• 제목/요약/키워드: stationary process

검색결과 457건 처리시간 0.031초

PRECISE ASYMPTOTICS FOR THE MOMENT CONVERGENCE OF MOVING-AVERAGE PROCESS UNDER DEPENDENCE

  • Zang, Qing-Pei;Fu, Ke-Ang
    • 대한수학회보
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    • 제47권3호
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    • pp.585-592
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    • 2010
  • Let {$\varepsilon_i:-{\infty}$$\infty$} be a strictly stationary sequence of linearly positive quadrant dependent random variables and $\sum\limits\frac_{i=-{\infty}}^{\infty}|a_i|$<$\infty$. In this paper, we prove the precise asymptotics in the law of iterated logarithm for the moment convergence of moving-average process of the form $X_k=\sum\limits\frac_{i=-{\infty}}^{\infty}a_{i+k}{\varepsilon}_i,k{\geq}1$

Machine Maintenance Policy Using Partially Observable Markov Decision Process

  • Pak, Pyoung Ki;Kim, Dong Won;Jeong, Byung Ho
    • 품질경영학회지
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    • 제16권2호
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    • pp.1-9
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    • 1988
  • This paper considers a machine maintenance problem. The machine's condition is partially known by observing the machine's output products. This problem is formulated as an infinite horizon partially observable Markov decison process to find an optimal maintenance policy. However, even though the optimal policy of the model exists, finding the optimal policy is very time consuming. Thus, the intends of this study is to find ${\varepsilon}-optimal$ stationary policy minimizing the expected discounted total cost of the system, ${\varepsilon}-optimal$ policy is found by using a modified version of the well-known policy iteration algorithm. A numerical example is also shown.

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Accuracy of structural computation on simplified shape

  • Marin, P.
    • Structural Engineering and Mechanics
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    • 제35권2호
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    • pp.127-140
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    • 2010
  • This paper focuses on a number of criteria that enable controlling the influence of geometric simplification on the quality of finite element (FE) computations. To perform the mechanical simulation of a component, the corresponding geometric model typically needs to be simplified in accordance with hypotheses adopted regarding the component's mechanical behaviour. The method presented herein serves to compute an a posteriori indicator for the purpose of estimating the significance of each feature removal. This method can be used as part of an adaptive process of geometric simplification. If a shape detail removed during the shape simplification process proves to be influential on mechanical behaviour, the particular detail can then be reinserted into the simplified model, thus making it possible to readapt the initial simulation model. The fields of application for such a method are: static problems involving linear elastic behaviour, and linear thermal problems with stationary conduction.

A Mathematical Model Simulating A Grain-Straw Separation Process in an Axial-Flow Separator

  • Lee, Seung-Kyu-;Kim, Sung-Tae-;Park, Kyu-hong-
    • 한국농업기계학회:학술대회논문집
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    • 한국농업기계학회 1993년도 Proceedings of International Conference for Agricultural Machinery and Process Engineering
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    • pp.676-685
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    • 1993
  • A mathematical model was developed to quantify the separation process of threshed grain-straw mixtures. It was made to predict the separation loss from a separation unit consisted of stationary crimped sieve with rotating inner rotor. Experiments were performed to prove the mathematical model by changing various levels of pertinent variables for rice. Good Agreement between the simulated results and observed data under the various test conditions, such as inclination angle of the separator, vane pitch, rotor speed, MOG/G ratio, feed rate, and crop variety and moisture content, were confirmed.

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극점재배치에 따른 상태추정기의 칼만이득설계 (A Design of Kalman Gain for the State Estimator with Pre-specified Eigenvalues)

  • 장세훈;이양범
    • 한국통신학회논문지
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    • 제9권2호
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    • pp.85-93
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    • 1984
  • 本論文에서는 時不變線型多變數系를 모델로 택하여 狀態推定이 最適이 되기 위한 必要充分條件을 다루어 보았으며 또한 프로세스 및 測定雜音의 確率分布가 定常確率이라는 가정하에서 系의 極點再配置에 따른 狀態推定器의 칼만 利得을 算定하는 방법을 제시하였다. 제안한 設計方法은 線型變換에 의한 對角化技法을 도입하였으며 이 때 推定器의 極點과 系의 應答特性간의 상관성을 알아낼 수만 있다면 쉽게 계산적으로 수행될 수 있다. 마지막으로 適用例를 통해 제안한 設計方法의 효용성을 입증하였다.

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Multidimensional Spectral Estimation by Modal Decomposition

  • Ping, Liu-Wei
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.33.5-33
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    • 2001
  • We consider here the problem of spectral estimation of multidimensional wide sense stationary (WSS) random process. A method, employing a special difference equation of correlation function, is proposed to solve the problem of multidimensional spectral estimation. In this approach, the special difference equation of correlation function is derived by modal decomposition method. Maximum likelihood estimator and Kalman filter are used to estimate the model parameters of the difference equation and the decomposed spectral residues. An algorithm is presented to estimate the multidimensional spectral density. According to the result of the simulation, these methods are feasible to estimate the spectral density of WSS process, which is realized by finite dimensional multivariable lineal system driven by white noise.

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Design and Implementation of the subscriber MAC protocol in the BWA system

  • Hwang, You-Sun;Kim, Eung-bae
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2003년도 하계종합학술대회 논문집 I
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    • pp.569-572
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    • 2003
  • The broadband wireless access industry, which provides high-tate network connections to stationary sites, has matured to the point at which it now has a standard for second-generation wireless metropolitan area networks. IEEE Standard 802.16, with its WirelessMAN air interface, set the stage for widespread and effective deployments worldwide. This paper presents an implementation of media access control that can be applied to BWA (Broadband Wireless Access) system. Medium access control (MAC) is a key issue in multi-access networks where a common channel is shared by many users. The designed MAC prototype roughly consists of MAC Hardware and MAC Software. The MAC Hardware part includes timing process, MAC transmission control, MAC reception control, and CRC/HCS process. The MAC Software part includes control of MAC signaling, network interface, and Physical (PHY) control. The designed MAC protocol will be integrated with the PHY of BWA in future and we can test overall system performance of MAC and PHY.

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(Max, +)-대수를 이용한 2-노드 유한 버퍼 일렬대기행렬에서의 대기시간 분석 (Application of (Max, +)-algebra to the Waiting Times in Deterministic 2-node Tandem Queues with Blocking)

  • 서동원
    • 한국경영과학회지
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    • 제30권1호
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    • pp.149-159
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    • 2005
  • In this study, we consider characteristics of stationary waiting times in single-server 2-node tandem queues with a finite buffer, a Poisson arrival process and deterministic service times. The system has two buffers: one at the first node is infinite and the other one at the second node is finite. We show that the sojourn time or departure process does not depend on the capacity of the finite buffer and on the order of nodes (service times), which are the same as the previous results. Furthermore, the explicit expressions of waiting times at the first node are given as a function of the capacity of the finite buffer and we are able to disclose a relationship of waiting times between under communication blocking and under manufacturing blocking. Some numerical examples are also given.

Target Detection probability simulation in the homogeneous ground clutter environment

  • Kim, In-Kyu;Moon, Sang-Man;Kim, Hyoun-Kyoung;Lee, Sang-Jong;Kim, Tae-Sik;Lee, Hae-Chang
    • International Journal of Aeronautical and Space Sciences
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    • 제6권1호
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    • pp.8-16
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    • 2005
  • This paper describes target detection performance of millimeter wave radar that exits on non-stationary target detection schemes in the ground clutter conditions. The comparison of various CFAR process schemes such as CA(Cell-Average)-CFAR, GO(Greatest Of)/SO(Smallest Of)-CFAR, and OS(Order Statistics)-CFAR performance are applied. Using matlab software, we show the performance and loss between target detection probability and signal to noise ratio. This paper concludes the OS-CFAR process performance is better than any others and satisfies the optimal detection probability without loss of detection in the homogeneous clutter, When range bins increase.

선형예측을 이용한 EMG 신호처리에 관한 연구 (A Study on EMG Signal Processing Using Linear Prediction)

  • 박상희
    • 대한전자공학회논문지
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    • 제24권2호
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    • pp.280-291
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    • 1987
  • In this paper, the linear autoregressive model of EMG signal for four basic arm functions was presented and parameters for each function were estimated. The signal identification was carried out using function discrimination algorithm. It was validated that EMG signal was a widesense stationary process and the linear autoregressive model of EMG signal was constructed through approximating it to Gaussian process. It was confined that Levinson-Durbin algoridthm is a more appropriate one than the recursive least square method for parameter estimation of the linear model. Optimal function discrimination was acquired when sampling frequency was 500Hz and two electrodes were attached to bicep and tricep muscle, respectively. Parameter values were independent of variance and the number of minimum data for function discrimination was 200. Bayesian discrimination method turned out to be a better one than parallel filtering method for functional discrimination recognition.

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