• Title/Summary/Keyword: stochastic dynamic system

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A Study on the Analysis of Stochastic Nonlinear Dynamic System (확률적 비선형 동적계의 해석에 관한 연구)

  • 남성현;김호룡
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.19 no.3
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    • pp.697-704
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    • 1995
  • The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents the stochastic model of a nonlinear dynamic system with uncertain parameters under nonstationary stochastic inputs. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method and the second moment equation is numerically evaluated by stochastic process closure method, 4th cumulant neglect closure method and Runge-Kutta method. But the first and the second moment equations are coupled each other, so this equations are approximately evaluated by a iterative method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

A Study on the Analysis of Stochastic Dynamic System (확률적 동적계의 해석에 관한 연구)

  • Nam, S.H.;Kim, H.R.
    • Journal of the Korean Society for Precision Engineering
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    • v.12 no.4
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    • pp.127-134
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    • 1995
  • The dynamic characteristics of a system can be critically influenced by system uncertainty, so the dynamic system must be analyzed stochastically in consideration of system uncertainty. This study presents a generalized stochastic model of dynamic system subjected to bot external and parametric nonstationary stochastic input. And this stochastic system is analyzed by a new stochastic process closure method and moment equation method. The first moment equation is numerically evaluated by Runge-Kutta method. But the second moment equation is founded to constitute an infinite coupled set of differential equations, so this equations are numerically evaluated by cumulant neglect closure method and Runge-Kutta method. Finally the accuracy of the present method is verified by Monte Carlo simulation.

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An Experimental Study on the Stochastic Control of a Flexible Structural System (유연한 구조물의 확률론적 제어에 대한 실험적 연구)

  • Kim, Dae-Jung;Heo, Hoon
    • Journal of KSNVE
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    • v.9 no.3
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    • pp.502-508
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    • 1999
  • Newly developed control methodology applied to dynamic system under random disturbance is investigated and its performance is verified experimentall. Flexible cantilever beam sticked with piezofilm sensor and piezoceramic actuator is modelled in physical domain. Dynamic moment equation for the system is derived via Ito's stochastic differential equation and F-P-K equation. Also system's characteristics in stochastic domain is analyzed simultaneously. LQG controller is designed and used in physical and stochastic domain as wall. It is shown experimentally that randomly excited beam on the base is controlled effectively by designed LQG controller in physical domain. By comparing the result with that of LQG controller designed in stochastic domain, it is shown that new control method, what we called $\ulcorner$Heo-stochastic controller design technique$\lrcorner$, has better performance than conventional ones as a controller.

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A Study of 'Mode Selecting Stochastic Controller' for a Dynamic System Under Random Vibration

  • Kim Yong-Kwan;Lee Jong-Bok;Heo Hoon
    • Journal of Mechanical Science and Technology
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    • v.19 no.10
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    • pp.1846-1855
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    • 2005
  • This paper presents a new stochastic controller applied on the vibration control system under irregular disturbances based on the mode selection scheme. Measured displacement and frequency characteristics are simultaneously used in designing a mode selecting controller. This technique is validated by applying to the suppression problem of a flexible beam with randomly vibrated circumstances. The presented method, called Mode Selecting Stochastic Controller, uses the frequency measurement of the flexible system based on a Fast-Fourier transformation algorithm. This controller is constructed by combining mode selection method with previous known Stochastic Controller in real time: Numerical simulations and several experiments are conducted to validate the proposed method. The performance of the proposed method is compared with a stochastic controller developed recently. This method was improved compared with previous one.

Stochastic System Reduction and Control via Component Cost Analysis (구성요소치 해석을 이용한 확률계의 축소와 제어)

  • Chae, Kyo-Soon;Lee, Dong-Hee;Park, Sung-Man;Yeo, Un-Kyung;Cho, Yun-Hyun;Heo, Hoon
    • Proceedings of the KSME Conference
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    • 2007.05a
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    • pp.921-926
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    • 2007
  • A dynamic system under random disturbance is considered in the study. In order to control the system efficiently, proper reduction of system dimension is indispensible in design stage. The reduction method using component cost analysis in conjunction with stochastic analysis is proposed for the control of a system. System response is obtained in terms of dynamic moment equation via Fokker-Plank-Kolmogorov(F-P-K) equation. The dynamic moment response of the system under random disturbance are reduced by using of deterministic version of component cost analysis. The reduced system via proposed "stochastic component cost analysis" is successfully implemented for dynamic response and shows remarkable control performance effectively utilizing "stochastic controller" in physical time domain.

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Analysis on random vibration of a non-linear system in flying vehicle due to stochastic disturbances (불규칙 교란을 받는 비행체에 장착된 비선형 시스템의 난진동 해석)

  • 구제선
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.14 no.6
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    • pp.1426-1435
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    • 1990
  • Dynamic behaviour of point tracking system mounted on flying vehicle shaking in a random manner is investigated and the system dynamic is represented by nonlinear stochastic equations. 2-D.O.F. nonlinear stochastic equations are successfully transformed to linear stochastic equations via equivalent linearization procedure in stochastic sense. Newly developed hybrid technique is used to obtain response statistics of the system under non-white random excitation, which is proved to be remarkably accurate one by performing stochastic simulation.

A Experimental Study of Stochastic Controller Realizing Technique (실험적 연구를 통한 확률제어기 구현)

  • Lee, Jong-Bok;Kim, Yong-Kwan;Yoon, Young-Soo;Choi, Won-Seok;Heo, Hoon
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2002.05a
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    • pp.715-718
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    • 2002
  • A control strategy for a dynamic system under Irregular disturbance by using stochastic controller is developed. In order to design stochastic controller. system dynamic model in real domain is transformed dynamic moment equation in stochastic domain by F-P-K approach. A study of real time control technique for stochastic controller is presented. The performance of stochastic controller is verified through experiment used by real time control technique method.

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A Study of Realizing Technique for Stochastic Controller (확률제어기의 실시간 적용을 위한 연구)

  • Kim, Y. K.;Lee, J. B.;Yoon, Y. S.;Choi, W. S.;Heo, H.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2002.05a
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    • pp.215-218
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    • 2002
  • A control strategy for a dynamic system under irregular disturbance by using stochastic controller is developed. In order to design stochastic controller, system dynamic model in real domain i transformed dynamic moment equation in stochastic domain by F-P-K approach. A study of real time control technique four stochastic controller is performed in this paper.

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Control of an stochastic nonlinear system by the method of dynamic programming

  • Choi, Wan-Sik
    • 제어로봇시스템학회:학술대회논문집
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    • 1994.10a
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    • pp.156-161
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    • 1994
  • In this paper, we consider an optimal control problem of a nonlinear stochastic system. Dynamic programming approach is employed for the formulation of a stochastic optimal control problem. As an optimality condition, dynamic programming equation so called the Bellman equation is obtained, which seldom yields an analytical solution, even very difficult to solve numerically. We obtain the numerical solution of the Bellman equation using an algorithm based on the finite difference approximation and the contraction mapping method. Optimal controls are constructed through the solution process of the Bellman equation. We also construct a test case in order to investigate the actual performance of the algorithm.

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