• Title/Summary/Keyword: Stochastic order

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Impact of Mathematical Modeling Schemes into Accuracy Representation of GPS Control Surveying (수학적 모형화 기법이 GPS 기준점 측량 정확도 표현에 미치는 영향)

  • Lee, Hungkyu;Seo, Wansoo
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.30 no.5
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    • pp.445-458
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    • 2012
  • The objective of GPS control surveying is ultimately to determine coordinate sets of control points within targeted accuracy through a series of observations and network adjustments. To this end, it is of equivalent importance for the accuracy of these coordinates to be realistically represented by using an appropriate method. The accuracy representation can be quantitively made by the variance-covariance matrices of the estimates, of which features are sensitive to the mathematical models used in the adjustment. This paper deals with impact of functional and stochastic modeling techniques into the accuracy representation of the GPS control surveying with a view of gaining background for its standardization. In order to achieve this goal, mathematical theory and procedure of the single-baseline based multi-session adjustment has been rigorously reviewed together with numerical analysis through processing real world data. Based on this study, it was possible to draw a conclusion that weighted-constrained adjustment with the empirical stochastic model was among the best scheme to more realistically describe both of the absolute and relative accuracies of the GPS surveying results.

Optimization of Resource Allocation for Inter-Channel Load Balancing with Frequency Reuse in ASO-TDMA-Based VHF-Band Multi-Hop Data Communication System (ASO-TDMA기반 다중-홉 VHF 대역 데이터 통신 시스템의 주파수 재사용을 고려한 채널간 부하 균형을 위한 자원 할당 최적화)

  • Cho, Kumin;Lee, Junman;Yun, Changho;Lim, Yong-Kon;Kang, Chung G.
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.40 no.7
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    • pp.1457-1467
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    • 2015
  • Depending on the type of Tx-Rx pairs, VHF Data Exchange System (VDES) for maritime communication is expected to employ the different frequency channels. Load imbalance between the different channels turns out to be a critical problem for the multi-hop communication using Ad-hoc Self-Organizing TDMA (ASO-TDMA) MAC protocol, which has been proposed to provide the connectivity between land station and remote ship stations. In order to handle the inter-channel load imbalance problem, we consider a model of the stochastic geomety in this paper. After analyzing the spatial reuse efficiency in each hop region by the given model, we show that the resource utility can be maximized by balancing the inter-channel traffic load with optimal resource allocation in each hop region.

Control of Time-varying and Nonstationary Stochastic Systems using a Neural Network Controller and Dynamic Bayesian Network Modeling (신경회로망 제어기와 동적 베이시안 네트워크를 이용한 시변 및 비정치 확률시스템의 제어)

  • Cho, Hyun-Cheol;Lee, Jin-Woo;Lee, Young-Jin;Lee, Kwon-Soon
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.7
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    • pp.930-938
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    • 2007
  • Captions which appear in images include information that relates to the images. In order to obtain the information carried by captions, the methods for text extraction from images have been developed. However, most existing methods can be applied to captions with fixed height of stroke's width. We propose a method which can be applied to various caption size. Our method is based on connected components. And then the edge pixels are detected and grouped into connected components. We analyze the properties of connected components and build a neural network which discriminates connected components which include captions from ones which do not. Experimental data is collected from broadcast programs such as news, documentaries, and show programs which include various height caption. Experimental result is evaluated by two criteria : recall and precision. Recall is the ratio of the identified captions in all the captions in images and the precision is the ratio of the captions in the objects identified as captions. The experiment shows that the proposed method can efficiently extract captions various in size.

Fuzzy H Filtering for Discrete-Time Nonlinear Markovian Jump Systems with State and Output Time Delays (상태 및 출력 시간지연을 갖는 이산 비선형 마코비안 점프 시스템의 퍼지H 필터링)

  • Lee, Kap Rai
    • Journal of the Korea Society of Computer and Information
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    • v.18 no.6
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    • pp.9-19
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    • 2013
  • This paper deals with fuzzy $H_{\infty}$ filtering problem of discrete-time nonlinear Markovian jump systems with state and output time delays. The purpose is to design fuzzy $H_{\infty}$ filter such that the corresponding estimation error system with time delays and initial state uncertainties is stochastically stable and satisfies an $H_{\infty}$ performance level. A sufficient condition for the existence of fuzzy $H_{\infty}$ filter is given in terms of matrix inequalities. In order to relax conservatism, a stochastic mode dependent fuzzy Lyapunov function is employed. The Lyapunov function not only is dependent on the operation modes of system, but also includes the fuzzy membership functions. An illustrative example is finally given to show the applicability and effectiveness of the proposed method.

Application of Recent Approximate Dynamic Programming Methods for Navigation Problems (주행문제를 위한 최신 근사적 동적계획법의 적용)

  • Min, Dae-Hong;Jung, Keun-Woo;Kwon, Ki-Young;Park, Joo-Young
    • Journal of the Korean Institute of Intelligent Systems
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    • v.21 no.6
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    • pp.737-742
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    • 2011
  • Navigation problems include the task of determining the control input under various constraints for systems such as mobile robots subject to uncertain disturbance. Such tasks can be modeled as constrained stochastic control problems. In order to solve these control problems, one may try to utilize the dynamic programming(DP) methods which rely on the concept of optimal value function. However, in most real-world problems, this trial would give us many difficulties; for examples, the exact system model may not be known; the computation of the optimal control policy may be impossible; and/or a huge amount of computing resource may be in need. As a strategy to overcome the difficulties of DP, one can utilize ADP(approximate dynamic programming) methods, which find suboptimal control policies resorting to approximate value functions. In this paper, we apply recently proposed ADP methods to a class of navigation problems having complex constraints, and observe the resultant performance characteristics.

Empirical Analysis on the Estimation of Total Factor Productivity and its Determinants in the Korean Manufacturing and Service Industries (한국의 총요소생산성 추정과 생산성 결정요인에 관한 실증연구)

  • Zhu, Yan Hua
    • International Area Studies Review
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    • v.22 no.4
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    • pp.19-35
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    • 2018
  • This paper is to estimate the total factor productivity(TFP) in the Korean manufacturing and service industries during the period 1975:1-2016:4 using the stochastic frontier analysis model. In order to analyze the determinants for the total factor productivity the paper estimates the industry-specific determinant elasticities of TFP using the autoregressive distributed model. The industry-specific determinants, which reflect the industrial structure and properties include markup, the ratio of capital to labor(KL), and the ratio of foreign intermediate goods (FIG) to industrial output. The average value for total factor productivity growth was estimated to be 0.0199 in manufacturing and 0.0063 in the service industry. The markup and KL elasticities of TFP were estimated to be 2.481 and 0.651 in manufacturing respectively and -1.403 and 0.042 in the service industry respectively. The empirical results suggest that the industrial markup and the ratio of capital to labor have had decisive effects on the changes in the total factor productivity in the Korean manufacturing and service industries during the period 1975:1-2016:4.

Stochastic analysis of the rocking vulnerability of irregular anchored rigid bodies: application to soils of Mexico City

  • Ramos, Salvador;Arredondo, Cesar;Reinoso, Eduardo;Leonardo-Suarez, Miguel;Torres, Marco A.
    • Earthquakes and Structures
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    • v.20 no.1
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    • pp.71-86
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    • 2021
  • This paper focuses on the development and assessment of the expected damage for the rocking response of rigid anchored blocks, with irregular geometry and non-uniform mass distribution, considering the site conditions and the seismicity of Mexico City. The non-linear behavior of the restrainers is incorporated to evaluate the pure tension and tension-shear failure mechanisms. A probabilistic framework is performed covering a wide range of block sizes, slenderness ratios and eccentricities using physics-based ground motion simulation. In order to incorporate the uncertainties related to the propagation of far-field earthquakes with a significant contribution to the seismic hazard at study sites, it was simulated a set of scenarios using a stochastic summation methods of small-earthquakes records, considered as Empirical Green's Function (EGFs). As Engineering Demand Parameter (EDP), the absolute value of the maximum block rotation normalized by the body slenderness, as a function of the peak ground acceleration (PGA) is adopted. The results show that anchorages are more efficient for blocks with slenderness ratio between two and three, while slenderness above four provide a better stability when they are not restrained. Besides, there is a range of peak intensities where anchored blocks located in soft soils are less vulnerable with respect to those located in firm soils. The procedure used in here allows to take decisions about risk, reliability and resilience assessment of different types of contents, and it is easily adaptable to other seismic environments.

Application of Quality Control Procedure to Improve Reliability of GPS Positioning (관측데이터 처리의 품질제어를 통한 GPS 측위의 신뢰성 향상)

  • Lee, Kyeong-Seong;Lee, Hung-Kyu
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.2D
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    • pp.319-327
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    • 2009
  • In order to estimate accurate position by GPS observations, it is prerequisite to define both of the correct function model and the realistic stochastic model. In the case that un-modeled outliers exist in observations, estimates become biased, and their standard deviations are unable to be used as a measure which represents their accuracy. Hence, such outliers should be appropriately removed from the observations before estimating final solutions, so that the accuracy can be maximized with the improvement of the reliability. For this purpose, this research deals with quality control and quality measure computation algorithms for GPS stand-alone positioning. After theoretical studies, all the algorithms have been implemented and tested with real observations. Results of the tests indicate that the reliability of the estimated position is improved by increasing redundancy as well as using good satellite geometry and more realistic stochastic model. Moreover, the adaptation of the quality control procedure enable to improve positioning reliability and accuracy by appropriately excluding outlier in observations.

Variations of Longitudinal Moments for a Contaminant Transport in Physically and Chemically Heterogeneous Media (물리.화학적 불균질 특성을 지닌 매질 내 오염운 이동시 보이는 종적률 변화)

  • Seo, Byong-Min;Jung, Joon-Oh;Kim, Young-Woo;Hwang, Seung-Min
    • The Journal of Engineering Geology
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    • v.19 no.1
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    • pp.81-88
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    • 2009
  • Two dimensional Monte-Carlo simulations of a non-reactive solute plume in isotropic porous media which are physically and chemically heterogeneous are conducted to determine the variations of moment. Retardation factors of 1, 2 and 5 are given to ascertain how the second moments are changed as adsorption increased. Retarded longitudinal second spatial moment, ${Z_{11}}^{'R}(t',l')$, increased during the transport process and as the dimensionless lengths of line plume source, $l_2'$, increased. ${Z_{11}}^{'R}(t',l')$ decreased as the retardation factors increased, and the simulated moments fit well to the first-order analytical results. Retarded longitudinal plume centroid variance, ${Z_{11}}^{'R}(t',l')$, decreased as the dimensionless lengths of line plume source, $l_2'$, increased and as the retardation factor increased. The result indicates that the uncertainty about the plume center decreased, and the ergodic condition for the second spatial moments is far from reaching. Simulated longitudinal one particle displacement covariance, ${Z_{11}}^{'R}(t')$, well consistent with the first-order analytical results for the three degrees of retardation factors of 1, 2 and 5 respectively. It is, consequently, concluded that the retarded longitudinal second moments could be produced by stochastic simulation, and that the first-order analytical results definitely provides very close values of the longitudinal retarded moments.

Construction of Basin Scale Climate Change Scenarios by the Transfer Function and Stochastic Weather Generation Models (전이함수모형과 일기 발생모형을 이용한 유역규모 기후변화시나리오의 작성)

  • Kim, Byung-Sik;Seoh, Byung-Ha;Kim, Nam-Won
    • Journal of Korea Water Resources Association
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    • v.36 no.3 s.134
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    • pp.345-363
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    • 2003
  • From the General Circulation Models(GCMs), it is known that the increases of concentrations of greenhouse gases will have significant implications for climate change in global and regional scales. The GCM has an uncertainty in analyzing the meteorologic processes at individual sites and so the 'downscaling' techniques are used to bridge the spatial and temporal resolution gaps between what, at present, climate modellers can provide and what impact assessors require. This paper describes a method for assessing local climate change impacts using a robust statistical downscaling technique. The method facilitates the rapid development of multiple, low-cost, single-site scenarios of daily surface weather variables under current and future regional climate forcing. The construction of climate change scenarios based on spatial regression(transfer function) downscaling and on the use of a local stochastic weather generator is described. Regression downscaling translates the GCM grid-box predictions with coarse resolution of climate change to site-specific values and the values were then used to perturb the parameters of the stochastic weather generator in order to simulate site-specific daily weather values. In this study, the global climate change scenarios are constructed using the YONU GCM control run and transient experiments.