• KSII Transactions on Internet and Information Systems (TIIS)
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• 제14권11호
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• pp.4355-4371
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• 2020

Phase retrieval, recovering a signal from phaseless measurements, is generally considered to be an NP-hard problem. This paper adopts an amplitude-based nonconvex optimization cost function to develop a new stochastic gradient algorithm, named stochastic reweighted phase retrieval (SRPR). SRPR is a stochastic gradient iteration algorithm, which runs in two stages: First, we use a truncated sample stochastic variance reduction algorithm to initialize the objective function. The second stage is the gradient refinement stage, which uses continuous updating of the amplitude-based stochastic weighted gradient algorithm to improve the initial estimate. Because of the stochastic method, each iteration of the two stages of SRPR involves only one equation. Therefore, SRPR is simple, scalable, and fast. Compared with the state-of-the-art phase retrieval algorithm, simulation results show that SRPR has a faster convergence speed and fewer magnitude-only measurements required to reconstruct the signal, under the real- or complex- cases.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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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.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권6호
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• pp.3273-3308
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• 2017

Building appropriate trust evaluation models is an important research issue for security guarantee in social networks. Most of the existing works usually consider the trust values at the current time slot, and model trust as the stochastic variable. However, in fact, trust evolves over time, and trust is a stochastic process. In this paper, we propose a novel time-variant stochastic trust evaluation (TSTE) model, which models trust over time and captures trust evolution by a stochastic process. Based on the proposed model, we derive the time-variant bound of untrustworthy probability, which provides stochastic trust guarantee. On one hand, the time-variant trust level of each node can be measured by our model. Meanwhile, by tolerating nodes with relatively poor performance, our model can effectively improve the node resource utilization rate. Numerical simulations are conducted to verify the accuracy and consistency of the analytical bounds on distinguishing misbehaved nodes from normal ones. Moreover, simulation results on social network dataset show the tradeoff between trust level and resource utilization rate, and verify that the successful transmission rate can be improved by our model.

• 한국정보통신학회논문지
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• 제19권12호
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• pp.2828-2835
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• 2015

본 논문에서는 다양한 다중화 모형과 논스톱 포워딩 기능이 네트워크 서비스의 가용도에 미치는 영향을 비교 분석한다. 다중화 모형 중 no redundancy, 2N redundancy, N-way redundancy, N-way active redundancy 모형에 대한 확률적 리워드 네트(Stochastic Reward Net, SRN) 모델을 설계하고, 각각의 모형에 대해 논스톱 포워딩 기능을 추가한 SRN 모델을 설계한다. 확률적 페트리 네트 패키지(Stochastic Petri Net Package, SPNP)를 활용하여 설계한 SRN 모델의 가용도를 구한다.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.835-841
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• 2005

IGARCH and Stochastic Volatility Model(SVM, for short) have frequently provided useful approximations to the real aspects of financial time series. This article is concerned with modeling various Korean financial time series using both IGARCH and stochastic volatility models. Daily data sets with sample period ranging from 2000 and 2004 including KOSPI, KOSDAQ and won-dollar exchange rate are comparatively analyzed using IGARCH and SVM.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2003년도 춘계학술대회논문집
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• pp.1054-1057
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• 2003

A Real Time Mode Selecting Stochastic Controller (RTMSSC) is developed as a new control strategy for a vibrating system under irregular disturbance. Displacement information and frequency characteristics obtained from me::id analysis of the system are used to design a Mode Selecting Controller. This Paper explains design technique of RTNSSC by applying it to the suppression of a flexible beam experiencing random vibration. The RTMSSC is designed by stochastic control from the modal information. The frequency information of the flexible system is utilized from the Mode Selecting Unit (MSU) based on a Fast-Fourier Transformation algorithm. The performance of the proposed technique, RTMSSC, is compared with that of Real Time Stochastic Controller developed recently, which show quite promising results.

• Journal of Communications and Networks
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• 제18권3호
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• pp.411-419
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• 2016

This article investigates the problem of distributed channel selection in opportunistic spectrum access networks from a perspective of interference minimization. The traditional physical (PHY)-layer interference model is for information theoretic analysis. When practical multiple access mechanisms are considered, the recently developed binary medium access control (MAC)-layer interference model in the previous work is more useful, in which the experienced interference of a user is defined as the number of competing users. However, the binary model is not accurate in mathematics analysis with poor achievable performance. Therefore, we propose a real-valued one called stochastic MAC-layer interference model, where the utility of a player is defined as a function of the aggregate weight of the stochastic interference of competing neighbors. Then, the distributed channel selection problem in the stochastic MAC-layer interference model is formulated as a weighted stochastic MAC-layer interference minimization game and we proved that the game is an exact potential game which exists one pure strategy Nash equilibrium point at least. By using the proposed stochastic learning-automata based uncoupled algorithm with heterogeneous learning parameter (SLA-H), we can achieve suboptimal convergence averagely and this result can be verified in the simulation. Moreover, the simulated results also prove that the proposed stochastic model can achieve higher throughput performance and faster convergence behavior than the binary one.

• IEIE Transactions on Smart Processing and Computing
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• 제5권1호
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• pp.43-48
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• 2016

We propose plain fingerprint classification based on a core stochastic algorithm that effectively uses a core stochastic model, acquiring more fingerprint minutiae and direction, in order to increase matching performance. The proposed core stochastic algorithm uses core presence/absence and contains a ridge direction and distribution map. Simulations show that the fingerprint classification accuracy is improved by more than 14%, on average, compared to other algorithms.

• 대한전자공학회논문지
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• 제18권2호
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• pp.44-53
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• 1981

Stochastic feference를 가진 두개의 양자화 시스템을 분석하고 비교하였다. 양자화된 출력신호에 대하여 invariance 성격을 갖기 위한 조건이 서로 같다는 것이 보여졌다. Stochastic fererence 신호를 이용한 polarity coincidence 방법에 의한 상관관계 함수 추정이 여기서 구한 일반적 성질의 특수한 경우이다. 과거의 stochastic computing은 여기서 고려한 첫 번째 system으로부터 나오고 그리고 LG Robert가 이용한 특성은 두 번째 시스템의 일반적 성질의 특수한 경우를 이용했다는 것을 보였다.

• 한국국방경영분석학회지
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• 제31권2호
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• pp.28-44
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• 2005

The previous studies approach the field artillery fire scheduling problem as deterministic and do not explicitly include information on the potential scenario changes. Unfortunately, the effort used to optimize fire sequences and reduce the total time of engagement is often inefficient as the collected military intelligence changes. Instead of modeling the fire sequencing problem as deterministic model, we consider a stochastic artillery fire scheduling model and devise a solution methodology to integrate possible enemy attack scenarios in the evaluation of artillery fire sequences. The goal is to use that information to find robust solutions that withstand disruptions in a better way, Such an approach is important because we can proactively consider the effects of certain unique scheduling decisions. By identifying more robust schedules, cascading delay effects will be minimized. In this paper we describe our stochastic model for the field artillery fire sequencing problem and offer revised robust stochastic model which considers worst scenario first. The robust stochastic model makes the solution more stable than the general two-stage stochastic model and also reduces the computational cost dramatically. We present computational results demonstrating the effectiveness of our proposed method by EVPI, VSS, and Variances.