• Journal of Institute of Control, Robotics and Systems
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• v.12 no.3
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• pp.201-207
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• 2006

A robust Kalman filtering method for uncertain stochastic systems is suggested by adopting a perturbation estimation process which is to reconstruct total uncertainty with respect to the nominal state transition equation. The predictor and corrector of discrete Kalman filter are reformulated with the perturbation estimator. Successively, the state and perturbation estimation error dynamics and the corresponding error covariance propagation equations are derived as well. Finally we have the recursive algorithm of Combined Kalman Filter-Perturbation Estimator (CKF). The proposed combined Kalman filter-perturbation estimator has the property of integrating innovations and the adaptation capability to system uncertainties. A numerical example is shown to demonstrate the effectiveness of the proposed scheme.

• Nuclear Engineering and Technology
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• v.25 no.1
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• pp.154-165
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• 1993

A stochastic method using continuous time Markov process is presented to model the one-dimensional convective nuclide transport in geologic media, which have usually heterogeneous feature in physical/geochemical parameters such as velocity, dispersion coefficient, and retardation factor resulting poor description by conventional deterministic advection-dispersion model. The primary desired quantities from a stochastic model are the mean values and variance of the state variables as a function of time. The time-dependent probability distributions of nuclides are presented for each discretized compartment given the volumetric groundwater flux and the intensity of transition. Since this model is discrete in medium space, physical/geochemical parameters which affect nuclide transport can be easily incorporated for the heterogeneous media as well as remarkably layered media having spatially varied parameters. Even though the Markov process model developed in this study was shown to be sensitive to the number of discretized compartments showing numerical dispersion as the number of compartments are increased, this could be easily calibrated by comparing with the analytical deterministic model.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.1-12
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• 2017

Many stochastic processes satisfy the Markov property exactly or at least approximately. An interested property in the Markov process is the first passage time. Since the sequential analysis by Wald, the approximation of the first passage time has been studied extensively. The Statistical computing technique due to the development of high-speed computers made it possible to calculate the values of the properties close to the true ones. This article introduces an exponentially weighted moving average (EWMA) control chart as an example of the Markov process, and studied how to calculate the average run length with problematic issues that should be cautioned for correct calculation. The results derived for approximation of the first passage time in this research can be applied to any of the Markov processes. Especially the approximation of the continuous time Markov process to the discrete time Markov chain is useful for the studies of the properties of the stochastic process and makes computational approaches easy.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.2
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• pp.579-603
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• 2018

In this paper we propose a QoS-enhanced intelligent stochastic optimal fair real-time packet scheduler, QUEST, for 4G LTE traffic in routers. The objective of this research is to maximize the system QoS subject to the constraint that the processor utilization is kept nearly at 100 percent. The QUEST has following unique advantages. First, it solves the challenging problem of starvation for low priority process - buffered streaming video and TCP based; second, it solves the major bottleneck of the scheduler Earliest Deadline First's failure at heavy loads. Finally, QUEST offers the benefit of arbitrarily pre-programming the process utilization ratio.Three classes of multimedia 4G LTE QCI traffic, conversational voice, live streaming video, buffered streaming video and TCP based applications have been considered. We analyse two most important QoS metrics, packet loss rate (PLR) and mean waiting time. All claims are supported by discrete event and Monte Carlo simulations. The simulation results show that the QUEST scheduler outperforms current state-of-the-art benchmark schedulers. The proposed scheduler offers 37 percent improvement in PLR and 23 percent improvement in mean waiting time over the best competing current scheduler Accuracy-aware EDF.

• Journal of the Korean Institute of Intelligent Systems
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• v.11 no.6
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• pp.459-464
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• 2001

This paper discusses a stochastic stabilization of Takagi-Sugeno(TS) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delary of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time TS fuzzy system with the Markovian input delay is discretized for easy handling delay, according, the discretized TS fuzzy system is represented by a discrete-time TS fuzzy system with jumping parameters. The stochastic stabilizibility of the jump TS fuzzy system is derived and formulated in terms of linear matrix inequalities (LNIS)

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2003.05a
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• pp.321-324
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• 2003

This paper discusses a robust stochastic stabilization of uncertain Takagi-Sugeno (T-S) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delay of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time T-S fuzzy system with the Markovian input delay is discretized for easy handling delay, accordingly, the discretixzd T-S fuzzy system is represented by a uncertain discrete-time T-S fuzy system with jumping parameters. The robust stochastic stabilizibility of the uncertain jump T-S fuzzy system is derived and formulated in terms of linear matrix inequalities (LMIs).

• Journal of the Korean Institute of Intelligent Systems
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• v.14 no.3
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• pp.298-303
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• 2004

This paper deals with a stochastic stabilization of observer-based output-feedback control Takagi-Sugeno (T-S) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delay of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time T-S fuzzy system with the Markovian input delay is discretized for easy handling delay, accordingly, the discretized T-S fuzzy system is represented by a discrete-time T-S fuzzy system with jumping parameters. The stochastic stabilizability of the jump T-S fuzzy system is derived and formulated in terms of linear matrix inequalities (LMIs). The usefulness of the proposed algorithm is also certificated by simulation of 2 degree of freedom helicopter model.

• Communications for Statistical Applications and Methods
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• v.8 no.1
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• pp.147-151
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• 2001

In discrete red and black, you can stake any amount s in your possession, but the value of s takes positive integer value. Suppose your goal is N and your current fortune is f, with 0$\frac{1}{2}$ where the house has the advantage over the player, and with the value of p greater than $\frac{1}{2}$ where the player has the advantage over the house. The optimum strategy at any f when p<$\frac{1}{2}$ is to play boldly, which is to bet as much as you can. The optimum strategy when p>$\frac{1}{2}$ is to bet 1 all the time.

• Journal of Electrical Engineering and information Science
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• v.3 no.3
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• pp.373-384
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• 1998

This paper presents a maneuvering target model with the maneuver dynamics modeled as a jump process of Poisson-type. The jump process represents the deterministic maneuver(or pilot commands) and is described by a stochastic differential equation driven by a Poisson process taking values a set of discrete states. Employing the new maneuver model along with the noisy observations described by linear difference equations, the author has developed a new linear, recursive, unbiased minimum variance filter, which is structurally simple, computationally efficient, and hence real-time implementable. Futhermore, the proposed filter does not involve a computationally burdensome technique to compute the filter gains and corresponding covariance matrices and still be able to track effectively a fast maneuvering target. The performance of the proposed filter is assessed through the numerical results generated from the Monte-Carlo simulation.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2005.05a
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• pp.1114-1116
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• 2005

Shop floor control systems (SFCS) are used to make real-time planning and scheduling decisions to optimize the efficiency of manufacturing shops. These shops exhibit a non-linear, dynamic evolution caused by 1) the concurrent flows of disparate parts following complex routings, 2) a variety of machines that breakdown at random times, 3) stochastic arrivals of new parts with different priorities, and 4) jobs that have probabilistic processing times and transportation times. Because of their ability to capture that evolution faithfully, simulation models are often used in the aforementioned decisions. In this paper, various types of decision-making problems encountered in a shop floor have been investigated and categorized into process related problems and resource related problems for shop floor simulation.