• 제목/요약/키워드: mean-square stability

검색결과 101건 처리시간 0.021초

Exponential stability of stochastic static neutral neural networks with varying delays

  • Sun, Xiaoqi
    • Computers and Concrete
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    • 제30권4호
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    • pp.237-242
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    • 2022
  • This paper is concerned with exponential stability in mean square for stochastic static neutral neural networks with varying delays. By using Lyapunov functional method and with the help of stochastic analysis technique, the sufficient conditions to guarantee the exponential stability in mean square for the neural networks are obtained and some results of related literature are extended.

NEW RESULT CONCERNING MEAN SQUARE EXPONENTIAL STABILITY OF UNCERTAIN STOCHASTIC DELAYED HOPFIELD NEURAL NETWORKS

  • Bai, Chuanzhi
    • 대한수학회보
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    • 제48권4호
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    • pp.725-736
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    • 2011
  • By using the Lyapunov functional method, stochastic analysis, and LMI (linear matrix inequality) approach, the mean square exponential stability of an equilibrium solution of uncertain stochastic Hopfield neural networks with delayed is presented. The proposed result generalizes and improves previous work. An illustrative example is also given to demonstrate the effectiveness of the proposed result.

MEAN SQUARE STABILITY IN A MODIFIED LESLIE-GOWER AND HOLLING-TYPE II PREDATOR-PREY MODEL

  • Pal, Pallav Jyoti;Sarwardi, Sahabuddin;Saha, Tapan;Mandal, Prashanta Kumar
    • Journal of applied mathematics & informatics
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    • 제29권3_4호
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    • pp.781-802
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    • 2011
  • Of concern in the paper is a Holling-Tanner predator-prey model with modified version of the Leslie-Gower functional response. Dynamical behaviours such as stability, permanence and Hopf bifurcation have been carried out deterministically. Using the normal form theory and center manifold theorem, the explicit formulae determining the stability and direction of Hopf bifurcation have been derived. The deterministic model is extended to a stochastic one by perturbing the growth equation of prey and predator by white and colored noises and finally the mean square stability of the stochastic model systems is investigated analytically. An extensive quantitative analysis has been performed based on numerical computation so as to validate the applicability of the proposed mathematical model.

STABILITY OF THE MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS

  • Hu, Lin;Gan, Siqing
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1311-1325
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    • 2011
  • In this paper the Milstein method is proposed to approximate the solution of a linear stochastic differential equation with Poisson-driven jumps. The strong Milstein method and the weak Milstein method are shown to capture the mean square stability of the system. Furthermore using some technique, our result shows that these two kinds of Milstein methods can well reproduce the stochastically asymptotical stability of the system for all sufficiently small time-steps. Some numerical experiments are given to demonstrate the conclusions.

이감직신간 제어계에 있어서 Routh안정기열과 MSE 을 이용한 새로운 혼합형 모델 절기법 (A New Combined Approximation for the Reduction of Discrete-Time Systems Using Routh Stability Array and MSE)

  • 권오신;김성중
    • 대한전기학회논문지
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    • 제36권8호
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    • pp.584-593
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    • 1987
  • A new combined approximation method using Routh stability array and mean-square error (MSE) method is proposed for deriving reduced-order z-transter functions for discrete time systems. The Routh stability array is used to obtain the reduced-order denominator polynomial, and the numerator polynomial is obtained by minimizing the mean-square error between the unit step responses of the original system and reduced model. The advantages of the new combined approximation method are that the reduced model is always stable provided the original model is stable and the initial and steady-state characteristics of the original model can be preserved in the reduced model.

메이크헴 수명분포에 의존한 소프트웨어 평균고장간격시간에 관한 모수 추정법 비교 연구 (A Comparative Study of the Parameter Estimation Method about the Software Mean Time Between Failure Depending on Makeham Life Distribution)

  • 김희철;문송철
    • Journal of Information Technology Applications and Management
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    • 제24권1호
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    • pp.25-32
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    • 2017
  • For repairable software systems, the Mean Time Between Failure (MTBF) is used as a measure of software system stability. Therefore, the evaluation of software reliability requirements or reliability characteristics can be applied MTBF. In this paper, we want to compare MTBF in terms of parameter estimation using Makeham life distribution. The parameter estimates used the least square method which is regression analyzer method and the maximum likelihood method. As a result, the MTBF using the least square method shows a non-decreased pattern and case of the maximum likelihood method shows a non-increased form as the failure time increases. In comparison with the observed MTBF, MTBF using the maximum likelihood estimation is smallerd about difference of interval than the least square estimation which is regression analyzer method. Thus, In terms of MTBF, the maximum likelihood estimation has efficient than the regression analyzer method. In terms of coefficient of determination, the mean square error and mean error of prediction, the maximum likelihood method can be judged as an efficient method.

A New Least Mean Square Algorithm Using a Running Average Process for Speech Enhancement

  • Lee, Soo-Jeong;Ahn, Chan-Sik;Yun, Jong-Mu;Kim, Soon-Hyob
    • The Journal of the Acoustical Society of Korea
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    • 제25권3E호
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    • pp.123-130
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    • 2006
  • The adaptive echo canceller (AEC) has become an important component in speech communication systems, including mobile station. In these applications, the acoustic echo path has a long impulse response. We propose a running-average least mean square (RALMS) algorithm with a detection method for acoustic echo cancellation. Using colored input models, the result clearly shows that the RALMS detection algorithm has a convergence performance superior to the least mean square (LMS) detection algorithm alone. The computational complexity of the new RALMS algorithm is only slightly greater than that of the standard LMS detection algorithm but confers a major improvement in stability.

액체로켓 엔진 연소장치의 연소 안정성 평가 기준에 대한 연구 (Study on Standards of Combustion Stability Assessment of Liquid Rocket Engine Combustion Devices)

  • 서성현;이광진;최환석
    • 한국추진공학회지
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    • 제13권6호
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    • pp.34-40
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    • 2009
  • 본 논문은 액체로켓엔진의 구성품인 연소기와 가스발생기의 연소 안정성 평가를 위한 평가 방법과 기준에 관해 서술하였다. 두 가지 평가 방법이 있는데, 첫 번째는 일반적인 정상 연소 시험을 통해 연소 안정성 여부를 판단하는 통계적인 접근 방식을 취하는 정적 평가와 두 번째로는 연소장에 압력 교란을 일으키는 장치를 이용, 생성된 펄스의 감쇠 특성을 파악하는 동적 평가가 있다. 누적된 실제 추진제 연소 시험 결과를 통해서 정적 평가의 안정성 여부는 Root-Mean-Square 값이 연소실 압력의 3%, 동적 안정성 여부는 가진된 압력 섭동의 감쇠시간이 10 msec로 기준을 설정하였다.

양방향 Filtered-x 최소 평균 제곱 알고리듬에 대한 해석 (Analysis of Bi-directional Filtered-x Least Mean Square Algorithm)

  • 권오상
    • 디지털산업정보학회논문지
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    • 제10권4호
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    • pp.133-142
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    • 2014
  • The least mean square(LMS) algorithm has been popular owing to its simplicity, stability, and availability to implement. But it inherently has a problem of slow convergence speed, and the presence of a transfer function in the secondary path following the adaptive controller and the error path has been shown to generally degrade the stability and the performance of the LMS algorithm in applications of acoustical noise control. In general, in order to solve these problems, the filtered-x LMS (FX-LMS) type algorithms can be used and the bi-directional Filtered-x LMS(BFXLMS) algorithm is very attractive among them, which increase the convergence speed and the performance of the controller with nearly equivalent computation complexity. In this paper, a mathematical analysis for the BFXLMS algorithm is presented. In terms of view points of time domain, frequency domain, and stochastic domain, the characteristics and stabilities of algorithm is accurately analyzed.

음성강화를 위한 이동 평균 예측량 기반의 검출방법 최적화 (Optimization of Detection Method Using a Moving Average Estimator for Speech Enhancement)

  • 이수정;신계현;김순협
    • 대한전자공학회논문지SP
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    • 제44권3호
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    • pp.97-104
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    • 2007
  • 적응 반향제거기는 휴대전화나 음성 인식 시스템과 같은 음성 통신 시스템에서 중요한 부분의 하나로 자리잡았다. 이러한 응용에서 반향경로는 긴 임펄스 응답을 가지게 된다. 본 논문에서는 음향반향제거를 위해 Moving-Average Least Mean Square(MVLMS) 알고리즘을 제안하였다. 유색 입력 모델을 이용한 실험 결과는 MVLMS 검출 알고리즘이 Least Mean Square 검출 알고리즘에 비해 수렴 성능이 우위에 있음을 입증하였다. MVLMS 알고리즘은 약간의 계산 복잡도 향상이 있지만, 표준 LMS 검출 알고리즘에 비해 월등한 안정성 향상을 가져온다.