• 제목/요약/키워드: stochastic performance function

검색결과 121건 처리시간 0.036초

함수 근사 모멘트 기법을 활용한 치수 분포에 따른 MEMS 구조물의 통계적 특성치 변화에 관한 연구 (Change of stochastic properties of MEMS structure in terms of dimensional variations using function approximation moment method)

  • 허재성;곽병만
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2005년도 춘계학술대회 논문집
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    • pp.602-606
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    • 2005
  • A systematic procedure of probability analysis for general distributions is developed based on the first four moments estimated from polynomial interpolation of the system response function and the Pearson system. The function approximation is based on a specially selected experimental region for accuracy and the number of function evaluations is taken equal to that of the unknown coefficient for efficiency. For this purpose, three error-minimizing conditions are proposed and corresponding canonical experimental regions are formed for popular probability. This approach is applied to study the stochastic properties of the performance functions of a MEMS structure, which has quite large fabrication errors compared to other structures. Especially, the vibratory micro-gyroscope is studied using the statistical moments and probability density function (PDF) of the performance function to be the difference between resonant frequencies corresponding to sensing and driving mode. The results show that it is very sensitive to the fabrication errors and that the types of PDF of each variable also affect the stochastic properties of the performance function although they have same the mean and variance.

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Generalized Stochastic 페트리네트를 이용한 유연생산시스템의 성능평가 (Performance Evaluation of FMS Using Generalized Stochastic Petri Nets)

  • 서경원;박용수;박홍성;김종원
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 1994년도 추계학술대회 논문집
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    • pp.653-657
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    • 1994
  • A symbolic performance analysis approach for flexible for manufactring systems (FMS) can be formulated based on the integration of Petri Nets (PN) and moment generating function (MGF) concept. In this method, generalized stochastic Petri Nets are used to define performance models for FMS, then MGF nased approach for evaluating stochastic PN is used to derive performance parameters of PN, and finally system performance is calculated. A GSPN model of machine cell is shown to illustrate the proposed method for evaluating such performance indices as production rate, utilization, work-in-process and lead time. The major advantage of this method over existing performance evaluation of FMS is the ability to compute symbolic solutions for performance. Finally future research toward automating performance measure for GSPN models of FMS is discussed.

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A semi-active stochastic optimal control strategy for nonlinear structural systems with MR dampers

  • Ying, Z.G.;Ni, Y.Q.;Ko, J.M.
    • Smart Structures and Systems
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    • 제5권1호
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    • pp.69-79
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    • 2009
  • A non-clipped semi-active stochastic optimal control strategy for nonlinear structural systems with MR dampers is developed based on the stochastic averaging method and stochastic dynamical programming principle. A nonlinear stochastic control structure is first modeled as a semi-actively controlled, stochastically excited and dissipated Hamiltonian system. The control force of an MR damper is separated into passive and semi-active parts. The passive control force components, coupled in structural mode space, are incorporated in the drift coefficients by directly using the stochastic averaging method. Then the stochastic dynamical programming principle is applied to establish a dynamical programming equation, from which the semi-active optimal control law is determined and implementable by MR dampers without clipping in terms of the Bingham model. Under the condition on the control performance function given in section 3, the expressions of nonlinear and linear non-clipped semi-active optimal control force components are obtained as well as the non-clipped semi-active LQG control force, and thus the value function and semi-active nonlinear optimal control force are actually existent according to the developed strategy. An example of the controlled stochastic hysteretic column is given to illustrate the application and effectiveness of the developed semi-active optimal control strategy.

Capabilities of stochastic response surface method and response surface method in reliability analysis

  • Jiang, Shui-Hua;Li, Dian-Qing;Zhou, Chuang-Bing;Zhang, Li-Min
    • Structural Engineering and Mechanics
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    • 제49권1호
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    • pp.111-128
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    • 2014
  • The stochastic response surface method (SRSM) and the response surface method (RSM) are often used for structural reliability analysis, especially for reliability problems with implicit performance functions. This paper aims to compare these two methods in terms of fitting the performance function, accuracy and efficiency in estimating probability of failure as well as statistical moments of system output response. The computational procedures of two response surface methods are briefly introduced first. Then their capabilities are demonstrated and compared in detail through two examples. The results indicate that the probability of failure mainly reflects the accuracy of the response surface function (RSF) fitting the performance function in the vicinity of the design point, while the statistical moments of system output response reflect the accuracy of the RSF fitting the performance function in the entire space. In addition, the performance function can be well fitted by the SRSM with an optimal order polynomial chaos expansion both in the entire physical and in the independent standard normal spaces. However, it can be only well fitted by the RSM in the vicinity of the design point. For reliability problems involving random variables with approximate normal distributions, such as normal, lognormal, and Gumbel Max distributions, both the probability of failure and statistical moments of system output response can be accurately estimated by the SRSM, whereas the RSM can only produce the probability of failure with a reasonable accuracy.

새로운 성능지수 함수에 대한 직강하 적응필터 (Novel steepest descent adaptive filters derived from new performance function)

  • 전병을;박동조
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1992년도 한국자동제어학술회의논문집(국내학술편); KOEX, Seoul; 19-21 Oct. 1992
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    • pp.823-828
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    • 1992
  • A novel steepest descent adaptive filter algorithm, which uses the instantaneous stochastic gradient for the steepest descent direction, is derived from a newly devised performance index function. The performance function for the new algorithm is improved from that for the LMS in consideration that the stochastic steepest descent method is utilized to minimize the performance index iterativly. Through mathematical analysis and computer simulations, it is verified that there are substantial improvements in convergence and misadjustments even though the computational simplicity and the robustness of the LMS algorithm are hardly sacrificed. On the other hand, the new algorithm can be interpreted as a variable step size adaptive filter, and in this respect a heuristic method is proposed in order to reduce the noise caused by the step size fluctuation.

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저류함수법에 의한 추계동역학적 하도홍수추적모형의 개발 (Development of Stochastic-Dynamic Channel Routing Model by Storage Function Method)

  • 배덕효;정일문
    • 한국수자원학회논문집
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    • 제33권3호
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    • pp.341-350
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    • 2000
  • 본 연구의 목적은 추계동역학적 상태·공간형태의 하도 저류함수모형을 개발하고 실시간 홍수예보를 위한 모형의 적용성을 검토하는데 있다. 팔당댐에서 인도교 지점에 이르는 하도구간을 개발된 모형의 적용 대상구간으로 설정하였으며, 1987∼1998년에 발생한 13개의 홍수사상을 선택하여 모형 매개변수 산정 및 적용성을 검토하였다. 그 결과 최적 매개변수는 각 홍수사상마다 다르지만, 현재 실무에서 사용하고 있는 매개변수를 사용한 유량예측은 비교적 합리적인 결과를 제시하였다. 또한 본 연구에서 개발한 추계동역학적 모형에 의한 유량예측 결과와 기존의 확정론적 모형에 의한 결과를 비교·검토한 결과 본 연구모형이 보다 정확한 결과를 제시하는 것으로 나타났다. 본 연구 대상지역의 예측가능시간을 분석한 결과 비교적 지류의 유입이 적은 홍수사상의 경우 5시간 정도까지는 정확한 하류단이 유량예측이 가능한 것을 판단된다.

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Stochastic 구조를 이용한 신경회로망의 구현 (VLSI implementation of neural network with stochastic architecture)

  • 정덕진;한상욱
    • 대한전기학회논문지
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    • 제45권2호
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    • pp.319-324
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    • 1996
  • Using random pulse stream, a number can be transformed to the pulse stream with the probability value. So the digital value are computed by simple digital gates. Thus it will be possible to build a small and strong noise immunity processing element. We propose a faster convergence algorithm using a new methods for better performance of Random Number Generator(RNG) an the nonlinear transfer function(Sigmoid function)in this paper. And a feedback circuit were fitted for pulse stream in this paper. We proposed method is simulated with C program language and conformed by circuit implementation. Finally a system for hand written number recognition is constructed by FPGA and its performance verified.

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베타 확률분포를 이용한 입자 떼 최적화 알고리즘의 성능 비교 (On the Comparison of Particle Swarm Optimization Algorithm Performance using Beta Probability Distribution)

  • 이병석;이준화;허문범
    • 제어로봇시스템학회논문지
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    • 제20권8호
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    • pp.854-867
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    • 2014
  • This paper deals with the performance comparison of a PSO algorithm inspired in the process of simulating the behavior pattern of the organisms. The PSO algorithm finds the optimal solution (fitness value) of the objective function based on a stochastic process. Generally, the stochastic process, a random function, is used with the expression related to the velocity included in the PSO algorithm. In this case, the random function of the normal distribution (Gaussian) or uniform distribution are mainly used as the random function in a PSO algorithm. However, in this paper, because the probability distribution which is various with 2 shape parameters can be expressed, the performance comparison of a PSO algorithm using the beta probability distribution function, that is a random function which has a high degree of freedom, is introduced. For performance comparison, 3 functions (Rastrigin, Rosenbrock, Schwefel) were selected among the benchmark Set. And the convergence property was compared and analyzed using PSO-FIW to find the optimal solution.

Stochastic MAC-layer Interference Model for Opportunistic Spectrum Access: A Weighted Graphical Game Approach

  • Zhao, Qian;Shen, Liang;Ding, Cheng
    • Journal of Communications and Networks
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    • 제18권3호
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    • pp.411-419
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    • 2016
  • This article investigates the problem of distributed channel selection in opportunistic spectrum access networks from a perspective of interference minimization. The traditional physical (PHY)-layer interference model is for information theoretic analysis. When practical multiple access mechanisms are considered, the recently developed binary medium access control (MAC)-layer interference model in the previous work is more useful, in which the experienced interference of a user is defined as the number of competing users. However, the binary model is not accurate in mathematics analysis with poor achievable performance. Therefore, we propose a real-valued one called stochastic MAC-layer interference model, where the utility of a player is defined as a function of the aggregate weight of the stochastic interference of competing neighbors. Then, the distributed channel selection problem in the stochastic MAC-layer interference model is formulated as a weighted stochastic MAC-layer interference minimization game and we proved that the game is an exact potential game which exists one pure strategy Nash equilibrium point at least. By using the proposed stochastic learning-automata based uncoupled algorithm with heterogeneous learning parameter (SLA-H), we can achieve suboptimal convergence averagely and this result can be verified in the simulation. Moreover, the simulated results also prove that the proposed stochastic model can achieve higher throughput performance and faster convergence behavior than the binary one.

Learning Behaviors of Stochastic Gradient Radial Basis Function Network Algorithms for Odor Sensing Systems

  • Kim, Nam-Yong;Byun, Hyung-Gi;Kwon, Ki-Hyeon
    • ETRI Journal
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    • 제28권1호
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    • pp.59-66
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    • 2006
  • Learning behaviors of a radial basis function network (RBFN) using a singular value decomposition (SVD) and stochastic gradient (SG) algorithm, together named RBF-SVD-SG, for odor sensing systems are analyzed, and a fast training method is proposed. RBF input data is from a conducting polymer sensor array. It is revealed in this paper that the SG algorithm for the fine-tuning of centers and widths still shows ill-behaving learning results when a sufficiently small convergence coefficient is not used. Since the tuning of centers in RBFN plays a dominant role in the performance of RBFN odor sensing systems, our analysis is focused on the center-gradient variance of the RBFN-SVD-SG algorithm. We found analytically that the steadystate weight fluctuation and large values of a convergence coefficient can lead to an increase in variance of the center-gradient estimate. Based on this analysis, we propose to use the least mean square algorithm instead of SVD in adjusting the weight for stable steady-state weight behavior. Experimental results of the proposed algorithm have shown faster learning speed and better classification performance.

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