• 제어로봇시스템학회:학술대회논문집
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• 1998.10a
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• pp.440-444
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• 1998

In this paper, we consider numerical solution of a H-J-B (Hamilton-Jacobi-Bellman) equation of elliptic type arising from the stochastic control problem. For the numerical solution of the equation, we take an approach involving contraction mapping and finite difference approximation. We choose the It(equation omitted) type stochastic differential equation as the dynamic system concerned. The numerical method of solution is validated computationally by using the constructed test case. Map of optimal controls is obtained through the numerical solution process of the equation. We also show how the method applies by taking a simple example of nonlinear spacecraft control.

• Korean Management Science Review
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• v.9 no.1
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• pp.3-15
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• 1992

In this paper, we study a manufacturing system of serial stages with general service times, in which the production of each stage and the coordination of stages are controlled by Kanban discipline. This Kanban discipline is modeled as a Discrete Event Dynamic System and a system of recursive equations is applied to study the dynamics of the system. The recursive relationship enables us to compare this Kanban discipline with the other blocking disciplines such as transfer blocking, service blocking, block-and-hold b, and block-and-hold K, and the Kanban is shown to be superior to the other disciplines in terms of makespan and throughput. As a special case, two stages Kanban system is modeled as $C_2/C_2/1/N$ queueing system, and a recursive algorithm is developed to calculate the system performance. In optimizing the system performance, the stochastic optimization approach of Robbins-Monro is employed via perturbation analysis, the way to estimate the stochastic partial derivative based on only one sample trajectory of the system, and the required commuting condition is verified. Then the stochastic convexity result is established to provide second-order optimality condition for this parametric optimization problem.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1997.04a
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• pp.55-59
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• 1997

Investigation is performed on the stability of general form of dynamic system whose damping and stiffness are varying in irregular manner along time, which is a preliminary result in the course of research on the characteristic and the control of the stochastic system. The governing equation of the 'parametric' system is derived via F-P-K approach in stochastic sense. The influence on the stability due to the magnitude of auto power spectral density and cross power spectral density of random variation of system parameters is studied and the region is surveyed.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.8B
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• pp.691-698
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• 2003

Throughput response characteristics depending on the network bandwidth allocation need to be modeled to devise adaptive control mechanism to support QoS of the network. Thus, two models are proposed in this study. The first one is a dynamic system model and the other one is a stochastic model. The dynamic system model is developed to represent dynamic characteristics of the network and the stochastic model is developed to represent distribution of measured throughput data. An optimization technique is used for decision of proposed model's factor. The result confirms that the characteristics of proposed models are similar with actual network's characteristics.

• Journal of the Korean Society of Safety
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• v.25 no.3
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• pp.91-99
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• 2010

In this study, the advanced numerical algorithm is developed which can performed the static and dynamic stochastic finite element analysis by considering the effect of uncertainties included in the member stiffness of steel cable-stayed bridges and seismic load. After conducting the linear and nonlinear initial shape analysis, the advanced numerical algorithm is the assessment tool which can performed structural the response analysis considering the static linearity and non-linearity of before or after induced intial tensile force, and examined the reliability assessment more efficiently. The verification of the developed numerical algorithm is evaluated by analyzing the regression analysis and coefficient of correlation using the direct monte carlo simulation. Also, the dynamic response characteristic and coefficient of variation of the steel cable-stayed bridge is calculated by considering the uncertainty of random variables using the developed numerical algorithm. In addition, the quantitative structural safety of the steel cable-stayed bridges is evaluated by conducting the reliability assessment based upon the dynamic stochastic finite element analysis result.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 2007.05a
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• pp.988-992
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• 2007

Recently, dynamic system has been enlarged and is exposed to various types of disturbance. Thus designing controller for those dynamic system under random disturbance is not practically easy. As a result, the exact analysis for the system which is exposed to various irregular disturbance is quite important. In order to perform analysis, conventional BMR(Balanced Model Reduction) method is applied to moment equation in stochastic domain and reliable reduced order system model has been obtained.

• Proceedings of the Korea Water Resources Association Conference
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• 1992.07a
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• pp.419-427
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• 1992

• Journal of Institute of Control, Robotics and Systems
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• v.10 no.2
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• pp.145-152
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• 2004

In this paper, an S(stochastic)-eigenvalue and its corresponding S-eigenvector concept for linear continuous-time systems with probabilistic uncertainties are proposed. The proposed concept is concerned with the perturbation of eigenvalues due to the stochastic variable parameters in the dynamic model of a plant. An S-eigenstructure assignment scheme via the Sylvester equation approach based on the S-eigenvalue/-eigenvector concept is also proposed. The proposed control design scheme based on the proposed concept is applied to a longitudinal dynamics of an open-loop-unstable aircraft with possible uncertainties in aerodynamic and thrust effects as well as separate dynamic pressure effects. These results explicitly characterize how S-eigenvalues in the complex plane may impose stability on the system.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1998.04a
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• pp.450-453
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• 1998

Investigation is performed on the characteristics and new control technique for general form of dynamic system under the randomly disturbance. Also, a controller design method in stochastic domain in studied, which is preliminary result in the course of research on the control of stochastic system. The governing equation is derived via F-P-K approach in stochastic sense. A controller is designed in term of auto power density and cross power density.

• Structural Engineering and Mechanics
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• v.53 no.2
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• pp.297-309
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• 2015

The purpose of this work is to analyze the effect of structure parameter disturbance on the dynamic characteristics of a hydropower station powerhouse. A vibration model with a head-cover system is established, and then the general disturbance problem analysis methods are discussed. Two new formulae based on two types of disturbances are developed from existing methods. The correctness and feasibility of these two formulae are validated by analyzing the hydropower station powerhouse vibration model. The appropriate calculation method for disturbance of the hydropower station powerhouse vibration dynamic characteristics is derived.