• Title/Summary/Keyword: probability density

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Improvement of Analytical Probabilistic Model for Urban Storm Water Simulation using 3-parameter Mixed Exponential Probability Density Function (3변수 혼합 지수 확률밀도함수를 이용한 도시지역 강우유출수의 해석적 확률모형 개선)

  • Choi, Daegyu;Jo, Deok Jun;Han, Suhee;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.24 no.3
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    • pp.345-353
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    • 2008
  • In order to design storage-based non-point source management facilities, the aspect of statistical features of the entire precipitation time series should be considered since non-point source pollutions are delivered by continuous rainfall runoffs. The 3-parameter mixed exponential probability density function instead of traditional single-parameter exponential probability density function is applied to represent the probabilistic features of long-term precipitation time series and model urban stormwater runoff. Finally, probability density functions of water quality control basin overflow are derived under two extreme intial conditions. The 31-year continuous precipitation time series recorded in Busan are analyzed to show that the 3-parameter mixed exponential probability density function gives better resolution.

Reliability-based stochastic finite element using the explicit probability density function

  • Rezan Chobdarian;Azad Yazdani;Hooshang Dabbagh;Mohammad-Rashid Salimi
    • Structural Engineering and Mechanics
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    • v.86 no.3
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    • pp.349-359
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    • 2023
  • This paper presents a technique for determining the optimal number of elements in stochastic finite element analysis based on reliability analysis. Using the change-of-variable perturbation stochastic finite element approach, the probability density function of the dynamic responses of stochastic structures is explicitly determined. This method combines the perturbation stochastic finite element method with the change-of-variable technique into a united model. To further examine the relationships between the random fields, discretization of the random field parameters, such as the variance function and the scale of fluctuation, is also performed. Accordingly, the reliability index is calculated based on the explicit probability density function of responses with Gaussian or non-Gaussian random fields in any number of elements corresponding to the random field discretization. The numerical examples illustrate the effectiveness of the proposed method for a one-dimensional cantilever reinforced concrete column and a two-dimensional steel plate shear wall. The benefit of this method is that the probability density function of responses can be obtained explicitly without the use simulation techniques. Any type of random variable with any statistical distribution can be incorporated into the calculations, regardless of the restrictions imposed by the type of statistical distribution of random variables. Consequently, this method can be utilized as a suitable guideline for the efficient implementation of stochastic finite element analysis of structures, regardless of the statistical distribution of random variables.

Comparison of Probability Density Functions for Caculation of Capacity Factors of Wind Turbine Generator (풍력발전기의 설비이용률 계산을 위한 확률밀도함수의 비교)

  • Kang, Taeg-Geun;Huh, Jong-Chul;Jwa, Chong-Keun
    • Proceedings of the KIEE Conference
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    • 2002.07b
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    • pp.1338-1341
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    • 2002
  • The Weibull probability density function and the Rayleigh function are compared by analyzing the relations of the capacity factors which are compared the actual wind speed frequency curve with which are modelled using the probability density functions with different mean wind speeds. For this analysis, the wind speed means of arithmetic, root mean square, cubic mean cuberoot, and standard deviations are computed from the measured wind speed data of a specific site and the coefficients of probability density functions are calculated. The capacity factors for Vestas 850[kW] wind turbine are calculated and analyzed. The results shows that the wind speed frequency curve by Rayleigh function is more close to the actual curve than by Weibull function. The more the wind speed frequency curve is close to the actual one, the more the capacity factors become large values.

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Application of Probability Density Function in SFEM and Corresponding Limit Value (추계론적 유한요소해석에서의 확률밀도함수 사용과 수렴치)

  • Noh Hyuk-Chun
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2006.04a
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    • pp.857-864
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    • 2006
  • Due to the difficulties in numerical generation of random fields that satisfy not only the probabilistic distribution but the spectral characteristics as well. it is relatively hard to find an exact response variability of a structural response with a specific random field which has its features in the spatial and spectral domains. In this study. focusing on the fact that the random field assumes a constant over the domain under consideration when the correlation distance tends to infinity, a semi-theoretical solution of response variability is proposed for in-plane and plate bending structures. In this procedure, the probability density function is used directly resulting in a semi-exact solution for the random field in the state of random variable. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density functions.

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Real-Time Motion Estimation Algorithm for Mobile Surveillance Robot (모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘)

  • Han, Cheol-Hoon;Sim, Kwee-Bo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.3
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    • pp.311-316
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    • 2009
  • This paper presents the motion estimation algorithm on real-time for mobile surveillance robot using particle filter. the particle filter that based on the monte carlo's sampling method, use bayesian conditional probability model which having prior distribution probability and posterior distribution probability. However, the initial probability density was set to define randomly in the most of particle filter. In this paper, we find first the initial probability density using Sum of Absolute Difference(SAD). and we applied it in the partical filter. In result, more robust real-time estimation and tracking system on the randomly moving object was realized in the mobile surveillance robot environments.

Development of Probability Theory based Dynamic Travel Time Models (확률론적 이론에 기초한 동적 통행시간 모형 정립)

  • Yang, Chul-Su
    • Journal of Korean Society of Transportation
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    • v.29 no.3
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    • pp.83-91
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    • 2011
  • This paper discusses models for estimating dynamic travel times based on probability theory. The dynamic travel time models proposed in the paper are formulated assuming that the travel time of a vehicle depends on the distribution of the traffic stream condition with respect to the location along a road when the subject vehicle enters the starting point of a travel distance or with respect to the time at the starting point of a travel distance. The models also assume that the dynamic traffic flow can be represented as an exponential distribution function among other types of probability density functions.

Tail Probability Approximations for the Ratio of the Independent Random Variables

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.189-201
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    • 1996
  • In this paper, we study the saddlepoint approximations for the ratio of independent random variables. In Section 2, we derive the saddlepoint approximation to the density. And in Section 3, we derive two approximation formulae for the tail probability, one by following Daniels'(1987) method and the other by following Lugannani and Rice's (1980). In Section 4, we represent some numerical examples which show that the errors are small even for small sample size.

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Non-parametric Density Estimation with Application to Face Tracking on Mobile Robot

  • Feng, Xiongfeng;Kubik, K.Bogunia
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.49.1-49
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    • 2001
  • The skin color model is a very important concept in face detection, face recognition and face tracking. Usually, this model is obtained by estimating a probability density function of skin color distribution. In many cases, it is assumed that the underlying density function follows a Gaussian distribution. In this paper, a new method for non-parametric estimation of the probability density function, by using feed-forward neural network, is used to estimate the underlying skin color model. By using this method, the resulting skin color model is better than the Gaussian estimation and substantially approaches the real distribution. Applications to face detection and face ...

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PERFORMANCE EVALUATION VIA MONTE CARLO IMPORTANCE SAMPLING IN SINGLE USER DIGITAL COMMUNICATION SYSTEMS

  • Oh Man-Suk
    • Journal of the Korean Statistical Society
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    • v.35 no.2
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    • pp.157-166
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    • 2006
  • This research proposes an efficient Monte Carlo algorithm for computing error probability in high performance digital communication st stems. It characterizes special features of the problem and suggests an importance sampling algorithm specially designed to handle the problem. It uses a shifted exponential density as the importance sampling density, and shows an adaptive way of choosing the rate and the origin of the shifted exponential density. Instead of equal allocation, an intelligent allocation of the samples is proposed so that more samples are allocated to more important part of the error probability. The algorithm uses the nested feature of the error space and avoids redundancy in estimating the probability. The algorithm is applied to an example data set and shows a great improvement in accuracy of the error probability estimation.

Stochastic Model based Fault Diagnosis System of Induction Motors using Online Probability Density Estimation (온라인 확률분포 추정기법을 이용한 확률모델 기반 유도전동기의 고장진단 시스템)

  • Cho, Hyun-Cheol;Kim, Kwang-Soo;Lee, Kwon-Soon
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.10
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    • pp.1847-1853
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    • 2008
  • This paper presents stochastic methodology based fault detection algorithm for induction motor systems. We measure current of healthy induction motors by means of hall sensor systems and then establish its probability distribution. We propose online probability density estimation which is effective in real-time implementation due to its simplicity and low computational burden. In addition, we accomplish theoretical analysis to demonstrate convergence property of the proposed estimation by using statistical convergence and system stability theory. We apply our fault diagnosis approach to three-phase induction motors and achieve real-time experiment for evaluating its reliability and practicability in industrial fields.