• Title/Summary/Keyword: Markov parameters

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Bayesian Estimation for Inflection S-shaped Software Reliability Growth Model (변곡 S-형 소프트웨어 신뢰도성장모형의 베이지안 모수추정)

  • Kim, Hee-Soo;Lee, Chong-Hyung;Park, Dong-Ho
    • Journal of Korean Society for Quality Management
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    • v.37 no.4
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    • pp.16-22
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    • 2009
  • The inflection S-shaped software reliability growth model (SRGM) proposed by Ohba(1984) is one of the most commonly used models and has been discussed by many authors. The main purpose of this paper is to estimate the parameters of Ohba's SRGM within the Bayesian framework by applying the Markov chain Monte Carlo techniques. While the maximum likelihood estimates for these parameters are well known, the Bayesian method for the inflection S-shaped SRGM have not been discussed in the literature. The proposed methods can be quite flexible depending on the choice of prior distributions for the parameters of interests. We also compare the Bayesian methods with the maximum likelihood method numerically based on the real data.

Online Adaptation of Control Parameters with Safe Exploration by Control Barrier Function (제어 장벽함수를 이용한 안전한 행동 영역 탐색과 제어 매개변수의 실시간 적응)

  • Kim, Suyeong;Son, Hungsun
    • The Journal of Korea Robotics Society
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    • v.17 no.1
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    • pp.76-85
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    • 2022
  • One of the most fundamental challenges when designing controllers for dynamic systems is the adjustment of controller parameters. Usually the system model is used to get the initial controller, but eventually the controller parameters must be manually adjusted in the real system to achieve the best performance. To avoid this manual tuning step, data-driven methods such as machine learning were used. Recently, reinforcement learning became one alternative of this problem to be considered as an agent learns policies in large state space with trial-and-error Markov Decision Process (MDP) which is widely used in the field of robotics. However, on initial training step, as an agent tries to explore to the new state space with random action and acts directly on the controller parameters in real systems, MDP can lead the system safety-critical system failures. Therefore, the issue of 'safe exploration' became important. In this paper we meet 'safe exploration' condition with Control Barrier Function (CBF) which converts direct constraints on the state space to the implicit constraint of the control inputs. Given an initial low-performance controller, it automatically optimizes the parameters of the control law while ensuring safety by the CBF so that the agent can learn how to predict and control unknown and often stochastic environments. Simulation results on a quadrotor UAV indicate that the proposed method can safely optimize controller parameters quickly and automatically.

Speech Verification using Similar Word Information in Isolated Word Recognition (고립단어 인식에 유사단어 정보를 이용한 단어의 검증)

  • 백창흠;이기정홍재근
    • Proceedings of the IEEK Conference
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    • 1998.10a
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    • pp.1255-1258
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    • 1998
  • Hidden Markov Model (HMM) is the most widely used method in speech recognition. In general, HMM parameters are trained to have maximum likelihood (ML) for training data. This method doesn't take account of discrimination to other words. To complement this problem, this paper proposes a word verification method by re-recognition of the recognized word and its similar word using the discriminative function between two words. The similar word is selected by calculating the probability of other words to each HMM. The recognizer haveing discrimination to each word is realized using the weighting to each state and the weighting is calculated by genetic algorithm.

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A NON-MARKOVIAN EVOLUTION MODEL OF HIV POPULATION WITH BUNCHING BEHAVIOUR

  • Sridharan, V.;Jayshree, P.R.
    • Journal of applied mathematics & informatics
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    • v.5 no.3
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    • pp.785-796
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    • 1998
  • In this paper we propose a model of HIv population through method of phases with non-Markovian evolution of immi-gration. The analysis leads to an explicit differnetial equations for the generating functions of the total population size. The detection process of antibodies (against the antigen of virus) is analysed and an explicit expression for the correlation functions are provided. A measure of bunching is also introduced for some particular choice of parameters.

Performance Analysis of Monitoring Process using the Stochastic Model (추계적 모형을 이용한 모니터링 과정의 성능 분석)

  • 김제숭
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.17 no.32
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    • pp.145-154
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    • 1994
  • In this paper, monitoring processor in a circuit switched network is considered. Monitoring processor monitors communication links, and offers a grade of service in each link to controller. Such an information is useful for an effective maintenance of system. Two links with nonsymmetric system Parameters are considered. each link is assumed independent M/M/1/1 type. The Markov process is introduced to compute busy and idle portions of monitoring processor and monitored rate of each link. Inter-idle times and inter-monitoring times of monitoring processor between two links are respectively computed. A recursive formula is introduced to make computational procedure rigorous.

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Improvement of Korean Sign Language Recognition System by User Adaptation (사용자 적응을 통한 한국 수화 인식 시스템의 개선)

  • Jung, Seong-Hoon;Park, Kwang-Hyun;Bien, Zeung-Nam
    • Proceedings of the KIEE Conference
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    • 2007.04a
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    • pp.301-303
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    • 2007
  • This paper presents user adaptation methods to overcome limitations of a user-independent model and a user-dependent model in a Korean sign language recognition system. To adapt model parameters for unobserved states in hidden Markov models, we introduce new methods based on motion similarity and prediction from adaptation history so that we can achieve faster adaption and higher recognition rates comparing with previous methods.

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STATIONARITY AND β-MIXING PROPERTY OF A MIXTURE AR-ARCH MODELS

  • Lee, Oe-Sook
    • Bulletin of the Korean Mathematical Society
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    • v.43 no.4
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    • pp.813-820
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    • 2006
  • We consider a MAR model with ARCH type conditional heteroscedasticity. MAR-ARCH model can be derived as a smoothed version of the double threshold AR-ARCH model by adding a random error to the threshold parameters. Easy to check sufficient conditions for strict stationarity, ${\beta}-mixing$ property and existence of moments of the model are given via Markovian representation technique.

Bayesian Prediction of Exponentiated Weibull Distribution based on Progressive Type II Censoring

  • Jung, Jinhyouk;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • v.20 no.6
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    • pp.427-438
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    • 2013
  • Based on progressive Type II censored sampling which is an important method to obtain failure data in a lifetime study, we suggest a very general form of Bayesian prediction bounds from two parameters exponentiated Weibull distribution using the proper general prior density. For this, Markov chain Monte Carlo approach is considered and we also provide a simulation study.

IMM Algorithm with NPHMM for Speech Enhancement (음성 향상을 위한 NPHMM을 갖는 IMM 알고리즘)

  • Lee, Ki-Yong
    • Speech Sciences
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    • v.11 no.4
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    • pp.53-66
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    • 2004
  • The nonlinear speech enhancement method with interactive parallel-extended Kalman filter is applied to speech contaminated by additive white noise. To represent the nonlinear and nonstationary nature of speech. we assume that speech is the output of a nonlinear prediction HMM (NPHMM) combining both neural network and HMM. The NPHMM is a nonlinear autoregressive process whose time-varying parameters are controlled by a hidden Markov chain. The simulation results shows that the proposed method offers better performance gains relative to the previous results [6] with slightly increased complexity.

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Analysis and Compare for Control Charts Under the Changed Alarm Rule

  • Haiyu Wang;Jichao Xu;Park, Young H.
    • International Journal of Quality Innovation
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    • v.4 no.2
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    • pp.65-72
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    • 2003
  • This paper mainly studies to build control charts under different alarm rule. For different alarm rule, the control limit parameters of a control chart should be changed, then some kinds of control schemes under different alarm rule were compared and the methods of calculating ARL for different control schemes were given.