• 제목/요약/키워드: simultaneous perturbation stochastic approximation

검색결과 6건 처리시간 0.016초

Electricity Price Prediction Model Based on Simultaneous Perturbation Stochastic Approximation

  • Ko, Hee-Sang;Lee, Kwang-Y.;Kim, Ho-Chan
    • Journal of Electrical Engineering and Technology
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    • 제3권1호
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    • pp.14-19
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    • 2008
  • The paper presents an intelligent time series model to predict uncertain electricity market price in the deregulated industry environment. Since the price of electricity in a deregulated market is very volatile, it is difficult to estimate an accurate market price using historically observed data. The parameter of an intelligent time series model is obtained based on the simultaneous perturbation stochastic approximation (SPSA). The SPSA is flexible to use in high dimensional systems. Since prediction models have their modeling error, an error compensator is developed as compensation. The SPSA based intelligent model is applied to predict the electricity market price in the Pennsylvania-New Jersey-Maryland (PJM) electricity market.

A Simultaneous Perturbation Stochastic Approximation (SPSA)-Based Model Approximation and its Application for Power System Stabilizers

  • Ko, Hee-Sang;Lee, Kwang-Y.;Kim, Ho-Chan
    • International Journal of Control, Automation, and Systems
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    • 제6권4호
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    • pp.506-514
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    • 2008
  • This paper presents an intelligent model; named as free model, approach for a closed-loop system identification using input and output data and its application to design a power system stabilizer (PSS). The free model concept is introduced as an alternative intelligent system technique to design a controller for such dynamic system, which is complex, difficult to know, or unknown, with input and output data only, and it does not require the detail knowledge of mathematical model for the system. In the free model, the data used has incremental forms using backward difference operators. The parameters of the free model can be obtained by simultaneous perturbation stochastic approximation (SPSA) method. A linear transformation is introduced to convert the free model into a linear model so that a conventional linear controller design method can be applied. In this paper, the feasibility of the proposed method is demonstrated in a one-machine infinite bus power system. The linear quadratic regulator (LQR) method is applied to the free model to design a PSS for the system, and compared with the conventional PSS. The proposed SPSA-based LQR controller is robust in different loading conditions and system failures such as the outage of a major transmission line or a three phase to ground fault which causes the change of the system structure.

SPSA를 이용한 EIT 영상복원 (EIT Image Reconstruction Using SPSA)

  • 김호찬;부창진
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2002년도 하계학술대회 논문집 D
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    • pp.2721-2723
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    • 2002
  • Electrical impedance tomograpy(EIT) determines the resistivity distribution inside an inhomogeneous target by means of voltage and current measurements conducted at the target boundary. In this paper, a simultaneous perturbation stochastic approximation(SPSA) approach is proposed for the solution of the EIT image reconstruction. Results of numerical experiments of EIT solved by the SPSA approach are presented and compared to that obtained by the modified Newton-Raphson(mNR) method.

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다인승차량의 중앙버스전용차로 이용에 따른 영향분석 (Analyzing the Changes in Speed Due to High Occupancy Vehicles Using Median Bus Lane)

  • 이정범
    • 한국ITS학회 논문지
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    • 제12권4호
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    • pp.87-94
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    • 2013
  • 본 연구는 버스전용차로 설치로 인한 일반차로의 지체증가를 완화하기 위해 다인승차량이 버스전용차로를 운행할 수 있도록 해 주는 방안에 대하여 알아보았다. 연구 대상지는 버스전용차로에는 버스통행량이 적고 일반 차로의 지체가 심각한 대전의 두 지역(도안동로, 도안대로)을 선정하였다. 분석을 위해 Synchro를 이용하여 신호를 최적화 시키고 VISSIM을 이용하여 시뮬레이션 분석을 시행하였다. 현황을 정확히 모의실험 하기 위하여 운전자 행태를 반영할 수 있는 파라메터를 Simultaneous Perturbation Stochastic Approximation(SPSA)알고리즘을 이용하여 최적화 한 후 분석을 시행하였다. 분석 결과 두 지역 모두 현재의 다인승차량의 진입을 허용하여도 버스전용차로의 정시성에는 크게 영향을 끼치지 않는 것으로 나타났다. 특히, 도안대로의 경우 다인승차량이 버스전용차로를 운행하면 전체 지체가 떨어지는 효과가 있는 것으로 나타났다. 장래, 교통량이 증가하였을 경우 다인승차량이 10%정도 증가하여도 버스전용차로의 정시성은 어느 정도 유지할 수 있는 것으로 나타났다. 현재의 규제 위주의 교통수요관리 보다는 주어진 도로를 최대한 효율적으로 이용하고자 하는 노력도 중요하다. 향후 가로변 구간에 있는 버스전용차로의 다인승차량 허용에 대한 연구 및 다양한 교통량에 대한 세부적인 연구가 추가되어야 할 것으로 판단된다.

전기 임피던스 단층촬영법에서 SPSA를 이용한 영상복원 (SPSA Approach to Image Reconstruction in Electrical Impedance Tomograhpy)

  • 김호찬;부창진;이윤준
    • 조명전기설비학회논문지
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    • 제18권2호
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    • pp.23-28
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    • 2004
  • 전기 임피던스 단층촬영법(electrical impedance tomography, EIT)은 미지의 내부 저항률 분포를 갖는 물체 주위에 특수하게 제작된 전극을 여러 개 배치하고 적절하게 설계된 전류를 주입하여 이에 따른 인가전압을 물체 경계에서 측정한 후 이를 근거로 EIT의 영상복원 알고리즘에서 물체 내부의 미지의 저항률 분포를 재구성하는 기술이다. 전기 임피던스 단층촬영법의 영상복원 과정은 비선형 방정식으로 기술되며, 그 해석적인 해를 구하기가 매우 어려우므로 수치적인 방법으로 근사해를 구한다. 본 논문에서는 EIT 영상복원 방법으로 동시 인자변환 확률적 근사화(simultaneous perturbation stochastic approximation, SPSA) 방법을 제안한다. SPSA 방법을 이용한 EIT 영상복원의 성능을 컴퓨터시뮬레이션을 통해 살펴보고 기존의 mNR 방법에 의해 얻어진 결과와 비교 분석하도록 한다.

Multicriteria shape design of a sheet contour in stamping

  • Oujebbour, Fatima-Zahra;Habbal, Abderrahmane;Ellaia, Rachid;Zhao, Ziheng
    • Journal of Computational Design and Engineering
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    • 제1권3호
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    • pp.187-193
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    • 2014
  • One of the hottest challenges in automotive industry is related to weight reduction in sheet metal forming processes, in order to produce a high quality metal part with minimal material cost. Stamping is the most widely used sheet metal forming process; but its implementation comes with several fabrication flaws such as springback and failure. A global and simple approach to circumvent these unwanted process drawbacks consists in optimizing the initial blank shape with innovative methods. The aim of this paper is to introduce an efficient methodology to deal with complex, computationally expensive multicriteria optimization problems. Our approach is based on the combination of methods to capture the Pareto Front, approximate criteria (to save computational costs) and global optimizers. To illustrate the efficiency, we consider the stamping of an industrial workpiece as test-case. Our approach is applied to the springback and failure criteria. To optimize these two criteria, a global optimization algorithm was chosen. It is the Simulated Annealing algorithm hybridized with the Simultaneous Perturbation Stochastic Approximation in order to gain in time and in precision. The multicriteria problems amounts to the capture of the Pareto Front associated to the two criteria. Normal Boundary Intersection and Normalized Normal Constraint Method are considered for generating a set of Pareto-optimal solutions with the characteristic of uniform distribution of front points. The computational results are compared to those obtained with the well-known Non-dominated Sorting Genetic Algorithm II. The results show that our proposed approach is efficient to deal with the multicriteria shape optimization of highly non-linear mechanical systems.