• Title/Summary/Keyword: stochastic approach

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Analysis and Usage of Computer Experiments Using Spatial Linear Models (공간선형모형을 이용한 전산실험의 분석과 활용)

  • Park, Jeong-Soo
    • Journal of Korean Society for Quality Management
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    • v.34 no.2
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    • pp.122-128
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    • 2006
  • One feature of a computer simulation experiment, different from a physical experiment, is that the output is often deterministic. Moreover the codes are computationally very expensive to run. This paper deals with the design and analysis of computer experiments(DACE) which is a relatively new statistical research area. We model the response of computer experiments as the realization of a stochastic process. This approach is basically the same as using a spatial linear model. Applications to the optimal mechanical designing and model calibration problems are illustrated. Algorithms for selecting the best spatial linear model are also proposed.

Nonlinear ship rolling motion subjected to noise excitation

  • Jamnongpipatkul, Arada;Su, Zhiyong;Falzarano, Jeffrey M.
    • Ocean Systems Engineering
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    • v.1 no.3
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    • pp.249-261
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    • 2011
  • The stochastic nonlinear dynamic behavior and probability density function of ship rolling are studied using the nonlinear dynamical systems approach and probability theory. The probability density function of the rolling response is evaluated through solving the Fokker Planck Equation using the path integral method based on a Gauss-Legendre interpolation scheme. The time-dependent probability of ship rolling restricted to within the safe domain is provided and capsizing is investigated from the probability point of view. The random differential equation of ships' rolling motion is established considering the nonlinear damping, nonlinear restoring moment, white noise and colored noise wave excitation.

Off-line recognition of handwritten korean and alphanumeric characters using hidden markov models (Hidden Markov Model을 이용한 필기체 한글 및 영.숫자 오프라인 인식)

  • 김우성;박래홍
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.9
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    • pp.85-100
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    • 1994
  • This paper proposes a recognition system of constrained handwritten Hangul and alphanumeric characters using discrete hidden Markov models (HMM). HMM process encodes the distortion and similarity among patterns of a class through a doubly stochastic approach. Characterizing the statistical properties of characters using selected features, a recognition system can be implemented by absorbing possible variations in the form. Hangul shapes are classified into six types by fuzzy inference, and their recognition is performed based on quantized features by optimally ordering features according to their effectiveness in each class. The constrained alphanumerics recognition is also performed using the same features used in Hangul recognition. The forward-backward, Viterbi, and Baum-Welch reestimation algorithms are used for training and recognition of handwritten Hangul and alphanumeric characters. Simulation result shows that the proposed method recognizes handwritten Korean characters and alphanumerics effectively.

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A Study on the Optimum Design of Base Isolated Structures (I) (면진 구조물의 최적설계에 관한 연구(I))

  • 정정훈;김병현;양용진
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2001.09a
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    • pp.339-347
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    • 2001
  • A probabilistic optimum design method of the base isolation system consisting of linear spring, viscous damper and frictional element is presented. For the probabilistic approach, the base excitation is assumed to be a stationary Gaussian filtered random process. For optimum design, the objective function and constraints are derived based on the stochastic responses of the system. As a numerical example, the optimum design problem of a three-story base isolated shear type structure is formulated and solved by the sequential quadratic programming method. As a result, the effects of variation of design variables such as parameters of the base isolation system and the mass of base on the objective function and constraints are investigated and the optimum parameters of the base isolation system under study are derived.

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Fatigue Assessment of Very Large Container Ships Considering Springing Effect Based on Stochastic Approach

  • Jung, Byoung-Hoon;Ahn, In-Gyu;Seo, Sun-Kee;Kim, Beom-Il
    • Journal of Ocean Engineering and Technology
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    • v.34 no.2
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    • pp.120-127
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    • 2020
  • Evaluation of fatigue strength considering the springing effect of very large container ships is crucial in the design stage. In this study, we established a fatigue strength evaluation method considering a linear springing component in the frequency domain. Based on a three-dimensional global model, a fluid-structure interaction analysis was performed and the modal superposition method was applied to determine the hot spot stress at the hatch corner of very large container ships. Fatigue damage was directly estimated using the stress transfer function with a linear springing response. Furthermore, we proposed a new methodology to apply the springing effect to fatigue damage using hull girder loads. Subsequently, we estimated the fatigue damage contribution due to linear springing components along the ship length. Finally, we discussed the practical application of the proposed methods.

Model based Fault Detection and Diagnosis of Induction Motors using Online Probability Density Estimation (온라인 확률추정기법을 이용한 모델기반 유도전동기의 고장진단 알고리즘 연구)

  • Kim, Kwang-Su;Lee, Young-Jin;Lee, Kwon-Soon
    • Proceedings of the KIEE Conference
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    • 2008.07a
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    • pp.1503-1504
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    • 2008
  • This paper presents stochastic methodology based fault diction and diagnosis algorithm for induction motor systems. First, we construct probability distribution model from healthy motors and then probability distribution for faulty motors is recursively calculated by means of the proposed probability estimation. We measure motor current with hall sensors as system state. The estimated probability is compared to the model to generate a residue signal which is utilized for fault detection and diagnosis, that is, where a fault is occurred. We carry out real-time induction motor experiment to evaluate efficiency and reliability of the proposed approach.

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Fire Allocation and Combat Networking

  • Hong, Yoon-Gee
    • Journal of the military operations research society of Korea
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    • v.24 no.1
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    • pp.110-131
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    • 1998
  • A stochastic modeling of combat that takes more realistic situations into account has been studied with deep concern. Either the firing strategies or network formations are very important elements in the analysis of combat. The first objective of this study is to evaluate how the different strategies affect the outcomes of combat. An analytical approach has been used in an attempt to understand a small-sized battle. The results are validated and compared with existing simulation models. Extending to the moderate size of battle may be achieved with ease. Secondly, an attempt has been made to study and investigate a way to solve combat in a different fashion. We divided a two-on-two battle into two separate one-on-one battles and connected them into a network. New elements considered such as delay time of starting a firefight on a particular node or search time for the next target when a kill occurs are defined and used as the input parameters. The discussions are made to validate the hypothesized model and ask if the results are meaningful and useful in the analysis of combat operations or not.

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The Robust Control of Robot Manipulator using Adaptive-Neuro Control Method (적응-뉴럴 제어 기법에 의한 로보트 매니퓰레이터의 견실 제어)

  • 차보남;한성현;이만형;김성권
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1995.04b
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    • pp.262-266
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    • 1995
  • This paper presents a new adaptive-neuro control scheme to control the velocity and position of SCARA robot with parameter uncertainties. The adaptive control of linear system found wiedly in many areas of control application. While techniques for the adaptive control of linear systems have been well-established in the literature, there are a few corresponding techniques for nonlinear systems. In this paper an attempt is made to present a newcontrol scheme for theadaptive control of ponlinear robot based on a feedforward neural network. The proposed approach incorporates a neuro controller used within a reinforcement learning framework, which reduces the problem to one of learning a stochastic approximation of an unknown average error surface Emphasis is focused on the fact that the adaptive-neuro controoler dose not need any input/output information about the controlled system. The simulation result illustrates the effectiveness of the proposed adaptive-neuro control scheme.

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Contact Detection Algorithm of the Z-axis of a Wire Bonder (와이어 본더 시스템의 Z축 표면 접촉 검출 알고리듬 개발)

  • Kim Jung-Han
    • Journal of the Korean Society for Precision Engineering
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    • v.22 no.7 s.172
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    • pp.137-145
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    • 2005
  • A new design of contact detection algorithm is proposed for the z-axis of a wire bonder that interconnects between pads and leads in semiconductor manufacturing processes. Fast and stable contact detection of the z-axis is extremely important fer maintaining proper quality in the fine pitch gold wire bonding process, which has a small pad size of below 70um. The new method is based on a statistical approach and designed for the discrete Kalman filter. Real wire bonding experimental results are presented to demonstrate the advantages of the proposed algorithm.

On the analysis of multistate survival data using Cox's regression model (Cox 회귀모형을 이용한 다중상태의 생존자료분석에 관한 연구)

  • Sung Chil Yeo
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.53-77
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    • 1994
  • In a certain stochastic process, Cox's regression model is used to analyze multistate survival data. From this model, the regression parameter vectors, survival functions, and the probability of being in response function are estimated based on multistate Cox's partial likelihood and nonparametric likelihood methods. The asymptotic properties of these estimators are described informally through the counting process approach. An example is given to likelihood the results in this paper.

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