• Smart Structures and Systems
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• v.23 no.6
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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.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.59 no.9
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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.

• Clean Technology
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• v.7 no.2
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• pp.119-126
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• 2001

The prediction of ozone formation was studied using the neural network and the stochastic method. Parameter estimation method and artificial neural network(ANN) method were employed in the stochastic scheme. In the parameter estimation method, extended least squares(ELS) method and recursive maximum likelihood(RML) were used to achieve the real time parameter estimation. Autoregressive moving average model with external input(ARMAX) was used as the ozone formation model for the parameter estimation method. ANN with 3 layers was also tested to predict the ozone formation. To demonstrate the performance of the ozone formation prediction schemes used in this work, the prediction results of ozone formation were compared with the real data. From the comparison it was found that the prediction schemes based on the parameter estimation method and ANN method show an acceptable accuracy with limited prediction horizon.

• Journal of the Korean Statistical Society
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• v.26 no.1
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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.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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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.

• Journal of Electrical Engineering and Technology
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• v.11 no.1
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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.

• Journal of the Korean Statistical Society
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• v.31 no.2
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• pp.213-228
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• 2002

Asymptotic properties of minimum distance estimators for the parameter involved for a class of stochastic partial differential equations are investigated following the techniques in Kutoyants and Pilibossian (1994).

• Journal of the Korean Statistical Society
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• v.34 no.3
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• pp.197-208
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• 2005

We consider the problem for approximate solution of linear stochastic evolution equations driven by infinite-dimensional fractional Brownian motion with Hurst parameter $H\;\in$ (0,1/2). The error of the approximate solution for the explicit Euler scheme is investigated.

• Journal of Institute of Control, Robotics and Systems
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• v.6 no.11
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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.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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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.