Journal of Korean Society of Industrial and Systems Engineering (산업경영시스템학회지)

Society of Korea Industrial and System Engineering (한국산업경영시스템학회)
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A Study on the Autocorrelation function for Markov Modulated Gaussian Process

마코프 조정 가우시안과정의 자기상관함수에 관한 연구

  • 이혜연 (뉴욕주립대학교 산업공학과) ;
  • 장중순 (아주대학교 산업정보시스템공학과) ;
  • 신용백 (아주대학교 산업정보시스템공학과)
  • Published : 2002.12.01
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Abstract

Most of process data control have been designed under the assumption that there are independence between observed data. However, it has been difficult to apply the traditional method to realtime data because they are autocorrelated, and they are not normally distributed. And the more, they have fluctuating means. Already the control method for these data was proposed by Markov Modulated Gaussian Process. Therefore, this study take into account MMGP's traits especially for the MMGP's autocorrelation.

Keywords

References

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