• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2004.04a
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• pp.133-136
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• 2004

This paper proposes a stability condition in affine Takagi-Sugeno (T-S) fuzzy systems with parametric uncertainties and then, introduces the design method of a fuzzy-model-based controller which guarantees the stability. The analysis is based on Lyapunov functions that are continuous and piecewise quadratic. The search for a piecewise quadratic Lyapunov function can be represented in terms of linear matrix inequalities (LMIs).

• The Korean Journal of Financial Management
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• v.25 no.1
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• pp.85-108
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• 2008

In this paper, the fBm interest rate theory is investigated by using Wick integral. The well-known Affine, Quadratic and HJM are derived from fBm framework, respectively. We obtain new theoretical results, and zero coupon bond pricing formula from newly obtained probability measure.

• Proceedings of the KIEE Conference
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• 2004.07d
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• pp.2516-2518
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• 2004

This paper proposes a stability condition in discrete-time affine Takagi-Sugeno (T-S) fuzzy systems with parametric uncertainties and then, introduces the design method of a fuzzy-model-based controller which guarantees the stability. The analysis is based on Lyapunov functions that are continuous and piecewise quadratic. The search for a piecewise quadratic Lyapunov function can be represented in terms of linear matrix inequalities (LMIs).

• 제어로봇시스템학회:학술대회논문집
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• 2004.08a
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• pp.658-662
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• 2004

This paper develops a stability analysis and controller synthesis methodology for a continuous-time affine Takagi-Sugeno (T-S) fuzzy systems with parametric uncertainties. Affine T-S fuzzy system can be an advantage because it may be able to approximate nonlinear functions to high accuracy with fewer rules than the homogeneous T-S fuzzy systems with linear consequents only. The analysis is based on Lyapunov functions that are continuous and piecewise quadratic. The search for a piecewise quadratic Lyapunov function can be represented in terms of bilinear matrix inequalities (BMIs). A simulation example is given to illustrate the application of the proposed method.

• Journal of applied mathematics & informatics
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• v.29 no.1_2
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• pp.173-190
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• 2011

In this paper, we construct a new approach of affine scaling interior algorithm using the affine scaling conjugate gradient and Lanczos methods for bound constrained nonlinear optimization. We get the iterative direction by solving quadratic model via affine scaling conjugate gradient and Lanczos methods. By using the line search backtracking technique, we will find an acceptable trial step length along this direction which makes the iterate point strictly feasible and the objective function nonmonotonically decreasing. Global convergence and local superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, we present some numerical results to illustrate the effectiveness of the proposed algorithm.

• Bulletin of the Korean Mathematical Society
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• v.44 no.2
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• pp.379-383
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• 2007

We show that the modular equation ${\phi}^{T_n}_m$ (X, Y) for the Thompson series $T_n$ corresponding to ${\Gamma}_0$(n) gives an affine model of the modular curve $X_0$(mn) which has better properties than the one derived from the modular j invariant. Here, m and n are relative prime. As an application, we construct a ring class field over an imaginary quadratic field K by singular values of $T_n(z)\;and\;T_n$(mz).