• 제목/요약/키워드: stochastic parameter

검색결과 318건 처리시간 0.029초

Stochastic stability control analysis of an inclined stay cable under random and periodic support motion excitations

  • Ying, Z.G.;Ni, Y.Q.;Duan, Y.F.
    • Smart Structures and Systems
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    • 제23권6호
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    • pp.641-651
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    • 2019
  • The stochastic stability control of the parameter-excited vibration of an inclined stay cable with multiple modes coupling under random and periodic combined support disturbances is studied by using the direct eigenvalue analysis approach based on the response moment stability, Floquet theorem, Fourier series and matrix eigenvalue analysis. The differential equation with time-varying parameters for the transverse vibration of the inclined cable with control under random and deterministic support disturbances is derived and converted into the randomly and deterministically parameter-excited multi-degree-of-freedom vibration equations. As the stochastic stability of the parameter-excited vibration is mainly determined by the characteristics of perturbation moment, the differential equation with only deterministic parameters for the perturbation second moment is derived based on the $It{\hat{o}}$ stochastic differential rule. The stochastically and deterministically parameter-excited vibration stability is then determined by the deterministic parameter-varying response moment stability. Based on the Floquet theorem, expanding the periodic parameters of the perturbation moment equation and the periodic component of the characteristic perturbation moment expression into the Fourier series yields the eigenvalue equation which determines the perturbation moment behavior. Thus the stochastic stability of the parameter-excited cable vibration under the random and periodic combined support disturbances is determined directly by the matrix eigenvalues. The direct eigenvalue analysis approach is applicable to the stochastic stability of the control cable with multiple modes coupling under various periodic and/or random support disturbances. Numerical results illustrate that the multiple cable modes need to be considered for the stochastic stability of the parameter-excited cable vibration under the random and periodic support disturbances, and the increase of the control damping rather than control stiffness can greatly enhance the stochastic stability of the parameter-excited cable vibration including the frequency width increase of the periodic disturbance and the critical value increase of the random disturbance amplitude.

설계변수 공차를 고려한 브러시리스 모터 출력밀도 최적설계 (Optimum Design of the Brushless Motor Considering Parameter Tolerance)

  • 손병욱;이주
    • 전기학회논문지
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    • 제59권9호
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    • pp.1600-1604
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    • 2010
  • This paper presents the optimum design of the brushless motor to maximize the output power per weight considering the design parameter tolerance. The optimization is proceeded by commercial software that is adopted the scatter-search algorithm and the characteristic analysis is conducted by FEM. The stochastic optimum design results are compared with those of the deterministic optimization method. We can verify that the results of the stochastic optimization is superior than that of deterministic optimization.

인공신경망 및 통계적 방법을 이용한 오존 형성의 예측 (Prediction of Ozone Formation Based on Neural Network and Stochastic Method)

  • 오세천;여영구
    • 청정기술
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    • 제7권2호
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    • pp.119-126
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    • 2001
  • 인공신경 회로망과 통계적 방법을 이용하여 오존 형성의 예측에 관한 연구를 수행하였다. 파라미터 평가방법으로는 실시간 파라미터를 평가하기 위하여 ELS 및 RML 방법이 사용되었으며 오존 형성의 모델로는 ARMAX 모델을 사용하였다. 또한 3층 구조를 갖는 인공신경 회로망 방법을 이용하여 오존 형성의 예측 시험을 수행하였으며 본 연구에 사용된 통계적 방법의 성능을 평가하기 위하여 오존 형성의 예측결과를 실제 자료와 비교 분석을 하였다. 실제 자료와의 비교를 통하여 파라미터 평가 방법 및 인공신경 회로망 방법에 근거한 예측방법이 제한된 예측 구간 내에서 만족할 만한 성능을 보임을 확인할 수 있었다.

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An Approximation Theorem for Two-Parameter Wiener Process

  • Kim, Yoon-Tae
    • Journal of the Korean Statistical Society
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    • 제26권1호
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    • pp.75-88
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    • 1997
  • In this paper, a two-parameter version of Ikeda-Watanabe's mollifiers approximation of the Brownian motion is considered, and an approximation theorem corresponding to the one parameter case is proved. Using this approximation, we formulate Wong-Zakai type theorem is a Stochastic Differential Equation (SDE) driven by a two-parameter Wiener process.

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A Novel Concept on Stochastic Stability

  • Bong, Seo-Young;Park, Jae-Weon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.95.1-95
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    • 2001
  • This paper is concerned with a novel S-stability (stochastic-stability) concept in linear time-invariant stochastic systems, where a stochastic mode in dynamics depends on both the external disturbance and the inner-parameter variations. This leads to an EAG (eigenstructure assignment gaussian) problem; that is, the problem of associating S-eigenvalues (stochastic-eigenvalues), S-eigenvectors (stochastic-eigenvectors), and their PDFs (probability density functions) with the stochastic information of the systems with the required stochastic specifications. These results explicitly characterize how S-eigenvalues, S-eigenvectors and their PDFs in the complex plane may impose S-stability on stochastic systems.

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Stability and Robust H Control for Time-Delayed Systems with Parameter Uncertainties and Stochastic Disturbances

  • Kim, Ki-Hoon;Park, Myeong-Jin;Kwon, Oh-Min;Lee, Sang-Moon;Cha, Eun-Jong
    • Journal of Electrical Engineering and Technology
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    • 제11권1호
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    • pp.200-214
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    • 2016
  • This paper investigates the problem of stability analysis and robust H controller for time-delayed systems with parameter uncertainties and stochastic disturbances. It is assumed parameter uncertainties are norm bounded and mean and variance for disturbances of them are known. Firstly, by constructing a newly augmented Lyapunov-Krasovskii functional, a stability criterion for nominal systems with time-varying delays is derived in terms of linear matrix inequalities (LMIs). Secondly, based on the result of stability analysis, a new controller design method is proposed for the nominal form of the systems. Finally, the proposed method is extended to the problem of robust H controller design for a time-delayed system with parameter uncertainties and stochastic disturbances. To show the validity and effectiveness of the presented criteria, three examples are included.

확률적 견실특성을 고려한 고유구조 지정기법 (Eigenstructure Assignment Methodology Considering Stochastic Robustness Characteristics)

  • 서영봉;최재원
    • 제어로봇시스템학회논문지
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    • 제6권11호
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    • pp.974-980
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    • 2000
  • In this paper, we present a method that has flexibility of exact assignment of eigenstructure with the stochastic robustness for LTI(Linear-Time-Invariant) systems. The stochastic robustness of LTI systems is determined by the probability distributions of closed-loop eigenvalues. The probabilistic stability region is presented stochastically using the Monte Carlo evaluations. The proposed scheme is applied to designing a simple system and a flight control system with stochastic parameter variations to confirm the usefulness of the scheme.

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Receding Horizon FIR Parameter Estimation for Stochastic Systems

  • Lee, Kwan-Ho;Han, Soo-Hee;Lee, Changhun;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.159.1-159
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    • 2001
  • A new time-domain FIR parameter estimation called the receding horizon least square estimation (RHLSE) is suggested for stochastic systems by combining the well known least square estimation with the receding horizon strategy. It can be always obtained without the requirement of any \textit{a priori} information about the horizon initial parameter. A fast algorithm for the suggested estimation is also presented which is remarkable in the view of computational advantage and simple implementation. It is shown that the proposed estimation is robust against temporary modeling uncertainties due to their FIR structure through simulation studies.

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