• Title/Summary/Keyword: optimal sampling scheme

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A Batch Sequential Sampling Scheme for Estimating the Reliability of a Series/Parallel System

  • Enaya, T.;Rekab, L.;Tadj, L.
    • International Journal of Reliability and Applications
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    • v.11 no.1
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    • pp.17-22
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    • 2010
  • It is desired to estimate the reliability of a system that has two subsystems connected in series where each subsystem has two components connected in parallel. A batch sequential sampling scheme is introduced. It is shown that the batch sequential sampling scheme is asymptotically optimal as the total number of units goes to infinity. Numerical comparisons indicate that the batch sequential sampling scheme performs better than the balanced sampling scheme and is nearly optimal.

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An accelerated sequential sampling for estimating the reliability of N-parallel systems

  • Rekab, Kamel;Cheng, Yuan
    • International Journal of Reliability and Applications
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    • v.14 no.2
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    • pp.71-78
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    • 2013
  • The problem of designing an experiment to estimate the reliability of a system that has N subsystems connected in series where each subsystem n has n $T_n$ components connected in parallel is investigated both theoretically and by simulation. An accelerated sampling sheme is introduced. It is shown that the accelerated sampling scheme is asymptotically optimal as the total number of units goes to infinity. Numerical comparisons for a system that has two subsystems connected in series where each subsystem has two components connected in parallel are also given. They indicate that the accelerated sampling scheme performs better than the batch sequential sampling scheme and is nearly optimal.

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A VSR $\bar{X}$ Chart with Multi-state VSS and 2-state VSI Scheme

  • Lee, Jae-Heon;Park, Chang-Soon
    • Journal of Korean Society for Quality Management
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    • v.32 no.4
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    • pp.252-264
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    • 2004
  • Variable sampling Interval (VSI) control charts vary the sampling interval according to value of the control statistic while the sample size is fixed. It is known that control charts with 2-state VSI scheme, which uses only two sampling intervals, give good statistical properties. Variable sample size (VSS) control charts vary the sample size according to value of the control statistic while the sampling interval is fixed. In the VSS scheme no optimal results are known for the number of sample sizes. It is also known that the variable sampling rate (VSR) $\bar{X}$ control chart with 2-state VSS and 2-state VSI scheme leads to large improvements In performance over the fixed sampling rate (FSR) $\bar{X}$ chart, but the optimal number of states for sample size Is not known. In this paper, the VSR Χ charts with multi-state VSS and 2-state VSI scheme are designed and compared to 2-state VSS and 2-state VSI scheme. The multi-state VSS scheme is considered to, achieve an additional improvement by switching from the 2-state VSS scheme. On the other hand, the multi-state VSI scheme is not considered because the 2-state scheme is known to be optimal. The 3-state VSS scheme improves substantially the sensitivity of the $\bar{X}$ chart especially for small and moderate mean shifts.

An Optimal Scheme of Inclusion Probability Proportional to Size Sampling

  • Kim Sun Woong
    • Communications for Statistical Applications and Methods
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    • v.12 no.1
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    • pp.181-189
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    • 2005
  • This paper suggest a method of inclusion probability proportional to size sampling that provides a non-negative and stable variance estimator. The sampling procedure is quite simple and flexible since a sampling design is easily obtained using mathematical programming. This scheme appears to be preferable to Nigam, Kumar and Gupta's (1984) method which uses a balanced incomplete block designs. A comparison is made with their method through an example in the literature.

마이크로컴퓨터를 이용한 최적축 위치제어

  • Jo, Yong-Hyeon
    • ETRI Journal
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    • v.6 no.2
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    • pp.3-9
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    • 1984
  • This paper proposes an optimal control scheme for shaft position control using microcomputer-based state-variable feedback. In this scheme a performance index was set up in order to ruduce the overshoot and improve the steady- state response speed, and the time-variant system parameters were identified in real time for optimal control. As a result of experiment, the over-shoot was not occured and the response speed was improved 2. 9 times about proportional control. This scheme improves the performance against the variation of load and sampling time, and adding the integral control in this scheme can reduce the steady-state error without any change in response time.

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A study on unequal probability sampling over two successive occasions in time series (시계열 계속 표본조사에서 불균등확률 추출법 연구)

  • 박홍래;이계오
    • The Korean Journal of Applied Statistics
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    • v.6 no.1
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    • pp.145-162
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    • 1993
  • We review sampling schemes on successive occasions with partial replacement of units and propose a Rao-Hartley-Cochran(RHC) type's sampling scheme over two successive occasions with probability proportionate to observations on the previous occasion. For comparison of the reviewed and proposed sampling schemes, optimal estimator of population mean on second occasion and its variance are derived. The relative efficiency of the proposed sampling scheme is compared with other equal and unequal probability sampling scheme by theoretical and numerical simulation study. For simulation study, three artificial populations are generated by a time series model. It is observed that RHC type's sampling scheme has small variance and deviation in general.

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An importance sampling for a function of a multivariate random variable

  • Jae-Yeol Park;Hee-Geon Kang;Sunggon Kim
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.65-85
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    • 2024
  • The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

Design and Estimation of Multiple Acceptance Sampling Plans for Stochastically Dependent Nonstationary Processes (확률적으로 종속적인 비평형 다단계 샘플링검사법의 설계 및 평가)

  • Kim, Won-Kyung
    • Journal of Korean Institute of Industrial Engineers
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    • v.25 no.1
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    • pp.8-20
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    • 1999
  • In this paper, a design and estimation procedure for the stochastically dependent nonstationary multiple acceptance sampling plans is developed. At first, the rough-cut acceptance and rejection numbers are given as an initial solution from the corresponding sequential sampling plan. A Monte-Carlo algorithm is used to find the acceptance and rejection probabilities of a lot. The conditional probability formula for a sample path is found. The acceptance and rejection probabilities are found when a decision boundary is given. Several decision criteria and the design procedure to select optimal plans are suggested. The formula for measuring performance of these sampling plans is developed. Type I and II error probabilities are also estimated. As a special case, by setting the stage size as 1 in a dependent sampling plan, a sequential sampling plan satisfying type I and II error probabilities is more accurate and a smaller average sample number can be found. In a numerical example, a Polya dependent process is examined. The sampling performances are shown to compare the selection scheme and the effect of the change of the dependency factor.

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Optimal control of serial-sampling system (시리얼 샘플링 시스템의 최적제어)

  • 최연욱
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10a
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    • pp.544-549
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    • 1990
  • In industrial multivariable plants, it is often the case that the plant outputs are detected not simultaneously but serially. In this paper, the problem of estimating the state vector of the plant based on the data obtained from such a detecting scheme is considered, and a special type of observer (referred to as a "serial-sampling' type observer) which renews its internal states whenever a new data is obtained is proposed. It is proved that such an observer can be constructed for almost every sampling period if the plant is observable as a continuous-time multivariable system, and that the poles of the closed-loop system using the serial-sampling type observer consist of the poles of the observer and those of the state feedback system. The behaviors of the observer and the closed-loop system are studied by simulation. The results of simulation indicate that a serial-sampling type observer can estimate the state of the plant more accurately than the ordinary type observers and improve the closed-loop performance.ance.

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A Study on the Optimal Voltage for MPPT Obtained by only Surface's Temperature of Solar Cell (태양전지 온도 센싱만을 통한 태양광 발전시스템의 최적 운전전압에 관한 연구)

  • Minwon Park;In-Keun Yi
    • The Transactions of the Korean Institute of Electrical Engineers B
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    • v.53 no.4
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    • pp.269-275
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    • 2004
  • Photovoltaic(PV) system has been studied and watched with keen interest due to a clean and renewable power source. But, the output power of PV system is not only unstable but uncontrollable, because the maximum power point tracking (MPPT) of PV system is still hard with the tracking failure under the sudden fluctuation of irradiance. Authors suggest that the optimal voltage for MPPT be obtained by only solar cell temperature. Having an eye on that the optimal voltage point of solar cell is in proportion to its panel temperature, with operating the power converter whose operating point keeps its input voltage to the optimal voltage imagined by the surface's temperature of PV panel, the maximum power point becomes tenderly possible to be tracked. In order to confirm the availability of the proposed control scheme. And both control methods are simulated not only on the various angle of sampling time of switching control, but also with the real field weather condition. As the results of that, the conversion efficiency between PV panel and converter of the proposed control scheme was much better than that of the power comparison MPPT control, and what is better, the output voltage of PV panel was extremely in stable when the optimal voltage for MPPT is obtained by only solar cell temperature.