• Title/Summary/Keyword: Transition Probability Matrix

Search Result 43, Processing Time 0.029 seconds

A Study on the Transition Probability Matrix set from a Transfer Line Model (자동 생산라인 모형에서의 Transition Probability Matrix에 관한 연구)

  • No, Hyeong-Min
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.11 no.2
    • /
    • pp.1-9
    • /
    • 1985
  • In this study, two stage transfer line with limited repair capability is modeled to formulate optimal dynamic repair priority policy. The method of Markov Chains is used to analyze the analytical model of this line. An efficient algorithm is developed, utilizing the block tridiagonal structure of the transition probability matrix, to obtain the steady state probabilities and system performance measures, such as the steady state production rate of the line and the average in-process inventory in the interstage buffer.

  • PDF

A computation method of reliability for preprocessing filters in the fire control system using Markov process and state transition probability matrix (Markov process 및 상태천이확률 행렬 계산을 통한 사격통제장치 전처리필터 신뢰성 산출 기법)

  • Kim, Jae-Hun;Lyou, Joon
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.2 no.2
    • /
    • pp.131-139
    • /
    • 1999
  • An easy and efficient method is proposed for a computation of reliability of preprocessing filters in the fire control system when the sensor data are frequently unreliable depending on the operation environment. It computes state transition probability matrix after modeling filter states as a Markov process, and computing false alarm and detection probability of each filter state under the given sensor failure probability. It shows that two important indices such as distributed state probability and error variance can be derived easily for a reliability assessment of the given sensor fusion system.

  • PDF

A study of guiding probability applied markov-chain (Markov 연쇄를 적용한 확률지도연구)

  • Lee Tae-Gyu
    • The Mathematical Education
    • /
    • v.25 no.1
    • /
    • pp.1-8
    • /
    • 1986
  • It is a common saying that markov-chain is a special case of probability course. That is to say, It means an unchangeable markov-chain process of the transition-probability of discontinuous time. There are two kinds of ways to show transition probability parade matrix theory. The first is the way by arrangement of a rightangled tetragon. The second part is a vertical measurement and direction sing by transition-circle. In this essay, I try to find out existence of procession for transition-probability applied markov-chain. And it is possible for me to know not only, what it is basic on a study of chain but also being applied to abnormal problems following a flow change and statistic facts expecting to use as a model of air expansion in physics.

  • PDF

A Note on the Covariance Matrix of Order Statistics of Standard normal Observations

  • Lee, Hak-Myung
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.1
    • /
    • pp.285-290
    • /
    • 2000
  • We noted a property of a stationary distribution on the matrix C, which is the covariance matrix of order statistics of standard normal distribution That is the sup norm of th powers of C is ee' divided by its dimension. The matrix C can be taken as a transition probability matrix in an acyclic Markov chain.

  • PDF

Numerical Calculation of Vibrational Transition Probability for the Forced Morse Oscillator by Use of the Anharmonic Boson Operators

  • Lee, Chang Sun;Kim, Yu Hang
    • Bulletin of the Korean Chemical Society
    • /
    • v.22 no.7
    • /
    • pp.721-726
    • /
    • 2001
  • The vibrational transition probability expressions for the forced Morse oscillator have been derived using the commutation relations of the anharmonic Boson operators. The formulation is based on the collinear collision model with the exponential repulsive potential in the framework of semiclassical collision dynamics. The sample calculation results for H2+ He collision system, where the anharmonicity is large, are in excellent agreement with those from an exact, numerical quantum mechanical study by Clark and Dickinson, using the reactance matrix. Our results, however, are markedly different from those of Ree, Kim and Shin's in which they approximate the commutation operator I。 as unity, the harmonic oscillator limit. We have concluded that the quantum number dependence in I。 must be retained to get accurate vibrational transition probabilities for the Morse oscillator.

The Bus Delay Time Prediction Using Markov Chain (Markov Chain을 이용한 버스지체시간 예측)

  • Lee, Seung-Hun;Moon, Byeong-Sup;Park, Bum-Jin
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.8 no.3
    • /
    • pp.1-10
    • /
    • 2009
  • Bus delay time is occurred as the result of traffic condition and important factor to predict bus arrival time. In this paper, transition probability matrixes between bus stops are made by using Markov Chain and it is predicted bus delay time with them. As the results of study, it is confirmed a possibility of adapting the assumption which it has same bus transition probability between stops through paired-samples T-test and overcame the limitation of exiting studies in case there is no scheduled bus arrival time for each stops with using bus interval time. Therefore it will be possible to predict bus arrival time with Markov Chain.

  • PDF

Spliced Image Detection Using Characteristic Function Moments of Co-occurrence Matrix (동시 발생 행렬의 특성함수 모멘트를 이용한 접합 영상 검출)

  • Park, Tae-Hee;Moon, Yong-Ho;Eom, Il-Kyu
    • IEMEK Journal of Embedded Systems and Applications
    • /
    • v.10 no.5
    • /
    • pp.265-272
    • /
    • 2015
  • This paper presents an improved feature extraction method to achieve a good performance in the detection of splicing forged images. Strong edges caused by the image splicing destroy the statistical dependencies between parent and child subbands in the wavelet domain. We analyze the co-occurrence probability matrix of parent and child subbands in the wavelet domain, and calculate the statistical moments from two-dimensional characteristic function of the co-occurrence matrix. The extracted features are used as the input of SVM classifier. Experimental results show that the proposed method obtains a good performance with a small number of features compared to the existing methods.

The Gentan Probability, A Model for the Improvement of the Normal Wood Concept and for the Forest Planning

  • Suzuki, Tasiti
    • Journal of Korean Society of Forest Science
    • /
    • v.67 no.1
    • /
    • pp.52-59
    • /
    • 1984
  • A Gentan probability q(j) is the probability that a newly planted forest will be felled at age-class j. A future change in growing stock and yield of the forests can be predicted by means of this probability. On the other hand a state of the forests is described in terms of an n-vector whose components are the areas of each age-class. This vector, called age-class vector, flows in a n-1 dimensional simplex by means of $n{\times}n$ matrices, whose components are the age-class transition probabilities derived from the Gentan probabilities. In the simplex there exists a fixed point, into which an arbitrary forest age vector sinks. Theoretically this point means a normal state of the forest. To each age-class-transition matrix there corresponds a single normal state; this means that there are infinitely many normal states of the forests.

  • PDF

Korean Word Recognition using the Transition Matrix of VQ-Code and DHMM (VQ코드의 천이 행렬과 이산 HMM을 이용한 한국어 단어인식)

  • Chung, Kwang-Woo;Hong, Kwang-Seok;Park, Byung-Chul
    • The Journal of the Acoustical Society of Korea
    • /
    • v.13 no.4
    • /
    • pp.40-49
    • /
    • 1994
  • In this paper, we propose methods for improving the performance of word recognition system. The ray stratey of the first method is to apply the inertia to the feature vector sequences of speech signal to stabilize the transitions between VQ cdoes. The second method is generating the new observation probabilities using the transition matrix of VQ codes as weights at the observation probability of the output symbol, so as to take into account the time relation between neighboring frames in DHMM. By applying the inertia to the feature vector sequences, we can reduce the overlapping of probability distribution of the response paths for each word and stabilize state transitions in the HMM. By using the transition matrix of VQ codes as weights in conventional DHMM. we can divide the probability distribution of feature vectors more and more, and restrict the feature distribution to a suitable region so that the performance of recognition system can improve. To evaluate the performance of the proposed methods, we carried out experiments for 50 DDD area names. As a result, the proposed methods improved the recognition rate by $4.2\%$ in the speaker-dependent test and $12.45\%$ in the speaker-independent test, respectively, compared with the conventional DHMM.

  • PDF

An Approximate algorithm for the analysis of the n heterogeneous IBP/D/l queuing model (다수의 이질적 IBP/D/1큐잉 모형의 분석을 위한 근사 알고리즘)

  • 홍석원
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.4 no.3
    • /
    • pp.549-555
    • /
    • 2000
  • We propose an approximate algorithm to analyze the queuing system with n bursty and heterogeneous arrival processes. Each input process is modeled by Interrupted Bernoulli Process(IBP). We approximate N arrival processes by a single state variable and subsequently simplify the transition probability matrix of the Markov chain associated with these N arrival processes. Using this single state variable of arrival processes, we describe the state of the queuing system and analyze the system numerically with the reduced transition probability matrix. We compute the queue length distribution, the delay distribution, and the loss probability. Comparisons with simulation data show that the approximation algorithm has a good accuracy.

  • PDF