• 제목/요약/키워드: Second order parameter

검색결과 381건 처리시간 0.033초

Bayesian Analysis for the Difference of Exponential Means

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1067-1078
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    • 2005
  • In this paper, we develop the noninformative priors for the exponential models when the parameter of interest is the difference of two means. We develop the first and second order matching priors. We reveal that the second order matching priors do not exist. It turns out that Jeffreys' prior does not satisfy the first order matching criterion. The Bayesian credible intervals based on the first order matching meet the frequentist target coverage probabilities much better than the frequentist intervals of Jeffreys' prior.

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SUPERCONVERGENCE OF HYBRIDIZABLE DISCONTINUOUS GALERKIN METHOD FOR SECOND-ORDER ELLIPTIC EQUATIONS

  • MOON, MINAM;LIM, YANG HWAN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제20권4호
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    • pp.295-308
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    • 2016
  • We propose a projection-based analysis of a new hybridizable discontinuous Gale-rkin method for second order elliptic equations. The method is more advantageous than the standard HDG method in a sense that the new method has higher-order accuracy and lower computational cost, and is more flexible. Notable distinctions of our new method, when compared to the standard HDG emthod, are that our method uses $L^2$-projection and suitable stabilization parameter depending on a mesh size for superconvergence. We show that the error for the solution of the equation converges with order p + 2 when we only use polynomials of degree p + 1 as a finite element space without postprocessing. After establishing the theory, we carry out numerical tests to demonstrate and ensure that the proposed method is effective and accurate in practice.

광 혈류 신호의 주파수 파워 특성과 이차 미분값을 이용한 가상환경의 스트레스 평가 (Assessment of stress in virtual reality environment using power spectral density ratio and second derivative of photoplethysmography)

  • Y.H. Nam;Kim, H.T.;H.D. Ko;Park, K.S.
    • 한국감성과학회:학술대회논문집
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    • 한국감성과학회 2001년도 추계학술대회 논문집
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    • pp.169-172
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    • 2001
  • There are many people who suffer from simulation sickness when immersing in virtual reality. In this study, we analyzed two photoplethysmogram(PPG) parameters - a second derivative parameter and power spectral density ratios - in order to relate PPG parameters with simulation sickness. 36 young, healthy subjects were participated in the experiment, and each subject was equipped with a PPG electrode during his or her immersion. Simulation sickness section was defined as a 7 - second section which starts from the point where a subject reported simulation sickness, and normal section as a same-length section where no physical stimuli was presented to him or her. We compared the PPG parameters of the simulation sickness sections with the normal sections, - d/a ratio is believed to have lower value during vasodilation and higher value during vasoconstriction, however, we could not find much difference in the parameter between normal and simulation sickness sections. We also compared 1 to 10Hz power spectral density ratios in normal sections with in simulation sickness section, and found that 6 density ratios among them have different value. Therefore, the density ratios might be utilized as parameters to detect simulation sickness of subjects.

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On the Bayes risk of a sequential design for estimating a mean difference

  • Sangbeak Ye;Kamel Rekab
    • Communications for Statistical Applications and Methods
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    • 제31권4호
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    • pp.427-440
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    • 2024
  • The problem addressed is that of sequentially estimating the difference between the means of two populations with respect to the squared error loss, where each population distribution is a member of the one-parameter exponential family. A Bayesian approach is adopted in which the population means are estimated by the posterior means at each stage of the sampling process and the prior distributions are not specified but have twice continuously differentiable density functions. The main result determines an asymptotic second-order lower bound, as t → ∞, for the Bayes risk of a sequential procedure that takes M observations from the first population and t - M from the second population, where M is determined according to a sequential design, and t denotes the total number of observations sampled from both populations.

음성향상을 위한 2차 조건 사후 최대 확률기법 기반 Global Soft Decision (Improved Global-Soft Decision Incorporating Second-Order Conditional MAP for Speech Enhancement)

  • 금종모;장준혁
    • 한국통신학회논문지
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    • 제34권6C호
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    • pp.588-592
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    • 2009
  • 본 논문에서는 기존의 global soft decision 방법에서 음성부재확률의 고정 파라미터에 2차 조건 사후 최대 확률기법을 적용한 음성 향상 기법을 제안한다. 기존의 global soft decision 방법은 음성부재확률을 구하기 위해 가정한 가설에 따라 파라미터값을 고정하여 다양한 음성 환경 변화에 민감한 점을 고려하여 본 논문에서 제안한 알고리즘은 기존의 고정 파라미터 값에 직전 2 프레임에서의 음성 존재와 부재에 대한 조건을 부여해주어 음성과 음성사이의 상호 연관성을 고려해주고, 보다 유동적으로 현재 프레임의 음성부재확률을 추정하는 음성향상 기법이다. 제안된 방법의 성능평가를 위해 ITU-T P.862 perceptual evaluation of speech quality (PESQ)를 이용하여 평가하였고, 그 결과 제안된 2차 조건 사후 최대 확률기법을 적용한 global soft decision 방법은 기존의 Global soft decision 방법보다 향상된 결과를 나타내었다.

NUMERICAL METHOD FOR SINGULARLY PERTURBED THIRD ORDER ORDINARY DIFFERENTIAL EQUATIONS OF REACTION-DIFFUSION TYPE

  • ROJA, J. CHRISTY;TAMILSELVAN, A.
    • Journal of applied mathematics & informatics
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    • 제35권3_4호
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    • pp.277-302
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    • 2017
  • In this paper, we have proposed a numerical method for Singularly Perturbed Boundary Value Problems (SPBVPs) of reaction-diffusion type of third order Ordinary Differential Equations (ODEs). The SPBVP is reduced into a weakly coupled system of one first order and one second order ODEs, one without the parameter and the other with the parameter ${\varepsilon}$ multiplying the highest derivative subject to suitable initial and boundary conditions, respectively. The numerical method combines boundary value technique, asymptotic expansion approximation, shooting method and finite difference scheme. The weakly coupled system is decoupled by replacing one of the unknowns by its zero-order asymptotic expansion. Finally the present numerical method is applied to the decoupled system. In order to get a numerical solution for the derivative of the solution, the domain is divided into three regions namely two inner regions and one outer region. The Shooting method is applied to two inner regions whereas for the outer region, standard finite difference (FD) scheme is applied. Necessary error estimates are derived for the method. Computational efficiency and accuracy are verified through numerical examples. The method is easy to implement and suitable for parallel computing. The main advantage of this method is that due to decoupling the system, the computation time is very much reduced.

연산지연시간과 파라미터 변동에 강인한 UPS 인버터의 내부모델제어 (Internal Model Control of UPS Inverter with Robustness of Calculation Time Delay and Parameter Variation)

  • 박지호;계중읍;김동완;안영주;박한석;우정인
    • 전기학회논문지P
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    • 제51권4호
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    • pp.175-185
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    • 2002
  • In this paper, a new fully digital current control method of UPS inverter, which is based on an internal model control, is proposed. In the proposed control system, overshoots and oscillations due to the computation time-delay are compensated by explicit incorporation of the time-delay in the current control loop transfer function. The internal model controller is adopted to a second order deadbeat reference-to-output response which means that its response reaches the reference in two sampling time including computational time-delays. That is, the average current of filter capacitor is been exactly equal to the reference current with a time lag of two sampling intervals. Therefore, this method has an essentially overshoot free reference-to-output response with a minimum possible rise time. The effectiveness of the proposed control system has been verified by the simulation and experimental respectively. From the simulation and experimental results, the proposed system is achieved the robust characteristics to the calculation time delay and parameter variation as well as very fast dynamic performance, thus it can be effectively applied to the power supply for the critical load.

Noninformative Priors for the Coefficient of Variation in Two Inverse Gaussian Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Communications for Statistical Applications and Methods
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    • 제15권3호
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    • pp.429-440
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    • 2008
  • In this paper, we develop the noninformative priors when the parameter of interest is the common coefficient of variation in two inverse Gaussian distributions. We want to develop the first and second order probability matching priors. But we prove that the second order probability matching prior does not exist. It turns out that the one-at-a-time and two group reference priors satisfy the first order matching criterion but Jeffreys' prior does not. The Bayesian credible intervals based on the one-at-a-time reference prior meet the frequentist target coverage probabilities much better than that of Jeffreys' prior. Some simulations are given.

Robust control by universal learning network

  • Ohbayashi, Masanao;Hirasawa, Kotaro;Murata, Junichi
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.123-126
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    • 1995
  • Characteristics of control system design using Universal Learning Network (U.L.N.) are that a system to be controlled and a controller are both constructed by U.L.N. and that the controller is best tuned through learning. U.L.N has the same generalization ability as N.N.. So the controller constructed by U.L.N. is able to control the system in a favorable way under the condition different from the condition of the control system in learning stage. But stability can not be realized sufficiently. In this paper, we propose a robust control method using U.L.N. and second order derivatives of U.L.N.. The proposed method can realize better performance and robustness than the commonly used Neural Network. Robust control considered here is defined as follows. Even though initial values of node outputs change from those in learning, the control system is able to reduce its influence to other node outputs and can control the system in a preferable way as in the case of no variation. In order to realize such robust control, a new term concerning the variation is added to a usual criterion function. And parameter variables are adjusted so as to minimize the above mentioned criterion function using the second order derivatives of criterion function with respect to the parameters. Finally it is shown that the controller constricted by the proposed method works in an effective way through a simulation study of a nonlinear crane system.

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Chaos in PID Controlled Nonlinear Systems

  • Ablay, Gunyaz
    • Journal of Electrical Engineering and Technology
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    • 제10권4호
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    • pp.1843-1850
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    • 2015
  • Controlling nonlinear systems with linear feedback control methods can lead to chaotic behaviors. Order increase in system dynamics due to integral control and control parameter variations in PID controlled nonlinear systems are studied for possible chaos regions in the closed-loop system dynamics. The Lur’e form of the feedback systems are analyzed with Routh’s stability criterion and describing function analysis for chaos prediction. Several novel chaotic systems are generated from second-order nonlinear systems including the simplest continuous-time chaotic system. Analytical and numerical results are provided to verify the existence of the chaotic dynamics.