• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.10
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• pp.5095-5111
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• 2016

The Probability Hypothesis Density (PHD) filter is a suboptimal approximation and tractable alternative to the multi-target Bayesian filter based on random finite sets. However, the PHD filter fails to track newborn targets when the target birth intensity is unknown prior to tracking. In this paper, a dual detection-guided newborn target intensity PHD algorithm is developed to solve the problem, where two schemes, namely, a newborn target intensity estimation scheme and improved measurement-driven scheme, are proposed. First, the newborn target intensity estimation scheme, consisting of the Dirichlet distribution with the negative exponent parameter and target velocity feature, is used to recursively estimate the target birth intensity. Then, an improved measurement-driven scheme is introduced to reduce the errors of the estimated number of targets and computational load. Simulation results demonstrate that the proposed algorithm can achieve good performance in terms of target states, target number and computational load when the newborn target intensity is not predefined in multi-target tracking systems.

• Proceedings of the Korean Institute of Communication Sciences Conference
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• 1984.04a
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• pp.42-45
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• 1984

we propose a new parameter estimation algorithm that converge with probability one and in mean square, If the mean is the function of parameter of the probability density function. This recursive algorithm is applicable also ever the parameters we estimate are multiparameter case. And the results are shown by the computer simulation.

• Transactions of the Korean Society of Mechanical Engineers
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• v.10 no.1
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• pp.110-120
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• 1986

45.deg. corss jet flow, at the mixing of two jet flows, was experimentally studied. For this study, only the statistical turbulent characteristics and high order moments will be analysed by on-line computer system (hot-wire anemometer system, dynamic analyser and computer system, plotting and printing system). Since mean velocity distributions, intensities of turbulence, Reynolds stresses, correlation coefficients, and other general results were already studied and presented. One dimensional probability density distributions of u', v', and w' were analysed comparing with Gaussian curve, which showed skew and flat tendency according to the Y and Z directions. For the analysis of the joint flow of turublent components, the joint probability density distributions were examined. The fagures were drawn so as to be read joint probabilities, joint probability densities, fluctuating velocities u', v', and w'. For further detailed examination of the variations of skewness and flatness phenomena, iso-joint probability density contours obtained from the profiles of the joint probability density distributions were studied. According to the displacement of positions from the center of the mixing flow and the directions, the flatness and skewness factors were increased.

• Journal of Industrial Technology
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• v.21 no.B
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• pp.163-174
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• 2001

A dynamic reliability model for analyzing the stability of armor units on rubble-mound breakwater is mathematically developed by using Hudson's formula and definition of single-failure mode. The probability density functions of resistance and loading functions are defined properly, the related parameters to those probability density functions are also estimated straightforwardly by the first-order analysis. It is found that probabilities of failure for the stability of armor units on rubble-mound breakwater are continuously increased as the service periods are elapsed, because of the occurrence of repeated loading of random magnitude by which the resistance may be deteriorated. In particular, the factor of safety is incorporated into the dynamic reliability model in order to evaluate the probability of failure as a function of factor of safety. It may thus be possible to take some informations for optimal design as well as managements and repairs of armor units on rubble-mound breakwater from the dynamic reliability analyses.

• Structural Engineering and Mechanics
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• v.57 no.1
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• pp.21-43
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• 2016

A conditional probability based approach known as Particle Filter Method (PFM) is a powerful tool for system parameter identification. In this paper, PFM has been applied to identify the vehicle parameters based on response statistics of the bridge. The flexibility of vehicle model has been considered in the formulation of bridge-vehicle interaction dynamics. The random unevenness of bridge has been idealized as non homogeneous random process in space. The simulated response has been contaminated with artificial noise to reflect the field condition. The performance of the identification system has been examined for various measurement location, vehicle velocity, bridge surface roughness factor, noise level and assumption of prior probability density. Identified vehicle parameters are found reasonably accurate and reconstructed interactive force time history with identified parameters closely matches with the simulated results. The study also reveals that crude assumption of prior probability density function does not end up with an incorrect estimate of parameters except requiring longer time for the iterative process to converge.

• Computers and Concrete
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• v.8 no.2
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• pp.163-176
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• 2011

By virtue of chord-length density function from the field of statistical physics, this paper introduced a quantitative approach to estimate the distribution of cement paste thickness between aggregates in concrete. Dynamics mixing method based on molecular dynamics was employed to generate one model structure, then image analysis algorithm was used to obtain the distribution of thickness of cement paste in model structure for the purpose of verification. By comparison of probability density curves and cumulative probability curves of the cement paste thickness among neighboring aggregates, it is found that the theoretical results are consistent with the simulation. Furthermore, for the model mortar and concrete mixtures with practical volume fraction of Fuller-type aggregate, this analytical formula was employed to predict the influence of aggregate volume fraction and aggregate fineness. And evolution of its mean values were also investigated with the variation of volume fraction of aggregate as well as the fineness of aggregates in model mortars and concretes.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.44 no.6
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• pp.111-117
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• 2007

This paper presents a novel approach to speech enhancement based on a complex Laplacian probability density function (pdf). With a use of goodness-of-fit (GOF) test we show that the complex Laplacian pdf is more suitable to describe the conventional Gaussian pdf. The likelihood ratio (LR) is applied to derive the speech absence probability in the speech enhancement algorithm. The performance of the proposed algorithm is evaluated by the objective test and yields better results compared with the conventional Gaussian pdf-based scheme.

• Structural Engineering and Mechanics
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• v.75 no.6
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• pp.771-784
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• 2020

Reliability analysis techniques combining with various surrogate models have attracted increasing attention because of their accuracy and great efficiency. However, they primarily focus on the structures with continuous response, while very rare researches on the reliability analysis for structures with discontinuous response are carried out. Furthermore, existing adaptive reliability analysis methods based on importance sampling (IS) still have some intractable defects when dealing with small failure probability, and there is no related research on reliability analysis for structures involving discontinuous response and small failure probability. Therefore, this paper proposes a novel reliability analysis method called AGPC-IS for such structures, which combines adaptive Gaussian process classification (GPC) and adaptive-kernel-density-estimation-based IS. In AGPC-IS, an efficient adaptive strategy for design of experiments (DoE), taking into consideration the classification uncertainty, the sampling uniformity and the regional classification accuracy improvement, is developed with the purpose of improving the accuracy of Gaussian process classifier. The adaptive kernel density estimation is introduced for constructing the quasi-optimal density function of IS. In addition, a novel and more precise stopping criterion is also developed from the perspective of the stability of failure probability estimation. The efficiency, superiority and practicability of AGPC-IS are verified by three examples.

• Earthquakes and Structures
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• v.22 no.2
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• pp.157-168
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• 2022

A moment-independent importance measure analysis approach was introduced to quantify the effects of structural uncertainty parameters on probabilistic seismic demands of simply supported girder bridges. Based on the probability distributions of main uncertainty parameters in bridges, conditional and unconditional bridge samples were constructed with Monte-Carlo sampling and analyzed in the OpenSees platform with a series of real seismic ground motion records. Conditional and unconditional probability density functions were developed using kernel density estimation with the results of nonlinear time history analysis of the bridge samples. Moment-independent importance measures of these uncertainty parameters were derived by numerical integrations with the conditional and unconditional probability density functions, and the uncertainty parameters were ranked in descending order of their importance. Different from Tornado diagram approach, the impacts of uncertainty parameters on the whole probability distributions of bridge seismic demands and the interactions of uncertainty parameters were considered simultaneously in the importance measure analysis approach. Results show that the interaction of uncertainty parameters had significant impacts on the seismic demand of components, and in some cases, it changed the most significant parameters for piers, bearings and abutments.

• Smart Structures and Systems
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• v.15 no.3
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• pp.735-749
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• 2015

The major difficulty of using Bayesian probabilistic inference for system identification is to obtain the posterior probability density of parameters conditioned by the measured response. The posterior density of structural parameters indicates how plausible each model is when considering the uncertainty of prediction errors. The Markov chain Monte Carlo (MCMC) method is a widespread medium for posterior inference but its convergence is often slow. The differential evolution adaptive Metropolis-Hasting (DREAM) algorithm boasts a population-based mechanism, which nms multiple different Markov chains simultaneously, and a global optimum exploration ability. This paper proposes an improved differential evolution adaptive Metropolis-Hasting algorithm (IDREAM) strategy to estimate the posterior density of structural parameters. The main benefit of IDREAM is its efficient MCMC simulation through its use of the adaptive Metropolis (AM) method with a mutation strategy for ensuring quick convergence and robust solutions. Its effectiveness was demonstrated in simulations on identifying the structural parameters with limited output data and noise polluted measurements.