• Title/Summary/Keyword: Markov Process

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Markov Chain Method for Monitoring Several Correlated Quality Characteristics with Variable Sampling Intervals

  • Chang, Duk-Joon
    • Journal of Korean Society for Quality Management
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    • v.25 no.3
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    • pp.39-50
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    • 1997
  • Markov chain method to evaluate the properties of control charts with variable sampling intervals(VSI0 for simultaneously monitoring several correlated quality characteristics under multivariate normal process are investigated. For comparing the efficiencies and properties of multivariate control charts, we consider multivariate Shewhart, CUSUM and EWMA charts in terms of average time to signal(ATS) and average number of samples to signal(ANSS). We obtained stabilized numerical results with Markov chain method when the number of transient state is greater than 100.

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Decision-Tree-Based Markov Model for Phrase Break Prediction

  • Kim, Sang-Hun;Oh, Seung-Shin
    • ETRI Journal
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    • v.29 no.4
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    • pp.527-529
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    • 2007
  • In this paper, a decision-tree-based Markov model for phrase break prediction is proposed. The model takes advantage of the non-homogeneous-features-based classification ability of decision tree and temporal break sequence modeling based on the Markov process. For this experiment, a text corpus tagged with parts-of-speech and three break strength levels is prepared and evaluated. The complex feature set, textual conditions, and prior knowledge are utilized; and chunking rules are applied to the search results. The proposed model shows an error reduction rate of about 11.6% compared to the conventional classification model.

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MAP/G/1/K QUEUE WITH MULTIPLE THRESHOLDS ON BUFFER

  • Choi, Doo-Il
    • Communications of the Korean Mathematical Society
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    • v.14 no.3
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    • pp.611-625
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    • 1999
  • We consider ΜΑΡ/G/ 1 finite capacity queue with mul-tiple thresholds on buffer. The arrival of customers follows a Markov-ian arrival process(MAP). The service time of a customer depends on the queue length at service initiation of the customer. By using the embeded Markov chain method and the supplementary variable method, we obtain the queue length distribution ar departure epochs and at arbitrary epochs. This gives the loss probability and the mean waiting time by Little's law. We also give a simple numerical examples to apply the overload control in packetized networks.

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An overlapping decomposed filter for INS initial alignment (관성항법장치의 초기정렬을 위한 중복 분해 필터)

  • 박찬국;이장규
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10a
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    • pp.136-141
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    • 1991
  • An Overlapping Decomposed Filter(ODF) accomplishing an initial alignment of an INS is proposed in this paper. The proposed filter improves the observable condition and reduces the filtering computation time. Its good performance has been verified by simulation. Completely observable and controllable conditions of INS error model derived from psi-angle approach are introduced under varying sensor characteristics vary. The east components of gyro and accelerometer have to be the first order markov process and the rest of them are the characteristics of the random walk or first order markov process.

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ON THE APPLICATION OF LIMITING DIFFUSION IN SPECIAL DIPLOID MODEL

  • Choi, Won
    • Journal of applied mathematics & informatics
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    • v.29 no.3_4
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    • pp.1043-1048
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    • 2011
  • W. Choi([1]) identified and characterized the limiting diffusion of this diploid model by defining discrete generator for the rescaled Markov chain. We denote by F the homozygosity and by S the average selection intensity. In this note, we define the Fleming-Viot process with generator of limiting diffusion and provide exact result for the relations of F and S.

RECONSTRUCTION THEOREM FOR STATIONARY MONOTONE QUANTUM MARKOV PROCESSES

  • Heo, Jae-Seong;Belavkin, Viacheslav P.;Ji, Un Cig
    • Bulletin of the Korean Mathematical Society
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    • v.49 no.1
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    • pp.63-74
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    • 2012
  • Based on the Hilbert $C^*$-module structure we study the reconstruction theorem for stationary monotone quantum Markov processes from quantum dynamical semigroups. We prove that the quantum stochastic monotone process constructed from a covariant quantum dynamical semigroup is again covariant in the strong sense.

On the harris ergodicity of a class of markov processes

  • Lee, Chan-Ho
    • Journal of the Korean Mathematical Society
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    • v.32 no.1
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    • pp.85-92
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    • 1995
  • Supppose ${X_n}$ is a Markov process taking values in some arbitrary state space $(S, F)$ with temporarily homogeneous transition probabilities $p^n(x, A) = P(X_n \in $A\mid$X_0 = x), x \in S, A \in F$. Write $p(x, A) for p^1(x, A)$.

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Conditions for the Non-ergodicity of Some Markov Chains

  • Lee, Oesook
    • Journal of the Korean Statistical Society
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    • v.25 no.3
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    • pp.303-311
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    • 1996
  • We consider the discrete time randomly perturbed systems on sep-arable Banach space given by $X_{n+1};=;{Gamma}_{n+1}(X_n);+;{epsilon}_{n+1}$ where {${Gamma}_n$} is a sequence of random functions and {${epsilon}_n$} is a sequence of disturbances Sufficient conditions for non-ergodicity of {$X_n$} are obtained.

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Markov chain-based mass estimation method for loose part monitoring system and its performance

  • Shin, Sung-Hwan;Park, Jin-Ho;Yoon, Doo-Byung;Han, Soon-Woo;Kang, To
    • Nuclear Engineering and Technology
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    • v.49 no.7
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    • pp.1555-1562
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    • 2017
  • A loose part monitoring system is used to identify unexpected loose parts in a nuclear reactor vessel or steam generator. It is still necessary for the mass estimation of loose parts, one function of a loose part monitoring system, to develop a new method due to the high estimation error of conventional methods such as Hertz's impact theory and the frequency ratio method. The purpose of this study is to propose a mass estimation method using a Markov decision process and compare its performance with a method using an artificial neural network model proposed in a previous study. First, how to extract feature vectors using discrete cosine transform was explained. Second, Markov chains were designed with codebooks obtained from the feature vector. A 1/8-scaled mockup of the reactor vessel for OPR1000 was employed, and all used signals were obtained by impacting its surface with several solid spherical masses. Next, the performance of mass estimation by the proposed Markov model was compared with that of the artificial neural network model. Finally, it was investigated that the proposed Markov model had matching error below 20% in mass estimation. That was a similar performance to the method using an artificial neural network model and considerably improved in comparison with the conventional methods.