• International Journal of Control, Automation, and Systems
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• v.5 no.4
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• pp.355-363
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• 2007

The paper deals with the Kalman stochastic filtering problem for linear continuous-time systems with both instantaneous and time-delayed measurements. Different from the standard linear system, the system state is corrupted by multiplicative white noise, and the instantaneous measurement and the delayed measurement are also corrupted by multiplicative white noise. A new approach to the problem is presented by using projection formulation and reorganized innovation analysis. More importantly, the proposed approach in the paper can be applied to solve many complicated problems such as stochastic $H_{\infty}$ estimation, $H_{\infty}$ control stochastic system with preview and so on.

• The KIPS Transactions:PartB
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• v.14B no.7
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• pp.523-530
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• 2007

This paper proposes a new stochastic optimization algorithm for hidden Markov models (HMMs) used as a recognizer of automatic lipreading. The proposed method combines a global stochastic optimization method, the simulated annealing technique, and the local optimization method, which produces fast convergence and good solution quality. We mathematically show that the proposed algorithm converges to the global optimum. Experimental results show that training HMMs by the method yields better lipreading performance compared to the conventional training methods based on local optimization.

• Proceedings of the IEEK Conference
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• 1998.06a
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• pp.847-850
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• 1998

One of the most difficult problem of designing VLSI is a mixed-circuit design, that is to design circuit containing both analog parts and digital parts. Digital to analog converter and analog to digital converter is a typical case. Especially it can be a serious problem when mixed circuit are put into a large digital circuit like microcontroller. However nowadays this problem is settled by separating analog circuit parts outside the IC. This technique is based on converting a digital signal into a pulse sequence. Then an analog signal is obtained by averaging this pulse sequence at the external low-pass filter. An anlog to digital converter is designed using a stochastic logic instead of a traditional PWM (pulse-width modulation) signal and ins implemente dusing FPGa. Stochastic pulse sequence can be made as a simple circuits and moreover can be mathematically processed by simple circuits -AND gates. The spectral property of stochastic pulse sequence method is better than that of PWM method. So it make easy to design a external low-pass filter. This technique has important advantages, especially the reduction of the ADC cost.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 1999.10a
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• pp.351-358
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• 1999

The structural responses of underground structures are examined in probability by using the elasto-plastic stochastic finite element method in which the spatial distributions of material properties are assumed to be stochastic fields. In addition, the adaptive importance sampling method using the response surface technique is used to improve simulation efficiency. The method is found to provide appropriate information although the nonlinear Limit State involves a large number of basic random variables and the failure probability is small. The probability of plastic local failures around an excavated area is effectively evaluated and the reliability for the limit displacement of the ground is investigated. It is demonstrated that the adaptive importance sampling method can be very efficiently used to evaluate the reliability of a large scale stochastic finite element model, such as the underground structures located in the multi-layered ground.

• Proceedings of the IEEK Conference
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• 2007.07a
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• pp.301-302
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• 2007

A speech enhancement algorithm based on both a decomposition of speech into deterministic and stochastic components and a psychoacoustic model is proposed. Noisy speech is decomposed into deterministic and stochastic components, and then each component is enhanced preserving its individual characteristics. A psychoacoustic model is taken into account when enhancing the stochastic component. Simulation results show that the proposed algorithm performs better than some of the more popular algorithms.

• Structural Engineering and Mechanics
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• v.5 no.6
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• pp.839-851
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• 1997

Closed-form solutions are analytically derived for stochastic properties of earthquake ground motion fields, which are conditioned by an observed time series at certain observation sites and are characterized by spectra with uncertainties. The theoretical framework presented here can estimate not only the expectations of such simulated earthquake ground motions, but also the prediction errors which offer important information for the field of engineering. Before these derivations are made, the theory of conditional random fields is summarized for convenience in this study. Furthermore, a method for stochastic interpolation of power spectra is explained.

• Structural Engineering and Mechanics
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• v.59 no.1
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• pp.187-207
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• 2016

Practical ambient excitations of engineering structures usually do not comply with the stationary-white-noise assumption in traditional operational modal analysis methods due to heavy traffic, wind guests, and other disturbances. In order to eliminate spurious modes induced by non-white noise inputs, the improved stochastic subspace identification based on a delay index is proposed in this paper for a representative kind of stationary non-white noise ambient excitations, which have nonzero autocorrelation values near the vertical axis. It relaxes the stationary-white-noise assumption of inputs by avoiding corresponding unqualified elements in the Hankel matrix. Details of the improved stochastic subspace identification algorithms and determination of the delay index are discussed. Numerical simulations on a four-story frame and laboratory vibration experiments on a simply supported beam have demonstrated the accuracy and reliability of the proposed method in eliminating spurious modes under non-white noise ambient excitations.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2001.12a
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• pp.153-156
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• 2001

This paper discusses a stochastic stabilization of Takagi-Sugeno (75) fuzzy system with Markovian input delay. The finite Markovian process is adopted to model the input delay of the overall control system. It is assumed that the zero and hold devices are used for control input. The continuous-time 75 fuzzy system with the Markovian input delay is discretized for easy handling delay, accordingly, the discretized 75 fuzzy system is represented by a discrete-time 75 fuzzy system with jumping parameters. The stochastic stabilizibility of the jump 75 fuzzy system is derived and formulated in terms of linear matrix inequalities (LMls).

• Korean Journal of Mathematics
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• v.25 no.1
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• pp.45-60
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• 2017

This paper focuses on estimation of an non-integral quadratic function (NIQF) and integral quadratic function (IQF) of a random signal in dynamic system described by a linear stochastic differential equation. The quadratic form of an unobservable signal indicates useful information of a signal for control. The optimal (in mean square sense) and suboptimal estimates of NIQF and IQF represent a function of the Kalman estimate and its error covariance. The proposed estimation algorithms have a closed-form estimation procedure. The obtained estimates are studied in detail, including derivation of the exact formulas and differential equations for mean square errors. The results we demonstrate on practical example of a power of signal, and comparison analysis between optimal and suboptimal estimators is presented.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.42 no.5
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• pp.989-991
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• 2017

This letter proposes the method for approximating a stochastic geometry based downlink multicell network performance in a wide range of interference and noise levels. This method facilitates the simplification of a multicell network design problem for the base station density and transmit power.