• 제목/요약/키워드: Markov Chain

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제어를 위한 동적 프로그래밍에 관한 연구 (A Study on the Dynamic Programming for Control)

  • 조항덕;김우식
    • 한국소음진동공학회:학술대회논문집
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    • 한국소음진동공학회 2007년도 추계학술대회논문집
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    • pp.556-559
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    • 2007
  • The notion of linearity is fundamental in science and engineering. Much of system and control theory is based on the analysis of linear system, which does not care whether it is nonlinear and complex. The dynamic programming is one of concerned technology when users are interested in choosing best choice from system operation for nonlinear or dynamic system‘s performance and control problem. In this paper, we will introduce the dynamic programming which is based on discrete system. When the discrete system is constructed with discrete state, transfer between states, and the event to induct transfer, the discrete system can describe the system operation as dynamic situation or symbolically at the logical point of view. We will introduce technologies which are related with controllable of Controlled Markov Chain as shown example of simple game. The dynamic programming will be able to apply to optimal control part which has adaptable performance in the discrete system.

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베이지안 통계 추론 (On the Bayesian Statistical Inference)

  • 이호석
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2007년도 한국컴퓨터종합학술대회논문집 Vol.34 No.1 (C)
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    • pp.263-266
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    • 2007
  • 본 논문은 베이지안 통계 추론에 대하여 논의한다. 논문은 베이지안 추론, Markov Chain과 Monte Carlo 적분, MCMC(Markov Chain Monte Carlo) 기법, Metropolis-Hastings 알고리즘, Gibbs 샘플링, Maximum Likelihood Estimation, EM 알고리즘, 상실된 데이터 보완 기법, BMA(Bayesian Model Averaging) 순서로 논의를 진행한다. 이러한 통계적 기법들은 대용량의 데이터를 처리하는 생물학, 의학, 생명 공학, 과학과 공학, 그리고 일반 데이터 조사와 처리 등에 사용되고 있으며, 최적의 추론 결과를 이끌어 내는데 중요한 방법을 제공하고 있다. 그리고 마지막으로 PC(Principal Component) 분석 기법에 대하여 논의한다. PC 분석 기법도 데이터 분석과 연구에 많이 활용된다.

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마르코프 연쇄 몬테 카를로 샘플링과 부분집합 시뮬레이션을 사용한 컨테이너 크레인 계류 시스템의 신뢰성 해석 (Reliability Analysis of Stowage System of Container Crane using Subset Simulation with Markov Chain Monte Carlo Sampling)

  • 박원석;옥승용
    • 한국안전학회지
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    • 제32권3호
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    • pp.54-59
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    • 2017
  • This paper presents an efficient finite analysis model and a simulation-based reliability analysis method for stowage device system failure of a container crane with respect to lateral load. A quasi-static analysis model is introduced to simulate the nonlinear resistance characteristics and failure of tie-down and stowage pin, which are the main structural stowage devices of a crane. As a reliability analysis method, a subset simulation method is applied considering the uncertainties of later load and mechanical characteristic parameters of stowage devices. An efficient Markov chain Monte Carlo (MCMC) method is applied to sample random variables. Analysis result shows that the proposed model is able to estimate the probability of failure of crane system effectively which cannot be calculated practically by crude Monte Carlo simulation method.

MCMC 방법을 이용한 자율주행 차량의 보행자 탐지 및 추적방법 (Pedestrian Detection and Tracking Method for Autonomous Navigation Vehicle using Markov chain Monte Carlo Algorithm)

  • 황중원;김남훈;윤정연;김창환
    • 로봇학회논문지
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    • 제7권2호
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    • pp.113-119
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    • 2012
  • In this paper we propose the method that detects moving objects in autonomous navigation vehicle using LRF sensor data. Object detection and tracking methods are widely used in research area like safe-driving, safe-navigation of the autonomous vehicle. The proposed method consists of three steps: data segmentation, mobility classification and object tracking. In order to make the raw LRF sensor data to be useful, Occupancy grid is generated and the raw data is segmented according to its appearance. For classifying whether the object is moving or static, trajectory patterns are analysed. As the last step, Markov chain Monte Carlo (MCMC) method is used for tracking the object. Experimental results indicate that the proposed method can accurately detect moving objects.

다수의 동일한 입력원을 갖는 ATM Multiplexer의 정확한 셀 손실 확률 분석

  • Choi, Woo-Yong;Jun, Chi-Hyuck
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1995년도 춘계공동학술대회논문집; 전남대학교; 28-29 Apr. 1995
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    • pp.435-444
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    • 1995
  • We propose a new approach to the calculation of the exact cells loss probability in a shared buffer ATM multiplexer, which is loaded with homogeneous discrete-time ON-OFF sources. Renewal cycles are identified in regard to the state of input sources and the buffer state on each renewal circle is modelled as a K(shared buffer size)-state Markov chain. We also analyze the behavior of queue build-up at the shared buffer whose distribution together with the steady-state probabilities of the Markov chain leads to the exact cell loss probability. Our approach to obtaining the exact cell loss probability seems to be more efficient than most of other existing ones since our underlying Markov chain has less number of states.

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Priority MAC based on Multi-parameters for IEEE 802.15.7 VLC in Non-saturation Environments

  • Huynh, Vu Van;Le, Le Nam-Tuan;Jang, Yeong-Min
    • 한국통신학회논문지
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    • 제37권3C호
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    • pp.224-232
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    • 2012
  • Priority MAC is an important issue in every communication system when we consider differentiated service applications. In this paper, we propose a mechanism to support priority MAC based on multi-parameters for IEEE 802.15.7 visible light communication (VLC). By using three parameters such as number of backoff times (NB), backoff exponent (BE) and contention window (CW), we provide priority for multi-level differentiated service applications. We consider beacon-enabled VLC personal area network (VPAN) mode with slotted version for random access algorithm in this paper. Based on a discrete-time Markov chain, we analyze the performance of proposed mechanism under non-saturation environments. By building a Markov chain model for multi-parameters, this paper presents the throughput and transmission delay time for VLC system. Numerical results show that we can apply three parameters to control the priority for VLC MAC protocol.

RAYLEIGH와 ERLANG 추세를 가진 혼합 고장모형에 대한 베이지안 추론에 관한 연구 (Bayesian Inference for Mixture Failure Model of Rayleigh and Erlang Pattern)

  • 김희철;이승주
    • 응용통계연구
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    • 제13권2호
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    • pp.505-514
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    • 2000
  • 마코브체인 몬테칼로방법중에서 깁스 추출방법을 혼합 고장모형에 이용하였다. 베이자안 추론에서 조건부분포를 가지고 사후 분포를 결정하는데 있어서 계산 문제와 이론적인 정당성을 고려하여 감마족인 Rayleigh와 Erlang추세를 가진 혼합모형에 대하여 깁스샘플링 알고리즘을 이용하여 베이지안 계산과 신뢰도 추이를 알아보고 모의실험자료를 이용하여 수치적인 계산을 시행하고 그 결과를 제시하였다.

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A practice on performance testing for web-based systems Hyperlink testing for web-based system

  • Chang, Wen-Kui;Ron, Shing-Kai
    • International Journal of Quality Innovation
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    • 제1권1호
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    • pp.64-74
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    • 2000
  • This paper investigates the issue of performance testing on web browsing environments. Among the typical non-functional characteristics, index of link validity will be deeply explored. A framework to certify link correctness in web site is proposed. All possible navigation paths are first formulated to represent a usage model with the Markov chain property, which is then used to generate test script file statistically. With collecting any existing failure information followed by tracing these testing browsed paths, certification analysis may be performed by applying Markov chain theory. The certification result will yield some significant information such as: test coverage, reliability measure, confidence interval, etc. The proposed mechanism may provide not only completed but also systemic methodologies to find any linking errors and other web technologies errors. Besides, an actual practice of the proposed approach to a web-based system will be demonstrated quantitatively through a certification tool.

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저수지 장기운영을 위한 퇴적토사의 효율적 관리(1) - 저수지 퇴사량 산정 (An Efficient Management of Sediment Deposit for Reservoir Long-Term Operation (1) - Reservoir Sediment Estimation)

  • 안재현;장수형;최원석;윤용남
    • 한국물환경학회지
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    • 제22권6호
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    • pp.1088-1093
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    • 2006
  • In this study, the method of annual sediment estimation for reservoir long-term operation is proposed. Long-term daily precipitation and evaporation are predicted by Markov Chain. Using these values, reservoir inflow is simulated by NWS-PC model. Reservoir sediment load is estimated by sediment rating relation curve which is observed. From the simulation results, it was found that each simulated value by Markov Chain and NWS-PC was well compared to the observed ones and also estimated reservoir sediment was appropriate to the compared values using empirical equations. It is thought that the proposed method for estimation of reservoir sediment can be useful used to operate the reservoir.