• Title, Summary, Keyword: simultaneous perturbation stochastic approximation

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Electricity Price Prediction Model Based on Simultaneous Perturbation Stochastic Approximation

  • Ko, Hee-Sang;Lee, Kwang-Y.;Kim, Ho-Chan
    • Journal of Electrical Engineering and Technology
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    • v.3 no.1
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    • pp.14-19
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    • 2008
  • The paper presents an intelligent time series model to predict uncertain electricity market price in the deregulated industry environment. Since the price of electricity in a deregulated market is very volatile, it is difficult to estimate an accurate market price using historically observed data. The parameter of an intelligent time series model is obtained based on the simultaneous perturbation stochastic approximation (SPSA). The SPSA is flexible to use in high dimensional systems. Since prediction models have their modeling error, an error compensator is developed as compensation. The SPSA based intelligent model is applied to predict the electricity market price in the Pennsylvania-New Jersey-Maryland (PJM) electricity market.

A Simultaneous Perturbation Stochastic Approximation (SPSA)-Based Model Approximation and its Application for Power System Stabilizers

  • Ko, Hee-Sang;Lee, Kwang-Y.;Kim, Ho-Chan
    • International Journal of Control, Automation, and Systems
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    • v.6 no.4
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    • pp.506-514
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    • 2008
  • This paper presents an intelligent model; named as free model, approach for a closed-loop system identification using input and output data and its application to design a power system stabilizer (PSS). The free model concept is introduced as an alternative intelligent system technique to design a controller for such dynamic system, which is complex, difficult to know, or unknown, with input and output data only, and it does not require the detail knowledge of mathematical model for the system. In the free model, the data used has incremental forms using backward difference operators. The parameters of the free model can be obtained by simultaneous perturbation stochastic approximation (SPSA) method. A linear transformation is introduced to convert the free model into a linear model so that a conventional linear controller design method can be applied. In this paper, the feasibility of the proposed method is demonstrated in a one-machine infinite bus power system. The linear quadratic regulator (LQR) method is applied to the free model to design a PSS for the system, and compared with the conventional PSS. The proposed SPSA-based LQR controller is robust in different loading conditions and system failures such as the outage of a major transmission line or a three phase to ground fault which causes the change of the system structure.

EIT Image Reconstruction Using SPSA (SPSA를 이용한 EIT 영상복원)

  • Kim, Ho-Chan;Boo, Chang-Jin
    • Proceedings of the KIEE Conference
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    • pp.2721-2723
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    • 2002
  • Electrical impedance tomograpy(EIT) determines the resistivity distribution inside an inhomogeneous target by means of voltage and current measurements conducted at the target boundary. In this paper, a simultaneous perturbation stochastic approximation(SPSA) approach is proposed for the solution of the EIT image reconstruction. Results of numerical experiments of EIT solved by the SPSA approach are presented and compared to that obtained by the modified Newton-Raphson(mNR) method.

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Analyzing the Changes in Speed Due to High Occupancy Vehicles Using Median Bus Lane (다인승차량의 중앙버스전용차로 이용에 따른 영향분석)

  • Lee, Jung-Beom
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.12 no.4
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    • pp.87-94
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    • 2013
  • This study estimated the changes in delays and speeds of vehicles in exclusive bus lane and road when the High Occupancy Vehicles(HOV) use the median bus lane. Synchro simulation tool was used to optimize the traffic signal time on the network and VISSIM was applied to simulate various scenarios. Here, drivers behavior parameters in VISSIM was optimized using Simultaneous Perturbation Stochastic Approximation(SPSA) algorithm in order to represent real traffic condition. Based on the simulation results, the delay in Doan daero was decreased when the volume of HOV in current condition runs on the median bus lane, whereas delay in Doan dongro was increased in all scenarios. The changes in bus speed was not sharply decreased for both study sites, even though the number of HOV increased to 10%. Thus, it could be allowed that the HOV use the median bus lane in Doan dongro and Doan daero. Future research tasks include studying about changes in delay when the HOV use the curb bus lane.

SPSA Approach to Image Reconstruction in Electrical Impedance Tomograhpy (전기 임피던스 단층촬영법에서 SPSA를 이용한 영상복원)

  • 김호찬;부창진;이윤준
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.18 no.2
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    • pp.23-28
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    • 2004
  • In EIT, various image reconstruction algorithms have been used in order to compute the internal resistivity distribution of the unknown object with its electric potential data at the boundary. Mathematically the EIT image reconstruction algorithm is a nonlinear ill-posed inverse problem. In this paper, a SPSA approach is proposed for the solution of the EIT image reconstruction. Results of numerical experiments of EIT solved by the SPSA approach are presented and compared to that obtained by the modified Newton-Raphson(mNR) method.

Multicriteria shape design of a sheet contour in stamping

  • Oujebbour, Fatima-Zahra;Habbal, Abderrahmane;Ellaia, Rachid;Zhao, Ziheng
    • Journal of Computational Design and Engineering
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    • v.1 no.3
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    • pp.187-193
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    • 2014
  • One of the hottest challenges in automotive industry is related to weight reduction in sheet metal forming processes, in order to produce a high quality metal part with minimal material cost. Stamping is the most widely used sheet metal forming process; but its implementation comes with several fabrication flaws such as springback and failure. A global and simple approach to circumvent these unwanted process drawbacks consists in optimizing the initial blank shape with innovative methods. The aim of this paper is to introduce an efficient methodology to deal with complex, computationally expensive multicriteria optimization problems. Our approach is based on the combination of methods to capture the Pareto Front, approximate criteria (to save computational costs) and global optimizers. To illustrate the efficiency, we consider the stamping of an industrial workpiece as test-case. Our approach is applied to the springback and failure criteria. To optimize these two criteria, a global optimization algorithm was chosen. It is the Simulated Annealing algorithm hybridized with the Simultaneous Perturbation Stochastic Approximation in order to gain in time and in precision. The multicriteria problems amounts to the capture of the Pareto Front associated to the two criteria. Normal Boundary Intersection and Normalized Normal Constraint Method are considered for generating a set of Pareto-optimal solutions with the characteristic of uniform distribution of front points. The computational results are compared to those obtained with the well-known Non-dominated Sorting Genetic Algorithm II. The results show that our proposed approach is efficient to deal with the multicriteria shape optimization of highly non-linear mechanical systems.