• Title/Summary/Keyword: Recursive process

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A M-TYPE RISK MODEL WITH MARKOV-MODULATED PREMIUM RATE

  • Yu, Wen-Guang
    • Journal of applied mathematics & informatics
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    • v.27 no.5_6
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    • pp.1033-1047
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    • 2009
  • In this paper, we consider a m-type risk model with Markov-modulated premium rate. A integral equation for the conditional ruin probability is obtained. A recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. A system of Laplace transforms of non-ruin probabilities, given the initial environment state, is established from a system of integro-differential equations. In the two-state model, explicit formulas for non-ruin probabilities are obtained when the initial reserve is zero or when both claim size distributions belong to the $K_n$-family, n $\in$ $N^+$ One example is given with claim sizes that have exponential distributions.

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Precision Position Control of PMSM using Load Torque Observer and Parameter Compensator (외란관측기와 파라미터 보상기를 이용한 PMSM의 정밀위치제어)

  • Ko Jong-Sun;Lee Yong-Jae
    • Proceedings of the KIPE Conference
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    • 2002.07a
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    • pp.285-288
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    • 2002
  • This paper presents external load disturbance compensation that used to deadbeat load torque observer and regulation of the compensation gain by parameter estimator As a result, the response of PMSM follows that of the nominal plant. The load torque compensation method is compose of a deadbeat observer To reduce of the noise effect, the post-filter, which is implemented by MA process, is adopted. The parameter compensator with RLSM(recursive least square method) parameter estimator is suggested to increase the performance of the load torque observer and main controller The proposed estimator is combined with a high performance load torque observer to resolve the problems. As a result, the proposed control system becomes a robust and precise system against the load torque and the parameter variation. A stability and usefulness, through the verified computer simulation, are shown in this paper.

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Categorical Analysis for Finite Cellular Automata Rule 15 (유한 셀룰러 오토마타 규칙 15에 대한 카테고리적 분석)

  • Park, Jung-Hee;Lee, Hyen-Yeal
    • Journal of KIISE:Computer Systems and Theory
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    • v.27 no.8
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    • pp.752-757
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    • 2000
  • The recursive formulae, which can self-reproduce the state transition graphs, of one-dimensional cellular automata rule 15 with two states (0 and 1) and four different boundary conditions were founded by categorical access. The categorical access makes the evolution process for cellular automata be expressed easily since it enables the mapping of automata between different domains.

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A Parallel Processing Structure for the Discrete Kalman Filter (이산 칼만 필터의 병렬처리 구조)

  • 김용준;이장규;김병중
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.10
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    • pp.1057-1065
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    • 1990
  • A parallel processing algorithm for the discrete Kalman filter, which is one of the most commonly used filtering techniques in modern control, signal processing, and communication, is proposed. To decrease the number of computations critical in the Kalman filter, previously proposed parallel algorithms are of the hierarchical structure by distributed processing of measurements, or of the systolic structure to disperse the computational burden. In this paper, a new parallel Kalman filter employing a structure similar to recursive doubling is proposed. Estimated valuse of state variables by the new algorithm converge faster to the true values because the new algorithm can process data twice faster than the conventional Kalman filter. Moreover, it maintains the optimality of the conventional Kalman filter.

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Application of Kalman Filter to Cricket based Indoor localization system

  • Zhang, Cong-Yi;Kim, Sung-Ho
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2008.04a
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    • pp.396-399
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    • 2008
  • Kalman Filter is an efficient recursive filter that estimates the state of a dynamic system from a series of incomplete and noisy measurement. The filter is very powerful in the field of autonomous and assisted navigation. In this paper, we carry out comparative stduy to validate the performance of the application of Kalman Filter. We will build personal localization system based on Cricket mote, our system can present the real-time position of person when the man with PDA moves around. The proposed system is composed of cricket sensor networks, PDA and host computer. There is one listener attached to the PDA. The PDA will get the distance data from the listener synchronously. It will calculate the position of the person in the coordinate of the Cricket system with the trilateration method. Furthermore, it sends the real-time position information to the host computer by Bluetooth. The host computer will use Kalman Filter to process data and get the final estimated track of the person.

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A Stabilization Method for Rotated and Translated Images (회전 및 병진 흔들림 영상의 안정화 기법)

  • Seok Ho-Dong;Lyou Joon
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.8
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    • pp.810-817
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    • 2006
  • This paper presents a rotational motion estimation and correction technique for digital image stabilization. An equivalent rotation model is derived so as to accommodate a combined rotational and the translational motion. Thanks to this simplification, the suggested estimation algorithm can directly find the rotational center using geometric characteristic of local motion vectors instead of using searching method. And we also present recursive version of frame to reference algorithm(FRA) for the real time implementation. The proposed DIS system does not require time consuming parameter searching process, while showing comparatively good performance compared with the previous ones. To show the effectiveness of the DIS scheme, the algorithm has been implemented on the DSP based hardware system and experimental results are also discussed.

Optimal Man-machine Assignment for Sequential Dependent Multi Different Machines Under Deterministic Cycle Time (확정적 주기시간을 갖는 다기종 Line설비의 최적담당 기계대수 결정)

  • 이근희;김홍국
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.11 no.17
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    • pp.39-46
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    • 1988
  • This Paper is concerned with a man-multi machine assignment problem to minimize idle time. Assuming different types of semi-automatic machines with deterministic service-processing time, the problem approaches by sequential dependent one operator can handle several machines, where determine optimal range the cost of idle labor and machine time is to be minimized in preparing a work schedule. The Procedure, to establish man-machine assignment model, and it's results are: (1) Objective function to minimize opportunity loss cost, which is happened by idle time, is verified recursive process through heuristic method. (2) The algorithm, is programmed by BASIC language for personal computer, and a numerical example is given to illustrate the heuristic algorithm. This study will be helpful to enhance productivity of Shopflooras a result of increasing the efficiencies of both operator and machine.

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An Adaptive Predistorter Linearizer Architecture for the DSP Implementation (DSP 구현을 위한 적응 전치왜곡 선형화기 구조)

  • 이경우;이세현;이상설
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.11 no.8
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    • pp.1428-1436
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    • 2000
  • An adaptive predistorter linearizer suitable for the DSP implementation is proposed. Predistortion is performed by the DSP instead of the analog predistorter. RLS algorithm is employed for the optimization process to minimize the errors between the predistorter and postdistorter output signals. Computer simulation results for our linearizer show good performance.

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On-line Identification of fuzzy model using HCM algorithm (HCM을 이용한 퍼지 모델의 On-Line 동정)

  • Park, Ho-Sung;Park, Byoung-Jun;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 1999.07g
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    • pp.2929-2931
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    • 1999
  • In this paper, an adaptive fuzzy inference and HCM(Hard C-Means) clustering method are used for on-line fuzzy modeling of nonlinear and complex system. Here HCM clustering method is utilized for determining the initial parameter of membership function of fuzzy premise rules and also avoiding overflow phenomenon during the identification of consequence parameters. To obtain the on-line model structure of fuzzy systems. we use the recursive least square method for the consequent parameter identification. And the proposed on-line identification algorithm is carried out and is evaluated for sewage treatment process system.

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Precision Speed Control of PMSM Using Neural Network Disturbance observer and Parameter compensation (신경망 외란관측기와 파라미터 보상기를 이용한 PMSM의 속도제어)

  • Ko Jong-Sun;Lee Yong-Jae;Kim Kyu-Gyeom
    • Proceedings of the KIPE Conference
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    • 2001.07a
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    • pp.389-392
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    • 2001
  • This paper presents neural load disturbance observer that used to deadbeat load torque observer and regulation of the compensation gain by parameter estimator. As a result, the response of PMSM follows that of the nominal plant. The load torque compensation method is compose of a neural deadbeat observer. To reduce of the noise effect, the post-filter, which is implemented by MA process, is proposed. The parameter compensator with RLSM (recursive least square method) parameter estimator is suggested to increase the performance of the load torque observer and main controller. The proposed estimator is combined with a high performance neural torque observer to resolve the problems. As a result, the proposed control system becomes a robust and precise system against the load torque and the parameter variation. A stability and usefulness, through the verified computer simulation, are shown in this paper.

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