• Title/Summary/Keyword: stochastic modeling

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Design of Target Tracking systems Using The extended $H^{\infty}$ Filter (확장 $H^{\infty}$ 필터를 이용한 표적 추적 시스템 설계)

  • Lee, Hyun-Seok;Ra, Won-Sang;Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 1999.07b
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    • pp.649-652
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    • 1999
  • In this paper, the design method of target tracking systems using the extended $H^{\infty}$ filter(EHF) is proposed. Usually, a Cartesian coordinate frame is tell suited to describe the target dynamics. However, the measurements made in radar-centered polar coordinates are expressed as nonlinear equations in Cartesian coordinates. Thus the tacking problem is concerned with the nonlinear estimation. The extended $H^{\infty}$ filter is able to deal with the problems arising in the target tacking systems such as the parameter uncertainty included inevitably in modeling physical systems mathematically, the unavailableness of the stochastic information about exogenous disturbances, and errors due to the linearization of measurement equations. We show the proposed filter is robuster than the extended Kalman filter(EKF) through a simple target tracking example.

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Evaluation of the Charging effects of Plug-in Electrical Vehicles on Power Systems, taking Into account Optimal Charging Scenarios (전기자동차의 충전부하 모델링 및 충전 시나리오에 따른 전력계통 평가)

  • Moon, Sang-Keun;Gwak, Hyeong-Geun;Kim, Jin-O
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.61 no.6
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    • pp.783-790
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    • 2012
  • Electric Vehicles(EVs) and Plug-in Hybrid Electric Vehicles(PHEVs) which have the grid connection capability, represent an important power system issue of charging demands. Analyzing impacts EVs charging demands of the power system such as increased peak demands, developed by means of modeling a stochastic distribution of charging and a demand dispatch calculation. Optimization processes proposed to determine optimal demand distribution portions so that charging costs and demand can possibly be managed. In order to solve the problems due to increasing charging demand at the peak time, alternative electricity rate such as Time-of-Use(TOU) rate has been in effect since last year. The TOU rate would in practice change the tendencies of charging time at the peak time. Nevertheless, since it focus only minimizing costs of charging from owners of the EVs, loads would be concentrated at times which have a lowest charging rate and would form a new peak load. The purpose of this paper is that to suggest a scenario of load leveling for a power system operator side. In case study results, the vehicles as regular load with time constraints, battery charging patterns and changed daily demand in the charging areas are investigated and optimization results are analyzed regarding cost and operation aspects by determining optimal demand distribution portions.

Quality of Service Assurance Model for AMR Voice Traffic in Downlink WCDMA System (순방향 WCDMA 채널에서 AMR 음성 트래픽의 품질 보증 모델)

  • Jung, Sung Hwan;Hong, Jung Wan;Lie, Chang Hoon
    • Journal of Korean Institute of Industrial Engineers
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    • v.33 no.2
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    • pp.191-200
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    • 2007
  • We propose the QoS (Quality of Service) assurance model for AMR (Adaptive MultiRate) voice users considering the capacity and service quality jointly in downlink WCDMA system. For this purpose, we introduce a new system performance measure and the number-based AMR mode allocation scheme. The proposed number-based AMR mode allocation can be operated only with the information of total number of ongoing users. Therefore, it can be more simply implemented than the existing power-based allocation. The proposed system performance measure considers the stochastic variations of AMR modes of ongoing users and can be analytically obtained using CTMC (Continuous Time Markov Chain) modeling. In order to validate the proposed analytical model, a discrete event-based simulation model is also developed. The performance measure obtained from the analytical model is in agreement with the simulation results and is expected to be useful for parameter optimization.

Degradation reliability modeling of plain concrete for pavement under flexural fatigue loading

  • Jia, Yanshun;Liu, Guoqiang;Yang, Yunmeng;Gao, Ying;Yang, Tao;Tang, Fanlong
    • Advances in concrete construction
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    • v.9 no.5
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    • pp.469-478
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    • 2020
  • This study aims to establish a new methodological framework for the evaluation of the evolution of the reliability of plain concrete for pavement vs number of cycles under flexural fatigue loading. According to the framework, a new method calculating the reliability was proposed through probability simulation in order to describe a random accumulation of fatigue damage, which combines reliability theory, one-to-one probability density functions transformation technique, cumulative fatigue damage theory and Weibull distribution theory. Then the statistical analysis of flexural fatigue performance of cement concrete tested was carried out utilizing Weibull distribution. Ultimately, the reliability for the tested cement concrete was obtained by the proposed method. Results indicate that the stochastic evolution behavior of concrete materials under fatigue loading can be captured by the established framework. The flexural fatigue life data of concrete at different stress levels is well described utilizing the two-parameter Weibull distribution. The evolution of reliability for concrete materials tested in this study develops by three stages and may corresponds to develop stages of cracking. The proposed method may also be available for the analysis of degradation behaviors under non-fatigue conditions.

SHM-based probabilistic representation of wind properties: Bayesian inference and model optimization

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • v.21 no.5
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    • pp.601-609
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    • 2018
  • The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

Three-dimensional Rarefied Flows in Rotating Helical Channels (헬리컬 채널내부의 3차원 희박기체유동)

  • Hwang, Y.K.;Heo, J.S.
    • Proceedings of the KSME Conference
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    • 2000.04b
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    • pp.625-630
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    • 2000
  • Numerical and experimental investigations are peformed for the rarefied gas flows in pumping channels of a helical-type drag pump. Modern turbomolecular pumps include a drag stage in the discharge side, operating roughly in $10^{-2}{\sim}10Torr$. The flow occurring in the pumping channel develops from the molecular transition to slip flow traveling downstream. Two different numerical methods are used in this analysis: the first one is a continuum approach in solving the Navier-Stokes equations with slip boundary conditions, and the second one is a stochastic particle approach through the use of the direct simulation Monte Carlo(DSMC) method. The flow in a pumping channel is three-dimensional(3D), and the main difficulty in modeling a 3D case comes from the rotating frame of reference. Thus, trajectories of particles are no longer straight lines. In the Present DSMC method, trajectories of particles are calculated by integrating a system of differential equations including the Coriolis and centrifugal forces. Our study is the first instance to analyze the rarefied gas flows in rotating frame in the presence of noninertial effects.

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The Analytical Derivation of the Fractal Advection-Diffusion Equation for Modeling Solute Transport in Rivers (하천 오염물질의 모의를 위한 프랙탈 이송확산방정식의 해석적 유도)

  • Kim, Sang-Dan;Song, Mee-Young
    • Journal of Korea Water Resources Association
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    • v.37 no.11
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    • pp.889-896
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    • 2004
  • The fractal advection-diffusion equation (ADE) is a generalization of the classical AdE in which the second-order derivative is replaced with a fractal order derivative. While the fractal ADE have been analyzed with a stochastic process In the Fourier and Laplace space so far, in this study a fractal ADE for describing solute transport in rivers is derived with a finite difference scheme in the real space. This derivation with a finite difference scheme gives the hint how the fractal derivative order and fractal diffusion coefficient can be estimated physically In contrast to the classical ADE, the fractal ADE is expected to be able to provide solutions that resemble the highly skewed and heavy-tailed time-concentration distribution curves of contaminant plumes observed in rivers.

Development of Drought Forecasting Techniques Using Nonstationary Rainfall Simulation Method (비정상성 강우모의기법을 이용한 가뭄 예측기법 개발)

  • Kim, Tae-Jeong;Park, Jong-Hyeon;Jang, Seok-Hwan;Kwon, Hyun-Han
    • Journal of The Korean Society of Agricultural Engineers
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    • v.58 no.5
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    • pp.1-10
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    • 2016
  • Drought is a slow-varying natural hazard that is characterized by various factors such that reliable drought forecasting along with uncertainties estimation has been a major issue. In this study, we proposed a stochastic simulation technique based scheme for providing a set of drought scenarios. More specifically, this study utilized a nonstationary Hidden markov model that allows us to include predictors such as climate state variables and global climate model's outputs. The simulated rainfall scenarios were then used to generate the well-known meteorological drought indices such as SPI, PDSI and PN for the three dam watersheds in South Korea. It was found that the proposed modeling scheme showed a capability of effectively reproducing key statistics of the observed rainfall. In addition, the simulated drought indices were generally well correlated with that of the observed.

Life-cycle-cost optimization for the wind load design of tall buildings equipped with TMDs

  • Venanzi, Ilaria;Ierimonti, Laura;Caracoglia, Luca
    • Wind and Structures
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    • v.30 no.4
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    • pp.379-392
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    • 2020
  • The paper presents a Life-Cycle Cost-based optimization framework for wind-excited tall buildings equipped with Tuned Mass Dampers (TMDs). The objective is to minimize the Life-Cycle Cost that comprises initial costs of the structure, the control system and costs related to repair, maintenance and downtime over the building's lifetime. The integrated optimization of structural sections and mass ratio of the TMDs is carried out, leading to a set of Pareto optimal solutions. The main advantage of the proposed methodology is that, differently from the traditional optimal design approach, it allows to perform the unified design of both the structure and the control system in a Life Cycle Cost Analysis framework. The procedure quantifies wind-induced losses, related to structural and nonstructural damage, considering the stochastic nature of the loads (wind velocity and direction), the specificity of the structural modeling (e.g., non-shear-type vibration modes and torsional effects) and the presence of the TMDs. Both serviceability and ultimate limit states related to the structure and the TMDs' damage are adopted for the computation of repair costs. The application to a case study tall building allows to demonstrate the efficiency of the procedure for the integrated design of the structure and the control system.

Metamodeling of nonlinear structural systems with parametric uncertainty subject to stochastic dynamic excitation

  • Spiridonakos, Minas D.;Chatzia, Eleni N.
    • Earthquakes and Structures
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    • v.8 no.4
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    • pp.915-934
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    • 2015
  • Within the context of Structural Health Monitoring (SHM), it is often the case that structural systems are described by uncertainty, both with respect to their parameters and the characteristics of the input loads. For the purposes of system identification, efficient modeling procedures are of the essence for a fast and reliable computation of structural response while taking these uncertainties into account. In this work, a reduced order metamodeling framework is introduced for the challenging case of nonlinear structural systems subjected to earthquake excitation. The introduced metamodeling method is based on Nonlinear AutoRegressive models with eXogenous input (NARX), able to describe nonlinear dynamics, which are moreover characterized by random parameters utilized for the description of the uncertainty propagation. These random parameters, which include characteristics of the input excitation, are expanded onto a suitably defined finite-dimensional Polynomial Chaos (PC) basis and thus the resulting representation is fully described through a small number of deterministic coefficients of projection. The effectiveness of the proposed PC-NARX method is illustrated through its implementation on the metamodeling of a five-storey shear frame model paradigm for response in the region of plasticity, i.e., outside the commonly addressed linear elastic region. The added contribution of the introduced scheme is the ability of the proposed methodology to incorporate uncertainty into the simulation. The results demonstrate the efficiency of the proposed methodology for accurate prediction and simulation of the numerical model dynamics with a vast reduction of the required computational toll.