• Title/Summary/Keyword: stochastic modeling

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Design of the Well-Conditioned Observer - A Linear Matrix Inequality Approach - (Well-Conditioned 관측기 설계 - A Linear Matrix Inequality Approach -)

  • Jung, Jong-Chul;Huh, Kun-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.5
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    • pp.503-510
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    • 2004
  • In this paper, the well-conditioned observer for a stochastic system is designed so that the observer is less sensitive to the ill-conditioning factors in transient and steady-state observer performance. These factors include not only deterministic uncertainties such as unknown initial estimation error, round-off error, modeling error and sensing bias, but also stochastic uncertainties such as disturbance and sensor noise. In deterministic perspectives, a small value in the L$_{2}$ norm condition number of the observer eigenvector matrix guarantees robust estimation performance to the deterministic uncertainties. In stochastic viewpoints, the estimation variance represents the robustness to the stochastic uncertainties and its upper bound can be minimized by reducing the observer gain and increasing the decay rate. Both deterministic and stochastic issues are considered as a weighted sum with a LMI (Linear Matrix Inequality) formulation. The gain in the well-conditioned observer is optimally chosen by the optimization technique. Simulation examples are given to evaluate the estimation performance of the proposed observer.

Stochastic Pronunciation Lexicon Modeling for Large Vocabulary Continous Speech Recognition (확률 발음사전을 이용한 대어휘 연속음성인식)

  • Yun, Seong-Jin;Choi, Hwan-Jin;Oh, Yung-Hwan
    • The Journal of the Acoustical Society of Korea
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    • v.16 no.2
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    • pp.49-57
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    • 1997
  • In this paper, we propose the stochastic pronunciation lexicon model for large vocabulary continuous speech recognition system. We can regard stochastic lexicon as HMM. This HMM is a stochastic finite state automata consisting of a Markov chain of subword states and each subword state in the baseform has a probability distribution of subword units. In this method, an acoustic representation of a word can be derived automatically from sample sentence utterances and subword unit models. Additionally, the stochastic lexicon is further optimized to the subword model and recognizer. From the experimental result on 3000 word continuous speech recognition, the proposed method reduces word error rate by 23.6% and sentence error rate by 10% compare to methods based on standard phonetic representations of words.

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Development of Dam Inflow Simulation Method Based on Bayesian Autoregressive Exogenous Stochastic Volatility (ARXSV) model

  • Fabian, Pamela Sofia;Kim, Ho-Jun;Kim, Ki-Chul;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.437-437
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    • 2022
  • The prediction of dam inflow rate is crucial for the management of the largest multi-purpose dam in South Korea, the Soyang Dam. The main issue associated with the management of water resources is the stochastic nature of the reservoir inflow leading to an increase in uncertainty associated with the inflow prediction. The Autoregressive (AR) model is commonly used to provide the simulation and forecast of hydrometeorological data. However, because its estimation is based solely on the time-series data, it has the disadvantage of being unable to account for external variables such as climate information. This study proposes the use of the Autoregressive Exogenous Stochastic Volatility (ARXSV) model within a Bayesian modeling framework for increased predictability of the monthly dam inflow by addressing the exogenous and stochastic factors. This study analyzes 45 years of hydrological input data of the Soyang Dam from the year 1974 to 2019. The result of this study will be beneficial to strengthen the potential use of data-driven models for accurate inflow predictions and better reservoir management.

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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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    • v.1 no.1
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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.

Stochastic Modeling of Plug-in Electric Vehicle Distribution in Power Systems

  • Son, Hyeok Jin;Kook, Kyung Soo
    • Journal of Electrical Engineering and Technology
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    • v.8 no.6
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    • pp.1276-1282
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    • 2013
  • This paper proposes a stochastic modeling of plug-in electric vehicles (PEVs) distribution in power systems, and analyzes the corresponding clustering characteristic. It is essential for power utilities to estimate the PEV charging demand as the penetration level of PEV is expected to increase rapidly in the near future. Although the distribution of PEVs in power systems is the primary factor for estimating the PEV charging demand, the data currently available are statistics related to fuel-driven vehicles and to existing electric demands in power systems. In this paper, we calculate the number of households using electricity at individual ending buses of a power system based on the electric demands. Then, we estimate the number of PEVs per household using the probability density function of PEVs derived from the given statistics about fuel-driven vehicles. Finally, we present the clustering characteristic of the PEV distribution via case studies employing the test systems.

Timed fuzzy petri net model for fuzzy control model (퍼지 제어를 위한 시간형 퍼지 페트리넷 모델)

  • 윤정모
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.34C no.5
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    • pp.9-18
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    • 1997
  • The petri net is a graphic model which is adaptable in modeling a complex concurrent parallel ssystem, and it is widely used in the fields of industrial enginering, computer science, electric engineeringand chemistry. Recently, the net is applied to the communication protocol, and extended to represent complex systems. There are several extended petri nets named as TPN (timed petri net), SPN (stochastic petri net), FPN(fuzzy petri net) and TFPN(timed fuzzy petri net). Accodingly, this SPN (stochastic petri net), FPN (fuzzy petri net) and TFPN(timed fuzzy petri net). Accodingly, this paper proposes an advanced communication protocol modeling method using the fuzzy value of the transition and firing delay time as the arguments of the function. The proposed method can produce clearer firing rules, and it is supposed to be used to design and analyse communication protocols in great effection.

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Task Schedule Modeling using a Timed Marked Graph

  • Ro, Cheul-Woo;Cao, Yang;Ye, Yun Xiang;Xu, Wei
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2010.05a
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    • pp.636-638
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    • 2010
  • Task scheduling is an integral part of parallel and distributed computing. Extensive research has been conducted in this area leading to significant theoretical and practical results. Stochastic reward nets (SRN) is an extension of stochastic Petri nets and provides compact modeling facilities for system analysis. In this paper, we address task scheduling model using extended timed marked graph, which is a special case of SRNs. And we analyze this model by giving reward measures in SRN.

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Prediction of Prosodic Boundary Strength by means of Three POS(Part of Speech) sets (품사셋에 의한 운율경계강도의 예측)

  • Eom Ki-Wan;Kim Jin-Yeong;Kim Seon-Mi;Lee Hyeon-Bok
    • MALSORI
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    • no.35_36
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    • pp.145-155
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    • 1998
  • This study intended to determine the most appropriate POS(Part of Speech) sets for predicting prosodic boundary strength efficiently. We used 3-level POB bets which Kim(1997), one of the authors, has devised. Three POS sets differ from each other according to how much grammatical information they have: the first set has maximal syntactic and morphological information which possibly affects prosodic phrasing, and the third set has minimal one. We hand-labelled 150 sentences using each of three POS sets and conducted perception test. Based on the results of the test, stochastic language modeling method was used to predict prosodic boundary strength. The results showed that the use of each POS set led to not too much different efficiency in the prediction, but the second set was a little more efficient than the other two. As far as the complexity in stochastic language modeling is concerned, however, the third set may be also preferable.

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MMAP and the modeling G-queue

  • 신양우
    • Proceedings of the Korean Society of Computational and Applied Mathematics Conference
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    • 2003.09a
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    • pp.13.1-13
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    • 2003
  • The Markovian arrival process with marked transitions (MMAP) is useful in modeling input processes of stochastic system with several types. Especially, the MMAP can be used to model the phenomena where the correlation of different types is considered. In this talk we discuss modeling issues for the queue with three types of customers; ordinary customers, negative customers and disasters which are correlated by using MMAP. We also present the recent results and further studies.

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