• Title/Summary/Keyword: 마코프 확률과정

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Robust Fuzzy Observer-Based Output-Feedback Controller for Networked Control Systems (네트워크 제어 시스템의 강인 퍼지 관측기 기반 출력궤환 제어기)

  • Jee, Sung-Chul;Lee, Ho-Jae;Joo, Young-Hoon
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.4
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    • pp.464-469
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    • 2009
  • This paper discusses a robust observer-based output-feedback stabilization of an uncertain Takagi-Sugeno (T-S) fuzzy system in a network. In the networked control system, the input delay occurs inevitably and it is expressed by the Markovian stochastic process. To design robust sampled-data observer-based output-feedback controller, we discretize the T-S fuzzy system and represent as a jump system. Stochastic robust stabilization condition is formulated in terms of linear matrix inequalities.

Bayesian Texture Segmentation Using Multi-layer Perceptron and Markov Random Field Model (다층 퍼셉트론과 마코프 랜덤 필드 모델을 이용한 베이지안 결 분할)

  • Kim, Tae-Hyung;Eom, Il-Kyu;Kim, Yoo-Shin
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.44 no.1
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    • pp.40-48
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    • 2007
  • This paper presents a novel texture segmentation method using multilayer perceptron (MLP) networks and Markov random fields in multiscale Bayesian framework. Multiscale wavelet coefficients are used as input for the neural networks. The output of the neural network is modeled as a posterior probability. Texture classification at each scale is performed by the posterior probabilities from MLP networks and MAP (maximum a posterior) classification. Then, in order to obtain the more improved segmentation result at the finest scale, our proposed method fuses the multiscale MAP classifications sequentially from coarse to fine scales. This process is done by computing the MAP classification given the classification at one scale and a priori knowledge regarding contextual information which is extracted from the adjacent coarser scale classification. In this fusion process, the MRF (Markov random field) prior distribution and Gibbs sampler are used, where the MRF model serves as the smoothness constraint and the Gibbs sampler acts as the MAP classifier. The proposed segmentation method shows better performance than texture segmentation using the HMT (Hidden Markov trees) model and HMTseg.

Acquisition of Direct-Sequence Cellular Communication System for Code Division Mutlipie Access (부호 분할 다원 접속을 위한 직접 확산 셀룰라 통신 시스팀의 동기)

  • 전정식;한영열
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.18 no.2
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    • pp.207-217
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    • 1993
  • In this paper, knowing a priori probability of phase offset between transmitted codes and reference codes in the receiver, we construct the state diagram of acquisition process of the direct sequence spread-spectrum communication system using the expanding window search. The scannings are performed from the cell with higher probability code epoch synchronization to that with lower one. We expand window size from initial value by r times of its previous size in each search, construct the corresponding the state diagrams, and derive average synchronization time using the Markov process and Mason's gain formula. Average synchronization times versus number of search n and detection probability $P_d$ are calculated.

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Determination of Optimal Checkpoint Intervals for Real-Time Tasks Using Distributed Fault Detection (분산 고장 탐지 방식을 이용한 실시간 태스크에서의 최적 체크포인터 구간 선정)

  • Kwak, Seong Woo;Yang, Jung-Min
    • Journal of the Korean Institute of Intelligent Systems
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    • v.26 no.3
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    • pp.202-207
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    • 2016
  • Checkpoint placement is an effective fault tolerance technique against transient faults in which the task is re-executed from the latest checkpoint when a fault is detected. In this paper, we propose a new checkpoint placement strategy separating data saving and fault detection processes that are performed together in conventional checkpoints. Several fault detection processes are performed in one checkpoint interval in order to decrease the latency between the occurrence and detection of faults. We address the placement method of fault detection processes to maximize the probability of successful execution of a task within the given deadline. We develop the Markov chain model for a real-time task having the proposed checkpoints, and derive the optimal fault detection and checkpoint interval.

An Encoding Method of Sequential Patterns using Energy-based models (에너지 기반 모델을 이용한 순차 패턴 부호화 방법)

  • Heo, Min-Oh;Kim, Kwon-Ill;Lee, Sang-Woo;Zhang, Byoung-Tak
    • Proceedings of the Korean Information Science Society Conference
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    • 2012.06b
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    • pp.330-332
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    • 2012
  • 시계열 데이터 모델링은 시간 간격의 길이에 따라 단기적인 패턴이 주로 반영된다. 특히, 모델에 마코프 가정을 적용하였을 경우 이전 시간의 값에 따라 현재값이 결정된다. 시계열 데이터의 장기적인 변화를 다루기 위해, 특정 길이의 순차적 패턴을 부호화 하고, 이를 상위 모델의 입력으로 사용하는 과정을 통해 추상화를 시도하고자 한다. 실제로 사람의 감각기억은 200~500 밀리초 가량의 짧은 기억 유지기간을 갖는데, 이 기간의 정보를 상위 처리기의 입력 단위로 보고자 하는 것이다. 이에 본 고에서는 에너지기반 모델링 기법을 이용하여 반복적으로 나타나는 순차적 패턴을 부호화 하는 방법을 제안한다. 이 부호화 방법은 시간 순서에 따른 패턴의 유사도를 이용하여 확률적으로 다음 패턴과의 관계를 표현할 수 있으며, 이는 향후 시계열 데이터를 간략하게 표현하여 분석 및 시각화에 도움을 줄 수 있다.

BMAP/PH/N Queueing Model with Retrial and Losses (재시도와 손실을 고려한 BMAP/PH/N 대기모형 분석)

  • Kim, Che-Soong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.29 no.1
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    • pp.41-46
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    • 2006
  • 본 논문에서는 재시도와 완전입력 규칙을 갖는 BMAP/PH/N/0 대기시스템에 대한 주요 성능평가척도와 시스템의 정상상태 조건을 제시한다. 고려되는 시스템은 모든 서버가 서비스를 하고 있을 경우 도착이 이루어지는 배치도착은 모두 손실되며, 반대의 경우 도착하는 배치는 서비스를 받기 위해 시스템에 들어가게 된다. 만약 쉬고 있는 서버의 수가 불충분하여 배치의 일부가 즉각 서비스를 받을 수 없다면, 일단 오빗으로 이동하고 표준 재시도 대기 시스템의 규칙에 따라 후에 서비스를 받게 된다. 본 논문에서는 배치 마코프도착과정, 단계 서비스분포 및 유한버퍼를 갖는 다중서버 재시도 대기 시스템에 대한 수리모형을 제시한다. 제시된 시스템의 정상상태 분포 존재를 위한 충분조건을 유도하고, 이 분포를 계산하기 위한 알고리즘이 제시된다. 끝으로 완전입력규칙을 갖는 시스템에 대한 손실확률을 계산하기 위한 식이 유도하고, 수치 예제들을 제시한다.

A New Teat Data Generation for SPRT in Speaker Verification (화자 확인에서 SPRT를 위한 새로운 테스트 데이터 생성)

  • 서창우;이기용
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.1
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    • pp.42-47
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    • 2003
  • This paper proposes the method to generate new test data using the sample shift of the start frame for SPRT(sequential probability ratio test) in speaker verification. The SPRT method is a effective algorithm that can reduce the test computational complexity. However, in making the decision procedure, SPRT can be executed on the assumption that the input samples are usually to be i.i.d. (Independent and Identically Distributed) samples from a probability density function (pdf), also it's not suitable method to apply for the short utterance. The proposed method can achieve SPRT regardless of the utterance length of the test data because it is method to generate the new test data through the sample shift of start frame. Also, the correlation property of data to be considered in the SPRT method can be effectively removed by employing the principal component analysis. Experimental results show that the proposed method increased the computational complexity of data for sample shift a little, but it has a good performance result more than a conventional method above the average 0.7% in EER (equal error rate).

A Nuclide Transport Model in the Fractured Rock Medium Using a Continuous Time Markov Process (연속시간 마코프 프로세스를 이용한 균열암반매질에서의 핵종이동 모델)

  • Lee, Y.M.;Kang, C.H.;Hahn, P.S.;Park, H.H.;Lee, K.J.
    • Nuclear Engineering and Technology
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    • v.25 no.4
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    • pp.529-538
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    • 1993
  • A stochastic way using continuous time Markov process is presented to model the one-dimensional nuclide transport in fractured rock matrix as an extended study for previous work [1]. A nuclide migration model by the continuous time Markov process for single planar fractured rock matrix, which is considered as a transient system where a process by which the nuclide is diffused into the rock matrix from the fracture may be no more time homogeneous, is compared with a conventional deterministic analytical solution. The primary desired quantities from a stochastic model are the expected values and variance of the state variables as a function of time. The time-dependent probability distributions of nuclides are presented for each discretized compartment of the medium given intensities of transition. Since this model is discrete in medium space, parameters which affect nuclide transport could be easily incorporated for such heterogeneous media as the fractured rock matrix and the layered porous media. Even though the model developed in this study was shown to be sensitive to the number of discretized compartment showing numerical dispersion as the number of compartments are decreased, with small compensating of dispersion coefficient, the model agrees well to analytical solution.

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Bayesian Network Analysis for the Dynamic Prediction of Financial Performance Using Corporate Social Responsibility Activities (베이지안 네트워크를 이용한 기업의 사회적 책임활동과 재무성과)

  • Sun, Eun-Jung
    • Management & Information Systems Review
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    • v.34 no.5
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    • pp.71-92
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    • 2015
  • This study analyzes the impact of Corporate Social Responsibility (CSR) activities on financial performances using Bayesian Network. The research tries to overcome the issues of the uniform assumption of a linear function between financial performance and CSR activities in multiple regression analysis widely used in previous studies. It is required to infer a causal relationship between activities of CSR which have an impact on the financial performances. Identifying the relationship would empower the firms to improve their financial performance by informing the decision makers about the different CSR activities that influence the financial performance of the firms. This research proposes General Bayesian Network (GBN) and presents Markov Blanket induced from GBN. It is empirically demonstrated that all the proposals presented in this study are statistically significant by the results of the research conducted by Korean Economic Justice Institute (KEJI) under Citizen's Coalition for Economic Justice (CCEJ) which investigated approximately 200 companies in Korea based on Korean Economic Justice Institute Index (KEJI index) from 2005 to 2011. The Bayesian Network to effectively infer the properties affecting financial performances through the probabilistic causal relationship. Moreover, I found that there is a causal relationship among CSR activities variable; that is Environment protection is related to Customer protection, Employee satisfaction, and firm size; Soundness is related to Total CSR Evaluation Score, Debt-Assets Ratio. Though the what-if analysis, I suggest to the sensitive factor among the explanatory variables.

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An Optimal Capacity Allocation Problem in Designing advanced Information Communication Processing System (대용량 통신처리시스템에서 사용자 이용성향과 ISDN를 고려한 망정합장치의 회선용량 분배에 관한 연구)

  • 김영일;김찬규;이영호;김영휘;류근호
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.5B
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    • pp.809-819
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    • 2000
  • This paper deals with an optimal capacity allocation problem and performance analysis in Advanced Information Communication Processing System(AICPS). AICPS is a gateway system interconnection PSTN(Public Switched Telephone Network), ISDN(Intergrated Services Digital Network), PSDN(Packet Switched Data Network), internet, Frame Relay and ATM together. This study considers not only ISDN and Internet but also user behavior of On-line service which is analyzed by Markov process. A call blocking probability of TNAS and INAS is computed by Erlang's formula. Then, PNAS and WNAS's call blocking probability are computed by Stochastic knapsack modeling. The result is compared with result of simulation. Finally, we allocate an optimal capacity minimizing total call blocking probability.

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