• 제목/요약/키워드: Approximation theorem

검색결과 122건 처리시간 0.022초

Approximation by Generalized Kantorovich Sampling Type Series

  • Kumar, Angamuthu Sathish;Devaraj, Ponnaian
    • Kyungpook Mathematical Journal
    • /
    • 제59권3호
    • /
    • pp.465-480
    • /
    • 2019
  • In the present article, we analyse the behaviour of a new family of Kantorovich type sampling operators $(K^{\varphi}_wf)_{w>0}$. First, we give a Voronovskaya type theorem for these Kantorovich generalized sampling series and a corresponding quantitative version in terms of the first order of modulus of continuity. Further, we study the order of approximation in $C({\mathbb{R}})$, the set of all uniformly continuous and bounded functions on ${\mathbb{R}}$ for the family $(K^{\varphi}_wf)_{w>0}$. Finally, we give some examples of kernels such as B-spline kernels and the Blackman-Harris kernel to which the theory can be applied.

확산모형 전이확률밀도의 급수근사법과 그 계수 (A Note on Series Approximation of Transition Density of Diffusion Processes)

  • 이은경;최영수;이윤동
    • 응용통계연구
    • /
    • 제23권2호
    • /
    • pp.383-392
    • /
    • 2010
  • 확산모형은 최근 금융현상의 연구 등에 자주 사용되는 모형이다. 본 연구에서는 확산모형의 추정에서 중요한 역할을 하는 전이확률밀도를 구하는 방법과 이를 급수전개 방식으로 근사하는 기존 연구들을 검토하여 보고, 급수전개법에서의 계수를 손쉽게 구할 수 있는 방법을 고려하게 된다. 급수전개법 계산과정에서 중요한 허밋다항식에 딘킨연산자를 반복적으로 적용하는 과정을 손쉽게 계산할 수 있는 알고리즘을 제안한다.

GAFC 비선형 제어기법을 적용한 쿼드로터의 자세 및 고도제어 (Nonlinear Attitude Control for Uncertain Quad-rotors Using a Global Approximation-Free Control Scheme)

  • 김영욱;박성용;이현재
    • 제어로봇시스템학회논문지
    • /
    • 제22권10호
    • /
    • pp.779-787
    • /
    • 2016
  • A nonlinear control law for the quad-rotor of a low-complexity, global approximation-free from system uncertainties and external disturbances are described in this paper. The control law guarantees convergence to a small bounded error using a prescribed performance function. The stability of the proposed nonlinear control system is also proven by the Lyapunov stability theorem. The advantage of this technique is that it has a simpler form than any other nonlinear compensators and is applicable to any nonlinear systems without precise knowledge of the systems. In this paper, the proposed approach is applied to attitude/altitude control of a quad-rotor. Numerical simulations are performed to investigate the proposed nonlinear attitude control law by applying it to an uncertain quadcopter system with external disturbances.

New Inference for a Multiclass Gaussian Process Classification Model using a Variational Bayesian EM Algorithm and Laplace Approximation

  • Cho, Wanhyun;Kim, Sangkyoon;Park, Soonyoung
    • IEIE Transactions on Smart Processing and Computing
    • /
    • 제4권4호
    • /
    • pp.202-208
    • /
    • 2015
  • In this study, we propose a new inference algorithm for a multiclass Gaussian process classification model using a variational EM framework and the Laplace approximation (LA) technique. This is performed in two steps, called expectation and maximization. First, in the expectation step (E-step), using Bayes' theorem and the LA technique, we derive the approximate posterior distribution of the latent function, indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. In the maximization step, we compute the maximum likelihood estimators for hyper-parameters of a covariance matrix necessary to define the prior distribution of the latent function by using the posterior distribution derived in the E-step. These steps iteratively repeat until a convergence condition is satisfied. Moreover, we conducted the experiments by using synthetic data and Iris data in order to verify the performance of the proposed algorithm. Experimental results reveal that the proposed algorithm shows good performance on these datasets.

WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE

  • Kim, Yoon Tae
    • Korean Journal of Mathematics
    • /
    • 제22권1호
    • /
    • pp.71-84
    • /
    • 2014
  • By using the multidimensional normal approximation of functionals of Gaussian fields, we prove that functionals of Gaussian fields, as functions of t, converge weakly to a standard Brownian motion. As an application, we consider the convergence of the Stratonovich-type Riemann sums, as a function of t, of fractional Brownian motion with Hurst parameter H = 1/4.

Robust adaptive fuzzy controller for an inverted pendulum

  • Seo, Sam-Jun;Kim, Dong-Sik
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 2003년도 ICCAS
    • /
    • pp.1267-1271
    • /
    • 2003
  • This paper proposes an indirect adaptive fuzzy controller for general SISO nonlinear systems. No a priori information on bounding constants of uncertainties including reconstruction errors and optimal fuzzy parameters is needed. The control law and the update laws for fuzzy rule structure and estimates of fuzzy parameters and bounding constants are determined so that the Lyapunov stability of the whole closed loop system is guaranteed. The computer simulation results for an inverted pendulum system show the performance of the proposed robust adaptive fuzzy controller.

  • PDF

이산시간 GI/G/1/K 대기행렬에 대한 수정부가변수법 (On the Modified Supplementary Variable Technique for the Discrete-Time GI/G/1/K Queue)

  • 채경철;이두호;김남기
    • 한국경영과학회지
    • /
    • 제33권1호
    • /
    • pp.107-115
    • /
    • 2008
  • We consider the discrete-time GI/G/1/K queue under the early arrival system. Using a modified supplementary variable technique(SVT), we obtain the distribution of the steady-state queue length. Unlike the conventional SVT, the modified SVT yields transform-free results in such a form that a simple two-moment approximation scheme can be easily established.

Higber Order Expansions of the Cumulants and the Modified Normalizing Process of Multi-dimensional Maximum Likelihood Estimator

  • Jonghwa Na
    • Communications for Statistical Applications and Methods
    • /
    • 제6권1호
    • /
    • pp.305-318
    • /
    • 1999
  • In this paper we derive the higher order expansions of the first four cumulants of multi-dimensional Maximum Likelihood Estimator (MLE) under the general parametric model up to and including terms of order O({{{{ {n }^{-1 } }}}}) Also we obtain the explicit form of the expansion of the normalizing trans formation of multi-dimensional MLE and show that the suggested normalizing process is much better than the normal approximation based on central limit theorem through example.

  • PDF

신경회로망을 이용한 함수의 근사와 동적 시스템에의 응용 (Approximation of the functional by neural network and its application to dynamic systems)

  • 엄태덕;홍선기;김성우;이주장
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
    • /
    • pp.313-318
    • /
    • 1994
  • It is well known that the neural network can be used as an universal approximater for functions and functionals. But these theoretical results are just an existence theorem and do not lead to decide the suitable network structure. This doubfulness whether a certain network can approximate a given function or not, brings about serious stability problems when it is used to identify a system. To overcome the stability problem, We suggest successive identification and control scheme with supervisory controller which always assures the identification process within a basin of attraction of one stable equilibrium point regardless of fittness of the network.

  • PDF

HOMOLOGICAL PROPERTIES OF SEMI-WAKAMATSU-TILTING MODULES

  • Liu, Dajun;Wei, Jiaqun
    • 대한수학회보
    • /
    • 제57권3호
    • /
    • pp.781-802
    • /
    • 2020
  • For a fixed semi-Wakamatsu-tilting module AT, we generalize the concepts of Auslander class, Bass class, and investigate many homological properties of such classes. Moreover, we establish an equivalence between the class of ∞-T-cotorsionfree modules and a subclass of the class of T-adstatic modules. Finally, a similar version of Auslander-Bridger approximation theorem and a nice property of relative cotranspose are obtained.