• Title/Summary/Keyword: stochastic approach

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Evolution Strategies Based Particle Filters for Simultaneous State and Parameter Estimation of Nonlinear Stochastic Models

  • Uosaki, K.;Hatanaka, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.1765-1770
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    • 2005
  • Recently, particle filters have attracted attentions for nonlinear state estimation. In this approaches, a posterior probability distribution of the state variable is evaluated based on observations in simulation using so-called importance sampling. We proposed a new filter, Evolution Strategies based particle (ESP) filter to circumvent degeneracy phenomena in the importance weights, which deteriorates the filter performance, and apply it to simultaneous state and parameter estimation of nonlinear state space models. Results of numerical simulation studies illustrate the applicability of this approach.

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모멘트 생성 함수 기법을 이용한 유연 제조 셀의 해석적 성능 평가

  • 박용수;김종원
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1996.04a
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    • pp.506-511
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    • 1996
  • The performance evaluation of flexible manufacturing systems or cells at the stages of design and planning is one of important issues in manufacturing. For that reason, Guo has presented an approachbased on moment generating function and generalized stochastic PetriNets for performance analysis. In this paper, Buo's approach is extended tothe cases of flexible manufacturing cell including one machining center with a local buffer, AS/RS(Automatic Storage and Retrieval System), set-up station and AGV(Automated Guided Vehicle). Then the performance measures from this approach is compared with simulation. The major advantage ofthis method over existing performance evaluation methods is the ability to compute analytic solutions for performance measures.

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Computation of serrated trailing edge flow and noise using a hybrid zonal RANS-LES

  • Kim, Tae-Hyung;Lee, Seung-Hoon;Lee, Soo-Gab
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2012.04a
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    • pp.414-419
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    • 2012
  • The evaluation of a zonal RANS-LES approach is documented for the prediction of broadband noise generated by the flow past unmodified and serrated airfoil trailing edges at a high Reynolds number. A multi-domain decomposition is considered, where the acoustic sources are resolved with a LES sub-domain embedded in the RANS domain. A stochastic vortex method is used to generate synthetic turbulent perturbations at the RANS-LES interface. The simulations are performed with a general-purpose unstructured control-volume code FLUENT. The far-field noise is calculated using the aeroacoustic analogy of Ffowcs Williams-Hawkings. The results of the simulation are validated through the full-scaled wind turbine acoustic measurements. It is found that the present approach is adequate for predicting noise radiation of serrated trailing edge flow for low noise rotor system.

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Computation of Serrated Trailing Edge Flow and Noise Using a Hybrid Zonal RANS-LES (혼합 영역 RANS-LES를 이용한 톱니 뒷전 유동 및 소음장의 계산)

  • Kim, Tae-Hyung;Lee, Seung-Hoon;Lee, Soo-Gab
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.22 no.5
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    • pp.444-450
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    • 2012
  • The evaluation of a zonal RANS-LES approach is documented for the prediction of broadband noise generated by the flow past unmodified and serrated airfoil trailing edges at a high Reynolds number. A multi-domain decomposition is considered, where the acoustic sources are resolved with a LES sub-domain embedded in the RANS domain. A stochastic vortex method is used to generate synthetic turbulent perturbations at the RANS-LES interface. The simulations are performed with a general-purpose unstructured control-volume code FLUENT. The far-field noise is calculated using the aeroacoustic analogy of Ffowcs Williams-Hawkings. The results of the simulation are validated through the full-scaled wind turbine acoustic measurements. It is found that the present approach is adequate for predicting noise radiation of serrated trailing edge flow for low noise rotor system.

A Bayesian Approach to Dependent Paired Comparison Rankings

  • Kim, Hea-Jung;Kim, Dae-Hwang
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.85-90
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    • 2003
  • In this paper we develop a method for finding optimal ordering of K statistical models. This is based on a dependent paired comparison experimental arrangement whose results can naturally be represented by a completely oriented graph (also so called tournament graph). Introducing preference probabilities, strong transitivity conditions, and an optimal criterion to the graph, we show that a Hamiltonian path obtained from row sum ranking is the optimal ordering. Necessary theories involved in the method and computation are provided. As an application of the method, generalized variances of K multivariate normal populations are compared by a Bayesian approach.

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Long-Term Forecasting by Wavelet-Based Filter Bank Selections and Its Application

  • Lee, Jeong-Ran;Lee, You-Lim;Oh, Hee-Seok
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.249-261
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    • 2010
  • Long-term forecasting of seasonal time series is critical in many applications such as planning business strategies and resolving possible problems of a business company. Unlike the traditional approach that depends solely on dynamic models, Li and Hinich (2002) introduced a combination of stochastic dynamic modeling with filter bank approach for forecasting seasonal patterns using highly coherent(High-C) waveforms. We modify the filter selection and forecasting procedure on wavelet domain to be more feasible and compare the resulting predictor with one that obtained from the wavelet variance estimation method. An improvement over other seasonal pattern extraction and forecasting methods based on such as wavelet scalogram, Holt-Winters, and seasonal autoregressive integrated moving average(SARIMA) is shown in terms of the prediction error. The performance of the proposed method is illustrated by a simulation study and an application to the real stock price data.

Nonlinear Networked Control Systems with Random Nature using Neural Approach and Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Lee, Kwon-Soon
    • International Journal of Control, Automation, and Systems
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    • v.6 no.3
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    • pp.444-452
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    • 2008
  • We propose an intelligent predictive control approach for a nonlinear networked control system (NCS) with time-varying delay and random observation. The control is given by the sum of a nominal control and a corrective control. The nominal control is determined analytically using a linearized system model with fixed time delay. The corrective control is generated online by a neural network optimizer. A Markov chain (MC) dynamic Bayesian network (DBN) predicts the dynamics of the stochastic system online to allow predictive control design. We apply our proposed method to a satellite attitude control system and evaluate its control performance through computer simulation.

Adaptive Active Noise Control of Single Sensor Method (단일 센서 방식의 적응 능동 소음제어)

  • 김영달;장석구
    • Journal of KSNVE
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    • v.10 no.6
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    • pp.941-948
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    • 2000
  • Active noise control is an approach to reduce the noise by utilizing a secondary noise source that destructively interferes with the unwanted noise. In general, active noise control systems rely on multiple sensors to measure the unwanted noise field and the effect of the cancellation. This paper develops an approach that utilizes a single sensor. The noise field is modeled as a stochastic process, and an adaptive algorithm is used to adaptively estimate the parameters of the process. Based on these parameter estimates, a canceling signal is generated. Oppenheim assumed that transfer function characteristics from the canceling source to the error sensor is only a propagation delay. This paper proposes a modified Oppenheim algorithm by considering transfer characteristics of speaker-path-sensor This transfer characteristics is adaptively cancelled by the proposed adaptive modeling technique. Feasibility of the proposed method is proved by computer simulations with artificially generated random noises and sine wave noise. The details of the proposed architecture. and theoretical simulation of the noise cancellation system for three dimension enclosure are presented in the Paper.

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A Study on the Performance Analysis of Process Model with Resource Constraints in Concurrent Engineering Environment (동시공학 환경에서 자원제약이 있는 프로세스 모델의 성능분석에 관한 연구)

  • 강동진;이상용;유왕진;정용식
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.51
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    • pp.231-240
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    • 1999
  • A major concern in Concurrent Engineering is the control and management of workload in a period of process. As a general rule, leveling the peak of workload in certain period is difficult because concurrent processing is comprised of various processes, including overlapping, paralleling looping and so on. Therefore, the workload management with resource constraints is so beneficial that effective methods to analyze design process are momentous. This study presents the Timed Petri Nets approach of precedence logic networks, and provides an alternative for users to analyze constraint processes to resolve conflicts of resources. Another approach to Continuous Time Markov Chain using Stochastic Petri Nets is also proposed. These approaches are expected to facilitate resolving resource constrained scheduling problems more systematically in Concurrent Engineering environment.

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Probabilistic Approach on Railway Infrastructure Stability and Settlement Analysis

  • Lee, Sangho
    • International Journal of Railway
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    • v.6 no.2
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    • pp.45-52
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    • 2013
  • Railway construction needs vast soil investigation for its infrastructure foundation designs along the planned railway path to identify the design parameters for stability and serviceability checks. The soil investigation data are usually classified and grouped to decide design input parameters per each construction section and budget estimates. Deterministic design method which most civil engineer and practitioner are familiar with has a clear limitation in construction/maintenance budget control, and occasionally produced overdesigned or unsafe design problems. Instead of using a batch type analysis with predetermined input parameters, data population collected from site soil investigation and design load condition can be statistically estimated for the mean and variance to present the feature of data distribution and optimized with a best fitting probability function. Probabilistic approach using entire feature of design input data enables to predict the worst, best and most probable cases based on identified ranges of soil and load data, which will help railway designer select construction method to save the time and cost. This paper introduces two Monte Carlo simulations actually applied on estimation of retaining wall external stability and long term settlement of organic soil in soil investigation area for a recent high speed railway project.