• 제목/요약/키워드: stochastic control systems

검색결과 239건 처리시간 0.026초

Decision-Making Problems for Shop Floor Simulation in Discrete Part Manufacturing

  • Jang, Pyoung-Yol
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회/대한산업공학회 2005년도 춘계공동학술대회 발표논문
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    • pp.1114-1116
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    • 2005
  • Shop floor control systems (SFCS) are used to make real-time planning and scheduling decisions to optimize the efficiency of manufacturing shops. These shops exhibit a non-linear, dynamic evolution caused by 1) the concurrent flows of disparate parts following complex routings, 2) a variety of machines that breakdown at random times, 3) stochastic arrivals of new parts with different priorities, and 4) jobs that have probabilistic processing times and transportation times. Because of their ability to capture that evolution faithfully, simulation models are often used in the aforementioned decisions. In this paper, various types of decision-making problems encountered in a shop floor have been investigated and categorized into process related problems and resource related problems for shop floor simulation.

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An Adaptive Recommendation System for Personalized Stock Trading Advice Using Artificial Neural Networks

  • Kaensar, Chayaporn;Chalidabhongse, Thanarat
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.931-934
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    • 2005
  • This paper describes an adaptive recommendation system that provides real-time personalized trading advice to the investors based on their profiles and trading information environment. A proposed system integrates Stochastic technical analysis and artificial neural network that incorporates an adaptive user modeling. The user model is constructed and updated based on initial user profile and recorded user interactions with the system. The information presented to each individual user is also tailor-made to fit the user's behavior and preference. A system prototype was implemented in JAVA. Experiments used to evaluate the system's performance were done on both human subjects and synthetic users. The results show our proposed system is able to rapidly learn to provide appropriate advice to different types of users.

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항공기의 자동조종장치설계에 대한 이산확률최적설계의 적용 (Application of discrete stochastic optimal control system for aircraft autopilot design)

  • 이상기
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 16-17 Oct. 1987
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    • pp.537-540
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    • 1987
  • 항공기가 평형상태로 비행하는 도중 돌풍과 같은 외부교란을 만난 교란상태운동은 선형화된 미분방정식으로 표현되며 비교적 짧은 비행시간동안의 비행은 선형시 불변계가 된다. 돌풍은 Gauss-Markov확률과정으로 모델링 되며, 항공기가 돌풍을 만난 교란상태운동은 시스템론적으로 보면 백색잡음이 성형필터를 거쳐 계에 입력되는 것과 같다. 초기의 설계방법은 고전적인 주파수영역에서의 해석방법을 사용하였으나 1960년대에 최적제어이론이 도입되면서 평가함수를 사용하여 원하는 비행특성을 얻는 방법을 사용하게 되었다. 그 후 계에 입력되는 외란과 측정시의 잡음으로 인한 불확실한 측정량으로부터 최적상태변수의 추정을 위해 필터링이론을 도입한 확률제어이론을 적용하여 자동조종장치를 설계하게 되었다. 이때까지는 연속제어계로 설계되었으며 그 후 측정신호를 샘플링하여 연속제어계와 등가의 이산제어계를 사용한 자동조종장치가 등장하였으며 이 경우 설계기법으로는 연속제어계를 사용하고 실현시킬 때는 디지털컴퓨터를 사용하였다. 이는 제어하는 동안 계의 계수와 제어법칙을 바꾸어 줄 수 있는 이산제어계의 장점을 이용하지 못하므로 처음부터 계를 등가의 이산계로 보고 제어계를 설계하는 방법이 도입되었다. 이 때 샘플링간격의 결정과 Quantization 영향이 설계시 고려되어야 한다.

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Multi-Objective Soft Computing-Based Approaches to Optimize Inventory-Queuing-Pricing Problem under Fuzzy Considerations

  • Alinezhad, Alireza;Mahmoudi, Amin;Hajipour, Vahid
    • Industrial Engineering and Management Systems
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    • 제15권4호
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    • pp.354-363
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    • 2016
  • Due to uncertain environment, various parameters such as price, queuing length, warranty, and so on influence on inventory models. In this paper, an inventory-queuing-pricing problem with continuous review inventory control policy and batch arrival queuing approach, is presented. To best of our knowledge, (I) demand function is stochastic and price dependent; (II) due to the uncertainty in real-world situations, a fuzzy programming approach is applied. Therefore, the presented model with goal of maximizing total profit of system analyzes the price and order quantity decision variables. Since the proposed model belongs to NP-hard problems, Pareto-based approaches based on non-dominated ranking and sorting genetic algorithm are proposed and justified to solve the model. Several numerical illustrations are generated to demonstrate the model validity and algorithms performance. The results showed the applicability and robustness of the proposed soft-computing-based approaches to analyze the problem.

Optimal Admission Control and State Space Reduction in Two-Class Preemptive Loss Systems

  • Kim, Bara;Ko, Sung-Seok
    • ETRI Journal
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    • 제37권5호
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    • pp.917-921
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    • 2015
  • We consider a multiserver system with two classes of customers with preemption, which is a widely used system in the analysis of cognitive radio networks. It is known that the optimal admission control for this system is of threshold type. We express the expected total discounted profit using the total number of customers, thus reducing the stochastic optimization problem with a two-dimensional state space to a problem with a one-dimensional birth-and-death structure. An efficient algorithm is proposed for the calculation of the expected total discounted profit.

LQG modeling and GA control of structures subjected to earthquakes

  • Chen, ZY;Jiang, Rong;Wang, Ruei-Yuan;Chen, Timothy
    • Earthquakes and Structures
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    • 제22권4호
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    • pp.421-430
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    • 2022
  • This paper addresses the stochastic control problem of robots within the framework of parameter uncertainty and uncertain noise covariance. First of all, an open circle deterministic trajectory optimization issue is explained without knowing the unequivocal type of the dynamical framework. Then, a Linear Quadratic Gaussian (LQG) controller is intended for the ostensible trajectory-dependent linearized framework, to such an extent that robust hereditary NN robotic controller made out of the Kalman filter and the fuzzy controller is blended to ensure the asymptotic stability of the non-continuous controlled frameworks. Applicability and performance of the proposed algorithm shown through simulation results in the complex systems which are demonstrate the feasible to improve the performance by the proposed approach.

A novel grey TMD control for structures subjected to earthquakes

  • Z.Y., Chen;Ruei-Yuan, Wang;Yahui, Meng;Timothy, Chen
    • Earthquakes and Structures
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    • 제24권1호
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    • pp.1-9
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    • 2023
  • A model for calculating structure interacted mechanics is proposed. A structural interaction model and controller design based on tuned mass damping (TMD) was developed to control the induced vibration. A key point is to introduce a new analytical model to evaluate the properties of the TMD that recognizes the motion-dependent nonlinear response observed in the simulations. Aiming at the problem of increased current harmonics and low efficiency of permanent magnet synchronous motors for electric vehicles due to dead time effect, a dead time compensation method based on neural network filter and current polarity detection is proposed. Firstly, the DC components and the higher harmonic components of the motor currents are obtained by virtue of what the neural network filters and the extracted harmonic currents are adjusted to the required compensation voltages by virtue of what the neural network filters. Then, the extracted DC components are used for current polarity dead time compensation control to avert the false compensation when currents approach zero. The neural network filter method extracts the required compensation voltages from the speed component and the current polarity detection compensation method obtains the required compensation voltages by discriminating the current polarity. The combination of the two methods can more precisely compensate the dead time effect of the control system to improve the control performance. Furthermore, based on the relaxed method, the intelligent approach of stability criterion can be regulated appropriately and the artificial TMD was found to be effective in reducing cross-wind vibrations.

강인한 음성인식을 위한 통계적 특징벡터 추출방법의 개선 (An Improvement of Stochastic Feature Extraction for Robust Speech Recognition)

  • 김회린;고진석
    • 한국음향학회지
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    • 제23권2호
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    • pp.180-186
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    • 2004
  • 음성 신호에 존재하는 잡음은 음성 인식기의 성능을 현저하게 감소시킨다. 이것은 잡음이 훈련 조건과 인식 조건 사이의 불일치를 가져오기 때문이다. 본 논문에서는 이러한 불일치를 최소화하기 위해서 통계적 특징벡터의 추출방법을 개선하기 위한 방법을 연구하였다. 밴드 SNR에 따라 잡음 스펙트럼의 차감 레벨을 조절하는 기존의 멀티 밴드 잡음 차감법 (MSS)을 개선하기 위하여 잡음 정규화 상수를 이용하여 잡음 스펙트럼의 차감 레벨을 보다 정확하게 조절하는 방법 (M-MSS)을 제시하였다. 다음으로, 기존의 통계적 특징벡터 추출방법 (SFE)에서 잡음 차감법을 파워 스펙트럼 영역에 적용함으로써 성능을 개선하였다(M-SFE). 마지막으로, 위의 두 가지 방법의 장점을 결합하기 위해서 밴드 SNR에 근거한 통계적 특징벡터 추출방법 (MMSS-MSFE)을 제안하였다. 제안된 방법들은 다양한 잡음 환경 하에서 화자독립 고립 단어 인식으로 성능을 평가하였다. 기본적인 잡음 차감법 (SS)에 비하여 M-MSS, M-SFE와 MMSS-MSFE의 평균 에러율은 각각 18.6%, 15.1%와 33.9% 감소하였다. 위의 결과로부터 제안한 방법이 잡음에 강인한 음성인식을 위해 매우 효과적임을 입증하였다.

실시간 고장포용 생산시스템의 적정 성능 유지를 위한 최적 설계 기법에 관한 연구 (Determination of the profit-maximizing configuration for the modular cell manufacturing system using stochastic process)

  • 박승규
    • 제어로봇시스템학회논문지
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    • 제5권5호
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    • pp.614-621
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    • 1999
  • In this paper, the analytical appproaches are presented for jointly determining the profit-miximizing configuration of the fault-tolerance real time modular cell manufacturing system. The transient(time-dependent) analysis of Markovian models is firstly applied to modular cell manufacturing system from a performability viewpoint whose modeling advantage lies in its ability to express the performance that truly matters - the user's perception of it - as well as various performance measures compositely in the context of application. The modular cells are modeled with hybrid decomposition method and then availability measures such as instantaneous availability, interval availability, expected cumulative operational time are evaluated as special cases of performability. In addition to this evaluation, sensitivity analysis of the entire manufacturing system as well as each machining cell is performed, from which the time of a major repair policy and the optimal configuration among the alternative configurations of the system can be determined. Secondly, the recovery policies from the machine failures by computing the minimal number of redundant machines and also from the task failures by computing the minimum number of tasks equipped with detection schemes of task failure and reworked upon failure detection, to meet the timing requirements are optimized. Some numerical examples are presented to demonstrate the effectiveness of the work.

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선형화 오차에 강인한 확장칼만필터 (An Extended Kalman Filter Robust to Linearization Error)

  • 혼형수;이장규;박찬국
    • 제어로봇시스템학회논문지
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    • 제12권2호
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    • pp.93-100
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    • 2006
  • In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.