• 제목/요약/키워드: Markov Modulated Gaussian Process

검색결과 1건 처리시간 0.012초

마코프 조정 가우시안과정의 자기상관함수에 관한 연구 (A Study on the Autocorrelation function for Markov Modulated Gaussian Process)

  • 이혜연;장중순;신용백
    • 산업경영시스템학회지
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    • 제25권6호
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    • pp.1-6
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    • 2002
  • 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.