• 대한수학회지
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• 제59권6호
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• pp.1083-1101
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• 2022

In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that have Lipschitz generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. Under just integrability on the data we show that such equations admit a unique solution which belongs to class 𝔻.

• 제어로봇시스템학회논문지
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• 제22권6호
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• pp.411-416
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• 2016

This paper presents the design methodology of an unknown input observer for Lipschitz nonlinear systems with unknown inputs in the framework of convex optimization. We use an unknown input observer (UIO) to consider both nonlinearity and disturbance. By deriving a sufficient condition for exponential stability in the linear matrix inequality (LMI) form, existence of a stabilizing observer gain matrix of UIO will be assured by checking whether the quadratic stability margin of the error dynamics is greater than the Lipschitz constant or not. If quadratic stability margin is less than a Lipschitz constant, the coordinate transformation may be used to reduce the Lipschitz constant in the new coordinates. Furthermore, to reduce the maximum singular value of the observer gain matrix elements, an object function to minimize it will be optimally designed by modifying its magnitude so that amplification of sensor measurement noise is minimized via multi-objective optimization algorithm. The performance of UIO is compared to a nonlinear observer (Luenberger-like) with an application to a flexible joint robot system considering a change of load and disturbance. Finally, it is validated via simulations that the estimated angular position and velocity provide true values even in the presence of unknown inputs.

• 한국항공우주학회지
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• 제35권3호
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• pp.212-217
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• 2007

Alienor method는 전역적 최적화 문제들을 해결하기위한 효과적인 방법이다. 이 방법은 다변수 문제를 한 개의 변수에 의존하는 문제로 변환시킨다. 어떠한 일차원 전역 최적화 방법도 변환된 문제의 해결에 사용할 수 있다. Alienor method와 연결된 여러 가지의 일차원 전역 최적화 방법들이 수학적으로 제안되었으며, 제안된 방법들은 예제를 통하여 성공적으로 증명되었다. 그러나 실제 엔지니어링 문제에 이 방법들을 적용하기에는 여러 가지 문제가 있다. 본 논문에서는 Lipschitz 상수를 사용하지 않는 Lipschitzian 최적화 방법이 Alienor method와 결합되었고, 이 결합된 최적화 알고리즘을 예제에 적용하였다. 본 예제를 통하여 제안된 방법이 보다 우수하게 전역적 최적화 문제에 적용 가능함을 보였다

• 호남수학학술지
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• 제42권2호
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• pp.251-268
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• 2020

In this paper, we estimate the degree of approximation by means of the complete modulus of continuity, the partial modulus of continuity, the Lipschitz-type class and Petree's K-functional for the bivariate Szász-Kantorovich operators based on Brenke-type polynomials. Later, we construct Generalized Boolean Sum operators associated with combinations of the Szász-Kantorovich operators based on Brenke-type polynomials. In addition, we obtain the rate of convergence for the GBS operators with the help of the mixed modulus of continuity and the Lipschitz class of the Bögel continuous functions.

• 대한수학회지
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• 제50권1호
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• pp.189-202
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• 2013

On the unit ball of $\mathbb{C}^n$, the space of those holomorphic functions satisfying the mean Lipschitz condition $${\int}_0^1\;{\omega}_p(t,f)^q\frac{dt}{t^1+{\alpha}q}\;<\;{\infty}$$ is characterized by integral growth conditions of the tangential derivatives as well as the radial derivatives, where ${\omega}_p(t,f)$ denotes the $L^p$ modulus of continuity defined in terms of the unitary transformations of $\mathbb{C}^n$.

• 대한수학회지
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• 제46권6호
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• pp.1319-1338
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• 2009

In this paper, using proximal-point mappings technique of Raccretive mappings and the property of the fixed point set of set-valued contractive mappings, we study the behavior and sensitivity analysis of the solution set of the system of parametric generalized quasi-variational inclusions involving R-accretive mappings in real uniformly smooth Banach space. Further under suitable conditions, we discuss the Lipschitz continuity of the solution set with respect to parameters. The technique and results presented in this paper can be viewed as extension of the techniques and corresponding results given in [3, 23, 24, 32, 33, 34].

• Transactions on Control, Automation and Systems Engineering
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• 제2권4호
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• pp.255-261
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• 2000

This paper presents the results of the robust H(sub)$\infty$ FIR filtering for a class of nonlinear continuous time-varying systems subject to real norm-bounded parameter uncertainty and know Lipschitz nonlinearity under sampled measurements. We address the problem of designing filters, using sampled measurements, which guarantee a prescribed H(sub)$\infty$ performance in continuous time-varying context, irrespective of the parameter uncertainty and unknown initial states. The infinite horizon causal H(sub)$\infty$FIR filter are investigated using the finite moving horizon in terms of two Riccati equations with finite discrete jumps.

• Journal of applied mathematics & informatics
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• 제35권3_4호
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• pp.313-321
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• 2017

In this note we establish a new non-convex hybrid iteration algorithm corresponding to Khan iterative process [4] and prove strong convergence theorems of common fixed points for a uniformly closed asymptotically family of countable quasi-Lipschitz mappings in Hilbert spaces. Moreover, the main results are applied to get the common fixed points of finite family of quasi-asymptotically nonexpansive mappings. The results presented in this article are interesting extensions of some current results.

• 대한수학회보
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• 제45권3호
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• pp.467-475
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• 2008

The aim of the present paper is three fold. Firstly, we obtain common fixed point theorems for a pair of selfmaps satisfying nonexpansive or Lipschitz type condition by using the notion of pointwise R-weak commutativity but without assuming the completeness of the space or continuity of the mappings involved (Theorem 1, Theorem 2 and Theorem 3). Secondly, we generalize the results obtained in first three theorems for four mappings by replacing the condition of noncompatibility of maps with the property (E.A) and using the R-weak commutativity of type $(A_g)$ (Theorem 4). Thirdly, in Theorem 5, we show that if the aspect of noncompatibility is taken in place of the property (E.A), the maps become discontinuous at their common fixed point. We, thus, provide one more answer to the problem posed by Rhoades [11] regarding the existence of contractive definition which is strong enough to generate fixed point but does not forces the maps to become continuous.

• Journal of applied mathematics & informatics
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• 제24권1_2호
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• pp.427-435
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• 2007

The existence theorem and continuous dependence property in $"L^2"$ sense for solutions of backward stochastic differential equation (shortly BSDE) with Lipschitz coefficients were respectively established by Pardoux-Peng and Peng in [1,2], Mao and Cao generalized the Pardoux-Peng's existence and uniqueness theorem to BSDE with non-Lipschitz coefficients in [3,4]. The present paper generalizes the Peng's continuous dependence property in $"L^2"$ sense to BSDE with Mao and Cao's conditions. Furthermore, this paper investigates the continuous dependence property in "almost surely" sense for BSDE with Mao and Cao's conditions, based on the comparison with the classical mathematical expectation.