• Title/Summary/Keyword: Chapman-Kolmogorov equation

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Optimal Spectrum Sensing Framework based on Estimated Miss Detection Probability for Aggregated Data Slots in Cognitive Radio Networks (무선 인지 네트워크에서 군집형 데이터 슬롯의 미검출 확률 추정에 기반한 최적 스펙트럼 센싱 구조)

  • Wu, Hyuk;Lee, Dong-Jun
    • Journal of Advanced Navigation Technology
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    • v.17 no.5
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    • pp.506-515
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    • 2013
  • In cognitive radio networks, several research works typically address the framework which consists of a spectrum sensing period and a data transmission period. When the frame period is short, there is the problem that the throughput of secondary users decrease. In this paper, aggregated data slot structure is considered to increase the throughput of secondary users. Chapman-Kolmogorov equation is used for the modeling of the transmission probability of primary users and formulation of an optimization problem to maximize the throughput of secondary users. Solution of the optimization problem results in the optimal spectrum sensing time, the length of data slot and the number of data slots governed by a spectrum sensing.

Stochastic ship roll motion via path integral method

  • Cottone, G.;Paola, M. Di;Ibrahim, R.;Pirrotta, A.;Santoro, R.
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.2 no.3
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    • pp.119-126
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    • 2010
  • The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamical models and then applied for ship roll dynamics under random impulsive white noise excitation.

On The Mathematical Structure of Markov Process and Markovian Sequential Decision Process (Markov 과정(過程)의 수리적(數理的) 구조(構造)와 그 축차결정과정(逐次決定過程))

  • Kim, Yu-Song
    • Journal of Korean Society for Quality Management
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    • v.11 no.2
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    • pp.2-9
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    • 1983
  • As will be seen, this paper is tries that the research on the mathematical structure of Markov process and Markovian sequential decision process (the policy improvement iteration method,) moreover, that it analyze the logic and the characteristic of behavior of mathematical model of Markov process. Therefore firstly, it classify, on research of mathematical structure of Markov process, the forward equation and backward equation of Chapman-kolmogorov equation and of kolmogorov differential equation, and then have survey on logic of equation systems or on the question of uniqueness and existence of solution of the equation. Secondly, it classify, at the Markovian sequential decision process, the case of discrete time parameter and the continuous time parameter, and then it explore the logic system of characteristic of the behavior, the value determination operation and the policy improvement routine.

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Analysis of Modified Digital Costas Loop Part II : Performance in the Presence of Noise (변형된 디지탈 Costas loop에 관한 연구 (II) 잡음이 있을 경우의 성능 해석)

  • 정해창;은종관
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.19 no.3
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    • pp.37-45
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    • 1982
  • This paper is a sequel of the Part I paper[1] on the modified digital Costas loop. In this Part II we analyze the performance of the system in the presence of noise. It is shown that, when the input signal is corrupted by additive white Gaussian noise, the noise process in the loop becomes Rician as a result of the tan-1 (.) function of the phase error detector. Steady state probability density functions of phase errors of the first-and second-order loops have been obtained by solving the Chapman-Kolmogorov equation numerically. Also, the mean and variance of phase error in the steady state have been obtained analytically, and are compared with the results obtained by computer simulation.

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Analysis of Modified Digital Costas Loop Part I : Performance in the Absence of Noise (변형된 디지털 Costas Loop에 관한 연구 (I) 잡음이 없을 경우의 성능 해석)

  • 정해창;은종관
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.19 no.2
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    • pp.38-50
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    • 1982
  • A new type of digital phase-locked loop (DPLL) called the modified digital Costas loop is proposed and analyzed. The main feature of the proposed loop is that the phase error detector of the loop has linear characteristic. This results from the use of the tan-1 (.) function in the loop. Accordingly, the DPLL can be characterized by a modulo-2$\pi$ linear difference equation. This paper is diveide into two parts. In Part I we describe the proposed system, and analyze the performance of the first-and second-order loops in the absence of noise by the Phase Plane technique. The locking ranges for the DPLL's to achieve exact locking independently of initial conditions have been obtained in closed forms. Also, the false lock and oscillation phenomena occurring under some initial conditions have been considered. These results have been verified by computer simulation. In Part ll we analyze the proposed system in the presence of noise. The steady state probability density function, mean and variance of the phase error have been obtained by solving the Chapman-Kolmogorov equation. These results will be presented in Part ll.

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Prediction for the Spatial Distribution of Occupational Employment by Applying Markov Chain Model (마르코프 체인 모형을 이용한 직종별 취업자의 공간적 분포 변화 예측)

  • Park, So Hyun;Lee, Keumsook
    • Journal of the Korean Geographical Society
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    • v.51 no.4
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    • pp.525-539
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    • 2016
  • This study attempts to predict the changes in the spatial distribution of occupational employment in Korea by applying Markov Chain Model. For the purpose we analyze the job-related migration pattern and estimate the transition probability with the last six years job-related migration data. By applying the Chapman-Kolmogorov equation based on the transition probability, we predict the changes in the spatial distribution of occupational employment for the next ten years. The result reveals that the employment of professional jobs is predicted to increase at every city and region except Seoul, while the employment of elementary labor jobs is predicted to increase slightly in Seoul. In particular, Gangwon-do and Chuncheongdo are predicted to increase in the employment of all occupational jobs.

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A Study on the Performance of a Modified Binary Quantized first-Order DPLL (2단 양자화기를 사용한 1차 DPLL의 성능 개선에 관한 연구)

  • 강치우;김진헌
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.21 no.3
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    • pp.6-12
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    • 1984
  • The basic binary quantized first-order digital phase locked loop (DPLL) is modified in order to reduce the aquisition time and steadyftate phase error. Adding the loop that corrects the phase difference by detecting the falling zero-crossing time, an effort for the improving the performance is performed and the performance compared with that of the basic DPLL. Using a graphical method, the phase locking processes of the modified DPLL for a phase step and a frequency step input are depicted visually in the absence of noise. The performance of the modified DPLL for a sinusoidal input added narrow band random noise is evaluated using the Chapman-Kolmogorov equation. This approach is verified by direct computer simulation. The steady-state phase error and the average aquisition time of the modified DPLL are compared with those of the basic DPLL, It is shown that the aquisition time of the modified DPLL is shortened about twice, also, as signal to noise ratio increases, the effect of the modification increases and the steady-state phase error approaches to zero.

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A Markov Chain Model for Population Distribution Prediction Considering Spatio-Temporal Characteristics by Migration Factors (이동요인별 시·공간적 인구이동 특성을 고려한 인구분포 예측: 마르코프 연쇄 모형을 활용하여)

  • Park, So Hyun;Lee, Keumsook
    • Journal of the Economic Geographical Society of Korea
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    • v.22 no.3
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    • pp.351-365
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    • 2019
  • This study aims to predict the changes in population distribution in Korea by considering spatio-temporal characteristics of major migration reasons. For the purpose, we analyze the spatio-temporal characteristics of each major migration reason(such as job, family, housing, and education) and estimate the transition probability, respectively. By appling Markov chain model processes with the ChapmanKolmogorov equation based on the transition probability, we predict the changes in the population distribution for the next six years. As the results, we found that there were differences of population changes by regions, while there were geographic movements into metropolitan areas and cities in general. The methodologies and the results presented in this study can be utilized for the provision of customized planning policies. In the long run, it can be used as a basis for planning and enforcing regionally tailored policies that strengthen inflow factors and improve outflow factors based on the trends of population inflow and outflow by region by movement factors as well as identify the patterns of population inflow and outflow in each region and predict future population volatility.