• Structural Engineering and Mechanics
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• 제45권5호
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• pp.595-611
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• 2013

This paper aims to compare three collocation point methods associated with the odd order stochastic response surface method (SRSM) in a systematical and quantitative way. The SRSM with the Hermite polynomial chaos is briefly introduced first. Then, three collocation point methods, namely the point method, the root method and the without origin method underlying the odd order SRSMs are highlighted. Three examples are presented to demonstrate the accuracy and efficiency of the three methods. The results indicate that the condition that the Hermite polynomial information matrix evaluated at the collocation points has a full rank should be satisfied to yield reliability results with a sufficient accuracy. The point method and the without origin method are much more efficient than the root method, especially for the reliability problems involving a large number of random variables or requiring complex finite element analysis. The without origin method can also produce sufficiently accurate reliability results in comparison with the point and root methods. Therefore, the origin often used as a collocation point is not absolutely necessary. The odd order SRSMs with the point method and the without origin method are recommended for the reliability analysis due to their computational accuracy and efficiency. The order of SRSM has a significant influence on the results associated with the three collocation point methods. For normal random variables, the SRSM with an order equaling or exceeding the order of a performance function can produce reliability results with a sufficient accuracy. The order of SRSM should significantly exceed the order of the performance function involving strongly non-normal random variables.

• 한국수자원학회논문집
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• 제31권6호
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• pp.855-862
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• 1998

본 연구는 수력발전을 위한 저수지 관리에 있어 예측오차의 영향을 살펴보기 위해 예측오차를 Root Mean Square Error(RMSE)로 측정하였고, 이를 Generalized Maintenance Of Variance Extension (GMOVE)기법을 통하여 변화시켜보았다.변화된 예측오차의 RMSE는 천이확률을 통하여 Bayesian Stochastic Dynamic Programming (BSDP)에 고려되어졌으며, 이 BSDP 모형을 이용하여 월별 방류량을 결정하였고 그 유용성을 평가하였다. 제시된 연구방법은 미국의 Skagit 시스템에 적용되었고, 그 결과로 Skagit 시스템의 운영은 예측오차의 RMSE에 비선형이므로 반응하므로 이 시스템의 운영을 개선하기 위해서는 현재의 수문학적 예측기법을 개선해야함을 제시하였다.

• 경영과학
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• 제34권3호
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• pp.1-14
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• 2017

This study empirically analyzes the impact of inventory management performance on the energy efficiency in Korean petrochemical companies. The concept of the distance function is used to define the energy efficiency and the estimation of the distance function is performed using the stochastic frontier analysis. The inventory turnover is selected as the variable indicating the inventory management performance of the company. The main results of this study are as follows. First, the inventory turnover has a positive impact on energy efficiency. Second, during the period over 2011~2015, while the gap in energy efficiency among the companies expanded, the average energy efficiency decreased. Third, the average energy efficiency in upstream process companies was greater than downstream process companies and the gap in energy efficiency among downstream process companies was greater than upstream process companies. Fourth, the average marginal effect of inventory turnover on energy efficiency increased gradually from 2011 to 2015. Finally, the average marginal effect of inventory turnover in downstream process companies was greater than upstream process companies, and the gap in the marginal effect of inventory turnover among downstream process companies was greater than upstream process companies. These results together imply the importance of inventory management in terms of energy efficiency.

• 한국정밀공학회지
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• 제11권4호
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• pp.138-147
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• 1994

Performance management of computer networks is intended to improve a given network performance in order for more efficient information exchange between subsystems of an integrated large-scale system. Improtance of performance management is growing as many function of the large- scale system depend on the quality of communication services provided by the network. The role of performance management is to manipulate the adjustable protocol parameters on line so that the network can adapt itself to a dynamic environment. This can be divided into two subtasks : performance evaluation to find how changes in protocol parameters affect the network performance and decision making to detemine the magnitude and direction of parameter adjustment. This paper is the second part of the two papers focusing on conceptual design, development, and evaluation of performance management for token bus networks. This paper specifically deals with the task of decision making which utilizes the principles of stochastic optimization and learning automata. The developed algorithm can adjuxt four timer settings of a token bus protocol based on the result of performance evaluation. The overall performance management has been evaluated for its efficacy on a network testbed.

• 대한교통학회지
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• 제25권4호
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• pp.99-108
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• 2007

본 연구에서는 가변수요를 고려한 확률적 사용자균형 통행배정모형을 제시한다. 교통망에서 수요와 공급간의 균형을 가정할 경우, 통행비용의 함수인 가변수요는 통행저항함수(공급함수)와 함께 균형상태로 수렴하며, 이때 확률적 통행배정모형은 통행자들간의 경로인지 통행비용이 동일해지는 확률적 사용자균형상태에 도달하게 된다. 본 연구에서 제시하는 확률적 사용자균형모형은 기존 연구들과는 달리 동적체계(dynamic system)를 기초로 개발된다. 동적체계는 시간의 흐름에 따라 하나의 상태가 다음 상태로 변화하는 과정을 표현하는 수리적인 방법으로 시간의 변화에 따라 그 상태가 변하는 여러 분야에 적용이 가능한데, 주로 제어공학(control engineering)분야에서 활용되어 왔다. 동적 체계의 개념을 도입하면, 기존 모형들과는 달리 쉽게 모형화(formulation)할 수 있으며 풀이과정(solution algorithm)도 간단하다는 장점이 있다. 본 연구에서도 동적체계를 이용하여 확률적 사용자균형 통행배정(user equilibrium traffic assignment)모형을 제시하고 제시된 모형이 안정적인 해(stable solution)로 수렴한다는 것을 Lyapunov함수를 통하여 증명한다. 또한, 예제 교통망을 통하여 여러가지 의미있는 결과를 도출한다.

• Nuclear Engineering and Technology
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• 제29권1호
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• pp.68-77
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• 1997

The reactor power control system is described in the fashion of the order increased LQR system. To obtain the optimal state feedback gain vectors, the weighting matrix of the performance function should be determined. Since the contentional method has some limitations, stochastic searching methods are investigated to optimize the LQR weighting matrix using the modified genetic algorithm combined with the simulated annealing, a new optimizing tool named the hybrid MGA-SA is developed to determine the weighting parameters of the LQR system. This optimizing tool provides a more systematic approach in designing the LQR system. Since it can be easily incorporated with any forms of the cost function, it also provides the great flexibility in the optimization problems.

• International Journal of Control, Automation, and Systems
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• 제6권4호
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• pp.559-570
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• 2008

This paper proposes an improved particle swarm optimization named PSO with Controllable Random Exploration Velocity (PSO-CREV) behaving an additional exploration behavior. Different from other improvements on PSO, the updating principle of PSO-CREV is constructed in terms of stochastic approximation diagram. Hence a stochastic velocity independent on cognitive and social components of PSO can be added to the updating principle, so that particles have strong exploration ability than those of conventional PSO. The conditions and main behaviors of PSO-CREV are described. Two properties in terms of "divergence before convergence" and "controllable exploration behavior" are presented, which promote the performance of PSO-CREV. An experimental method based on a complex test function is proposed by which the proper parameters of PSO-CREV used in practice are figured out, which guarantees the high exploration ability, as well as the convergence rate is concerned. The benchmarks and applications on FCRNN training verify the improvements brought by PSO-CREV.

• ETRI Journal
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• 제45권1호
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• pp.119-130
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• 2023

We propose a quantized gradient search algorithm that can achieve global optimization by monotonically reducing the quantization step with respect to time when quantization is composed of integer or fixed-point fractional values applied to an optimization algorithm. According to the white noise hypothesis states, a quantization step is sufficiently small and the quantization is well defined, the round-off error caused by quantization can be regarded as a random variable with identically independent distribution. Thus, we rewrite the searching equation based on a gradient descent as a stochastic differential equation and obtain the monotonically decreasing rate of the quantization step, enabling the global optimization by stochastic analysis for deriving an objective function. Consequently, when the search equation is quantized by a monotonically decreasing quantization step, which suitably reduces the round-off error, we can derive the searching algorithm evolving from an optimization algorithm. Numerical simulations indicate that due to the property of quantization-based global optimization, the proposed algorithm shows better optimization performance on a search space to each iteration than the conventional algorithm with a higher success rate and fewer iterations.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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• pp.88-94
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• 1993

In this paper we analyze the RHLQG/FIRF optimal.contol law presented in [4,5] in order to stabilizes a stochastic linear time varying systems with modeling uncertainty. It is shown by the frequency domain analysis that the RHC is robuster than the LQ control law. Explicit LTR procedures are given to improve the robust performance of RHLQC/FIRF cotrol law. Using the mismatching function technique [8], we propose an LTR method which makes the RHLQG/FIRF controller recover the feedback properties of the R.HC law. Also we compare the LTR performance of the RHLQC/FIRF via simulation with conventional LTR methods.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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• pp.742-745
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• 1994

In this paper we show the performance of neural Chandrasekhar filtering which is a special case for the new method of neural filtering using the artificial neural network systems developed recently for the filtering problems of linear and nonlinear, stationary and nonstationary stochastic signals. The neurofilter developed has either the finite impulse response(FIR) structure or the infinite impulse response(IIR) structure. The neurofilter differs from the conventional linear digital FIR and IIR filters because the artificial neural network system used in the neurofilter has nonlinear structure due to the sigmoid function. Numerical studies for the estimation of a second order Butterworth process are performed by changing the structures of the neurofilter in order to evaluate the performance indices under the changes of the output noises or disturbances. In the numerical studies both Chandrasekhar filtering estimates and true signals are used as the training signals for the neurofilter. The results obtained from the studies verified the capabilities which are essentially necessary for on-line filtering of various stochastic signals.