• 제목/요약/키워드: stochastic averaging

검색결과 18건 처리시간 0.024초

Stochastic optimal control of coupled structures

  • Ying, Z.G.;Ni, Y.Q.;Ko, J.M.
    • Structural Engineering and Mechanics
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    • 제15권6호
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    • pp.669-683
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    • 2003
  • The stochastic optimal nonlinear control of coupled adjacent building structures is studied based on the stochastic dynamical programming principle and the stochastic averaging method. The coupled structures with control devices under random seismic excitation are first condensed to form a reduced-order structural model for the control analysis. The stochastic averaging method is applied to the reduced model to yield stochastic differential equations for structural modal energies as controlled diffusion processes. Then a dynamical programming equation for the energy processes is established based on the stochastic dynamical programming principle, and solved to determine the optimal nonlinear control law. The seismic response mitigation of the coupled structures is achieved through the structural energy control and the dimension of the optimal control problem is reduced. The seismic excitation spectrum is taken into account according to the stochastic dynamical programming principle. Finally, the nonlinear controlled structural response is predicted by using the stochastic averaging method and compared with the uncontrolled structural response to evaluate the control efficacy. Numerical results are given to demonstrate the response mitigation capabilities of the proposed stochastic optimal control method for coupled adjacent building structures.

A semi-active stochastic optimal control strategy for nonlinear structural systems with MR dampers

  • Ying, Z.G.;Ni, Y.Q.;Ko, J.M.
    • Smart Structures and Systems
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    • 제5권1호
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    • pp.69-79
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    • 2009
  • A non-clipped semi-active stochastic optimal control strategy for nonlinear structural systems with MR dampers is developed based on the stochastic averaging method and stochastic dynamical programming principle. A nonlinear stochastic control structure is first modeled as a semi-actively controlled, stochastically excited and dissipated Hamiltonian system. The control force of an MR damper is separated into passive and semi-active parts. The passive control force components, coupled in structural mode space, are incorporated in the drift coefficients by directly using the stochastic averaging method. Then the stochastic dynamical programming principle is applied to establish a dynamical programming equation, from which the semi-active optimal control law is determined and implementable by MR dampers without clipping in terms of the Bingham model. Under the condition on the control performance function given in section 3, the expressions of nonlinear and linear non-clipped semi-active optimal control force components are obtained as well as the non-clipped semi-active LQG control force, and thus the value function and semi-active nonlinear optimal control force are actually existent according to the developed strategy. An example of the controlled stochastic hysteretic column is given to illustrate the application and effectiveness of the developed semi-active optimal control strategy.

BIFURCATIONS OF STOCHASTIC IZHIKEVICH-FITZHUGH MODEL

  • Nia, Mehdi Fatehi;Mirzavand, Elaheh
    • 호남수학학술지
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    • 제44권3호
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    • pp.402-418
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    • 2022
  • Noise is a fundamental factor to increased validity and regularity of spike propagation and neuronal firing in the nervous system. In this paper, we examine the stochastic version of the Izhikevich-FitzHugh neuron dynamical model. This approach is based on techniques presented by Luo and Guo, which provide a general framework for the bifurcation and stability analysis of two dimensional stochastic dynamical system as an Itô averaging diffusion system. By using largest lyapunov exponent, local and global stability of the stochastic system at the equilibrium point are investigated. We focus on the two kinds of stochastic bifurcations: the P-bifurcation and the D-bifurcations. By use of polar coordinate, Taylor expansion and stochastic averaging method, it is shown that there exists choices of diffusion and drift parameters such that these bifurcations occurs. Finally, numerical simulations in various viewpoints, including phase portrait, evolution in time and probability density, are presented to show the effects of the diffusion and drift coefficients that illustrate our theoretical results.

A stochastic optimal time-delay control for nonlinear structural systems

  • Ying, Z.G.;Zhu, W.Q.
    • Structural Engineering and Mechanics
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    • 제31권5호
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    • pp.621-624
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    • 2009
  • The time delay in active and semi-active controls is an important research subject. Many researches on the time-delay control for deterministic systems have been made (Hu and Wang 2002, Yang et al. 1990, Abdel-Mooty and Roorda 1991, Pu 1998, Cai and Huang 2002), while the study on that for stochastic systems is very limited. The effects of the time delay on the control of nonlinear systems under Gaussian white noise excitations have been studied by Bilello et al. (2002). The controlled linear systems with deterministic and random time delay subjected to Gaussian white noise excitations have been treated by Grigoriu (1997). Recently, a stochastic averaging method for quasi-integrable Hamiltonian systems with time delay has been proposed (Liu and Zhu 2007). In the present paper, a stochastic optimal time-delay control method for stochastically excited nonlinear structural systems is proposed based on the stochastic averaging method for quasi Hamiltonian systems with time delay and the stochastic dynamical programming principle. An example of stochastically excited and controlled hysteretic column is given to illustrate the proposed control method.

Stochastic Weight Averaging 알고리즘을 이용한 이미지 초해상도 성능 개선 (Stochastic Weight Averaging for Improving the Performance of Image Super-Resolution)

  • 윤정환;조남익
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송∙미디어공학회 2021년도 하계학술대회
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    • pp.345-347
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    • 2021
  • 단일 이미지 초해상도는 딥러닝의 발전과 함께 놀라운 성능 향상이 이루어 졌다. 이러한 딥러닝 모델은 매우 많은 파라미터를 갖고 있어 많은 연산량과 메모리를 필요로 한다. 하지만 사용할 수 있는 리소스는 한정되어 있기 때문에 네트워크를 경량화 시키려는 연구도 지속되어 왔다. 본 논문에서는 Stochastic Weight Averaging (SWA) 알고리즘을 이용하여 상대적으로 적은 양의 메모리와 연산을 추가해 이미지 초해상도 모델의 성능을 높이고 안정적인 학습을 달성하였다. SWA 알고리즘을 적용한 모델은 그렇지 않은 모델에 비해 테스트셋에서 최대 0.13dB 의 성능 향상을 보였다.

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Moment Lyapunov exponents of the Parametrical Hill's equation under the excitation of two correlated wideband noises

  • Janevski, Goran;Kozic, Predrag;Pavlovic, Ivan
    • Structural Engineering and Mechanics
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    • 제52권3호
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    • pp.525-540
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    • 2014
  • The Lyapunov exponent and moment Lyapunov exponents of Hill's equation with frequency and damping coefficient fluctuated by correlated wideband random processes are studied in this paper. The method of stochastic averaging, both the first-order and the second-order, is applied. The averaged $It\hat{o}$ differential equation governing the pth norm is established and the pth moment Lyapunov exponents and Lyapunov exponent are then obtained. This method is applied to the study of the almost-sure and the moment stability of the stationary solution of the thin simply supported beam subjected to time-varying axial compressions and damping which are small intensity correlated stochastic excitations. The validity of the approximate results is checked by the numerical Monte Carlo simulation method for this stochastic system.

FPGA를 이용한 확률논리회로 A/D 컨버터의 구현 (FPGA implementation of A/D converter using stochastic logic)

  • 이정원;심덕선
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1998년도 하계종합학술대회논문집
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    • pp.847-850
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    • 1998
  • One of the most difficult problem of designing VLSI is a mixed-circuit design, that is to design circuit containing both analog parts and digital parts. Digital to analog converter and analog to digital converter is a typical case. Especially it can be a serious problem when mixed circuit are put into a large digital circuit like microcontroller. However nowadays this problem is settled by separating analog circuit parts outside the IC. This technique is based on converting a digital signal into a pulse sequence. Then an analog signal is obtained by averaging this pulse sequence at the external low-pass filter. An anlog to digital converter is designed using a stochastic logic instead of a traditional PWM (pulse-width modulation) signal and ins implemente dusing FPGa. Stochastic pulse sequence can be made as a simple circuits and moreover can be mathematically processed by simple circuits -AND gates. The spectral property of stochastic pulse sequence method is better than that of PWM method. So it make easy to design a external low-pass filter. This technique has important advantages, especially the reduction of the ADC cost.

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블라인드 식별을 이용한 유발 전위 추출에 관한 연구 (A Study on the Detection of Evoked Potential using Blind Identification)

  • 우용호;김택수;김현슬;최윤호;박상희
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1996년도 하계학술대회 논문집 B
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    • pp.1310-1312
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    • 1996
  • In this study, the algorithm for detection of evoked potentials is proposed. The observed evoked potentials are first preprocessed by blind identification so as to eliminate the ongoing EEG Bile noise. Then, statistic characteristics of the peak components i.e latency and amplitude are detected from prefiltered responses by latency-corrected averaging method. The performance of blind identification is compared with those of adaptive fillers as to deterministic and stochastic EPs, is assessed in terms of NMSE, distortion index, correlation coefficient with original EPs. The estimated deterministic and stochastic EPs restored with peak components are compared and assessed. The results show the superiority of this proposed algorithm using blind identification in detecting deterministic and stochastic EPs.

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설계자료 추출을 위한 확률 시뮬레이션 (Probabilistic Simulation for Extraction of Reliability Design Data)

  • 김선진
    • 수산해양기술연구
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    • 제29권2호
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    • pp.152-161
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    • 1993
  • This paper deals with the effect of spatial distribution of material properties on its statistical characteristics and numerical estimation method of reliability of fatigue sensitive structures with respect to the fatigue crack growth. A method is proposed to determine experimentally the probability distribution functions of material parameters of Paris law. da/dN=C(ΔK/K sub(0) ) super(m), using stress intensity factor controlled fatigue tests. The result with a high tensile strength steel shows that the distribution of the parameter m is approximately normal and that of 1/C, is a 3-parameter Weibull. The main result obtained are : (1) The theoretical autocorrelation of the resistance, 1/C, to fatigue crack growth are almost same for different lengths. (2) The variance decreases with the increasing a averaging length. When spatial correlation length is very small. the variane decreases significantly were the averaging length. (3) The probability distribution of load cycles or the number for a crack to reach a certain length can be estimated using these functions by simulation of non-Gaussian(expecially Weibull) Stochastic Process.

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확률적 시뮬레이션 기반 AGV 배차 (AGV Dispatching with Stochastic Simulation)

  • 최이;박태진;류광렬
    • 한국항해항만학회지
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    • 제32권10호
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    • pp.837-844
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    • 2008
  • 자동화 컨테이너 터미널에서 안벽크레인, AGV (Automated Guided Vehicle)와 같은 하역장비의 작업은 수많은 요인에 영향을 받으며, 이로 인해 각 장비의 작업시간 예측에 있어 불확실성이 존재한다 이러한 불확실성은 AGV 배차를 어렵게 만들고 작업효율을 떨어뜨리는 주요 원인 중 하나이다. 본 논문에서는 이러한 불확실성에 대처하기 위하여 확률적 시뮬레이션 기반 AGV 배차 알고리즘을 제안한다. 제안 방안은 AGV에 작업을 할당할 때, 할당된 작업의 수행 및 이후 일정 기간 동안의 AGV의 작업에 대해 확률적 시뮬레이션을 여러 번 반복 수행하여 작업할당에 대한 평가치의 확률적 표본을 수집한다. 수집한 표본으로부터 평가의 기대치를 추정하고 이를 이용하여 대안을 평가함으로써 불확실성의 영향을 줄인다. 평가의 신뢰도를 높이기 위해서는 많은 수의 표본을 수집해야 하므로 실시간 제약 하에서 수집 가능한 확률적 표본의 수를 늘리기 위해 이벤트 기반의 고속 시뮬레이션을 디자인하였다. 시뮬레이션 실험을 통해 검증한 결과 불확실성이 있는 환경에서 제안방안의 성능이 정적인 환경을 가정하는 방안보다 뛰어남을 확인하였다.