• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2004년도 춘계학술대회 학술발표 논문집 제14권 제1호
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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).

• 재무관리연구
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• 제25권1호
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• pp.85-108
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• 2008

본 연구는 Bender(2003), Duncan et al.(2000)등의 Wick 적분을 이용하여, fBm을 이자율모형의 불확실성으로 사용하였다. Affine 모형에 대표적인 CIR, Hull and White 모형, Quadratic 모형, 그리고 HJM 모형에 차례로 적용한 결과 이론적으로 새로운 결과를 얻었으며, 특히 새로운 확률측도(probability measure)를 정의하여, 할인채권의 옵션가격을 제시하였다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 하계학술대회 논문집 D
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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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• 제어로봇시스템학회 2004년도 ICCAS
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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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• 제29권1_2호
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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.

• 대한수학회보
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• 제44권2호
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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).