• Title/Summary/Keyword: Markov Modulated Gaussian Process

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A Study on the Autocorrelation function for Markov Modulated Gaussian Process (마코프 조정 가우시안과정의 자기상관함수에 관한 연구)

  • 이혜연;장중순;신용백
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.25 no.6
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    • pp.1-6
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    • 2002
  • Most of process data control have been designed under the assumption that there are independence between observed data. However, it has been difficult to apply the traditional method to realtime data because they are autocorrelated, and they are not normally distributed. And the more, they have fluctuating means. Already the control method for these data was proposed by Markov Modulated Gaussian Process. Therefore, this study take into account MMGP's traits especially for the MMGP's autocorrelation.