• Nuclear Engineering and Technology
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• v.27 no.3
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• pp.336-343
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• 1995

The Self Tuning Regulator(STR) method which is an approach of adaptive control theory, is ap-plied to design the fully automatic power controller of the nonlinear reactor model. The adaptive control represent a proper approach to design the suboptimal controller for nonlinear, time-varying stochastic systems. The control system is based on a third­order linear model with unknown, time-varying parameters. The updating of the parameter estimates is achieved by the recursive extended least square method with a variable forgetting factor. Based on the estimated parameters, the output (average coolant temperature) is predicted one-step ahead. And then, a weighted one-step ahead controller is designed so that the difference between the output and the desired output is minimized and the variation of the control rod position is small. Also, an integral action is added in order to remove the steady­state error. A nonlinear M plant model was used to simulate the proposed controller of reactor power which covers a wide operating range. From the simulation result, the performances of this controller for ramp input (increase or decrease) are proved to be successful. However, for step input this controller leaves something to be desired.

• Smart Structures and Systems
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• v.9 no.6
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• pp.505-534
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• 2012

The present work deals with second order statistics of post buckling response of piezoelectric laminated composite cylindrical shell panel subjected to hygro-thermo-electro-mechanical loading with random system properties. System parameters such as the material properties, thermal expansion coefficients and lamina plate thickness are assumed to be independent of the temperature and electric field and modeled as random variables. The piezoelectric material is used in the forms of layers surface bonded on the layers of laminated composite shell panel. The mathematical formulation is based on higher order shear deformation shell theory (HSDT) with von-Karman nonlinear kinematics. A efficient $C^0$ nonlinear finite element method based on direct iterative procedure in conjunction with a first order perturbation approach (FOPT) is developed for the implementation of the proposed problems in random environment and is employed to evaluate the second order statistics (mean and variance) of the post buckling load of piezoelectric laminated cylindrical shell panel. Typical numerical results are presented to examine the effect of various environmental conditions, amplitude ratios, electrical voltages, panel side to thickness ratios, aspect ratios, boundary conditions, curvature to side ratios, lamination schemes and types of loadings with random system properties. It is observed that the piezoelectric effect has a significant influence on the stochastic post buckling response of composite shell panel under various loading conditions and some new results are presented to demonstrate the applications of present work. The results obtained using the present solution approach is validated with those results available in the literature and also with independent Monte Carlo Simulation (MCS).

• International Journal of Control, Automation, and Systems
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• v.3 no.2
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• pp.236-243
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• 2005

This paper presents a new stochastic approach for solving combinatorial optimization problems by using a new selection method, i.e. SA-selection, in genetic algorithm (GA). This approach combines GA with simulated annealing (SA) to improve the performance of GA. GA and SA have complementary strengths and weaknesses. While GA explores the search space by means of population of search points, it suffers from poor convergence properties. SA, by contrast, has good convergence properties, but it cannot explore the search space by means of population. However, SA does employ a completely local selection strategy where the current candidate and the new modification are evaluated and compared. To verify the effectiveness of the proposed method, the optimization of a fuzzy controller for balancing an inverted pendulum on a cart is considered.

• Journal of applied mathematics & informatics
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• v.17 no.1_2_3
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• pp.519-536
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• 2005

The purpose of this paper is to propose several approximating methods to obtain the American option prices under jump-diffusion processes. The first method is to extend an approximating method to the optimal exercise boundary by a multipiece exponential function suggested by Ju [17]. The second approach is to modify the analytical methods of MacMillan [20] and Zhang [25] in a discrete time space. The third approach is to apply the simulation technique of Ibanez and Zapareto [14] to the problem of American option pricing when the jumps are allowed. Finally, we compare the numerical performance of each suggesting method with those of the previous numerical approaches.

• Proceedings of the Korean Geotechical Society Conference
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• 2003.03a
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• pp.123-130
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• 2003

The estimation of key soil properties and subsequent quantitative assessment of the associated uncertainties has always been an important issue in geotechnical engineering. It is well recognized that soil properties vary spatially as a result of depositional and post-depositional processes. The stochastic nature of spatially varying soil properties can be treated as a random field. A practical statistical approach that can be used to systematically model various sources of uncertainty is presented in the context of reliability analysis of slope stability Newly developed expressions for probabilistic characterization of soil properties incorporate sampling and measurement errors, as well as spatial variability and its reduced variance due to spatial averaging. Reliability analyses of the probability of slope failure using the different statistical representations of soil properties show that the incorporation of spatial correlation and conditional simulation leads to significantly lower probability of failure than obtained using simple random variable approach.

• ETRI Journal
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• v.22 no.4
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• pp.40-50
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• 2000

We apply a "sliding-window" Maximum Likelihood(ML) estimator to estimate traffic parameters On-Off source and develop a method for estimating stochastic predicted individual cell arrival rates. Based on these results, we propose a simple Connection Admission Control(CAC)scheme for delay sensitive services in broadband onboard packet switching satellite systems. The algorithms are motivated by the limited onboard satellite buffer, the large propagation delay, and low computational capabilities inherent in satellite communication systems. We develop an algorithm using the predicted individual cell loss ratio instead of using steady state cell loss ratios. We demonstrate the CAC benefits of this approach over using steady state cell loss ratios as well as predicted total cell loss ratios. We also derive the predictive saturation probability and the predictive cell loss ratio and use them to control the total number of connections. Predictive congestion control mechanisms allow a satellite network to operate in the optimum region of low delay and high throughput. This is different from the traditional reactive congestion control mechanism that allows the network to recover from the congested state. Numerical and simulation results obtained suggest that the proposed predictive scheme is a promising approach for real time CAC.

• Journal of the Korean Operations Research and Management Science Society
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• v.24 no.2
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• pp.53-68
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• 1999

This paper presents a nonparametric method to test if the mean difference of DEA efficiency estimates between two groups statistically exists. A proposed method employs a bootstrapping approach to generation BCC efficiency estimates through Monte Carlo simulation resampling process. For the purpose of demonstration, we empirically apply the proposed method to the korean bank industry and compare its result with the result by the traditional deterministic DEA method. The nonparametric statistical hypothesis testing procedure in this study, which considers not only stochastic variability of the DEA data, but also random radial deviations off the efficient frontier, serves as a useful tool for dbjectively evaluating whether the mean difference of DEA efficiency estimates between groups is statistically significant.

• International Journal of Aeronautical and Space Sciences
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• v.8 no.2
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• pp.37-43
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• 2007

Coordination of multiple UAVs is an essential technology for various applications in robotics, automation, and artificial intelligence. In general, it includes 1) waypoints assignment and 2) trajectory generation. In this paper, we propose a new method for this problem. First, we modify the concept of the standard visibility graph to greatly improve the optimality of the generated trajectories and reduce the computational complexity. Second, we propose an efficient stochastic approach using simulated annealing that assigns waypoints to each UAV from the constructed visibility graph. Third, we describe a method to detect collision between two UAVs. FinallY, we suggest an efficient method of controlling the velocity of UAVs using A* algorithm in order to avoid inter-UAV collision. We present simulation results from various environments that verify the effectiveness of our approach.

• International Journal of Aeronautical and Space Sciences
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• v.8 no.2
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• pp.107-120
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• 2007

Coordination of multiple UAVs is an essential technology for various applications in robotics, automation, and artificial intelligence. In general, it includes 1) waypoints assignment and 2) trajectory generation. In this paper, we propose a new method for this problem. First, we modify the concept of the standard visibility graph to greatly improve the optimality of the generated trajectories and reduce the computational complexity. Second, we propose an efficient stochastic approach using simulated annealing that assigns waypoints to each UAV from the constructed visibility graph. Third, we describe a method to detect collision between two UAVs. FinallY, we suggest an efficient method of controlling the velocity of UAVs using A* algorithm in order to avoid inter-UAV collision. We present simulation results from various environments that verify the effectiveness of our approach.

• Structural Engineering and Mechanics
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• v.31 no.6
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• pp.737-749
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• 2009

The problem of estimating the dynamic response of a distributed parameter system excited by a moving vehicle with random initial velocity and random vehicle body mass is investigated. By adopting the Galerkin's method and modal analysis, a set of approximate governing equations of motion possessing time-dependent uncertain coefficients and forcing function is obtained, and then the dynamic response of the coupled system can be calculated in deterministic sense. The statistical characteristics of the responses of the system are computed by using improved perturbation approach with respect to mean value. This method is simple and useful to gather the stochastic structural response due to the vehicle-passenger-bridge interaction. Furthermore, some of the statistical numerical results calculated from the perturbation technique are checked by Monte Carlo simulation.