• 제목/요약/키워드: stochastic dynamic system

검색결과 210건 처리시간 0.024초

A Simultaneous Perturbation Stochastic Approximation (SPSA)-Based Model Approximation and its Application for Power System Stabilizers

  • Ko, Hee-Sang;Lee, Kwang-Y.;Kim, Ho-Chan
    • International Journal of Control, Automation, and Systems
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    • 제6권4호
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    • pp.506-514
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    • 2008
  • This paper presents an intelligent model; named as free model, approach for a closed-loop system identification using input and output data and its application to design a power system stabilizer (PSS). The free model concept is introduced as an alternative intelligent system technique to design a controller for such dynamic system, which is complex, difficult to know, or unknown, with input and output data only, and it does not require the detail knowledge of mathematical model for the system. In the free model, the data used has incremental forms using backward difference operators. The parameters of the free model can be obtained by simultaneous perturbation stochastic approximation (SPSA) method. A linear transformation is introduced to convert the free model into a linear model so that a conventional linear controller design method can be applied. In this paper, the feasibility of the proposed method is demonstrated in a one-machine infinite bus power system. The linear quadratic regulator (LQR) method is applied to the free model to design a PSS for the system, and compared with the conventional PSS. The proposed SPSA-based LQR controller is robust in different loading conditions and system failures such as the outage of a major transmission line or a three phase to ground fault which causes the change of the system structure.

ESTIMATION OF NON-INTEGRAL AND INTEGRAL QUADRATIC FUNCTIONS IN LINEAR STOCHASTIC DIFFERENTIAL SYSTEMS

  • Song, IL Young;Shin, Vladimir;Choi, Won
    • Korean Journal of Mathematics
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    • 제25권1호
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    • pp.45-60
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    • 2017
  • This paper focuses on estimation of an non-integral quadratic function (NIQF) and integral quadratic function (IQF) of a random signal in dynamic system described by a linear stochastic differential equation. The quadratic form of an unobservable signal indicates useful information of a signal for control. The optimal (in mean square sense) and suboptimal estimates of NIQF and IQF represent a function of the Kalman estimate and its error covariance. The proposed estimation algorithms have a closed-form estimation procedure. The obtained estimates are studied in detail, including derivation of the exact formulas and differential equations for mean square errors. The results we demonstrate on practical example of a power of signal, and comparison analysis between optimal and suboptimal estimators is presented.

STOCHASTIC SINGLE MACHINE SCHEDULING WITH WEIGHTED QUADRATIC EARLY-TARDY PENALTIES

  • Zhao, Chuan-Li;Tang, Heng-Yong
    • Journal of applied mathematics & informatics
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    • 제26권5_6호
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    • pp.889-900
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    • 2008
  • The problem of scheduling n jobs on a single machine is considered when the machine is subject to stochastic breakdowns. The objective is to minimize the weighted squared deviation of job completion times from a common due date. Two versions of the problem are addressed. In the first one the common due date is a given constant, whereas in the second one the common due date is a decision variable. In each case, a general form of deterministic equivalent of the stochastic scheduling problem is obtained when the counting process N(t) related to the machine uptimes is a Poisson process. It is proved that an optimal schedule must be V-shaped in terms of weighted processing time when the agreeable weight condition is satisfied. Based on the V-shape property, two dynamic programming algorithms are proposed to solve both versions of the problem.

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불규칙한 대기교란을 받는 유연한 구조물의 플러터 제어 (Flutter Control of Flexible Structure under Random Atmospheric Disturbance)

  • 오수영;김용관;조경래;허훈;조윤현
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2000년도 춘계학술대회논문집
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    • pp.1210-1215
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    • 2000
  • 일반적인 형태의 동적 시스템에 가해지는 외란이 유색잡음이며, 외란의 형태가 시간에 따라 불규칙하게 변할 때와 감쇠계수와 강성계수가 시간에 따라 불규칙하게 변할 때의 그 확률 시스템의 특성과 제어기법에 대하여 연구하였다. 고려된 물리적인 모델은 불규칙한 대기교란을 받는 항공익으로써 이는 "시변계"가 되며 그 지배방정식이 확률론적 관점에서 F-P-K 접근법으로 유도되었으며, "유색잡음용 허-확률제어기"의 효과를 확률 영역 및 시간영역에서 고찰하였다. 또한 확률론적 플러터경계에 대해서도 고찰하였다.

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Reliability analysis of repairable k-out-n system from time response under several times stochastic shocks

  • Fang, Yongfeng;Tao, Wenliang;Tee, Kong Fah
    • Smart Structures and Systems
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    • 제14권4호
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    • pp.559-567
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    • 2014
  • The model of unit dynamic reliability of repairable k/n (G) system with unit strength degradation under repeated random shocks has been developed according to the stress-strength interference theory. The unit failure number is obtained based on the unit failure probability which can be computed from the unit dynamic reliability. Then, the transfer probability function of the repairable k/n (G) system is given by its Markov property. Once the transfer probability function has been obtained, the probability density matrix and the steady-state probabilities of the system can be retrieved. Finally, the dynamic reliability of the repairable k/n (G) system is obtained by solving the differential equations. It is illustrated that the proposed method is practicable, feasible and gives reasonable prediction which conforms to the engineering practice.

Dynamic analysis of structure/foundation systems

  • Penzien, Joseph
    • Structural Engineering and Mechanics
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    • 제17권3_4호
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    • pp.281-290
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    • 2004
  • A review of current procedures being used in engineering practice to analyze the response of structure/foundation systems subjected separately to different types of dynamic excitation, such as earthquake, sea-wave action, wind, or moving wheel loads, is presented. Separate formulations are given for analyzing systems in the time and frequency domains. Both deterministic and stochastic forms of excitation are treated. A distinction is made between demand and capacity analyses.

동적 차량배차 환경에서의 차량 대수 결정 (Fleet Sizing under Dynamic Vehicle Dispatching)

  • 구평희;서정대
    • 대한산업공학회지
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    • 제28권3호
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    • pp.256-263
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    • 2002
  • This paper addresses a planning problem in a pickup-delivery transportation' system under dynamic vehicle dispatching. We present a procedure to determine a fleet size in which stochastic characteristics of vehicle travels are considered. Statistical approach and queueing theory are applied to estimate vehicle travel time and vehicle waiting time, based on which an appropriate fleet size is determined. Simulation experiments are performed to verify the proposed procedure.

수문학적 예측의 정확도에 따른 저수지 시스템 운영의 민감도 분석 (Sensitivity Analysis for Operation a Reservoir System to Hydrologic Forecast Accuracy)

  • 김영오
    • 한국수자원학회논문집
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    • 제31권6호
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    • pp.855-862
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    • 1998
  • 본 연구는 수력발전을 위한 저수지 관리에 있어 예측오차의 영향을 살펴보기 위해 예측오차를 Root Mean Square Error(RMSE)로 측정하였고, 이를 Generalized Maintenance Of Variance Extension (GMOVE)기법을 통하여 변화시켜보았다.변화된 예측오차의 RMSE는 천이확률을 통하여 Bayesian Stochastic Dynamic Programming (BSDP)에 고려되어졌으며, 이 BSDP 모형을 이용하여 월별 방류량을 결정하였고 그 유용성을 평가하였다. 제시된 연구방법은 미국의 Skagit 시스템에 적용되었고, 그 결과로 Skagit 시스템의 운영은 예측오차의 RMSE에 비선형이므로 반응하므로 이 시스템의 운영을 개선하기 위해서는 현재의 수문학적 예측기법을 개선해야함을 제시하였다.

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Manchester coded DPSK WIDM 통신 시스템에서 FWM의 영향 (Impact of FWM on manchester coded DPSK WDM communication systems)

  • 이호준
    • 한국광학회지
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    • 제5권2호
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    • pp.319-325
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    • 1994
  • Stochastic 접근 방식을 사용한 Manchester 코드 파장분할다중 시스템의 성능이 산탄 잡음과 광섬유 비선형성에 기인한 four-wave mixing을 고려하여 평가되었다. DPSK 변조방식에 대하여 Manchester code 시스템의 결과는 기존의 non-return-to-zero 시스템과 비교된다. 더구나 최대 입력 전력(FWM에 의해 제한)과 최소 입력 전력(수신 감도에 의해 제한)의 비로서 정의된 dynamic range가 평가되었다. $1.55.{\mu}m$ 16채널 시스템에서 DPSK Manchester 코드 시스템의 dynamic range는 NRZ에 대한 관점에서 2.1dB의 개선을 보인다. 이 결과는 분산 천이 광섬유와 기존의 광섬유에 대해서 같은 결과를 얻어졌으며 10GHz의 채널 간격과 1Gbps/channel bit rate에서 이루어졌다.

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Nanoscale Dynamics, Stochastic Modeling, and Multivariable Control of a Planar Magnetic Levitator

  • Kim, Won-Jong
    • International Journal of Control, Automation, and Systems
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    • 제1권1호
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    • pp.1-10
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    • 2003
  • This paper presents a high-precision magnetically levitated (maglev) stage to meet demanding motion specifications in the next-generation precision manufacturing and nanotechnology. Characterization of dynamic behaviors of such a motion stage is a crucial task. In this paper, we address the issues related to the stochastic modeling of the stage including transfer function identification, and noise/disturbance analysis and prediction. Provided are test results on precision dynamics, such as fine settling, effect of optical table oscillation, and position ripple. To deal with the dynamic coupling in the platen, we designed and implemented a multivariable linear quadratic regulator, and performed time-optimal control. We demonstrated how the performance of the current maglev stage can be improved with these analyses and experimental results. The maglev stage operates with positioning noise of 5 nm rms in $\chi$ and y, acceleration capabilities in excess of 2g(20 $m/s^2$), and closed-loop crossover frequency of 100 Hz.