• 제목/요약/키워드: stochastic comparison

검색결과 183건 처리시간 0.036초

Earthquake response spectra estimation of bilinear hysteretic systems using random-vibration theory method

  • Yazdani, Azad;Salimi, Mohammad-Rashid
    • Earthquakes and Structures
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    • 제8권5호
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    • pp.1055-1067
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    • 2015
  • A theoretical procedure to estimate spectral displacement of a hysteretic oscillator with bilinear stiffness excited by band-limited excitation is presented. The stochastic method of ground-motion simulation is combined with the random vibration theory to compute linear and nonlinear structural response. The response is obtained by computing the root-mean-square oscillator response using dissipation energy balancing by integrating over all energy levels of system weighting with the stationary probability density of the energy. The results are presented in a convenient form, and the accuracy of the procedure is assessed by comparison with results obtained with the time-domain method using the recorded data. The model shows little or no bias at the structural period of engineering interest.

Numerical investigations on the turbulence driven responses of a plate in the subcritical frequency range

  • De Rosa, S.;Franco, F.;Gaudino, D.
    • Wind and Structures
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    • 제15권3호
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    • pp.247-261
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    • 2012
  • Some numerical investigations are presented concerning the response of a given plate under turbulence driven excitations. Three different input loads are simulated according to the wall pressure distributions derived from the models proposed by Corcos, Efimtsov and Chase, respectively. Modal solutions (finite element based) are used for building the modal stochastic responses in the sub-critical aerodynamic frequency range. The parametric investigations concern two different values of the structural damping and three values of the boundary layer thickness. A final comparison with available experimental data is also discussed. The results demonstrate that the selection of the adequate TBL input model is still the most critical step in order to get a good prediction.

제조시스템의 운영형태에 관한 분석 및 설계 (Analysis and Design of Control Strategies in Manufacturing Systems with Serial Stages)

  • 김성철
    • 한국경영과학회지
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    • 제18권3호
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    • pp.1-12
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    • 1993
  • Several alternative manufacturing control strategies are under study in the literature. They are, specifically, push system, pull system, conwip system, and as a special case, infinite buffer system. We focus on modeling, comparison analysis and design of these systems. The event epoch sequences of each system are generated which also enable us to compare their performance. Then the stochastic monotonicity of these enent epoch sequences in several important design parameters are established through the structure of the generalized semi-Markov schemes on which they are based. Finally, we solve the stochastic optimization problem which minimizes these event epochs. Our results supplement the applicability of some previously known results in the literature.

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Fokker-plank 방정식의 해석을 통한 Langevine 경쟁학습의 동역학 분석 (Analysis of the fokker-plank equation for the dynamics of langevine cometitive learning neural network)

  • 석진욱;조성원
    • 전자공학회논문지C
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    • 제34C권7호
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    • pp.82-91
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    • 1997
  • In this paper, we analyze the dynamics of langevine competitive learning neural network based on its fokker-plank equation. From the viewpont of the stochastic differential equation (SDE), langevine competitive learning equation is one of langevine stochastic differential equation and has the diffusin equation on the topological space (.ohm., F, P) with probability measure. We derive the fokker-plank equation from the proposed algorithm and prove by introducing a infinitestimal operator for markov semigroups, that the weight vector in the particular simplex can converge to the globally optimal point under the condition of some convex or pseudo-convex performance measure function. Experimental resutls for pattern recognition of the remote sensing data indicate the superiority of langevine competitive learning neural network in comparison to the conventional competitive learning neural network.

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An interactive multicriteria simulation optimization method

  • Shin, Wan-Seon;Boyle, Carolyn-R.
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1992년도 춘계공동학술대회 발표논문 및 초록집; 울산대학교, 울산; 01월 02일 May 1992
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    • pp.117-126
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    • 1992
  • This study proposes a new interactive multicriteria method for determining the best levels of the decision variables needed to optimize a stochastic computer simulation with multiple response variables. The method, called the Pairwise Comparison Stochastic Cutting Plane (PCSCP) method, combines good features from interactive multiple objective mathematical programming methods and response surface methodology. The major characteristics of the PCSCP algorithm are: (1) it interacts progressively with the decision maker (DM) to obtain his preferences, (2) it uses good experimental design to adequately explore the decision space while reducing the burden on the DM, and (3) it uses the preference information provided by the DM and the sampling error in the responses to reduce the decision space. This paper presents the basic concepts of the PCSCP method along with its performance for solving randomly selected test problems.

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내부공진을 가진 탄성진자계의 불규칙 진동응답을 위한 두 해석해의 비교 (Comparison Between Two Analytical Solutions for Random Vibration Responses of a Spring-Pendulum System with Internal Resonance)

  • 조덕상;이원경
    • 소음진동
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    • 제8권4호
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    • pp.715-722
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    • 1998
  • An investigation into the stochastic bifurcation and response statistics of an autoparameteric system under broad-band random excitation is made. The specific system examined is a spring-pendulum system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to genrage a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinanary differential equations. In view of equilibrium solutions of this system and their stability we examine the stochastic bifurcation and response statistics. The analytical results are compared with results obtained by Monte Carlo simulation.

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절차중심 S/W의 재공학을 위한 다중선택 확률론적인 정제 결정의 모델링에 기반한 클래스 추출에 관한 연구 (A Study on Class Extraction Based on Multiply-Selectable Stochastic Refinement Decision and Semantic Modeling for Re-engineering of Procedural S/W)

  • 박성옥;이문근
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 1998년도 가을 학술발표논문집 Vol.25 No.2 (1)
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    • pp.508-510
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    • 1998
  • 기존의 절차 지향 프로그램을 이해하고 유지.보수하기 위해서는 많은 비용이 필요하다. 이러한 절차 지향 프로그램에서 객체/클래스를 추출한다면 프로그램을 이해하고 유지.보수하는데 많은 비용을 절감할 수 있을 뿐 아니라, 객체 지향 프로그램으로 변환하는데 많은 도움이 된다. 본 논문에서는 객체/클래스를 추출하기 위한 절차와 구조를 제시하였다. 객체/클래스 추출기는 Clustering Engine, Stochastic Refinement and Decision Engine, Domain Modelling와 Comparison and Intergration Engine의 4부분으로 구성된다. 이러한 과정을 거치면서 기존의 연구 방법과는 다르게 가중치 주는 기준, 다중 객체 후보, 통계적 방법으로의 정재와 결정, 요구사항의 의미적 관점에 기초한 방법을 사용하였다.

이산형 다기준 시뮬레이션 최적화를 위한 대화형 방법 (An Interactive Method for Multicriteria Simulation Optimization with Integer Variables)

  • 신완선;김재용
    • 대한산업공학회지
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    • 제22권4호
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    • pp.633-649
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    • 1996
  • An interactive multicriteria method, which is called the Modified Pairwise Comparison Stochastic Cutting Plane (MPCSCP) method, is proposed for determining the best levels of the integer decision variables needed to optimize a stochastic computer simulation with multiple response functions. MPCSCP combines good features from interactive tradeoff cutting plane methods and response surface methodologies. The proposed method uses a simple pairwise man-machine interaction and searches an integer space uniformly by using the experimental design which evaluates the decision space centering around an integer center point. The characteristics of the proposed method are investigated through an extensive computational study. The parameter configurations examined in the study are (1) variability of the sampling errors, (2) the size of experimental design, (3) the relaxation of cutting planes, and (4) the levels of decision maker's inconsistency.

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성능지표 선정을 통한 강인한 칼만필터 설계 (Robust Kalman Filter Design via Selecting Performance Indices)

  • 정종철;허건수
    • 대한기계학회논문집A
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    • 제29권1호
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    • pp.59-66
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    • 2005
  • In this paper, a robust stationary Kalman filter is designed by minimizing selected performance indices so that it is less sensitive to uncertainties. The uncertainties include not only stochastic factors such as process noise and measurement noise, but also deterministic factors such as unknown initial estimation error, modeling error and sensing bias. To reduce the effect on the uncertainties, three performance indices that should be minimized are selected based on the quantitative error analysis to both the deterministic and the stochastic uncertainties. The selected indices are the size of the observer gain, the condition number of the observer matrix, and the estimation error variance. The observer gain is obtained by optimally solving the multi-objectives optimization problem that minimizes the indices. The robustness of the proposed filter is demonstrated through the comparison with the standard Kalman filter.

비선형 칼만 필터 기반의 지형참조항법 성능 비교 (A Performance Comparison of Nonlinear Kalman Filtering Based Terrain Referenced Navigation)

  • 목성훈;방효충;유명종
    • 한국항공우주학회지
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    • 제40권2호
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    • pp.108-117
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    • 2012
  • 본 논문은 비선형 필터 기법에 따른 지형참조항법 성능 분석에 관한 연구를 수행하였다. 지형참조항법에 사용되는 기본 필터에는 확장 칼만 필터(EKF)가 있다. 본 연구는 EKF 원형외에 반복형 EKF(IEKF), stochastic linearization(SL) 조건이 추가된 EKF-SL과 unscented Kalman Filter(UKF) 알고리듬을 소개한다. 또한, 연속적(sequential) 필터 외에 일괄적(batch)필터 기법인 칼만 필터 무리(bank of Kalman filters)를 이용한 항법 기술도 비교군으로 추가하고 필터 간 항법 성능을 분석한다. 가상 궤적을 가진 항공기 시뮬레이션을 통해 초기위치 오차가 클 때도 강건한(robust) 필터로 stochastic linearization EKF가 선정되었으며, 다만 빠른 항법 해의 수렴이 요구될 때에는 칼만 필터 무리를 이용한 일괄적 필터가 효과적인 것으로 분석되었다.