• Title/Summary/Keyword: random variable state

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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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An INS Filter Design Considering Mixed Random Errors of Gyroscopes

  • Seong, Sang-Man;Kang, Ki-Ho
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.262-264
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    • 2005
  • We propose a filter design method to suppress the effect of gyroscope mixed random errors at INS system level. It is based on the result that mixed random errors can be represented by a single equivalent ARMA model. At first step, the time difference of equivalent ARMA process is performed, which consider the characteristic of indirect feedback Kalman filter used in INS filter. Next, a state space conversion of time differenced ARMA model is achieved. If the order of AR is greater than that of MA, the controllable or observable canonical form is used. Otherwise, we introduce the state equation of which the state variable is composed of the ARMA model output and several step ahead predicts of that. At final step, a complete form state equation is presented. The simulation results shows that the proposed method gives less transient error and better convergence compared to the conventional filter which assume the mixed random errors as white noise.

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Kalman Filter Design For Aided INS Considering Gyroscope Mixed Random Errors (자이로의 불규칙 혼합잡음을 고려한 보조항법시스템 칼만 필터 설계)

  • Seong, Sang-Man
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.34 no.4
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    • pp.47-52
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    • 2006
  • Using the equivalent ARMA model representation of the mixed random errors, we propose Klaman filter design methods for aided INS(Inertial Navigation System) which contains the gyroscope mixed random errors. At first step, considering the characteristic of indirect feedback Kalman filter used in the aided INS, we perform the time difference of equivalent ARMA model. Next, according to the order of the time differenced ARMA model, we achieve the state space conversion of that by two methods. If the order of AR part is greater than MA part, we use controllable or observable canonical form. Otherwise, we establish the state apace equation via the method that several step ahead predicts are included in the state variable, where we can derive high and low order models depending on the variable which is compensated from gyroscope output. At final step, we include the state space equation of gyroscope mixed random errors into aided INS Kalman filter model. Through the simulation, we show that both the high and low order filter models proposed give less navigation errors compared to the conventional filter which assume the mixed random errors as white noise.

Random Variable State and Response Variability (확률변수상태와 응답변화도)

  • Noh, Hyuk-Chun;Lee, Phill-Seung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.6A
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    • pp.1001-1011
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    • 2006
  • It is a general agreement that exact statistical solutions can be found by a Monte Carlo technique. Due to difficulties, however, in the numerical generation of random fields, which satisfy not only the probabilistic distribution but the spectral characteristics as well, it is recognized as relatively difficult to find an exact response variability of a structural response. In this study, recognizing 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 general structures. In this procedure, the probability density function is directly used. It is particularly noteworthy that the proposed methodology provides response variability for virtually any type of probability density function, and has capability of considering correlations between multiple random variables.

On the Approximate Solution of Aircraft Landing Gear under Nonstationary Random Excitations (비정상 랜덤 가진력을 받는 항공기 착륙장치의 응답해석 기법연구)

  • 황재혁;유병성;공병식
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 1997.10a
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    • pp.345-351
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    • 1997
  • The motion of an aircraft landing gear over rough runway at variable speed is nonstationary. hi this paper, a method for the computation of nonstationary response variance is presented which uses a state space form for the combination of landing gear and runway excitation. The dynamic characteristics of the landing gear under nonstationazy random excitations has also been analyzed using the proposed method. The formulation is for linear systems of arbitrary order and allows any deterministic velocity history.

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Evaluation of the Performance and Reliability of a Real-time Power System Described by a DES Model using Fuzzy-Random Variables (퍼지-랜덤 변수를 이용한 DES 모델링을 통한 실시간 전력 시스템의 성능 및 신뢰도 평가)

  • Min, Byeong-Jo;Lee, Seok-Ju;Kim, Hak-Bae
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.49 no.7
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    • pp.363-369
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    • 2000
  • To flexibly evaluate performance and reliability of an electric power system in the aspect of the real-time system which is intrinsically characterized by stringent timing constraints fails catastrophically if its control input is not updated by its digital controller computer within a certain time limit called the hard deadline, we propose fuzzy-random variables and build a discrete event model embedded with fuzzy-random variables. Also, we adapt fuzzy-variables to a path-space approach, which derives the upper and lower bounds of reliability by using a semi-Markov model that explicitly contains the deadline information. Consequently, we propose certain formulas of state automata properly transformed by fuzzy-random variables, and present numerical examples applying the formulas as well.

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Evaluation of the Performance and Reliability of a Real-Time System Using Fuzzy-Random Variables (퍼지-랜덤 변수를 이용한 실시간 제어 시스템의 성능 및 신뢰도 평가기법 연구)

  • 민병조;이석주;김학배
    • Journal of Institute of Control, Robotics and Systems
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    • v.6 no.6
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    • pp.433-440
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    • 2000
  • To flexibly evaluate performance and reliability of a real-time system which is intrinsically characterized by stringent timing constraints to generate correct responses, we propose fuzzyrandom variables and build a discrete event model embedded with fuzzy-random variables. Also, we adapt fuzzy-variables to a path-space approach, which derives the upper and lower bounds of reliability by using a semi-Markov model that explicitly contains the deadline information. Consequently, we propose certain formulas of state automata properly transformed by fuzzy-random variables, and present numerical examples applying the formulas to RTP(Rapid Thermal Process) to show that a complex system can be properly evaluated based on this model by computer simulation.

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An One-for-One Ordering Inventory Policy with Poisson Demands and Losses with Order Dependent Leadtimes

  • Choi, Jin-Yeong;Kim, Man-Sik
    • Journal of the Korean Operations Research and Management Science Society
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    • v.12 no.1
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    • pp.27-33
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    • 1987
  • A stochastic model for an inventory system in which depletion of stock takes place due to random demand as well as random loss of items is studied under the assumption that the intervals between cussessive unit demands as well as those between cussessive unit losses, are independently and identically distributed random variables having negative exponential distributions with respective parameters .mu. and .lambda. It is further assumed that leadtime for each order is an outstanding-order-dependent random variable. The steady state probability distribution of the net inventory level is derived under the continuous review (S -1, S) inventory policy, from which the total expected coast expression is formulated.

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RELIABILITY-BASED DESIGN OPTIMIZATION OF AUTOMOTIVE SUSPENSION SYSTEMS

  • Chun, H.H.;Kwon, S.J.;Tak, T.
    • International Journal of Automotive Technology
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    • v.8 no.6
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    • pp.713-722
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    • 2007
  • Design variables for suspension systems cannot always be realized in the actual suspension systems due to tolerances in manufacturing and assembly processes. In order to deal with these tolerances, design variables associated with kinematic configuration and compliance characteristics of suspensions are treated as random variables. The reliability of a design target with respect to a design variable is defined as the probability that the design target is in the acceptable design range for all possible values of the design variable. To compute reliability, the limit state, which is the boundary between the acceptable and unacceptable design, is expressed mathematically by a limit state function with value greater than 0 for acceptable design, and less than 0 for unacceptable design. Through reliability analysis, the acceptable range of design variables that satisfy a reliability target is specified. Furthermore, through sensitivity analysis, a general procedure for optimization of the design target with respect to the design variables has been established.