• 제목/요약/키워드: law-invariant

검색결과 47건 처리시간 0.019초

대칭확률변수(對稱確率變數)의 대수(對數)의 법칙(法則)에 대하여 (On the Weak Law of Large Numbers for the Sums of Sign-Invariant Random Variables)

  • 홍덕헌
    • Journal of the Korean Data and Information Science Society
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    • 제4권
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    • pp.53-63
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    • 1993
  • We consider various types of weak convergence for sums of sign-invariant random variables. Some results show a similarity between independence and sign-invariance. As a special case, we obtain a result which strengthens a weak law proved by Rosalsky and Teicher [6] in that some assumptions are deleted.

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ON RELATION AMONG COHERENT, DISTORTION AND SPECTRAL RISK MEASURES

  • Kim, Ju-Hong
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제16권1호
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    • pp.121-131
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    • 2009
  • In this paper we examine the relation among law-invariant coherent risk measures with the Fatou property, distortion risk measures and spectral risk measures, and give a new proof of the relation among them. It is also shown that the spectral risk measure satisfies the monotonicity with respect to stochastic dominance and the comonotonic additivity.

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부호불변(符號不變) 확률변수(確率變數)에 합(合)에 대한 반복대수(反復對數)의 법칙(法則) (On the Law of the Iterated Logarithm without Assumptions about the Existence of Moments for the Sums of Sign-Invariant Random Variables)

  • 홍덕헌
    • Journal of the Korean Data and Information Science Society
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    • 제2권
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    • pp.41-44
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    • 1991
  • Petrov (1968) gave two theorems on the law of the iterated logarithm without any assumptions about the existence of moments of independent random variables. In the present paper we show that the same holds true for sign-invariant random variables.

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과모델된 선형 시불변 이산 시간 시스템의 적응 제어법칙 (Adaptive control of overmodeled linear time-invariant discrete systems)

  • 양현석;이호신
    • 제어로봇시스템학회논문지
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    • 제2권2호
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    • pp.67-72
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    • 1996
  • This paper presents a parameter adaptive control law that stabilizes and asymptotically regulates any single-input, linear time-invariant, controllable and observable, discrete-time system when only the upper bounds on the order of the system is given. The algorithm presented in this paper comprises basically a nonlinear state feedback law which is represented by functions of the state vector in the controllable subspace of the model, an adaptive identifier of plant parameters which uses inputs and outputs of a certain length, and an adaptive law for feedback gain adjustment. A new psedu-inverse algorithm is used for the adaptive feedback gain adjustment rather than a least-square algorithm. The proposed feedback law results in not only uniform boundedness of the state vector to zero. The superiority of the proposed algorithm over other algorithms is shown through some examples.

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GALOIS ACTIONS OF A CLASS INVARIANT OVER QUADRATIC NUMBER FIELDS WITH DISCRIMINANT D ≡ 21 (mod 36)

  • Jeon, Daeyeol
    • 충청수학회지
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    • 제24권4호
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    • pp.921-925
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    • 2011
  • A class invariant is the value of a modular function that generates a ring class field of an imaginary quadratic number field such as the singular moduli of level 1. In this paper, using Shimura Reciprocity Law, we compute the Galois actions of a class invariant from a generalized Weber function $g_2$ over quadratic number fields with discriminant $D{\equiv}21$ (mod 36).

GALOIS ACTIONS OF A CLASS INVARIANT OVER QUADRATIC NUMBER FIELDS WITH DISCRIMINANT D ≡ -3 (mod 36)

  • Jeon, Daeyeol
    • 충청수학회지
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    • 제23권4호
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    • pp.853-860
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    • 2010
  • A class invariant is the value of a modular function that generates a ring class field of an imaginary quadratic number field such as the singular moduli of level 1. In this paper, using Shimura Reciprocity Law, we compute the Galois actions of a class invariant from a generalized Weber function $g_2$ over quadratic number fields with discriminant $D{\equiv}-3$ (mod 36).

특이공간으로 구성된 섹터를 이용한 2차 비선형 시스템의 스위칭 제어기 설계 (Switching Control for End Order Nonlinear Systems Using Sector Consisting of Singular Hyperplanes)

  • 염동회;임기홍;최진영
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2005년도 심포지엄 논문집 정보 및 제어부문
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    • pp.122-124
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    • 2005
  • In this paper, we propose a switching control method for 2nd order nonlinear systems. The main idea behind the method is changing the control law before the trajectory of the solution arrives at the singularities imposed on the denominator of the control law. We show that the control system is asymptotically stable from the fact that the sector consisting of the singular hyperplanes is an invariant set. Illustrative examples are given.

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일반화된 적응법칙을 사용한 안정한 기준모델 적응제어 (A Stable Model Reference Adaptive Control with a Generalized Adaptive Law)

  • 이호진;최계근
    • 대한전자공학회논문지
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    • 제26권8호
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    • pp.1167-1177
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    • 1989
  • In this paper, a generalized adaptive law is proposed which uses a rational function type operator for parameter adjustment. To satisfy the passivity condition of the adaptation block, we introduce a constant feedback gain into the adaptation block. This adaptation scheme is applied to the model reference adaptive control of a continuous-time, linear time-invariant, minimum-phase system whose relative degree is 1. We prove the asymptotic stability of the output error of this adaptive system by hyperstability method. It is shown that by digital computer simulations this law can give a better output error transient response in some cases than the conventional gradient adaptive law. And the output error responses for the several types of the proposed adaptation law are examined in the presence of a kind of unmodeled dynamics.

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Receding horizon tracking controller and its stability properties

  • Kwon, Wook-Hyun;Byun, Dae-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1987년도 한국자동제어학술회의논문집(한일합동학술편); 한국과학기술대학, 충남; 16-17 Oct. 1987
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    • pp.801-806
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    • 1987
  • The receding horizon tracking control for the discrete time invariant systems is presented in this paper. This control law is derived with the receding horizon concept from the standard tracking problems. Stability properties of this control law are analyzed. It is shown that there exists a finite horizon index for which the closed loop systems are always asymptotically stable. The receding horizon tracking control is a kind of predictive control and will add a new clan to many existing predictive controls, with which some comparisons are made.

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