• Title/Summary/Keyword: Markov parameters

Search Result 343, Processing Time 0.026 seconds

Parametric Sensitivity Analysis of Markov Process Based RAM Model (Markov Process 기반 RAM 모델에 대한 파라미터 민감도 분석)

  • Kim, Yeong Seok;Hur, Jang Wook
    • Journal of the Korean Society of Systems Engineering
    • /
    • v.14 no.1
    • /
    • pp.44-51
    • /
    • 2018
  • The purpose of RAM analysis in weapon systems is to reduce life cycle costs, along with improving combat readiness by meeting RAM target value. We analyzed the sensitivity of the RAM analysis parameters to the use of the operating system by using the Markov Process based model (MPS, Markov Process Simulation) developed for RAM analysis. A Markov process-based RAM analysis model was developed to analyze the sensitivity of parameters (MTBF, MTTR and ALDT) to the utility of the 81mm mortar. The time required for the application to reach the steady state is about 15,000H, which is about 2 years, and the sensitivity of the parameter is highest for ALDT. In order to improve combat readiness, there is a need for continuous improvement in ALDT.

Time Domain Identification of an Interval System and Some Extremal Properties

  • Youngtae Woo;Taeshin Cho;Park, Sunwook;Kim, Youngchol
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1998.10a
    • /
    • pp.123-128
    • /
    • 1998
  • This paper presents time domain identification of an interval system. We conjectured that Markov parameters (Pulse Responses) from Kharitonov plants would envelope those of the whole interval system. The examination on interrelations between Markov parameters from Kharitonov plants of an interval system and those of the whole interval system determines the validity of the conjecture and is used to give some extremal properties of Markov parameters. The results of this paper are shown in simulations on MBC500 Magnetic Bearing System and a given interval system.

  • PDF

A study on the relation between stationarity and synthesized images for GMRF (GMRF 모델의 안정성과 합성 영상과의 관계에 관한 연구)

  • 김성이;최윤식
    • Journal of the Korean Institute of Telematics and Electronics S
    • /
    • v.34S no.2
    • /
    • pp.71-78
    • /
    • 1997
  • Markov random field models have extensively used in applications such as image segmentation and image restoration. In this paper, we consider the relation between the stationarity of parameters and the synthesized images for gauss-markov rnadom field which has the most popularly used among many MRF models. GMRF model, which is both wide-sense Markov and strict-sense markov, has AR representations and is also a kind of gibbs distribution. Therefore, we may approach in aspect of both AR models and gibbs models. We show the relation between the stationarity of parameters and the images which are synthesized by two approaching methods and derive the stationary regions of parameters in 1st order and isotropic 2nd order case.

  • PDF

Priority MAC based on Multi-parameters for IEEE 802.15.7 VLC in Non-saturation Environments

  • Huynh, Vu Van;Le, Le Nam-Tuan;Jang, Yeong-Min
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.37 no.3C
    • /
    • pp.224-232
    • /
    • 2012
  • Priority MAC is an important issue in every communication system when we consider differentiated service applications. In this paper, we propose a mechanism to support priority MAC based on multi-parameters for IEEE 802.15.7 visible light communication (VLC). By using three parameters such as number of backoff times (NB), backoff exponent (BE) and contention window (CW), we provide priority for multi-level differentiated service applications. We consider beacon-enabled VLC personal area network (VPAN) mode with slotted version for random access algorithm in this paper. Based on a discrete-time Markov chain, we analyze the performance of proposed mechanism under non-saturation environments. By building a Markov chain model for multi-parameters, this paper presents the throughput and transmission delay time for VLC system. Numerical results show that we can apply three parameters to control the priority for VLC MAC protocol.

Posterior density estimation for structural parameters using improved differential evolution adaptive Metropolis algorithm

  • Zhou, Jin;Mita, Akira;Mei, Liu
    • Smart Structures and Systems
    • /
    • v.15 no.3
    • /
    • pp.735-749
    • /
    • 2015
  • The major difficulty of using Bayesian probabilistic inference for system identification is to obtain the posterior probability density of parameters conditioned by the measured response. The posterior density of structural parameters indicates how plausible each model is when considering the uncertainty of prediction errors. The Markov chain Monte Carlo (MCMC) method is a widespread medium for posterior inference but its convergence is often slow. The differential evolution adaptive Metropolis-Hasting (DREAM) algorithm boasts a population-based mechanism, which nms multiple different Markov chains simultaneously, and a global optimum exploration ability. This paper proposes an improved differential evolution adaptive Metropolis-Hasting algorithm (IDREAM) strategy to estimate the posterior density of structural parameters. The main benefit of IDREAM is its efficient MCMC simulation through its use of the adaptive Metropolis (AM) method with a mutation strategy for ensuring quick convergence and robust solutions. Its effectiveness was demonstrated in simulations on identifying the structural parameters with limited output data and noise polluted measurements.

Estimation of Parameters in a Generalized Exponential Semi-Markov Reliability Models

  • El-Gohary Awad
    • International Journal of Reliability and Applications
    • /
    • v.6 no.1
    • /
    • pp.13-29
    • /
    • 2005
  • This paper deals with the stochastic analysis of a three-states semi-Markov reliability model. Using both the maximum likelihood and Bayes procedures, the parameters included in this model are estimated. Next, assuming that the lifetime and repair time are generalized exponential random variables, the reliability function of this system is obtained. Then, the distribution of the first passage time of this system is discussed. Finally, some of the obtained results are compared with those available in the literature.

  • PDF

Parameter and Modeling Uncertainty Analysis of Semi-Distributed Hydrological Model using Markov-Chain Monte Carlo Technique (Markov-Chain Monte Carlo 기법을 이용한 준 분포형 수문모형의 매개변수 및 모형 불확실성 분석)

  • Choi, Jeonghyeon;Jang, Suhyung;Kim, Sangdan
    • Journal of Korean Society on Water Environment
    • /
    • v.36 no.5
    • /
    • pp.373-384
    • /
    • 2020
  • Hydrological models are based on a combination of parameters that describe the hydrological characteristics and processes within a watershed. For this reason, the model performance and accuracy are highly dependent on the parameters. However, model uncertainties caused by parameters with stochastic characteristics need to be considered. As a follow-up to the study conducted by Choi et al (2020), who developed a relatively simple semi-distributed hydrological model, we propose a tool to estimate the posterior distribution of model parameters using the Metropolis-Hastings algorithm, a type of Markov-Chain Monte Carlo technique, and analyze the uncertainty of model parameters and simulated stream flow. In addition, the uncertainty caused by the parameters of each version is investigated using the lumped and semi-distributed versions of the applied model to the Hapcheon Dam watershed. The results suggest that the uncertainty of the semi-distributed model parameters was relatively higher than that of the lumped model parameters because the spatial variability of input data such as geomorphological and hydrometeorological parameters was inherent to the posterior distribution of the semi-distributed model parameters. Meanwhile, no significant difference existed between the two models in terms of uncertainty of the simulation outputs. The statistical goodness of fit of the simulated stream flows against the observed stream flows showed satisfactory reliability in both the semi-distributed and the lumped models, but the seasonality of the stream flow was reproduced relatively better by the distributed model.

Splice Site Detection Using a Combination of Markov Model and Neural Network

  • M Abdul Baten, A.K.;Halgamuge, Saman K.;Wickramarachchi, Nalin;Rajapakse, Jagath C.
    • Proceedings of the Korean Society for Bioinformatics Conference
    • /
    • 2005.09a
    • /
    • pp.167-172
    • /
    • 2005
  • This paper introduces a method which improves the performance of the identification of splice sites in the genomic DNA sequence of eukaryotes. This method combines a low order Markov model in series with a neural network for the predictions of splice sites. The lower order Markov model incorporates the biological knowledge surrounding the splice sites as probabilistic parameters. The Neural network takes the Markov encoded parameters as the inputs and produces the prediction. Two types of neural networks are used for the comparison. This method reduces the computational complexity and shows encouraging accuracy in the predictions of splice sites when applied to several standard splice site dataset.

  • PDF

Queueing System Operating in Random Environment as a Model of a Cell Operation

  • Kim, Chesoong;Dudin, Alexander;Dudina, Olga;Kim, Jiseung
    • Industrial Engineering and Management Systems
    • /
    • v.15 no.2
    • /
    • pp.131-142
    • /
    • 2016
  • We consider a multi-server queueing system without buffer and with two types of customers as a model of operation of a mobile network cell. Customers arrive at the system in the marked Markovian arrival flow. The service times of customers are exponentially distributed with parameters depending on the type of customer. A part of the available servers is reserved exclusively for service of first type customers. Customers who do not receive service upon arrival, can make repeated attempts. The system operation is influenced by random factors, leading to a change of the system parameters, including the total number of servers and the number of reserved servers. The behavior of the system is described by the multi-dimensional Markov chain. The generator of this Markov chain is constructed and the ergodicity condition is derived. Formulas for computation of the main performance measures of the system based on the stationary distribution of the Markov chain are derived. Numerical examples are presented.

Identification Method based on q-Markov (q-Markov Cover에 기초한 동정법)

  • Bae, Jong-Il;Lee, Dong-Cheol
    • Proceedings of the KIEE Conference
    • /
    • 2005.07d
    • /
    • pp.2522-2524
    • /
    • 2005
  • We need build a mathematical to apply the system theory to real system, phenomenon analysis, prediction, control, simulation and so on. Especially system identification is building a model from input and output data. This study shows q-Markov Cover based system identification. When we do this, in order to make the identification possible under more general conditions with estimation of the system order, Markov parameters and covariance parameters from input and douput data, 1 suggest the way we can get an optimal model by estimating and Identifying of covariance matrix of observation noises repeatedly.

  • PDF