• 제목/요약/키워드: random variable state

검색결과 64건 처리시간 0.018초

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

  • 노혁천
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2006년도 정기 학술대회 논문집
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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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    • 제어로봇시스템학회 2005년도 ICCAS
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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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자이로의 불규칙 혼합잡음을 고려한 보조항법시스템 칼만 필터 설계 (Kalman Filter Design For Aided INS Considering Gyroscope Mixed Random Errors)

  • 성상만;강기호
    • 한국항공우주학회지
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    • 제34권4호
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    • pp.47-52
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    • 2006
  • 불규칙 혼합잡음의 등가 ARMA 모델 표현을 사용하여 자이로의 불규칙 혼합잡음을 고려하는 보조항법시스템 칼만필터 설계 방법을 제안한다. 필터 설계 절차는 먼저 보조항법 시스템에 사용되는 필터는 간접 되먹임 칼만필터임을 고려하여 등가 ARMA 모델로 표현된 자이로 불규칙 잡음의 시간 차분을 구한다. 다음으로 시간 차분된 ARMA 모델을 상태 방정식으로 표현하는데 AR과 MA 차수에 따라 두 가지로 나누어진다. 먼저 AR 차수가 큰 경우 가제어 혹은 가관측 특이형태를 사용한다. MA 차수가 큰 경우에는 몇 단계 이후의 예측치를 상태변수로 하는 상태방정식을 사용하는데, 이때 자이로 출력을 보상하는 값에 따라 다시 고차수 필터와 저차수 필터로 구분된다. 마지막으로 자이로 불규칙 잡음을 보조항법시스템 칼만필터에 포함시켜 최종적인 필터 모델을 얻는다. 시뮬레이션 결과를 통하여 제안된 고차수 및 저차수 필터 모두 혼합잡음을 백색잡음으로 간주한 기존의 필터보다 항법오차를 감소시킬 수 있음을 보임으로써 그 효용성을 제시한다.

확률변수상태와 응답변화도 (Random Variable State and Response Variability)

  • 노혁천;이필승
    • 대한토목학회논문집
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    • 제26권6A호
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    • pp.1001-1011
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    • 2006
  • 재료인수, 기하인수 또는 작용하중 등에 불확실성을 가지는 구조에 대한 추계론적 해석의 정확해는, 일반적인 관점에서, 불확실성을 표현하는 추계장의 수치생성과 이에 대한 몬테카를로 해석을 통하여 얻을 수 있다. 그러나 불확실 인수의 공간적 분포를 나타내는 추계장은 그 특성을 표현해주는 두 가지의 함수를 동시에 만족시켜야 한다. 하나는 확률변수의 공간적 분포 상황을 표현해주는 스펙트럼밀도함수이며, 다른 하나는 통계적 특성을 나타내는 확률밀도함수이다. 일반적으로 이들 두 함수를 동시에 만족시키는 추계장의 정확한 수치생성은 여러 이유에서 어려운 일로 여겨지고 있다. 그러나 상관관계거리가 무한대인 확률변수상태의 경우 추계장은 상수추계장이 되며, 이 경우 스펙트럼밀도함수에 의하여 부과되는 제한조건은 사라지게 되어, 단순히 확률밀도함수에 대한 조건만이 남게 된다. 이 경우, 구조인수의 불확실성에 의한 구조응답은 확률밀도함수만을 고려하여 얻을 수 있게 된다. 이렇게 산정되는 응답변화도는 기존의 급수전개 및 섭동법 등의 수치해법은 물론 몬테카를로 해석에서도 얻을 수 없었던 정확해에 대한 준이론해를 제공해 줄 수 있다.

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

  • 황재혁;유병성;공병식
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 1997년도 추계학술대회논문집; 한국과학기술회관; 6 Nov. 1997
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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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퍼지-랜덤 변수를 이용한 DES 모델링을 통한 실시간 전력 시스템의 성능 및 신뢰도 평가 (Evaluation of the Performance and Reliability of a Real-time Power System Described by a DES Model using Fuzzy-Random Variables)

  • 민병조;이석주;김학배
    • 대한전기학회논문지:시스템및제어부문D
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    • 제49권7호
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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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퍼지-랜덤 변수를 이용한 실시간 제어 시스템의 성능 및 신뢰도 평가기법 연구 (Evaluation of the Performance and Reliability of a Real-Time System Using Fuzzy-Random Variables)

  • 민병조;이석주;김학배
    • 제어로봇시스템학회논문지
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    • 제6권6호
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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
    • 한국경영과학회지
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    • 제12권1호
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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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    • 제8권6호
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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.