• Title/Summary/Keyword: invariant probability

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The Construct of the Program Control with Probability is Equaled to 1 for the Some Class of Stochastic Systems

  • Chalykh, Elena
    • Journal of Ubiquitous Convergence Technology
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    • v.2 no.2
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    • pp.105-110
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    • 2008
  • The definition of the program control is introduced on the theory of the basis of the first integrals SDE system. That definition allows constructing the program control gives opportunity to stochastic system to remain on the given dynamic variety. The program control is considered in terms of dynamically invariant for stochastic process.

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SOME NECESSARY CONDITIONS FOR ERGODICITY OF NONLINEAR FIRST ORDER AUTOREGRESSIVE MODELS

  • Lee, Chan-Ho
    • Journal of the Korean Mathematical Society
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    • v.33 no.2
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    • pp.227-234
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    • 1996
  • Consider nonlinear autoregressive processes of order 1 defined by the random iteration $$ (1) X_{n + 1} = f(X_n) + \epsilon_{n + 1} (n \geq 0) $$ where f is real-valued Borel measurable functin on $R^1, {\epsilon_n : n \geq 1}$ is an i.i.d.sequence whose common distribution F has a non-zero absolutely continuous component with a positive density, $E$\mid$\epsilon_n$\mid$ < \infty$, and the initial $X_0$ is independent of ${\epsilon_n : n > \geq 1}$.

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A Novel Concept on Stochastic Stability

  • Bong, Seo-Young;Park, Jae-Weon
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.95.1-95
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    • 2001
  • This paper is concerned with a novel S-stability (stochastic-stability) concept in linear time-invariant stochastic systems, where a stochastic mode in dynamics depends on both the external disturbance and the inner-parameter variations. This leads to an EAG (eigenstructure assignment gaussian) problem; that is, the problem of associating S-eigenvalues (stochastic-eigenvalues), S-eigenvectors (stochastic-eigenvectors), and their PDFs (probability density functions) with the stochastic information of the systems with the required stochastic specifications. These results explicitly characterize how S-eigenvalues, S-eigenvectors and their PDFs in the complex plane may impose S-stability on stochastic systems.

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A CHARACTERIZATION OF GAMMA DISTRIBUTION BY INDEPENDENT PROPERTY

  • Lee, Min-Young;Lim, Eun-Hyuk
    • Journal of the Chungcheong Mathematical Society
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    • v.22 no.1
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    • pp.1-5
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    • 2009
  • Let {$X_n,\;n{\geq}1}$ be a sequence of independent identically distributed(i.i.d.) sequence of positive random variables with common absolutely continuous distribution function(cdf) F(x) and probability density function(pdf) f(x) and $E(X^2)<{\infty}$. The random variables $\frac{X_i{\cdot}X_j}{(\Sigma^n_{k=1}X_k)^{2}}$ and $\Sigma^n_{k=1}X_k$ are independent for $1{\leq}i if and only if {$X_n,\;n{\geq}1}$ have gamma distribution.

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Mean ergodic theorem and multiplicative cocycles

  • Choe, Geon H.
    • Bulletin of the Korean Mathematical Society
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    • v.33 no.1
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    • pp.57-64
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    • 1996
  • Let $(X, B, \mu)$ be a probability space. Then we say $\tau : X \to X$ is a measure-preserving transformation if $\mu(\tau^{-1} E) = \mu(E)$. and we call it an ergodic transformation if $\mu(\tau^{-1}E\DeltaE) = 0$ for a measurable subset E implies $\mu(E) = 0$. An equivalent definition is that constant functions are the only $\tau$-invariant functions.

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Eigenstructure Assignment Methodology Considering Stochastic Robustness Characteristics (확률적 견실특성을 고려한 고유구조 지정기법)

  • Seo, Young-Bong;Park, Jae-Weon
    • Journal of Institute of Control, Robotics and Systems
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    • v.6 no.11
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    • pp.974-980
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    • 2000
  • In this paper, we present a method that has flexibility of exact assignment of eigenstructure with the stochastic robustness for LTI(Linear-Time-Invariant) systems. The stochastic robustness of LTI systems is determined by the probability distributions of closed-loop eigenvalues. The probabilistic stability region is presented stochastically using the Monte Carlo evaluations. The proposed scheme is applied to designing a simple system and a flight control system with stochastic parameter variations to confirm the usefulness of the scheme.

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Facial Feature Extraction Using Energy Probability in Frequency Domain (주파수 영역에서 에너지 확률을 이용한 얼굴 특징 추출)

  • Choi Jean;Chung Yns-Su;Kim Ki-Hyun;Yoo Jang-Hee
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.43 no.4 s.310
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    • pp.87-95
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    • 2006
  • In this paper, we propose a novel feature extraction method for face recognition, based on Discrete Cosine Transform (DCT), Energy Probability (EP), and Linear Discriminant Analysis (LDA). We define an energy probability as magnitude of effective information and it is used to create a frequency mask in OCT domain. The feature extraction method consists of three steps; i) the spatial domain of face images is transformed into the frequency domain called OCT domain; ii) energy property is applied on DCT domain that acquire from face image for the purpose of dimension reduction of data and optimization of valid information; iii) in order to obtain the most significant and invariant feature of face images, LDA is applied to the data extracted using frequency mask. In experiments, the recognition rate is 96.8% in ETRI database and 100% in ORL database. The proposed method has been shown improvements on the dimension reduction of feature space and the face recognition over the previously proposed methods.

CHARACTERIZATIONS OF THE GAMMA DISTRIBUTION BY INDEPENDENCE PROPERTY OF RANDOM VARIABLES

  • Jin, Hyun-Woo;Lee, Min-Young
    • Journal of the Chungcheong Mathematical Society
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    • v.27 no.2
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    • pp.157-163
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    • 2014
  • Let {$X_i$, $1{\leq}i{\leq}n$} be a sequence of i.i.d. sequence of positive random variables with common absolutely continuous cumulative distribution function F(x) and probability density function f(x) and $E(X^2)$ < ${\infty}$. The random variables X + Y and $\frac{(X-Y)^2}{(X+Y)^2}$ are independent if and only if X and Y have gamma distributions. In addition, the random variables $S_n$ and $\frac{\sum_{i=1}^{m}(X_i)^2}{(S_n)^2}$ with $S_n=\sum_{i=1}^{n}X_i$ are independent for $1{\leq}m$ < n if and only if $X_i$ has gamma distribution for $i=1,{\cdots},n$.

A Consideration on the Identifiability for Blind Signal Separation in MIMO LTI Channels (MIMO LTI 채널에서의 블라인드 신호분리시의 식별성에 대한 고찰)

  • Kwon, Soon-Man;Kim, Seog-Joo;Lee, Jong-Moo;Kim, Choon-Kyung;Cho, Chang-Hee
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.265-267
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    • 2004
  • A blind separation problem in a multiple-input-multiple-output (MIMO) linear time-invariant (LTI) system with finite-alphabet inputs is considered. A discrete-time matrix equation model is used to describe the input-output relation of the system in order to make full use of the advantages of modern digital signal processing techniques. At first, ambiguity problem is investigated. Then, based on the results of the investigation, a new identifiability condition is proposed for the case of an input-data set which is widely used in digital communication. A probability bound such that an arbitrary input matrix satisfies the identifiability condition is derived. Finally, Monte-Carlo simulation is performed to demonstrate the validity of our suggestions.

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Content-based Image Retrieval using an Improved Chain Code and Hidden Markov Model (개선된 chain code와 HMM을 이용한 내용기반 영상검색)

  • 조완현;이승희;박순영;박종현
    • Proceedings of the IEEK Conference
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    • 2000.09a
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    • pp.375-378
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    • 2000
  • In this paper, we propose a novo] content-based image retrieval system using both Hidden Markov Model(HMM) and an improved chain code. The Gaussian Mixture Model(GMM) is applied to statistically model a color information of the image, and Deterministic Annealing EM(DAEM) algorithm is employed to estimate the parameters of GMM. This result is used to segment the given image. We use an improved chain code, which is invariant to rotation, translation and scale, to extract the feature vectors of the shape for each image in the database. These are stored together in the database with each HMM whose parameters (A, B, $\pi$) are estimated by Baum-Welch algorithm. With respect to feature vector obtained in the same way from the query image, a occurring probability of each image is computed by using the forward algorithm of HMM. We use these probabilities for the image retrieval and present the highest similarity images based on these probabilities.

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