• Journal of the Korean Operations Research and Management Science Society
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• v.32 no.1
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• pp.147-160
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• 2007

In this paper, the optimal decision making strategy for resource management is viewed in terms of a combined strategy of planting and producing time. A model which can be used to determine the optimal management strategy is developed, and focuses on how to design the operation of a Markov chain so as to optimize its performance. This study estimated a dynamic stochastic model to compare alternative production style and used the net present value of returns to evaluate the scenarios. The managers in this study may be able to increase economic returns by delaying produce in order to market larder, more valuable commodities.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1992.04a
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• pp.73-78
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• 1992

A stochastic simulated anneal ins (SSA) is a recent approach to the solution of problems characterized by large number of interacting degrees of freedom. SSA simulates the degrees of freedom in a problem in a such a way that they are a collection of atoms slowly being coolded into a ground state which would correspond to the stationary point of the problem. In this paper, for a randomly disturbed current design, SSA optimization technique is used, which establishes a probabilistic criterion for acceptance or rejection of current design and iteratively improves it to arrive at a stationary Point at which critical temperature is reached. Simple truss optimization problem which consider as their constraints only the tensile and compressive yielding strength of the members are tested using SSA. Satisfactory results are obtained and some discussions are given for the behavior of SSA on the tested truss structures.

• Structural Engineering and Mechanics
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• v.4 no.4
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• pp.425-436
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• 1996

An application of the perturbation method to optimum structural design with random parameters is presented. It is formulated on the basis of the first-order stochastic finite element perturbation method. It also takes into full account the stress, displacement and eigenvalue constraints, together with the rates of change of the random variables. A method for calculating the sensitivity coefficients in regard to the governing equation and the first-order perturbed equation has been derived, by using a direct differentiation approach. A gradient-based nonlinear programming technique is used to solve the problem. The numerical results are specifically noted, where the stiffness parameter and external load are treated as random variables.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2004.04a
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• pp.515-518
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• 2004

This paper presents a method that improves the performance of the personal voice dialling system in which speaker Independent phoneme HMM's are used. Since the speaker independent phoneme HMM based voice dialing system uses only the phone transcription of the input sentence, the storage space could be reduced greatly. However, the performance of the system is worse than that of the system which uses the speaker dependent models due to the phone recognition errors generated when the speaker Independent models are used. In order to solve this problem, a new method that jointly estimates transformation vectors for the speaker adaptation and transcriptions from training utterances is presented. The biases and transcriptions are estimated iteratively from the training data of each user with maximum likelihood approach to the stochastic matching using speaker-independent phone models. Experimental result shows that the proposed method is superior to the conventional method which used transcriptions only.

• 제어로봇시스템학회:학술대회논문집
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• 1995.10a
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• pp.432-435
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• 1995

In this paper a new approach to obtain the solution of the linear-quadratic Gaussian control problem for singularly perturbed discrete-time stochastic systems is proposed. The alogorithm proposed is based on exploring the previous results that the exact solution of the global discrete algebraic Riccati equations is found in terms of the reduced-order pure-slow and pure-fast nonsymmetric continuous-time algebraic Riccati equations and, in addition, the optimal global Kalman filter is decomposed into pure-slow and pure-fast local optimal filters both driven by the system measurements and the system optimal control input. It is shown that the optimal linear-quadratic Gaussian control problem for singularly perturbed linear discrete systems takes the complete decomposition and parallelism between pure-slow and pure-fast filters and controllers.

• Transactions on Control, Automation and Systems Engineering
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• v.4 no.4
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• pp.270-276
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• 2002

An integrated robust fault diagnosis and fault accommodation strategy for a class of linear stochastic systems subjected to unknown disturbances is presented under the assumption that only a single fault may occur at a given time. The strategy is based on the fault isolation and estimation using a bank of robust two-stage Kalman filters and introduction of the additive compensation input for cancelling out the fault's effect on the system. Each filter is set up such that the residual is decoupled from unknown disturbances and fault with the influence vector designed in the filter. Simulation results for the simplified longitudinal flight control system with parameter uncertainties, process and sensor noises demonstrate the effectiveness of the present approach.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.56 no.2
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• pp.254-259
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• 2007

PM(Preventive Maintenance) can avail the generating unit to reduce cost and gain more profit in a competitive supply-side power market. So, it is necessary to perform reliability analysis on the power systems in which reliability is essential. Thus, to schedule optimal PM planning based on reliability that is defined RCM(Reliability-Centered Maintenance), FMECA(Failure Mode Effects and Criticality Analysis) assessment is very important. Therefore, in this paper, the procedure of FMECA assessment for optimal RCM is proposed by probabilistic approach using real historical failure data of combustion-turbine generators in Korean power systems. The stochastic FMECA is performed based on the effects of probable failure modes of combustion-turbine generating unit.

• Communications for Statistical Applications and Methods
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• v.20 no.6
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• pp.439-454
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• 2013

This study presents a Bayesian multiple change-point detection approach to segment and classify the observations that no longer come from an initial population after a certain time. Inferences are based on the multiple change-points in a sequence of random variables where the probability distribution changes. Bayesian multiple change-point estimation is classifies each observation into a segment. We use a truncated Poisson distribution for the number of change-points and conjugate prior for the exponential family distributions. The Bayesian method can lead the unsupervised classification of discrete, continuous variables and multivariate vectors based on latent class models; therefore, the solution for change-points corresponds to the stochastic partitions of observed data. We demonstrate segmentation with real data.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1997.04a
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• pp.55-59
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• 1997

Investigation is performed on the stability of general form of dynamic system whose damping and stiffness are varying in irregular manner along time, which is a preliminary result in the course of research on the characteristic and the control of the stochastic system. The governing equation of the 'parametric' system is derived via F-P-K approach in stochastic sense. The influence on the stability due to the magnitude of auto power spectral density and cross power spectral density of random variation of system parameters is studied and the region is surveyed.

• Structural Engineering and Mechanics
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• v.31 no.5
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• pp.481-506
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• 2009

The present study is concerned with the stochastic linear free vibration study of laminated composite plate embedded with piezoelectric layers with random material properties. The system equations are derived using higher order shear deformation theory. The lamina material properties of the laminate are modeled as basic random variables for accurate prediction of the system behavior. A $C^0$ finite element is used for spatial descretization of the laminate. First order Taylor series based mean centered perturbation technique in conjunction with finite element method is outlined for the problem. The outlined probabilistic approach is used to obtain typical numerical results, i.e., the mean and standard deviation of natural frequency. Different combinations of simply supported, clamped and free boundary conditions are considered. The effect of side to thickness ratio, aspect ratio, lamination scheme on scattering of natural frequency is studied. The results are compared with those available in literature and an independent Monte Carlo simulation.