• Title/Summary/Keyword: stochastic optimal control

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Determination of the profit-maximizing configuration for the modular cell manufacturing system using stochastic process (실시간 고장포용 생산시스템의 적정 성능 유지를 위한 최적 설계 기법에 관한 연구)

  • Park, Seung-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.5 no.5
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    • pp.614-621
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    • 1999
  • In this paper, the analytical appproaches are presented for jointly determining the profit-miximizing configuration of the fault-tolerance real time modular cell manufacturing system. The transient(time-dependent) analysis of Markovian models is firstly applied to modular cell manufacturing system from a performability viewpoint whose modeling advantage lies in its ability to express the performance that truly matters - the user's perception of it - as well as various performance measures compositely in the context of application. The modular cells are modeled with hybrid decomposition method and then availability measures such as instantaneous availability, interval availability, expected cumulative operational time are evaluated as special cases of performability. In addition to this evaluation, sensitivity analysis of the entire manufacturing system as well as each machining cell is performed, from which the time of a major repair policy and the optimal configuration among the alternative configurations of the system can be determined. Secondly, the recovery policies from the machine failures by computing the minimal number of redundant machines and also from the task failures by computing the minimum number of tasks equipped with detection schemes of task failure and reworked upon failure detection, to meet the timing requirements are optimized. Some numerical examples are presented to demonstrate the effectiveness of the work.

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An Extended Kalman Filter Robust to Linearization Error (선형화 오차에 강인한 확장칼만필터)

  • Hong, Hyun-Su;Lee, Jang-Gyu;Park, Chan-Gook
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.2
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    • pp.93-100
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    • 2006
  • In this paper, a new-type Extended Kalman Filter (EKF) is proposed as a robust nonlinear filter for a stochastic nonlinear system. The original EKF is widely used for various nonlinear system applications. But it is fragile to its estimation errors because they give rise to linearization errors that affect the system mode1 as the modeling errors. The linearization errors are nonlinear functions of the estimation errors therefore it is very difficult to obtain the accurate error covariance of the EKF using the linear form. The inaccurately estimated error covariance hinders the EKF from being a sub-optimal estimator. The proposed filter tries to obtain the upper bound of the error covariance tolerating the uncertainty of the error covariance instead of trying to obtain the accurate one. It treats the linearization errors as uncertain modeling errors that can be handled by the robust linear filtering. In order to be more robust to the estimation errors than the original EKF, the proposed filter minimizes the upper bound like the robust linear filter that is applied to the linear model with uncertainty. The in-flight alignment problem of the inertial navigation system with GPS position measurements is a good example that the proposed robust filter is applicable to. The simulation results show the efficiency of the proposed filter in the robustness to initial estimation errors of the filter.

Maximizing the Selection Response by Optimal Quantitative Trait Loci Selection and Control of Inbreeding in a Population with Different Lifetimes between Sires and Dams

  • Tang, G.Q.;Li, X.W.;Zhu, L.;Shuai, S.R.;Bai, L.
    • Asian-Australasian Journal of Animal Sciences
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    • v.21 no.11
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    • pp.1559-1571
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    • 2008
  • A rule was developed to constrain the annual rate of inbreeding to a predefined value in a population with different lifetimes between sires and dams, and to maximize the selection response over generations. This rule considers that the animals in a population should be divided into sex-age classes based on the theory of gene flow, and restricts the increase of average inbreeding coefficient for new offspring by limiting the increase of the mean additive genetic relationship for parents selected. The optimization problem of this rule was formulated as a quadratic programming problem. Inputs for the rule were the BLUP estimated breeding values, the additive genetic relationship matrix of all animals, and the long-term contributions of sex-age classes. Outputs were optimal number and contributions of selected animals. In addition, this rule was combined with the optimization of emphasis given to QTL, and further increased the genetic gain over the planning horizon. Stochastic simulations of closed nucleus schemes for pigs were used to investigate the potential advantages obtained from this rule by combining the standard QTL selection, optimal QTL selection and conventional BLUP selection. Results showed that the predefined rates of inbreeding were actually achieved by this rule in three selection strategies. The rule obtained up to 9.23% extra genetic gain over truncation selection at the same rates of inbreeding. The combination of the extended rule and the optimization of emphasis given to QTL allowed substantial increases in selection response at a fixed annual rate of inbreeding, and solved substantially the conflict between short-term and long-term selection response in QTL-assisted selection schemes.

Asymmetric Joint Scheduling and Rate Control under Reliability Constraints in Cognitive Radio Networks (전파인지 네트워크에서 신뢰성 보장 비대칭 스케줄-데이터율 결합제어)

  • Nguyen, Hung Khanh;Song, Ju-Bin
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.49 no.7
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    • pp.23-31
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    • 2012
  • Resource allocation, such as joint rate control and scheduling, is an important issue in cognitive radio networks. However, it is difficult to jointly consider the rate control and scheduling problem due to the stochastic behavior of channel availability in cognitive radio networks. In this paper, we propose an asymmetric joint rate control and scheduling technique under reliability constraints in cognitive radio networks. The joint rate control and scheduling problem is formulated as a convex optimization problem and substantially decomposed into several sub-problems using a dual decomposition method. An algorithm for secondary users to locally update their rate that maximizes the utility of the overall system is also proposed. The results of simulations revealed that the proposed algorithm converges to a globally optimal solution.

Online Flow Prediction by Kalman Filter (Kalman Filter에 의한 Online 유출예측(流出豫測))

  • Lee, Won Hwan;Rhee, Young Seok
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.6 no.2
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    • pp.57-65
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    • 1986
  • The need of forecasting river flows arised whenever a river authority must make controls to protect the life and property from the flood and maintain the adequate flows for water use. This study is on the real time flood forecasting from the gauged and ungauged rainfall input and identification of second-order autoregressive(AR(2)) which is used as system model. A Kalman filter is used to obtain the values of the system parameters needed for the optimal control strategy. This system model was applied to the data at the Naiu gauging station in Young san river basin to check the accuracy and efficiency of prediction. One step ahead prediction is checked by stochastic analysis and the order of autoregressive model is proved to be satisfied, Discussions on interesting features of the model are presented.

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Probabilistic study on buildings with MTMD system in different seismic performance levels

  • Etedali, Sadegh
    • Structural Engineering and Mechanics
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    • v.81 no.4
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    • pp.429-441
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    • 2022
  • A probabilistic assessment of the seismic-excited buildings with a multiple-tuned-mass-damper (MTMD) system is carried out in the presence of uncertainties of the structural model, MTMD system, and the stochastic model of the seismic excitations. A free search optimization procedure of the individual mass, stiffness and, damping parameters of the MTMD system based on the snap-drift cuckoo search (SDCS) optimization algorithm is proposed for the optimal design of the MTMD system. Considering a 10-story structure in three cases equipped with single tuned mass damper (STMS), 5-TMD and 10-TMD, sensitivity analyses are carried out using Sobol' indices based on the Monte Carlo simulation (MCS) method. Considering different seismic performance levels, the reliability analyses are done using MCS and kriging-based MCS methods. The results show the maximum structural responses are more affected by changes in the PGA and the stiffness coefficients of the structural floors and TMDs. The results indicate the kriging-based MCS method can estimate the accurate amount of failure probability by spending less time than the MCS. The results also show the MTMD gives a significant reduction in the structural failure probability. The effect of the MTMD on the reduction of the failure probability is remarkable in the performance levels of life safety and collapse prevention. The maximum drift of floors may be reduced for the nominal structural system by increasing the TMDs, however, the complexity of the MTMD model and increasing its corresponding uncertainty sources can be caused a slight increase in the failure probability of the structure.

Secrecy Enhancement via Artificial Noise with Protected Zones of Transmitter and Receiver (인공 잡음 및 송수신기 보호 구역을 활용한 보안 성능 향상)

  • Chae, Seong Ho
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.20 no.3
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    • pp.558-564
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    • 2016
  • The network interference gives positive and negative effects to security and QoS simultaneously by disturbing the decoding of receiver and eavesdropper. The transmission of artificial noise enables to indirectly control these contradicting effects. This paper proposed the secrecy enhancement technique via artificial noise with protected zones of transmitter and receiver and investigated its gain by using stochastic geometry. For given arbitrary artificial noise power ratio, we first analyzed connection outage probability and secrecy outage probability for four different scenarios (separated, overlapped, included secrecy protected zones- type A, B) according to distance and size of protected zones of the transmitter and receiver. We then derive the secrecy transmission rate and find the optimal artificial noise power ratio to maximize it. Finally, with numerical examples, we investigate the effects of the system parameters such as size of protected zones of transmitter and receiver on the optimal artificial noise power ratio.

Comparison between Cournot-Nash and Stackelberg Game in Bi-level Program (Bi-level program에서 Cournot-Nash게임과 Stackelberg게임의 비교연구)

  • Lim, Yong-Taek;Lim, Kang-Won
    • Journal of Korean Society of Transportation
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    • v.22 no.7 s.78
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    • pp.99-106
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    • 2004
  • This paper presents some comparisons between Cournot-Nash and Stackelberg game in bi-level program, composed of both upper level program and lower level one. The upper level can be formulated to optimize a specific objective function, while the lower formulated to express travelers' behavior patterns corresponding to the design parameter of upper level problem. This kind of hi-level program is to determine a design parameter, which leads the road network to an optimal state. Bi-level program includes traffic signal control, traffic information provision, congestion charge and new transportation mode introduction as well as road expansion. From the view point of game theory, many existing algorithms for bi-level program such as IOA (Iterative Optimization Assignment) or IEA (Iterative Estimation Assignment) belong to Cournot-Nash game. But sensitivity-based algorithms belongs to Stackelberg one because they consider the reaction of the lower level program. These two game models would be compared by using an example network and show some results that there is no superiority between the models in deterministic case, but in stochastic case Stackelberg approach is better than that of Cournot-Nash one as we expect.

Instrumentation and system identification of a typical school building in Istanbul

  • Bakir, Pelin Gundes
    • Structural Engineering and Mechanics
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    • v.43 no.2
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    • pp.179-197
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    • 2012
  • This study presents the findings of the structural health monitoring and the real time system identification of one of the first large scale building instrumentations in Turkey for earthquake safety. Within this context, a thorough review of steps in the instrumentation, monitoring is presented and seismic performance evaluation of structures using both nonlinear pushover and nonlinear dynamic time history analysis is carried out. The sensor locations are determined using the optimal sensor placement techniques used in NASA for on orbit modal identification of large space structures. System identification is carried out via the stochastic subspace technique. The results of the study show that under ambient vibrations, stocky buildings can be substantially stiffer than what is predicted by the finite element models due to the presence of a large number of partitioning walls. However, in a severe earthquake, it will not be safe to rely on this resistance due to the fact that once the partitioning walls crack, the bare frame contributes to the lateral stiffness of the building alone. Consequently, the periods obtained from system identification will be closer to those obtained from the FE analysis. A technique to control the validity of the proportional damping assumption is employed that checks the presence of phase difference in displacements of different stories obtained from band pass filtered records and it is confirmed that the "proportional damping assumption" is valid for this structure. Two different techniques are implemented for identifying the influence of the soil structure interaction. The first technique uses the transfer function between the roof and the basement in both directions. The second technique uses a pre-whitening filter on the data obtained from both the basement and the roof. Subsequently the impulse response function is computed from the scaled cross correlation between the input and the output. The overall results showed that the structure will satisfy the life safety performance level in a future earthquake but some soil structure interaction effects should be expected in the North South direction.

Blind Adaptive Receiver based on Constant Modulus for Downlink MC-CDMA Systems (하향링크 MC-CDMA 시스템을 위한 CM 기반의 블라인드 적응 수신기)

  • Seo, Bangwon
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.19 no.5
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    • pp.47-54
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    • 2019
  • In this paper, we consider a constant modulus (CM) based blind adaptive receiver design for downlink multi-carrier code-division multiple access (MC-CDMA) systems employing simple space-time block coding (STBC). In the paper, filter weight vectors used for the detection of the transmitted symbols are partitioned into its subvectors and then, special relations among the optimal subvectors minimizing the CM metric are derived. Using the special relations, we present a modified CM metric and propose a new blind adaptive stochastic-gradient CM algorithm (SG-CMA) by minimizing the modified CM metric. The proposed blind adaptive SG-CMA has faster convergence rate than the conventional SG-CMA because the filter weight vectors of the proposed scheme are updated in the region of satisfying the derived special relations. Computer simulation results are given to verify the superiority of the proposed SG-CMA.