnosis for water absorption is increased if the proposed methods are applied to evaluate the water absorption of stator winding bars.

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Optimal maintenance procedure for multi-state deteriorated system with incomplete monitoring

  • Jin, L.;Suzuki, K.
    • International Journal of Reliability and Applications
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    • 제11권2호
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    • pp.69-87
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    • 2010
  • The optimal replacement problem was investigated for a multi-state deteriorated system for which the true internal state cannot be observed directly except when the system breaks down completely. The internal state was assumed to be monitored incompletely by a monitor that gives information related to the true state of the system. The problem was formulated as a partially observable Markov decision process. The optimal procedure was found to be a monotone procedure with respect to stochastic increasing ordering of the state probability vectors under some assumptions. Limiting the optimal procedure to a monotone procedure would greatly reduce the tremendous amount of calculation time required to find the optimal procedure.

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