• 제목/요약/키워드: Numerical Approximation

검색결과 1,034건 처리시간 0.029초

An efficient approximation method for phase-type distributions

  • Kim, Jung-Hee;Yoon, Bok-Sik
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 1995년도 추계학술대회발표논문집; 서울대학교, 서울; 30 Sep. 1995
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    • pp.99-107
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    • 1995
  • The Phase-type(PH) distribution, defined as a distribution of the time until the absorption in a finite continuous-time Markov chain state with one absorbing state, has been widely used for various stochastic modelling. But great computational burdens often make us hesitate to apply PH methods. In this paper, we propose a seemingly efficient approximation method for phase type distributions. We first describe methods to bound the first passage time distribution in continuous-time Markov chains. Next, we adapt these bounding methods to approximate phase-tupe distributions. Numerical computation results are given to verify their efficiency.

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DS/SS 시스템에서 최소 코드획득시간을 위한 최적 코드측정시간에 관한 연구 (On the Optimum Dwell Time for Fast Code Acquisition is DS/SS Systems)

  • 조권도;부수일;김철성
    • 전자공학회논문지A
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    • 제30A권8호
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    • pp.11-18
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    • 1993
  • In a spread spectrum system, the bandwidth and period of spreading code is wide and long, respectively. So it is necessary to make the code acquisition time as short as possible. In particular, serial search code acquisition system requires optimum dwell time for fast acquisition. In this paper, code acquisition time is calculated by varying dwell time. Among them, minimum code acquisition time is chosen and then optimum dwell time can be obtained. Detection probability (P$_{D}$) and false alarm probability (P$_{FA}$) can be obtained by integrating chi-square pdf by numerical analysis. The results are compared with that of gaussian approximation method and then it is concluded gaussian approximation method is not suitable for obtaining optimum dwell time. Computer simulation supports theoretical results.

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Intersymbol interference due to sampling-time jitter and its approximations in a raised cosing filtered system

  • 박영미;목진담;나상신
    • 한국통신학회논문지
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    • 제21권11호
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    • pp.2942-2953
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    • 1996
  • This paper studies the effect of intersymbol interference due to sampling-time jitter on the worst-case bit error probability in a digital modultation over an additive white Gaussian noise channel, with the squared-root raised-cosine filters in the transmitter and the receiver. It derives approximation formulas using the Taylor series approximations. the principal results of this paper is the relationship between the worst-casse bit error probability, the degree of jitter, the roll factor of the raised cosine filter, and other quantities. Numerical results show, as expected, that the intersymbol interference decreases as the roll-off factor increases and the jitter decreases. They also show that the approximation formulas are accurate for smally intersymbol interference, i.e., for large roll-noise ratio $E_{b/}$ $N_{0}$.leq.7 dB and begin to lose accuracy for larger signal-to-noise ratio.o.o.

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적분 방정식을 이용한 도선 산란체 및 안테나의 과도응답 해석 (Analysis of Transient Response from Conducting Wire Scatterer and Antenna Using Integral Equation)

  • 정백호;서정훈;윤희상
    • 대한전기학회논문지:전기물성ㆍ응용부문C
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    • 제51권11호
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    • pp.559-566
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    • 2002
  • In this paper, we present an accurate and stable method for the solution of the transient electromagnetic response from the conducting wire structures using the time domain integral equation. By using an implicit scheme with the central finite difference approximation for the time domain electric field integral equation, we obtain the transient response from a wire scatterer illuminated by a plane wave and a conducting wire antenna with an impressed voltage source. Also, we consider a wire above a 3-dimensional conducting object. Numerical results are presented, which show the validity of the presented methodology, and compared with a conventional method using backward finite difference approximation.

Robust H$_{\infty}$ Control Method for Bilinear Systems

  • Kim, Beom-Soo;Lim, Myo-Taeg
    • International Journal of Control, Automation, and Systems
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    • 제1권2호
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    • pp.171-177
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    • 2003
  • In this paper, we investigate a robust $H_{\infty}$ state feedback control technique for continuous time bilinear systems with an additive disturbance input. The nonlinear robust $H_{\infty}$control for bilinear systems requires a solution to the state dependent algebraic Riccati equation (SDARE). We present a new robust $H_{\infty}$control technique based on the successive approximation method for solving the SDARE by converting bilinear systems into time-varying linear systems. The proposed control method guarantees robust stability for closed loop bilinear systems. The proposed algorithm is verified by numerical examples.

대용량 전자교환기의 고속 내부통신망 성능 평가에 관한 연구 (A study on the performance evaluation of high speed interprocessor communication netowrk in a large capacity digital switching system)

  • 최진규;박형준;정윤쾌;권보섭;이충근
    • 전자공학회논문지A
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    • 제33A권5호
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    • pp.55-64
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    • 1996
  • This paper presents performance evaluation of a new high speed inter-processor communication(HIPC) network for large capacity and high performance digitral switching system. The HIPC structure implements the fast reservation and concurrent arbitration technique (modified round-robin arbitration). The performance evaluation of HIPC was performed by not only computer simulation but also numerical approximation method which was derived for a single server multi-queue system with nonexhaustive cyclic service. The approximation results are almost same with that of computer simulation. The TDX-10 basic callscenario was applied to the HIPC netowrk and analyzed. these results were compared with TDX-10 IPC and shows that the difference of th emean waiting time in the TX buffer of NTP node increases sharply according to the increase of the message arrival rate.

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AN ITERATIVE ALGORITHM FOR SOLVING THE LEAST-SQUARES PROBLEM OF MATRIX EQUATION AXB+CYD=E

  • Shen, Kai-Juan;You, Chuan-Hua;Du, Yu-Xia
    • Journal of applied mathematics & informatics
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    • 제26권5_6호
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    • pp.1233-1245
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    • 2008
  • In this paper, an iterative method is proposed to solve the least-squares problem of matrix equation AXB+CYD=E over unknown matrix pair [X, Y]. By this iterative method, for any initial matrix pair [$X_1,\;Y_1$], a solution pair or the least-norm least-squares solution pair of which can be obtained within finite iterative steps in the absence of roundoff errors. In addition, we also consider the optimal approximation problem for the given matrix pair [$X_0,\;Y_0$] in Frobenius norm. Given numerical examples show that the algorithm is efficient.

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The coupling of complex variable-reproducing kernel particle method and finite element method for two-dimensional potential problems

  • Chen, Li;Liew, K.M.;Cheng, Yumin
    • Interaction and multiscale mechanics
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    • 제3권3호
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    • pp.277-298
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    • 2010
  • The complex variable reproducing kernel particle method (CVRKPM) and the FEM are coupled in this paper to analyze the two-dimensional potential problems. The coupled method not only conveniently imposes the essential boundary conditions, but also exploits the advantages of the individual methods while avoiding their disadvantages, resulting in improved computational efficiency. A hybrid approximation function is applied to combine the CVRKPM with the FEM. Formulations of the coupled method are presented in detail. Three numerical examples of the two-dimensional potential problems are presented to demonstrate the effectiveness of the new method.

표면 거칠기를 고려한 볼베어링의 탄성유체윤활 (EHL Analysis of Ball Bearing Considering Surface Roughness)

  • 이향;조용주
    • Tribology and Lubricants
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    • 제29권4호
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    • pp.228-234
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    • 2013
  • This paper presents analysis of elastohydrodynamic lubrication (EHL) of ball bearings, in which surface roughness is considered. A lot of time is required to obtain a solution in the case of EHL analysis where surface roughness is considered, because the analysis requires a variety of analytic nodes. To save time, we use the full approximation scheme (FAS) among multilevel methods. We analyze the results of EHL and contact analyses in terms of pressure. We also compare the results for smooth and rough surfaces with respect to film thickness. We confirm that the film pressure decreases as compared to contact pressure because of the presence of lubricants between the ball and the raceway. Furthermore, in the case when surface roughness is considered, the film pressure increases because of contact asperities. Therefore, surface roughness should be considered when designing ball bearings.

THE (R,S)-SYMMETRIC SOLUTIONS TO THE LEAST-SQUARES PROBLEM OF MATRIX EQUATION AXB = C

  • Liang, Mao-Lin;Dai, Li-Fang;Wang, San-Fu
    • Journal of applied mathematics & informatics
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    • 제27권5_6호
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    • pp.1061-1071
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    • 2009
  • For real generalized reflexive matrices R, S, i.e., $R^T$ = R, $R^2$ = I, $S^T$ = S, $S^2$ = I, we say that real matrix X is (R,S)-symmetric, if RXS = X. In this paper, an iterative algorithm is proposed to solve the least-squares problem of matrix equation AXB = C with (R,S)-symmetric X. Furthermore, the optimal approximation solution to given matrix $X_0$ is also derived by this iterative algorithm. Finally, given numerical example and its convergent curve show that this method is feasible and efficient.

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